When holding the Larry Swedroe Eliminate Fat Tails Portfolio, how long should you stay invested to have high probability to achieve a positive return?
Over the selected period (~40 years), the longest duration with a negative return was 39 months (from February 2021 to April 2024).
This indicates that, within the same timeframe, any rolling period of 40 months or more has consistently resulted in a positive return.
Understanding this metric is crucial as it highlights the importance of a safe investment horizon. Knowing the minimum duration required to likely see positive returns helps investors set realistic expectations and reinforces the strategy of staying invested through market cycles. This approach can mitigate the emotional reactions to short-term market fluctuations and enhance the likelihood of achieving financial goals.
Larry Swedroe Eliminate Fat Tails Portfolio: ETF allocation and returns
Previous vs subsequent Returns
Is there a correlation between past and future returns over all 10-year rolling periods?
The following chart illustrates the relationship between past returns (x-axis) and subsequent returns (y-axis).
Data points are aggregated to show occurrences, and you can zoom in by clicking or drawing over the desired area.
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As of May 31, 2025, the annualized return of the previous 10 years has been 3.29%.
Rolling Returns
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
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Rolling Period Analysis
By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.
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Worst | Median | Best | Negative Periods |
---|---|---|---|
-16.84%
Mar 2008 - Feb 2009 |
+6.86% |
+32.01%
Jan 1991 - Dec 1991 |
14.14%
67 out of 474 |
-17.98%
Oct 2021 - Sep 2022 |
+4.07% |
+28.19%
Jan 1991 - Dec 1991 |
23.21%
110 out of 474 |
-4.90%
Nov 2021 - Oct 2023 |
+6.65% |
+20.95%
Oct 1990 - Sep 1992 |
7.79%
36 out of 462 |
-9.84%
Nov 2021 - Oct 2023 |
+3.85% |
+17.20%
Oct 1990 - Sep 1992 |
14.72%
68 out of 462 |
-0.99%
Mar 2006 - Feb 2009 |
+6.03% |
+20.50%
Nov 1990 - Oct 1993 |
2.00%
9 out of 450 |
-5.91%
May 2021 - Apr 2024 |
+3.60% |
+17.04%
Nov 1990 - Oct 1993 |
11.78%
53 out of 450 |
+0.73%
Mar 2012 - Feb 2016 |
+6.35% |
+18.02%
Jan 1988 - Dec 1991 |
0.00%
0 out of 438 |
-3.68%
May 2021 - Apr 2025 |
+3.68% |
+13.02%
Feb 1990 - Jan 1994 |
9.36%
41 out of 438 |
+1.55%
Oct 2017 - Sep 2022 |
+6.50% |
+17.49%
Jan 1989 - Dec 1993 |
0.00%
0 out of 426 |
-2.15%
Oct 2018 - Sep 2023 |
+4.05% |
+13.06%
Jan 1989 - Dec 1993 |
8.45%
36 out of 426 |
+1.67%
Nov 2017 - Oct 2023 |
+6.68% |
+16.83%
Jan 1988 - Dec 1993 |
