When holding the Roger Gibson Talmud Portfolio To EUR Bond Hedged, how long should you stay invested to have high probability to achieve a positive return?
Over the selected period (~72 years), the longest duration with a negative return was 108 months (from April 2000 to March 2009).
This indicates that, within the same timeframe, any rolling period of 109 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.
Roger Gibson Talmud 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 Jan 31, 2025, the annualized return of the previous 10 years has been 6.45%.
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 |
---|---|---|---|
-27.69%
Mar 2008 - Feb 2009 |
+8.67% |
+59.13%
Jul 1982 - Jun 1983 |
21.72%
184 out of 847 |
-28.53%
Mar 2008 - Feb 2009 |
+6.32% |
+55.06%
Jul 1982 - Jun 1983 |
27.39%
232 out of 847 |
-21.13%
Mar 2007 - Feb 2009 |
+8.30% |
+35.39%
Feb 1982 - Jan 1984 |
12.93%
108 out of 835 |
-22.84%
Mar 2007 - Feb 2009 |
+6.00% |
+30.99%
Feb 1982 - Jan 1984 |
19.52%
163 out of 835 |
-13.00%
Apr 2006 - Mar 2009 |
+8.02% |
+33.71%
Mar 1982 - Feb 1985 |
8.51%
70 out of 823 |
-14.73%
Apr 2006 - Mar 2009 |
+5.38% |
+29.85%
Jul 1982 - Jun 1985 |
16.77%
138 out of 823 |
-5.38%
Jan 1971 - Dec 1974 |
+7.97% |
+27.44%
Mar 1981 - Feb 1985 |
4.19%
34 out of 811 |
-11.03%
Jan 1971 - Dec 1974 |
+5.45% |
+22.80%
Mar 1981 - Feb 1985 |
12.45%
101 out of 811 |
-3.74%
Apr 2004 - Mar 2009 |
+7.23% |
+28.21%
Apr 1980 - Mar 1985 |
2.38%
19 out of 799 |
-7.90%
Dec 1969 - Nov 1974 |
+4.97% |
+23.16%
Apr 1980 - Mar 1985 |
10.01%
80 out of 799 |
-2.67%
Dec 1968 - Nov 1974 |
+7.36% |
+25.57%
Mar 1979 - Feb 1985 |
1.40%
11 out of 787 |
-7.53%
Dec 1968 - Nov 1974 |
+5.08% |
+20.55%
Apr 1980 - Mar 1986 |
10.29%
81 out of 787 |
-2.83%
Apr 2002 - Mar 2009 |
+7.69% |
+23.21%
Mar 1978 - Feb 1985 |
1.68%
13 out of 775 |
-5.66%
Jan 1968 - Dec 1974 |
+5.29% |
+18.27%
Mar 1978 - Feb 1985 |
9.16%
71 out of 775 |
-1.23%
Apr 2001 - Mar 2009 |
+7.79% |
+20.36%
Nov 1978 - Oct 1986 |
0.52%
4 out of 763 |
-3.88%
Jan 1967 - Dec 1974 |
+5.47% |
+16.32%
Nov 1978 - Oct 1986 |
10.48%
80 out of 763 |
-0.27%
Apr 2000 - Mar 2009 |
+7.98% |
+20.10%
Jan 1975 - Dec 1983 |
0.13%
1 out of 751 |
-3.83%
Jan 1966 - Dec 1974 |
+5.60% |
+15.01%
Jan 1975 - Dec 1983 |
9.85%
74 out of 751 |
+0.68%
Jan 1965 - Dec 1974 |
+8.16% |
+20.35%
Jan 1975 - Dec 1984 |
0.00%
0 out of 739 |
-3.27%
Jan 1965 - Dec 1974 |
+5.81% |
+15.52%
Jan 1975 - Dec 1984 |
6.22%
46 out of 739 |
+1.27%
Jan 1964 - Dec 1974 |
+8.41% |
+19.02%
Jan 1975 - Dec 1985 |
0.00%
0 out of 727 |
-2.56%
Jan 1964 - Dec 1974 |
+6.12% |
+14.50%
Jan 1975 - Dec 1985 |
4.81%
35 out of 727 |
+1.85%
Jan 1963 - Dec 1974 |
+8.60% |
+17.67%
Sep 1974 - Aug 1986 |
0.00%
0 out of 715 |
-1.96%
Jan 1963 - Dec 1974 |
+6.37% |
+13.61%
Dec 1974 - Nov 1986 |
3.36%
24 out of 715 |
+1.64%
Jan 1962 - Dec 1974 |
+8.56% |
+16.72%
Oct 1974 - Sep 1987 |
0.00%
0 out of 703 |
-2.08%
Jan 1962 - Dec 1974 |
+6.37% |
+12.85%
Oct 1974 - Sep 1987 |
2.56%
18 out of 703 |
+2.17%
Jan 1961 - Dec 1974 |
+8.58% |
+15.57%
Oct 1974 - Sep 1988 |
0.00%
0 out of 691 |
-1.50%
Jan 1961 - Dec 1974 |
+6.24% |
+11.96%
Nov 1979 - Oct 1993 |
2.60%
18 out of 691 |
+2.39%
Jan 1960 - Dec 1974 |
+8.14% |
+15.68%
Sep 1974 - Aug 1989 |
0.00%
0 out of 679 |
-1.09%
Jan 1960 - Dec 1974 |
+6.05% |
+12.03%
Sep 1974 - Aug 1989 |
2.06%
14 out of 679 |
+2.48%
Jan 1959 - Dec 1974 |
+8.42% |
+14.53%
Feb 1978 - Jan 1994 |
0.00%
0 out of 667 |
-0.88%
Jan 1959 - Dec 1974 |
+6.23% |
+11.76%
Apr 1982 - Mar 1998 |
1.35%
9 out of 667 |
+3.35%
Jan 1958 - Dec 1974 |
+8.54% |
+14.76%
Aug 1980 - Jul 1997 |
0.00%
0 out of 655 |
+0.12%
Jan 1958 - Dec 1974 |
+6.09% |
+11.67%
Aug 1980 - Jul 1997 |
0.00%
0 out of 655 |
+3.43%
Jan 1957 - Dec 1974 |
+8.87% |
+15.40%
Apr 1980 - Mar 1998 |
0.00%
0 out of 643 |
+0.24%
Jan 1957 - Dec 1974 |
+6.29% |
+12.32%
Apr 1980 - Mar 1998 |
0.00%
0 out of 643 |
+3.42%
Jan 1956 - Dec 1974 |
+9.04% |
+15.02%
Jan 1979 - Dec 1997 |
0.00%
0 out of 631 |
+0.31%
Jan 1956 - Dec 1974 |
+6.25% |
+11.69%
Jan 1979 - Dec 1997 |
0.00%
0 out of 631 |
+3.73%
Jan 1955 - Dec 1974 |
+9.19% |
+14.72%
Apr 1980 - Mar 2000 |
0.00%
0 out of 619 |
+0.61%
Jan 1955 - Dec 1974 |
+6.19% |
+11.80%
Apr 1980 - Mar 2000 |
0.00%
0 out of 619 |
Roger Gibson Talmud Portfolio To EUR Bond Hedged: ETF allocation and returns