Tony Dong Cockroach Portfolio To EUR Bond Hedged: Rolling Returns

Simulation Settings
Period: July 1993 - June 2025 (~32 years)
Initial Amount: 1€
Rebalancing: at every Jan 1st
Currency: EUR
Inflation: Eurozone
(Change Settings)
The minimum date range must be at least 24 months. 'Date To' cannot be beyond June 2025.
Reset settings
Close

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

Over the selected period (~32 years), the longest duration with a negative return was 68 months (from November 2000 to June 2006).

This indicates that, within the same timeframe, any rolling period of 69 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.

TONY DONG COCKROACH PORTFOLIO TO EUR BOND HEDGED
Previous vs Next Returns - 10 Years annualized
Time Period: 1 July 1995 - 30 June 2025 (30 Years)
Time Period: 1 July 1993 - 30 June 2025 (~32 years)
30 Years
(1995/07 - 2025/06)
All Data
(1993/07 - 2025/06)

Loading data
Please wait

Loading data
Please wait

As of Jun 30, 2025, the annualized return of the previous 10 years has been 7.10%.

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 EUR BOND HEDGED
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Time Period: 1 July 1995 - 30 June 2025 (30 Years)
Time Period: 1 July 1993 - 30 June 2025 (~32 years)
30 Years
(1995/07 - 2025/06)
All Data
(1993/07 - 2025/06)
Eurozone Inflation Adjusted:

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

Loading data
Please wait

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 EUR BOND HEDGED
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 July 1993 - 30 June 2025 (~32 years)
Over Time
Histogram
Eurozone Inflation Adjusted:

Loading data
Please wait

Loading data
Please wait
Swipe left to see all data
Worst Median Best Negative Periods
-22.18%
Apr 2002 - Mar 2003
+8.57% +36.05%
Aug 1996 - Jul 1997
17.16%
64 out of 373
-23.98%
Apr 2002 - Mar 2003
+6.44% +36.65%
Feb 2014 - Jan 2015
24.93%
93 out of 373
-11.15%
Jun 2001 - May 2003
+9.61% +25.22%
Aug 1995 - Jul 1997
9.70%
35 out of 361
-12.84%
Jun 2001 - May 2003
+7.23% +22.91%
Aug 1995 - Jul 1997
21.33%
77 out of 361
-5.96%
Nov 2000 - Oct 2003
+8.83% +22.66%
Apr 1995 - Mar 1998
8.31%
29 out of 349
-7.98%
Nov 2000 - Oct 2003
+6.72% +20.59%
Apr 1995 - Mar 1998
13.47%
47 out of 349
-4.22%
Nov 2000 - Oct 2004
+8.51% +18.45%
May 1995 - Apr 1999
5.04%
17 out of 337
-6.31%
Nov 2000 - Oct 2004
+6.31% +16.64%
May 1995 - Apr 1999
11.87%
40 out of 337
-0.55%
Nov 2000 - Oct 2005
+8.47% +17.25%
Nov 1995 - Oct 2000
0.62%
2 out of 325
-2.76%
Nov 2000 - Oct 2005
+5.88% +15.36%
Nov 1995 - Oct 2000
8.31%
27 out of 325
+0.75%
Apr 2002 - Mar 2008
+8.41% +17.35%
Nov 1994 - Oct 2000
0.00%
0 out of 313
-1.54%
Apr 2002 - Mar 2008
+6.26% +15.32%
Nov 1994 - Oct 2000
4.15%
13 out of 313
+0.67%
Apr 2002 - Mar 2009
+8.57% +15.28%
Jul 2009 - Jun 2016
0.00%
0 out of 301
-1.59%
Jun 2001 - May 2008
+6.36% +13.83%
Jul 2009 - Jun 2016
5.32%
16 out of 301
+0.35%
Jun 2001 - May 2009
+8.52% +13.54%
Apr 2009 - Mar 2017
0.00%
0 out of 289
-1.66%
Jun 2001 - May 2009
+6.42% +12.15%
Aug 2008 - Jul 2016
4.50%
13 out of 289
+0.92%
Nov 2000 - Oct 2009
+8.67% +11.97%
Apr 2008 - Mar 2017
0.00%
0 out of 277
-1.11%
Nov 2000 - Oct 2009
+6.52% +10.61%
Apr 2008 - Mar 2017
1.81%
5 out of 277
+2.81%
Jul 1999 - Jun 2009
+8.53% +12.16%
Oct 2009 - Sep 2019
0.00%
0 out of 265
+0.65%
Jul 1999 - Jun 2009
+6.27% +10.64%
Oct 2009 - Sep 2019
0.00%
0 out of 265
+3.40%
Jul 1998 - Jun 2009
+8.61% +11.89%
Jun 2009 - May 2020
0.00%
0 out of 253
+1.35%
Jul 1998 - Jun 2009
+6.55% +10.51%
Jun 2009 - May 2020
0.00%
0 out of 253
+4.20%
Aug 1997 - Jul 2009
+8.64% +11.43%
Nov 2009 - Oct 2021
0.00%
0 out of 241
+2.26%
Aug 1997 - Jul 2009
+6.51% +9.93%
Sep 2009 - Aug 2021
0.00%
0 out of 241
+4.89%
Nov 2000 - Oct 2013
+8.53% +11.79%
May 2009 - Apr 2022
0.00%
0 out of 229
+2.78%
Nov 2000 - Oct 2013
+6.69% +9.87%
May 2009 - Apr 2022
0.00%
0 out of 229
+5.74%
Aug 1997 - Jul 2011
+8.33% +10.94%
Aug 2008 - Jul 2022
0.00%
0 out of 217
+3.73%
Aug 1997 - Jul 2011
+6.63% +9.09%
May 2008 - Apr 2022
0.00%
0 out of 217
+6.16%
Aug 1993 - Jul 2008
+7.99% +10.80%
Nov 2009 - Oct 2024
0.00%
0 out of 205
+3.91%
Aug 1993 - Jul 2008
+5.94% +8.45%
Nov 2009 - Oct 2024
0.00%
0 out of 205
+5.92%
Aug 1993 - Jul 2009
+8.01% +10.60%
Apr 2009 - Mar 2025
0.00%
0 out of 193
+3.86%
Aug 1993 - Jul 2009
+6.02% +8.31%
Mar 2009 - Feb 2025
0.00%
0 out of 193
+6.05%
Jun 2001 - May 2018
+8.13% +10.00%
Jan 2005 - Dec 2021
0.00%
0 out of 181
+4.30%
Jun 2001 - May 2018
+6.17% +8.25%
Jan 2005 - Dec 2021
0.00%
0 out of 181
+6.12%
Nov 2000 - Oct 2018
+8.28% +9.70%
Aug 2004 - Jul 2022
0.00%
0 out of 169
+4.30%
Nov 2000 - Oct 2018
+6.29% +7.76%
Jan 2004 - Dec 2021
0.00%
0 out of 169
+6.62%
May 1999 - Apr 2018
+8.44% +9.54%
May 2003 - Apr 2022
0.00%
0 out of 157
+4.80%
May 1999 - Apr 2018
+6.46% +7.56%
May 2003 - Apr 2022
0.00%
0 out of 157
+6.62%
Nov 2000 - Oct 2020
+8.32% +9.96%
Apr 1995 - Mar 2015
0.00%
0 out of 145
+4.92%
Apr 1998 - Mar 2018
+6.17% +8.00%
Apr 1995 - Mar 2015
0.00%
0 out of 145
Build wealth
with Lazy Portfolios and Passive Investing