Developed World 40/60 To EUR Hedged Portfolio: Rolling Returns

Simulation Settings
Period: January 1979 - June 2025 (~47 years)
Initial Amount: 1€
Rebalancing: at every Jan 1st
Currency: EUR
Inflation: Eurozone
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When holding the Developed World 40/60 To EUR Hedged Portfolio, how long should you stay invested to have high probability to achieve a positive return?

Over the selected period (~47 years), the longest duration with a negative return was 62 months (from January 2004 to February 2009).

This indicates that, within the same timeframe, any rolling period of 63 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.

DEVELOPED WORLD 40/60 TO EUR HEDGED PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Time Period: 1 July 1995 - 30 June 2025 (30 Years)
Time Period: 1 January 1979 - 30 June 2025 (~47 years)
30 Years
(1995/07 - 2025/06)
All Data
(1979/01 - 2025/06)

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As of Jun 30, 2025, the annualized return of the previous 10 years has been 3.48%.

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.

DEVELOPED WORLD 40/60 TO EUR HEDGED PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Time Period: 1 July 1995 - 30 June 2025 (30 Years)
Time Period: 1 January 1979 - 30 June 2025 (~47 years)
30 Years
(1995/07 - 2025/06)
All Data
(1979/01 - 2025/06)
Eurozone Inflation Adjusted:

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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.

DEVELOPED WORLD 40/60 TO EUR HEDGED PORTFOLIO
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1979 - 30 June 2025 (~47 years)
Over Time
Histogram
Eurozone Inflation Adjusted:

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Swipe left to see all data
Worst Median Best Negative Periods
-20.19%
Mar 2008 - Feb 2009
+7.28% +31.14%
Jul 1982 - Jun 1983
15.90%
87 out of 547
-23.62%
Jan 2022 - Dec 2022
+4.93% +30.48%
May 1985 - Apr 1986
23.22%
127 out of 547
-10.71%
Mar 2007 - Feb 2009
+7.24% +25.05%
May 1985 - Apr 1987
12.15%
65 out of 535
-13.25%
Nov 2021 - Oct 2023
+4.64% +25.05%
May 1985 - Apr 1987
18.50%
99 out of 535
-5.63%
Mar 2006 - Feb 2009
+6.74% +21.98%
Aug 1984 - Jul 1987
11.66%
61 out of 523
-7.57%
Mar 2006 - Feb 2009
+4.75% +21.07%
Aug 1984 - Jul 1987
18.55%
97 out of 523
-2.60%
Mar 2005 - Feb 2009
+6.80% +18.53%
Jul 1982 - Jun 1986
2.94%
15 out of 511
-4.66%
Mar 2005 - Feb 2009
+4.72% +17.13%
Aug 1984 - Jul 1988
19.77%
101 out of 511
-0.88%
Mar 2004 - Feb 2009
+6.49% +18.54%
Jul 1982 - Jun 1987
0.40%
2 out of 499
-2.96%
Mar 2004 - Feb 2009
+4.58% +16.79%
Jul 1982 - Jun 1987
13.63%
68 out of 499
+0.99%
Nov 2017 - Oct 2023
+5.93% +16.85%
Oct 1981 - Sep 1987
0.00%
0 out of 487
-2.27%
Nov 2017 - Oct 2023
+4.26% +14.76%
Aug 1982 - Jul 1988
6.16%
30 out of 487
+1.38%
Mar 2002 - Feb 2009
+5.70% +16.06%
Apr 1980 - Mar 1987
0.00%
0 out of 475
-1.26%
Nov 2016 - Oct 2023
+4.23% +14.02%
Aug 1982 - Jul 1989
6.53%
31 out of 475
+0.86%
Mar 2001 - Feb 2009
+5.98% +14.99%
Apr 1980 - Mar 1988
0.00%
0 out of 463
-1.26%
Mar 2001 - Feb 2009
+4.40% +12.56%
Oct 1981 - Sep 1989
4.75%
22 out of 463
+0.59%
Apr 2000 - Mar 2009
+5.94% +14.63%
Apr 1980 - Mar 1989
0.00%
0 out of 451
-1.51%
Apr 2000 - Mar 2009
+4.48% +11.68%
Apr 1980 - Mar 1989
2.66%
12 out of 451
+1.16%
Mar 1999 - Feb 2009
+6.14% +13.10%
Nov 1979 - Oct 1989
0.00%
0 out of 439
-0.93%
Mar 1999 - Feb 2009
+4.38% +10.05%
Dec 1979 - Nov 1989
1.82%
8 out of 439
+1.79%
Mar 1998 - Feb 2009
+6.41% +12.75%
Jul 1982 - Jun 1993
0.00%
0 out of 427
-0.19%
Mar 1998 - Feb 2009
+4.50% +10.13%
Jul 1982 - Jun 1993
0.47%
2 out of 427
+2.76%
Jan 2000 - Dec 2011
+6.49% +12.59%
Feb 1982 - Jan 1994
0.00%
0 out of 415
+0.60%
Jan 2000 - Dec 2011
+4.57% +9.85%
Feb 1982 - Jan 1994
0.00%
0 out of 415
+3.14%
Jan 2000 - Dec 2012
+6.38% +12.13%
Apr 1980 - Mar 1993
0.00%
0 out of 403
+0.96%
Jan 2000 - Dec 2012
+4.05% +9.54%
Aug 1984 - Jul 1997
0.00%
0 out of 403
+3.47%
Jan 1999 - Dec 2012
+5.33% +12.11%
Apr 1980 - Mar 1994
0.00%
0 out of 391
+1.31%
Jan 1999 - Dec 2012
+3.61% +9.38%
Aug 1984 - Jul 1998
0.00%
0 out of 391
+2.89%
Nov 2007 - Oct 2022
+5.44% +12.21%
Aug 1982 - Jul 1997
0.00%
0 out of 379
+0.83%
Nov 2007 - Oct 2022
+3.58% +9.63%
Aug 1982 - Jul 1997
0.00%
0 out of 379
+2.77%
Nov 2007 - Oct 2023
+5.36% +12.10%
Jul 1982 - Jun 1998
0.00%
0 out of 367
+0.66%
Nov 2007 - Oct 2023
+3.40% +9.59%
Jul 1982 - Jun 1998
0.00%
0 out of 367
+3.04%
Nov 2006 - Oct 2023
+5.54% +11.83%
Apr 1982 - Mar 1999
0.00%
0 out of 355
+0.90%
Nov 2006 - Oct 2023
+3.46% +9.41%
Jul 1982 - Jun 1999
0.00%
0 out of 355
+3.29%
Nov 2005 - Oct 2023
+5.73% +12.02%
Apr 1980 - Mar 1998
0.00%
0 out of 343
+1.17%
Nov 2005 - Oct 2023
+3.69% +9.07%
Apr 1982 - Mar 2000
0.00%
0 out of 343
+3.50%
Nov 2004 - Oct 2023
+5.90% +11.82%
Apr 1980 - Mar 1999
0.00%
0 out of 331
+1.36%
Nov 2004 - Oct 2023
+3.79% +8.94%
Apr 1980 - Mar 1999
0.00%
0 out of 331
+3.60%
Apr 2000 - Mar 2020
+5.95% +11.59%
Apr 1980 - Mar 2000
0.00%
0 out of 319
+1.58%
Nov 2003 - Oct 2023
+3.80% +8.75%
Apr 1980 - Mar 2000
0.00%
0 out of 319
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