Rebalancing: at every Jan 1st
Currency: EUR
When holding the Stocks/Bonds 20/80 To EUR Bond Hedged Portfolio, how long should you stay invested to have high probability to achieve a positive return?
Over the selected period (~71 years), the longest duration with a negative return was 51 months (from August 2019 to October 2023).
This indicates that, within the same timeframe, any rolling period of 52 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.
Stocks/Bonds 20/80 To EUR Bond Hedged 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 Sep 30, 2024, the annualized return of the previous 10 years has been 3.27%.
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 |
---|---|---|---|
-14.49%
Jan 2022 - Dec 2022 |
+5.96% |
+35.50%
Jul 1982 - Jun 1983 |
13.05%
110 out of 843 |
-21.91%
Nov 2021 - Oct 2022 |
+3.61% |
+32.04%
Jul 1982 - Jun 1983 |
26.69%
225 out of 843 |
-7.42%
Nov 2021 - Oct 2023 |
+6.16% |
+23.37%
Oct 1981 - Sep 1983 |
6.50%
54 out of 831 |
-13.23%
Nov 2021 - Oct 2023 |
+3.85% |
+19.97%
Jul 1984 - Jun 1986 |
18.77%
156 out of 831 |
-2.68%
Nov 2020 - Oct 2023 |
+6.12% |
+19.56%
Jul 1982 - Jun 1985 |
4.40%
36 out of 819 |
-8.02%
Nov 2020 - Oct 2023 |
+3.84% |
+16.67%
Jul 1982 - Jun 1985 |
14.90%
122 out of 819 |
-0.66%
Nov 2019 - Oct 2023 |
+5.81% |
+18.25%
Apr 1982 - Mar 1986 |
0.25%
2 out of 807 |
-4.71%
Nov 2019 - Oct 2023 |
+3.69% |
+15.95%
Jul 1982 - Jun 1986 |
13.26%
107 out of 807 |
+0.95%
Jun 1965 - May 1970 |
+5.94% |
+16.77%
Sep 1981 - Aug 1986 |
0.00%
0 out of 795 |
-2.99%
Oct 1976 - Sep 1981 |
+3.66% |
+14.10%
Sep 1981 - Aug 1986 |
14.47%
115 out of 795 |
+0.96%
Nov 2017 - Oct 2023 |
+6.11% |
+15.71%
Apr 1980 - Mar 1986 |
0.00%
0 out of 783 |
-3.24%
Sep 1968 - Aug 1974 |
+3.79% |
+12.00%
Oct 1981 - Sep 1987 |
12.90%
101 out of 783 |
+1.20%
Nov 2016 - Oct 2023 |
+6.01% |
+14.24%
Apr 1980 - Mar 1987 |
0.00%
0 out of 771 |
-2.01%
Apr 1973 - Mar 1980 |
+3.67% |
+11.03%
Apr 1980 - Mar 1987 |
10.89%
84 out of 771 |
+1.52%
Nov 2015 - Oct 2023 |
+6.12% |
+12.78%
May 1990 - Apr 1998 |
0.00%
0 out of 759 |
-2.38%
Mar 1972 - Feb 1980 |
+3.77% |
+10.57%
Oct 1981 - Sep 1989 |
11.73%
89 out of 759 |
+1.97%
Nov 2014 - Oct 2023 |
+5.94% |
+12.33%
Jul 1984 - Jun 1993 |
0.00%
0 out of 747 |
-2.55%
Apr 1971 - Mar 1980 |
+3.89% |
+9.80%
Jul 1984 - Jun 1993 |
7.76%
58 out of 747 |
+2.53%
Nov 2013 - Oct 2023 |
+5.84% |
+12.32%
Oct 1981 - Sep 1991 |
0.00%
0 out of 735 |
-1.73%
Oct 1971 - Sep 1981 |
+4.04% |
+9.66%
Oct 1981 - Sep 1991 |
7.35%
54 out of 735 |
+2.59%
Nov 2012 - Oct 2023 |
+5.89% |
+12.83%
Jul 1982 - Jun 1993 |
0.00%
0 out of 723 |
-1.21%
Apr 1971 - Mar 1982 |
+3.82% |
+10.21%
Jul 1982 - Jun 1993 |
6.09%
44 out of 723 |
+3.09%
Nov 2011 - Oct 2023 |
+5.86% |
+13.03%
Oct 1981 - Sep 1993 |
0.00%
0 out of 711 |
-1.08%
Apr 1968 - Mar 1980 |
+3.65% |
+10.17%
Oct 1981 - Sep 1993 |
3.94%
28 out of 711 |
+3.34%
Apr 1967 - Mar 1980 |
+5.86% |
+12.28%
Apr 1980 - Mar 1993 |
0.00%
0 out of 699 |
-1.16%
Oct 1968 - Sep 1981 |
+3.64% |
+9.17%
Jul 1982 - Jun 1995 |
4.01%
28 out of 699 |
+3.63%
Apr 1966 - Mar 1980 |
+6.01% |
+12.09%
Oct 1981 - Sep 1995 |
0.00%
0 out of 687 |
-0.72%
Oct 1967 - Sep 1981 |
+3.69% |
+9.24%
Oct 1981 - Sep 1995 |
2.91%
20 out of 687 |
+3.56%
Apr 1965 - Mar 1980 |
+6.08% |
+12.01%
Aug 1982 - Jul 1997 |
0.00%
0 out of 675 |
-0.60%
Apr 1965 - Mar 1980 |
+3.57% |
+9.43%
Aug 1982 - Jul 1997 |
1.78%
12 out of 675 |
+3.74%
Apr 1964 - Mar 1980 |
+6.14% |
+12.16%
Oct 1981 - Sep 1997 |
0.00%
0 out of 663 |
-0.44%
Oct 1965 - Sep 1981 |
+3.56% |
+9.48%
Jul 1982 - Jun 1998 |
1.21%
8 out of 663 |
+3.82%
Nov 2006 - Oct 2023 |
+6.46% |
+11.88%
Oct 1981 - Sep 1998 |
0.00%
0 out of 651 |
-0.35%
Oct 1964 - Sep 1981 |
+3.67% |
+9.24%
Jul 1982 - Jun 1999 |
0.61%
4 out of 651 |
+3.83%
Apr 1962 - Mar 1980 |
+6.72% |
+11.85%
Apr 1980 - Mar 1998 |
0.00%
0 out of 639 |
-0.09%
Oct 1963 - Sep 1981 |
+3.67% |
+8.94%
Apr 1982 - Mar 2000 |
0.31%
2 out of 639 |
+3.81%
Nov 2004 - Oct 2023 |
+6.86% |
+11.57%
Apr 1980 - Mar 1999 |
0.00%
0 out of 627 |
+0.02%
Apr 1961 - Mar 1980 |
+3.80% |
+8.98%
Oct 1981 - Sep 2000 |
0.00%
0 out of 627 |
+3.84%
Nov 2003 - Oct 2023 |
+6.90% |
+11.37%
Apr 1980 - Mar 2000 |
0.00%
0 out of 615 |
+0.16%
Oct 1961 - Sep 1981 |
+3.97% |
+8.54%
Apr 1980 - Mar 2000 |
0.00%
0 out of 615 |
Stocks/Bonds 20/80 To EUR Bond Hedged Portfolio: ETF allocation and returns