0.00%
0 out of 414 |
-2.01%
Nov 2017 - Oct 2023 |
+4.18% |
+12.34%
Jan 1988 - Dec 1993 |
7.49%
31 out of 414 |
+1.81%
Apr 2013 - Mar 2020 |
+6.74% |
+13.98%
Nov 1987 - Oct 1994 |
0.00%
0 out of 402 |
-0.88%
Nov 2016 - Oct 2023 |
+4.22% |
+10.08%
Oct 1990 - Sep 1997 |
7.21%
29 out of 402 |
+2.15%
Apr 2012 - Mar 2020 |
+6.88% |
+13.71%
Jan 1988 - Dec 1995 |
0.00%
0 out of 390 |
-0.52%
Jun 2015 - May 2023 |
+4.31% |
+9.72%
Jan 1988 - Dec 1995 |
4.62%
18 out of 390 |
+2.22%
Nov 2014 - Oct 2023 |
+7.08% |
+13.91%
Jan 1985 - Dec 1993 |
0.00%
0 out of 378 |
-0.68%
Nov 2014 - Oct 2023 |
+4.53% |
+9.85%
Jan 1985 - Dec 1993 |
5.03%
19 out of 378 |
+2.25%
Nov 2013 - Oct 2023 |
+7.15% |
+12.51%
Dec 1987 - Nov 1997 |
0.00%
0 out of 366 |
-0.52%
Nov 2013 - Oct 2023 |
+4.58% |
+8.78%
Dec 1987 - Nov 1997 |
2.73%
10 out of 366 |
+2.44%
Nov 2012 - Oct 2023 |
+7.12% |
+12.21%
Jan 1985 - Dec 1995 |
0.00%
0 out of 354 |
-0.16%
Nov 2012 - Oct 2023 |
+4.56% |
+8.42%
Jan 1985 - Dec 1995 |
0.85%
3 out of 354 |
+2.67%
Nov 2011 - Oct 2023 |
+6.96% |
+11.80%
Jan 1985 - Dec 1996 |
0.00%
0 out of 342 |
+0.10%
Nov 2011 - Oct 2023 |
+4.42% |
+8.07%
Jan 1988 - Dec 1999 |
0.00%
0 out of 342 |
+2.74%
Nov 2010 - Oct 2023 |
+6.85% |
+11.46%
Jan 1985 - Dec 1997 |
0.00%
0 out of 330 |
+0.10%
Nov 2010 - Oct 2023 |
+4.34% |
+7.87%
Apr 1985 - Mar 1998 |
0.00%
0 out of 330 |
+3.06%
May 2011 - Apr 2025 |
+6.84% |
+10.74%
Jan 1985 - Dec 1998 |
0.00%
0 out of 318 |
+0.46%
May 2011 - Apr 2025 |
+4.28% |
+7.29%
May 1985 - Apr 1999 |
0.00%
0 out of 318 |
+2.94%
Nov 2007 - Oct 2022 |
+6.75% |
+10.87%
Jan 1985 - Dec 1999 |
0.00%
0 out of 306 |
+0.54%
Nov 2007 - Oct 2022 |
+4.22% |
+7.45%
Jan 1985 - Dec 1999 |
0.00%
0 out of 306 |
+2.83%
Nov 2007 - Oct 2023 |
+6.71% |
+10.41%
Jan 1985 - Dec 2000 |
0.00%
0 out of 294 |
+0.38%
Nov 2007 - Oct 2023 |
+4.20% |
+7.18%
Jan 1988 - Dec 2003 |
0.00%
0 out of 294 |
+3.38%
Nov 2007 - Oct 2024 |
+6.64% |
+10.40%
Dec 1987 - Nov 2004 |
0.00%
0 out of 282 |
+0.91%
Nov 2007 - Oct 2024 |
+4.18% |
+7.16%
Jan 1988 - Dec 2004 |
0.00%
0 out of 282 |
+3.67%
May 2007 - Apr 2025 |
+6.60% |
+10.29%
Dec 1987 - Nov 2005 |
0.00%
0 out of 270 |
+1.15%
May 2007 - Apr 2025 |
+4.12% |
+7.03%
Dec 1987 - Nov 2005 |
0.00%
0 out of 270 |
+3.87%
May 2006 - Apr 2025 |
+6.55% |
+10.27%
Dec 1987 - Nov 2006 |
0.00%
0 out of 258 |
+1.34%
May 2006 - Apr 2025 |
+4.10% |
+7.06%
Dec 1987 - Nov 2006 |
0.00%
0 out of 258 |
+4.26%
Jan 2005 - Dec 2024 |
+6.48% |
+10.32%
Dec 1987 - Nov 2007 |
0.00%
0 out of 246 |
+1.65%
Mar 2005 - Feb 2025 |
+4.04% |
+7.06%
Nov 1987 - Oct 2007 |
0.00%
0 out of 246 |
Larry Swedroe Eliminate Fat Tails Portfolio: ETF allocation and returns