Mebane Faber Ivy Portfolio To EUR: Rolling Returns

Simulation Settings
Period: January 1970 - June 2025 (~56 years)
Initial Amount: 1€
Rebalancing: at every Jan 1st
Currency: EUR
Inflation: Eurozone
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When holding the Mebane Faber Ivy Portfolio To EUR, how long should you stay invested to have high probability to achieve a positive return?

Over the selected period (~56 years), the longest duration with a negative return was 111 months (from September 2000 to November 2009).

This indicates that, within the same timeframe, any rolling period of 112 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.

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.

MEBANE FABER IVY PORTFOLIO TO EUR
Previous vs Next Returns - 10 Years annualized
Time Period: 1 July 1995 - 30 June 2025 (30 Years)
Time Period: 1 January 1970 - 30 June 2025 (~56 years)
30 Years
(1995/07 - 2025/06)
All Data
(1970/01 - 2025/06)

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As of Jun 30, 2025, the annualized return of the previous 10 years has been 5.91%.

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.

MEBANE FABER IVY PORTFOLIO TO EUR
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Time Period: 1 July 1995 - 30 June 2025 (30 Years)
Time Period: 1 January 1970 - 30 June 2025 (~56 years)
30 Years
(1995/07 - 2025/06)
All Data
(1970/01 - 2025/06)
Eurozone Inflation Adjusted:

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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.

MEBANE FABER IVY PORTFOLIO TO EUR
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1970 - 30 June 2025 (~56 years)
Over Time
Histogram
Eurozone Inflation Adjusted:

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Swipe left to see all data
Worst Median Best Negative Periods
-29.98%
Mar 2008 - Feb 2009
+8.93% +55.53%
Aug 1982 - Jul 1983
22.60%
148 out of 655
-30.79%
Mar 2008 - Feb 2009
+6.08% +51.21%
Aug 1982 - Jul 1983
30.69%
201 out of 655
-19.39%
Mar 2007 - Feb 2009
+9.20% +38.48%
Sep 1998 - Aug 2000
9.80%
63 out of 643
-21.14%
Mar 2007 - Feb 2009
+6.54% +36.33%
Sep 1998 - Aug 2000
21.31%
137 out of 643
-12.26%
Apr 2006 - Mar 2009
+9.26% +37.04%
Mar 1982 - Feb 1985
8.72%
55 out of 631
-14.00%
Apr 2006 - Mar 2009
+5.97% +32.96%
Mar 1982 - Feb 1985
16.01%
101 out of 631
-4.44%
Jul 2005 - Jun 2009
+9.07% +30.88%
Feb 1981 - Jan 1985
4.04%
25 out of 619
-6.34%
Jul 2005 - Jun 2009
+6.45% +26.06%
Mar 1981 - Feb 1985
10.50%
65 out of 619
-2.78%
Apr 2004 - Mar 2009
+8.43% +31.25%
Mar 1980 - Feb 1985
0.99%
6 out of 607
-4.77%
Apr 2004 - Mar 2009
+6.04% +26.07%
Mar 1980 - Feb 1985
6.10%
37 out of 607
+0.56%
Mar 2003 - Feb 2009
+8.31% +27.86%
Mar 1979 - Feb 1985
0.00%
0 out of 595
-1.46%
Mar 2003 - Feb 2009
+5.76% +22.46%
Mar 1979 - Feb 1985
1.51%
9 out of 595
-2.53%
Apr 2002 - Mar 2009
+8.31% +26.35%
Mar 1978 - Feb 1985
0.86%
5 out of 583
-4.50%
Apr 2002 - Mar 2009
+6.01% +21.29%
Mar 1978 - Feb 1985
1.72%
10 out of 583
-1.85%
Apr 2001 - Mar 2009
+8.80% +22.15%
Mar 1977 - Feb 1985
1.75%
10 out of 571
-3.89%
Apr 2001 - Mar 2009
+6.44% +17.55%
Nov 1978 - Oct 1986
2.98%
17 out of 571
-0.55%
Apr 2000 - Mar 2009
+8.89% +20.35%
Jun 1980 - May 1989
0.89%
5 out of 559
-2.63%
Apr 2000 - Mar 2009
+6.41% +17.30%
Jun 1980 - May 1989
2.68%
15 out of 559
+1.64%
Nov 2000 - Oct 2010
+9.39% +21.43%
Mar 1975 - Feb 1985
0.00%
0 out of 547
-0.40%
Nov 2000 - Oct 2010
+6.68% +16.62%
Mar 1975 - Feb 1985
0.55%
3 out of 547
+1.87%
Oct 2000 - Sep 2011
+9.69% +19.21%
Jun 1974 - May 1985
0.00%
0 out of 535
-0.23%
Oct 2000 - Sep 2011
+6.96% +15.41%
Oct 1978 - Sep 1989
0.56%
3 out of 535
+2.97%
Nov 2000 - Oct 2012
+9.74% +17.98%
Jul 1973 - Jun 1985
0.00%
0 out of 523
+0.78%
Nov 2000 - Oct 2012
+7.21% +14.35%
Sep 1977 - Aug 1989
0.00%
0 out of 523
+3.08%
Sep 2000 - Aug 2013
+9.81% +17.09%
Oct 1974 - Sep 1987
0.00%
0 out of 511
+1.00%
Sep 2000 - Aug 2013
+7.43% +13.22%
Sep 1976 - Aug 1989
0.00%
0 out of 511
+3.76%
Apr 2006 - Mar 2020
+9.67% +17.01%
Jun 1975 - May 1989
0.00%
0 out of 499
+1.80%
Sep 2000 - Aug 2014
+7.14% +13.47%
Jun 1975 - May 1989
0.00%
0 out of 499
+4.01%
Oct 2000 - Sep 2015
+9.64% +16.80%
Sep 1974 - Aug 1989
0.00%
0 out of 487
+2.16%
Sep 2000 - Aug 2015
+7.18% +13.11%
Sep 1974 - Aug 1989
0.00%
0 out of 487
+4.14%
Nov 2000 - Oct 2016
+9.51% +15.66%
Jul 1973 - Jun 1989
0.00%
0 out of 475
+2.37%
Nov 2000 - Oct 2016
+7.03% +11.92%
Feb 1978 - Jan 1994
0.00%
0 out of 475
+4.01%
Sep 2000 - Aug 2017
+9.22% +15.20%
Aug 1980 - Jul 1997
0.00%
0 out of 463
+2.27%
Sep 2000 - Aug 2017
+6.78% +12.10%
Aug 1980 - Jul 1997
0.00%
0 out of 463
+4.12%
Nov 2000 - Oct 2018
+8.97% +15.21%
Apr 1980 - Mar 1998
0.00%
0 out of 451
+2.34%
Nov 2000 - Oct 2018
+6.58% +12.15%
Apr 1980 - Mar 1998
0.00%
0 out of 451
+4.00%
Jun 2001 - May 2020
+8.89% +15.03%
Oct 1978 - Sep 1997
0.00%
0 out of 439
+2.38%
Jun 2001 - May 2020
+6.57% +12.09%
Nov 1981 - Oct 2000
0.00%
0 out of 439
+3.84%
Nov 2000 - Oct 2020
+9.11% +15.42%
Sep 1980 - Aug 2000
0.00%
0 out of 427
+2.21%
Nov 2000 - Oct 2020
+6.74% +12.53%
Sep 1980 - Aug 2000
0.00%
0 out of 427
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