Rebalancing: at every Jan 1st
Currency: CAD
When holding the Vanguard All-Equity Portfolio, how long should you stay invested to have high probability to achieve a positive return?
Over the selected period (~40 years), the longest duration with a negative return was 138 months (from April 2000 to September 2011).
This indicates that, within the same timeframe, any rolling period of 139 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.
Vanguard All-Equity 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 Aug 31, 2024, the annualized return of the previous 10 years has been 10.30%.
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 |
---|---|---|---|
-32.73%
Mar 2008 - Feb 2009 |
+12.02% |
+42.68%
Apr 2020 - Mar 2021 |
20.43%
95 out of 465 |
-33.68%
Mar 2008 - Feb 2009 |
+9.83% |
+39.61%
Apr 2020 - Mar 2021 |
25.16%
117 out of 465 |
-21.74%
Mar 2007 - Feb 2009 |
+10.35% |
+32.58%
Oct 1985 - Sep 1987 |
12.58%
57 out of 453 |
-22.99%
Mar 2007 - Feb 2009 |
+7.72% |
+27.32%
Sep 1998 - Aug 2000 |
22.74%
103 out of 453 |
-14.94%
Apr 2000 - Mar 2003 |
+10.34% |
+23.30%
May 1995 - Apr 1998 |
12.70%
56 out of 441 |
-17.28%
Apr 2000 - Mar 2003 |
+7.66% |
+21.70%
May 1995 - Apr 1998 |
18.14%
80 out of 441 |
-6.75%
Sep 2000 - Aug 2004 |
+10.36% |
+21.54%
Sep 1996 - Aug 2000 |
14.92%
64 out of 429 |
-8.84%
Sep 2000 - Aug 2004 |
+7.82% |
+19.35%
Sep 1996 - Aug 2000 |
23.08%
99 out of 429 |
-3.27%
Mar 2004 - Feb 2009 |
+9.95% |
+20.48%
Apr 1995 - Mar 2000 |
10.07%
42 out of 417 |
-5.57%
Apr 1998 - Mar 2003 |
+7.55% |
+18.58%
Mar 1995 - Feb 2000 |
17.75%
74 out of 417 |
-0.77%
Sep 2000 - Aug 2006 |
+9.43% |
+18.72%
May 1992 - Apr 1998 |
0.49%
2 out of 405 |
-3.01%
Sep 2000 - Aug 2006 |
+6.47% |
+17.07%
May 1992 - Apr 1998 |
11.85%
48 out of 405 |
-1.79%
Mar 2002 - Feb 2009 |
+9.66% |
+18.82%
Jan 1993 - Dec 1999 |
1.02%
4 out of 393 |
-3.84%
Mar 2002 - Feb 2009 |
+6.54% |
+17.11%
Jan 1993 - Dec 1999 |
3.56%
14 out of 393 |
-2.61%
Feb 2001 - Jan 2009 |
+8.67% |
+18.75%
Sep 1992 - Aug 2000 |
2.36%
9 out of 381 |
-4.53%
Feb 2001 - Jan 2009 |
+6.08% |
+16.86%
Sep 1992 - Aug 2000 |
5.25%
20 out of 381 |
-3.30%
Mar 2000 - Feb 2009 |
+8.88% |
+18.15%
Jan 1991 - Dec 1999 |
3.25%
12 out of 369 |
-5.32%
Mar 2000 - Feb 2009 |
+6.38% |
+16.08%
Jan 1991 - Dec 1999 |
5.42%
20 out of 369 |
-0.83%
Sep 2000 - Aug 2010 |
+8.40% |
+17.82%
Oct 1990 - Sep 2000 |
1.96%
7 out of 357 |
-2.78%
Sep 2000 - Aug 2010 |
+6.33% |
+15.51%
Oct 1990 - Sep 2000 |
7.56%
27 out of 357 |
-0.13%
Oct 2000 - Sep 2011 |
+8.58% |
+15.49%
Jan 1989 - Dec 1999 |
0.58%
2 out of 345 |
-2.17%
Oct 2000 - Sep 2011 |
+6.61% |
+12.82%
Apr 1989 - Mar 2000 |
8.12%
28 out of 345 |
+0.45%
Sep 2000 - Aug 2012 |
+8.75% |
+15.51%
Sep 1988 - Aug 2000 |
0.00%
0 out of 333 |
-1.55%
Sep 2000 - Aug 2012 |
+6.74% |
+12.76%
Sep 1988 - Aug 2000 |
4.80%
16 out of 333 |
+1.68%
Jan 2000 - Dec 2012 |
+8.45% |
+14.82%
May 1985 - Apr 1998 |
0.00%
0 out of 321 |
-0.31%
Jan 2000 - Dec 2012 |
+6.47% |
+11.55%
May 1985 - Apr 1998 |
1.25%
4 out of 321 |
+2.81%
Jun 1998 - May 2012 |
+8.29% |
+14.79%
Jan 1985 - Dec 1998 |
0.00%
0 out of 309 |
+0.69%
Jun 1998 - May 2012 |
+6.27% |
+11.58%
Jan 1985 - Dec 1998 |
0.00%
0 out of 309 |
+3.59%
Aug 1997 - Jul 2012 |
+8.15% |
+15.48%
Jan 1985 - Dec 1999 |
0.00%
0 out of 297 |
+1.57%
Aug 1997 - Jul 2012 |
+6.12% |
+12.28%
Jan 1985 - Dec 1999 |
0.00%
0 out of 297 |
+3.89%
Apr 2000 - Mar 2016 |
+7.63% |
+14.07%
Jan 1985 - Dec 2000 |
0.00%
0 out of 285 |
+1.96%
Apr 2000 - Mar 2016 |
+5.51% |
+10.88%
Jan 1985 - Dec 2000 |
0.00%
0 out of 285 |
+4.39%
Sep 2000 - Aug 2017 |
+7.66% |
+12.54%
Jan 1985 - Dec 2001 |
0.00%
0 out of 273 |
+2.50%
Sep 2000 - Aug 2017 |
+5.42% |
+9.53%
Jan 1985 - Dec 2001 |
0.00%
0 out of 273 |
+4.91%
Apr 2000 - Mar 2018 |
+7.66% |
+10.63%
Jan 1985 - Dec 2002 |
0.00%
0 out of 261 |
+2.96%
Apr 2000 - Mar 2018 |
+5.60% |
+7.87%
Apr 2003 - Mar 2021 |
0.00%
0 out of 261 |
+4.73%
Jan 2000 - Dec 2018 |
+7.65% |
+10.90%
Jan 1985 - Dec 2003 |
0.00%
0 out of 249 |
+2.80%
Jan 2000 - Dec 2018 |
+5.63% |
+7.91%
Jan 1985 - Dec 2003 |
0.00%
0 out of 249 |
+4.22%
Apr 2000 - Mar 2020 |
+7.56% |
+10.81%
Jan 1985 - Dec 2004 |
0.00%
0 out of 237 |
+2.33%
Apr 2000 - Mar 2020 |
+5.54% |
+7.86%
Jan 1985 - Dec 2004 |
0.00%
0 out of 237 |
Vanguard All-Equity Portfolio: ETF allocation and returns