Tony Dong Cockroach Portfolio To CAD Bond Hedged: Rolling Returns

Simulation Settings

Period: July 1993 - January 2026 (~33 years)

Initial Amount: 1$

Rebalancing: at every Jan 1^st

Currency: CAD

Inflation: Canada

(Change Settings)

The minimum date range must be at least 24 months. 'Date To' cannot be beyond January 2026.

Date From:

Date To:

Rebalancing:

Inflation:

Cashflows Reset

Initial Amount:

Contribution Amount:

Contribution Frequency:

Reset settings

This asset allocation includes ETFs not denominated in CAD. Returns are calculated using exchange rates or, if applicable, interest rate differentials for currency hedging.

When holding the Tony Dong Cockroach Portfolio To CAD Bond Hedged, how long should you stay invested to have high probability to achieve a positive return?

Over the selected period (~33 years), the longest duration with a negative return was 59 months (from January 1999 to November 2003).

This indicates that, within the same timeframe, any rolling period of 60 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.

For full details, click here
Tony Dong Cockroach Portfolio To CAD 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.

TONY DONG COCKROACH PORTFOLIO TO CAD BOND HEDGED

Previous vs Next Returns - 10 Years annualized

Time Period: 1 February 1996 - 31 January 2026 (30 Years)

Time Period: 1 July 1993 - 31 January 2026 (~33 years)

30 Years
(1996/02 - 2026/01)

All Data
(1993/07 - 2026/01)

Loading data
Please wait

As of Jan 31, 2026, the annualized return of the previous 10 years has been 8.28%.

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.

TONY DONG COCKROACH PORTFOLIO TO CAD BOND HEDGED

Annualized Rolling Returns

Annualized Rolling Returns - Inflation Adjusted

Time Period: 1 February 1996 - 31 January 2026 (30 Years)

Time Period: 1 July 1993 - 31 January 2026 (~33 years)

30 Years
(1996/02 - 2026/01)

All Data
(1993/07 - 2026/01)

Canada Inflation Adjusted:

Return Chart Capital Chart Table

Loading data
Please wait

Rolling Period Analysis

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.

TONY DONG COCKROACH PORTFOLIO TO CAD BOND HEDGED

Rolling Returns Chart

Rolling Returns Chart - Inflation Adjusted

Time Period: 1 July 1993 - 31 January 2026 (~33 years)

Rolling Period:

Over Time

Histogram

Canada Inflation Adjusted:

