Rebalancing: at every Jan 1st
Currency: USD
When holding the Developed World ex-US 40/60 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 59 months (from November 2017 to September 2022).
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.
Developed World ex-US 40/60 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 Nov 30, 2024, the annualized return of the previous 10 years has been 3.59%.
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 |
---|---|---|---|
-24.26%
Mar 2008 - Feb 2009 |
+7.71% |
+51.17%
May 1985 - Apr 1986 |
17.74%
83 out of 468 |
-24.44%
Nov 2007 - Oct 2008 |
+4.79% |
+48.81%
May 1985 - Apr 1986 |
27.35%
128 out of 468 |
-10.71%
Mar 2007 - Feb 2009 |
+6.50% |
+40.67%
May 1985 - Apr 1987 |
12.06%
55 out of 456 |
-12.51%
Mar 2007 - Feb 2009 |
+3.84% |
+37.06%
May 1985 - Apr 1987 |
19.74%
90 out of 456 |
-3.96%
Mar 2006 - Feb 2009 |
+6.28% |
+29.38%
Mar 1985 - Feb 1988 |
5.63%
25 out of 444 |
-7.35%
Oct 2019 - Sep 2022 |
+3.66% |
+25.60%
Mar 1985 - Feb 1988 |
16.89%
75 out of 444 |
-0.72%
Mar 2005 - Feb 2009 |
+6.05% |
+25.13%
Jan 1985 - Dec 1988 |
0.69%
3 out of 432 |
-4.70%
Nov 2019 - Oct 2023 |
+3.63% |
+20.99%
Jan 1985 - Dec 1988 |
10.65%
46 out of 432 |
+0.02%
Oct 2017 - Sep 2022 |
+5.99% |
+22.35%
Jan 1985 - Dec 1989 |
0.00%
0 out of 420 |
-3.61%
Oct 2017 - Sep 2022 |
+3.44% |
+18.02%
Jan 1985 - Dec 1989 |
8.33%
35 out of 420 |
+1.18%
Oct 2016 - Sep 2022 |
+6.31% |
+17.55%
Mar 1985 - Feb 1991 |
0.00%
0 out of 408 |
-2.47%
Nov 2017 - Oct 2023 |
+3.72% |
+12.98%
Mar 1985 - Feb 1991 |
6.86%
28 out of 408 |
+2.02%
Nov 2015 - Oct 2022 |
+6.39% |
+17.10%
Jan 1985 - Dec 1991 |
0.00%
0 out of 396 |
-1.21%
Nov 2015 - Oct 2022 |
+3.91% |
+12.67%
Jan 1985 - Dec 1991 |
6.82%
27 out of 396 |
+1.66%
Oct 2014 - Sep 2022 |
+6.21% |
+15.41%
May 1985 - Apr 1993 |
0.00%
0 out of 384 |
-1.11%
Oct 2014 - Sep 2022 |
+3.74% |
+11.23%
May 1985 - Apr 1993 |
4.17%
16 out of 384 |
+2.14%
Oct 2013 - Sep 2022 |
+6.44% |
+15.72%
Jan 1985 - Dec 1993 |
0.00%
0 out of 372 |
-0.53%
Nov 2014 - Oct 2023 |
+3.94% |
+11.60%
Jan 1985 - Dec 1993 |
3.23%
12 out of 372 |
+2.56%
Nov 2013 - Oct 2023 |
+6.50% |
+13.99%
Jan 1985 - Dec 1994 |
0.00%
0 out of 360 |
-0.22%
Nov 2013 - Oct 2023 |
+3.89% |
+10.04%
Jan 1985 - Dec 1994 |
0.28%
1 out of 360 |
+3.28%
Nov 2012 - Oct 2023 |
+6.42% |
+14.02%
Jan 1985 - Dec 1995 |
0.00%
0 out of 348 |
+0.59%
May 2013 - Apr 2024 |
+3.88% |
+10.18%
Jan 1985 - Dec 1995 |
0.00%
0 out of 348 |
+3.22%
Oct 2010 - Sep 2022 |
+6.48% |
+13.21%
Jan 1985 - Dec 1996 |
0.00%
0 out of 336 |
+0.63%
Oct 2010 - Sep 2022 |
+3.88% |
+9.40%
Jan 1985 - Dec 1996 |
0.00%
0 out of 336 |
+3.49%
Nov 2010 - Oct 2023 |
+6.49% |
+11.90%
Mar 1985 - Feb 1998 |
0.00%
0 out of 324 |
+0.83%
Nov 2010 - Oct 2023 |
+3.87% |
+8.33%
Mar 1985 - Feb 1998 |
0.00%
0 out of 324 |
+3.93%
Jul 2008 - Jun 2022 |
+6.27% |
+12.19%
Jan 1985 - Dec 1998 |
0.00%
0 out of 312 |
+1.43%
Nov 2009 - Oct 2023 |
+3.76% |
+8.69%
Jan 1985 - Dec 1998 |
0.00%
0 out of 312 |
+3.00%
Oct 2007 - Sep 2022 |
+6.34% |
+12.39%
Jan 1985 - Dec 1999 |
0.00%
0 out of 300 |
+0.61%
Nov 2007 - Oct 2022 |
+3.78% |
+8.93%
Jan 1985 - Dec 1999 |
0.00%
0 out of 300 |
+3.17%
Nov 2007 - Oct 2023 |
+6.35% |
+11.56%
Jan 1985 - Dec 2000 |
0.00%
0 out of 288 |
+0.72%
Nov 2007 - Oct 2023 |
+3.85% |
+8.10%
Jan 1985 - Dec 2000 |
0.00%
0 out of 288 |
+3.68%
Nov 2006 - Oct 2023 |
+6.29% |
+10.70%
Jan 1985 - Dec 2001 |
0.00%
0 out of 276 |
+1.15%
Nov 2006 - Oct 2023 |
+3.88% |
+7.36%
Jan 1985 - Dec 2001 |
0.00%
0 out of 276 |
+4.19%
Oct 2005 - Sep 2023 |
+6.37% |
+10.03%
Jan 1985 - Dec 2002 |
0.00%
0 out of 264 |
+1.66%
Dec 2006 - Nov 2024 |
+3.96% |
+6.76%
Jan 1985 - Dec 2002 |
0.00%
0 out of 264 |
+4.52%
Nov 2004 - Oct 2023 |
+6.29% |
+10.43%
Jan 1985 - Dec 2003 |
0.00%
0 out of 252 |
+1.93%
Nov 2004 - Oct 2023 |
+3.96% |
+7.20%
Jan 1985 - Dec 2003 |
0.00%
0 out of 252 |
+4.82%
Apr 2000 - Mar 2020 |
+6.25% |
+10.50%
Jan 1985 - Dec 2004 |
0.00%
0 out of 240 |
+2.22%
Nov 2003 - Oct 2023 |
+3.87% |
+7.25%
Jan 1985 - Dec 2004 |
0.00%
0 out of 240 |
Developed World ex-US 40/60 Portfolio: ETF allocation and returns