Tyler Pinwheel To EUR Bond Hedged Portfolio: Rolling Returns

Simulation Settings
Period: January 1976 - January 2025 (~49 years)
Rebalancing: at every Jan 1st
Currency: EUR
Inflation: Eurozone
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When holding the Tyler Pinwheel To EUR Bond Hedged Portfolio, how long should you stay invested to have high probability to achieve a positive return?

Over the selected period (~49 years), the longest duration with a negative return was 93 months (from June 2001 to February 2009).

This indicates that, within the same timeframe, any rolling period of 94 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.

TYLER PINWHEEL TO EUR BOND HEDGED PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Time Period: 1 February 1995 - 31 January 2025 (30 Years)
Time Period: 1 January 1976 - 31 January 2025 (~49 years)

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As of Jan 31, 2025, the annualized return of the previous 10 years has been 6.80%.

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.

TYLER PINWHEEL TO EUR BOND HEDGED PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Time Period: 1 February 1995 - 31 January 2025 (30 Years)
Time Period: 1 January 1976 - 31 January 2025 (~49 years)
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.

TYLER PINWHEEL TO EUR BOND HEDGED PORTFOLIO
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1976 - 31 January 2025 (~49 years)
Eurozone Inflation Adjusted:

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Swipe left to see all data
Worst Median Best Negative Periods
-24.02%
Mar 2008 - Feb 2009
+9.49% +49.09%
Aug 1982 - Jul 1983
19.03%
110 out of 578
-24.90%
Mar 2008 - Feb 2009
+7.06% +44.95%
Aug 1982 - Jul 1983
24.39%
141 out of 578
-14.91%
Mar 2007 - Feb 2009
+9.28% +27.51%
Mar 2009 - Feb 2011
10.78%
61 out of 566
-16.76%
Mar 2007 - Feb 2009
+7.02% +25.46%
Mar 2009 - Feb 2011
16.61%
94 out of 566
-8.59%
Apr 2006 - Mar 2009
+9.62% +26.53%
Jul 1982 - Jun 1985
7.04%
39 out of 554
-10.40%
Apr 2006 - Mar 2009
+6.92% +23.47%
Jul 1982 - Jun 1985
11.19%
62 out of 554
-0.84%
Mar 2005 - Feb 2009
+9.01% +21.88%
Jun 1982 - May 1986
0.92%
5 out of 542
-2.93%
Mar 2005 - Feb 2009
+7.00% +19.34%
Jun 1982 - May 1986
7.56%
41 out of 542
+0.27%
Apr 2004 - Mar 2009
+8.17% +21.42%
Dec 1978 - Nov 1983
0.00%
0 out of 530
-1.78%
Apr 2004 - Mar 2009
+6.47% +16.21%
Apr 1980 - Mar 1985
1.32%
7 out of 530
+3.13%
Feb 1985 - Jan 1991
+8.16% +20.68%
Mar 1979 - Feb 1985
0.00%
0 out of 518
+1.36%
Feb 1985 - Jan 1991
+6.14% +15.59%
Mar 1979 - Feb 1985
0.00%
0 out of 518
-0.13%
Apr 2002 - Mar 2009
+8.25% +19.49%
Mar 1978 - Feb 1985
0.20%
1 out of 506
-2.16%
Apr 2002 - Mar 2009
+6.37% +14.70%
Mar 1978 - Feb 1985
1.38%
7 out of 506
+0.83%
Mar 2001 - Feb 2009
+8.22% +17.65%
Apr 1978 - Mar 1986
0.00%
0 out of 494
-1.29%
Mar 2001 - Feb 2009
+6.31% +13.49%
Apr 1978 - Mar 1986
1.82%
9 out of 494
+0.93%
Apr 2000 - Mar 2009
+8.29% +16.22%
Jun 1976 - May 1985
0.00%
0 out of 482
-1.18%
Apr 2000 - Mar 2009
+6.33% +12.36%
Mar 1978 - Feb 1987
1.04%
5 out of 482
+3.28%
Apr 1999 - Mar 2009
+8.46% +15.52%
Jun 1976 - May 1986
0.00%
0 out of 470
+1.14%
Apr 1999 - Mar 2009
+6.59% +11.73%
Nov 1990 - Oct 2000
0.00%
0 out of 470
+2.60%
Apr 1998 - Mar 2009
+8.51% +14.34%
Jan 1976 - Dec 1986
0.00%
0 out of 458
+0.58%
Apr 1998 - Mar 2009
+6.52% +11.00%
Dec 1978 - Nov 1989
0.00%
0 out of 458
+3.84%
Mar 1997 - Feb 2009
+8.66% +13.50%
Sep 1977 - Aug 1989
0.00%
0 out of 446
+1.89%
Mar 1997 - Feb 2009
+6.37% +10.51%
Feb 1982 - Jan 1994
0.00%
0 out of 446
+4.98%
Sep 2000 - Aug 2013
+8.51% +13.38%
Sep 1976 - Aug 1989
0.00%
0 out of 434
+2.86%
Sep 2000 - Aug 2013
+6.41% +10.08%
Sep 1976 - Aug 1989
0.00%
0 out of 434
+5.17%
Apr 2006 - Mar 2020
+8.48% +13.61%
Nov 1979 - Oct 1993
0.00%
0 out of 422
+3.31%
May 2000 - Apr 2014
+6.26% +10.21%
Nov 1979 - Oct 1993
0.00%
0 out of 422
+4.55%
Mar 1994 - Feb 2009
+8.56% +14.13%
Jan 1979 - Dec 1993
0.00%
0 out of 410
+2.51%
Mar 1994 - Feb 2009
+6.26% +10.59%
Jan 1979 - Dec 1993
0.00%
0 out of 410
+5.60%
Apr 1993 - Mar 2009
+8.19% +13.80%
Feb 1978 - Jan 1994
0.00%
0 out of 398
+3.48%
Apr 1993 - Mar 2009
+6.06% +10.34%
Feb 1978 - Jan 1994
0.00%
0 out of 398
+5.79%
Sep 2000 - Aug 2017
+8.04% +13.09%
Feb 1977 - Jan 1994
0.00%
0 out of 386
+3.73%
Nov 2006 - Oct 2023
+5.89% +9.65%
Feb 1977 - Jan 1994
0.00%
0 out of 386
+5.51%
Apr 2002 - Mar 2020
+8.07% +13.15%
Jan 1976 - Dec 1993
0.00%
0 out of 374
+3.88%
Apr 2002 - Mar 2020
+5.94% +9.90%
Aug 1982 - Jul 2000
0.00%
0 out of 374
+5.70%
Jun 2001 - May 2020
+8.15% +12.84%
Oct 1978 - Sep 1997
0.00%
0 out of 362
+4.01%
Jan 2000 - Dec 2018
+5.95% +9.59%
Apr 1979 - Mar 1998
0.00%
0 out of 362
+5.44%
Apr 2000 - Mar 2020
+8.24% +12.74%
Apr 1978 - Mar 1998
0.00%
0 out of 350
+3.72%
Apr 2000 - Mar 2020
+6.00% +9.67%
Apr 1980 - Mar 2000
0.00%
0 out of 350
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