Loading data
Please wait

Swipe left to see all data

Worst	Median	Best	Negative Periods
-13.53% Apr 2002 - Mar 2003	+8.08%	+29.32% Feb 2014 - Jan 2015	13.16% 50 out of 380
-17.05% Apr 2002 - Mar 2003	+5.72%	+28.07% Feb 2014 - Jan 2015	22.63% 86 out of 380
-4.77% Mar 2001 - Feb 2003	+7.62%	+23.07% Feb 2013 - Jan 2015	6.52% 24 out of 368
-7.59% Mar 2001 - Feb 2003	+5.41%	+21.57% Feb 2013 - Jan 2015	14.95% 55 out of 368
-2.04% Dec 2000 - Nov 2003	+7.32%	+18.08% Feb 2012 - Jan 2015	2.81% 10 out of 356
-4.15% Oct 2020 - Sep 2023	+5.12%	+16.93% Feb 2012 - Jan 2015	10.96% 39 out of 356
-0.78% Dec 2000 - Nov 2004	+7.74%	+18.14% Feb 2011 - Jan 2015	1.16% 4 out of 344
-2.96% Dec 2000 - Nov 2004	+5.46%	+16.57% Feb 2011 - Jan 2015	11.34% 39 out of 344
+0.40% Dec 1998 - Nov 2003	+7.79%	+15.61% Feb 2010 - Jan 2015	0.00% 0 out of 332
-1.95% Dec 1998 - Nov 2003	+4.99%	+13.84% Feb 2010 - Jan 2015	7.83% 26 out of 332
+0.85% Dec 1998 - Nov 2004	+7.76%	+14.64% Aug 2010 - Jul 2016	0.00% 0 out of 320
-1.51% Dec 1998 - Nov 2004	+5.39%	+12.77% Aug 2010 - Jul 2016	2.81% 9 out of 320
+1.69% Jan 1999 - Dec 2005	+7.76%	+13.69% Aug 2009 - Jul 2016	0.00% 0 out of 308
-0.67% Jan 1999 - Dec 2005	+5.37%	+11.81% Aug 2009 - Jul 2016	2.27% 7 out of 308
+1.90% Jun 2001 - May 2009	+7.61%	+12.84% Jun 2009 - May 2017	0.00% 0 out of 296
-0.01% Jun 2001 - May 2009	+5.27%	+11.03% Jun 2009 - May 2017	0.34% 1 out of 296
+2.71% Nov 2000 - Oct 2009	+7.82%	+12.09% Aug 2011 - Jul 2020	0.00% 0 out of 284
+0.48% Nov 1998 - Oct 2007	+5.41%	+10.43% Aug 2011 - Jul 2020	0.00% 0 out of 284
+2.83% Jun 1999 - May 2009	+7.81%	+12.08% Aug 2010 - Jul 2020	0.00% 0 out of 272
+0.64% Nov 1998 - Oct 2008	+5.54%	+10.29% Aug 2010 - Jul 2020	0.00% 0 out of 272
+2.98% Jan 1999 - Dec 2009	+8.36%	+11.72% Aug 2009 - Jul 2020	0.00% 0 out of 260
+0.86% Jan 1999 - Dec 2009	+6.04%	+9.94% Jun 2009 - May 2020	0.00% 0 out of 260
+3.35% Jan 1999 - Dec 2010	+8.54%	+10.90% Sep 2009 - Aug 2021	0.00% 0 out of 248
+1.20% Jan 1999 - Dec 2010	+6.48%	+9.01% Aug 2008 - Jul 2020	0.00% 0 out of 248
+4.19% Apr 1998 - Mar 2011	+8.32%	+10.37% Jun 2009 - May 2022	0.00% 0 out of 236
+2.04% Apr 1998 - Mar 2011	+6.40%	+8.58% Aug 2007 - Jul 2020	0.00% 0 out of 236
+4.40% Jan 1999 - Dec 2012	+7.94%	+10.34% Mar 2011 - Feb 2025	0.00% 0 out of 224
+2.30% Jan 1999 - Dec 2012	+6.11%	+8.21% Jun 2006 - May 2020	0.00% 0 out of 224
+5.12% Jan 1999 - Dec 2013	+7.68%	+10.50% Feb 2011 - Jan 2026	0.00% 0 out of 212
+3.06% Jan 1999 - Dec 2013	+5.72%	+8.05% Feb 2011 - Jan 2026	0.00% 0 out of 212
+5.97% Aug 1998 - Jul 2014	+7.28%	+10.22% Feb 2010 - Jan 2026	0.00% 0 out of 200
+3.88% Aug 1998 - Jul 2014	+5.36%	+7.76% Feb 2010 - Jan 2026	0.00% 0 out of 200
+6.30% Jan 1996 - Dec 2012	+7.22%	+9.87% Nov 2008 - Oct 2025	0.00% 0 out of 188
+4.30% Jan 1996 - Dec 2012	+5.20%	+7.52% Nov 2008 - Oct 2025	0.00% 0 out of 188
+6.30% Jan 1999 - Dec 2016	+7.44%	+9.58% Nov 2007 - Oct 2025	0.00% 0 out of 176
+4.29% Feb 1999 - Jan 2017	+5.44%	+7.21% Nov 2007 - Oct 2025	0.00% 0 out of 176
+6.29% Jan 1999 - Dec 2017	+7.69%	+9.12% Oct 2006 - Sep 2025	0.00% 0 out of 164
+4.30% Jan 1999 - Dec 2017	+5.69%	+6.78% Oct 2006 - Sep 2025	0.00% 0 out of 164
+6.23% Jan 1999 - Dec 2018	+7.70%	+9.33% Dec 2005 - Nov 2025	0.00% 0 out of 152
+4.23% Jan 1999 - Dec 2018	+5.59%	+7.01% Dec 2005 - Nov 2025	0.00% 0 out of 152
+6.31% Jan 1999 - Dec 2023	+7.70%	+8.44% Oct 1994 - Sep 2019	0.00% 0 out of 92
+4.00% Jan 1999 - Dec 2023	+5.53%	+6.49% May 1995 - Apr 2020	0.00% 0 out of 92
+7.51% Oct 1993 - Sep 2023	+7.97%	+8.39% Dec 1994 - Nov 2024	0.00% 0 out of 32
+5.32% Oct 1993 - Sep 2023	+5.74%	+6.14% Dec 1994 - Nov 2024	0.00% 0 out of 32

For full details, click here
Tony Dong Cockroach Portfolio To CAD Bond Hedged: ETF allocation and returns

Mastering ETF Investing

A practical guide to build wealth with Lazy Portfolios and passive investing

Set your goal Evaluate with top metrics

Buy now 🇺🇸 English book

Buy now 🇮🇹 Italian book