Rebalancing: at every Jan 1st
Currency: EUR
When holding the Mebane Faber Ivy Portfolio To EUR Bond Hedged, how long should you stay invested to have high probability to achieve a positive return?
Over the selected period (~55 years), the longest duration with a negative return was 107 months (from May 2000 to March 2009).
This indicates that, within the same timeframe, any rolling period of 108 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.
Mebane Faber Ivy Portfolio To EUR Bond Hedged: 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 Nov 30, 2024, the annualized return of the previous 10 years has been 7.16%.
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 |
---|---|---|---|
-32.58%
Mar 2008 - Feb 2009 |
+9.02% |
+51.66%
Aug 1982 - Jul 1983 |
20.06%
130 out of 648 |
-33.36%
Mar 2008 - Feb 2009 |
+6.52% |
+47.45%
Aug 1982 - Jul 1983 |
28.40%
184 out of 648 |
-19.86%
Mar 2007 - Feb 2009 |
+8.93% |
+35.38%
Sep 1998 - Aug 2000 |
7.86%
50 out of 636 |
-21.60%
Mar 2007 - Feb 2009 |
+6.61% |
+33.28%
Sep 1998 - Aug 2000 |
17.92%
114 out of 636 |
-12.04%
Mar 2006 - Feb 2009 |
+9.36% |
+32.46%
Mar 1982 - Feb 1985 |
7.05%
44 out of 624 |
-13.85%
Mar 2006 - Feb 2009 |
+6.16% |
+28.52%
Mar 1982 - Feb 1985 |
12.98%
81 out of 624 |
-4.44%
Apr 2005 - Mar 2009 |
+9.18% |
+26.08%
Mar 1981 - Feb 1985 |
3.27%
20 out of 612 |
-6.37%
Apr 2005 - Mar 2009 |
+6.41% |
+21.55%
Jun 1982 - May 1986 |
9.48%
58 out of 612 |
-2.65%
Apr 2004 - Mar 2009 |
+8.57% |
+26.82%
Apr 1980 - Mar 1985 |
0.67%
4 out of 600 |
-4.64%
Apr 2004 - Mar 2009 |
+6.03% |
+21.83%
Apr 1980 - Mar 1985 |
5.00%
30 out of 600 |
+0.89%
Mar 2003 - Feb 2009 |
+8.48% |
+23.98%
Mar 1979 - Feb 1985 |
0.00%
0 out of 588 |
-1.14%
Mar 2003 - Feb 2009 |
+5.89% |
+18.80%
Apr 1980 - Mar 1986 |
0.68%
4 out of 588 |
-1.42%
Apr 2002 - Mar 2009 |
+8.58% |
+22.93%
Mar 1978 - Feb 1985 |
0.35%
2 out of 576 |
-3.42%
Apr 2002 - Mar 2009 |
+5.96% |
+18.00%
Mar 1978 - Feb 1985 |
1.22%
7 out of 576 |
-0.88%
Apr 2001 - Mar 2009 |
+9.13% |
+19.87%
Nov 1978 - Oct 1986 |
0.89%
5 out of 564 |
-2.94%
Apr 2001 - Mar 2009 |
+6.57% |
+16.03%
Aug 1979 - Jul 1987 |
1.95%
11 out of 564 |
+0.08%
Apr 2000 - Mar 2009 |
+9.30% |
+19.01%
Jun 1980 - May 1989 |
0.00%
0 out of 552 |
-2.01%
Apr 2000 - Mar 2009 |
+6.38% |
+15.99%
Jun 1980 - May 1989 |
2.17%
12 out of 552 |
+2.44%
Sep 2000 - Aug 2010 |
+9.75% |
+19.01%
Mar 1975 - Feb 1985 |
0.00%
0 out of 540 |
+0.40%
Sep 2000 - Aug 2010 |
+6.76% |
+14.55%
Nov 1979 - Oct 1989 |
0.00%
0 out of 540 |
+2.58%
Apr 1998 - Mar 2009 |
+9.87% |
+17.71%
Nov 1978 - Oct 1989 |
0.00%
0 out of 528 |
+0.49%
Oct 2000 - Sep 2011 |
+7.07% |
+14.26%
Nov 1978 - Oct 1989 |
0.00%
0 out of 528 |
+3.66%
Nov 2000 - Oct 2012 |
+9.99% |
+16.76%
Sep 1977 - Aug 1989 |
0.00%
0 out of 516 |
+1.46%
Nov 2000 - Oct 2012 |
+7.45% |
+13.43%
Sep 1977 - Aug 1989 |
0.00%
0 out of 516 |
+3.34%
Apr 2007 - Mar 2020 |
+10.07% |
+16.27%
Oct 1974 - Sep 1987 |
0.00%
0 out of 504 |
+1.57%
Sep 2000 - Aug 2013 |
+7.69% |
+12.42%
Oct 1974 - Sep 1987 |
0.00%
0 out of 504 |
+3.48%
Apr 2006 - Mar 2020 |
+9.99% |
+15.97%
Jun 1975 - May 1989 |
0.00%
0 out of 492 |
+2.03%
Apr 2006 - Mar 2020 |
+7.37% |
+12.46%
Jun 1975 - May 1989 |
0.00%
0 out of 492 |
+4.28%
Oct 2005 - Sep 2020 |
+9.90% |
+15.97%
Sep 1974 - Aug 1989 |
0.00%
0 out of 480 |
+2.43%
Sep 2000 - Aug 2015 |
+7.44% |
+12.31%
Sep 1974 - Aug 1989 |
0.00%
0 out of 480 |
+4.44%
Nov 2000 - Oct 2016 |
+9.71% |
+14.90%
Feb 1978 - Jan 1994 |
0.00%
0 out of 468 |
+2.66%
Nov 2000 - Oct 2016 |
+7.21% |
+11.41%
Feb 1978 - Jan 1994 |
0.00%
0 out of 468 |
+4.32%
Sep 2000 - Aug 2017 |
+9.57% |
+14.71%
Aug 1980 - Jul 1997 |
0.00%
0 out of 456 |
+2.58%
Sep 2000 - Aug 2017 |
+7.06% |
+11.63%
Aug 1980 - Jul 1997 |
0.00%
0 out of 456 |
+4.32%
Apr 2002 - Mar 2020 |
+9.48% |
+14.80%
Apr 1980 - Mar 1998 |
0.00%
0 out of 444 |
+2.60%
Nov 2000 - Oct 2018 |
+6.96% |
+11.83%
Sep 1982 - Aug 2000 |
0.00%
0 out of 444 |
+4.23%
Jun 2001 - May 2020 |
+9.50% |
+14.51%
Nov 1978 - Oct 1997 |
0.00%
0 out of 432 |
+2.58%
Apr 2001 - Mar 2020 |
+7.03% |
+11.77%
Nov 1981 - Oct 2000 |
0.00%
0 out of 432 |
+4.08%
Nov 2000 - Oct 2020 |
+9.56% |
+14.80%
Sep 1980 - Aug 2000 |
0.00%
0 out of 420 |
+2.45%
Nov 2000 - Oct 2020 |
+7.05% |
+11.93%
Sep 1980 - Aug 2000 |
0.00%
0 out of 420 |
Mebane Faber Ivy Portfolio To EUR Bond Hedged: ETF allocation and returns