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

Time Period: from August 1974 to October 2024 (~50 years)
Rebalancing: at every Jan 1st
Currency: EUR
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When holding the Developed World 60/40 To EUR Bond Hedged Portfolio, how long should you stay invested to have high probability to achieve a positive return?

Over the selected period (~50 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.

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 60/40 TO EUR BOND HEDGED PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Time Period: 1 November 1994 - 31 October 2024 (30 Years)
Time Period: 1 August 1974 - 31 October 2024 (~50 years)

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As of Oct 31, 2024, the annualized return of the previous 10 years has been 6.89%.

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 60/40 TO EUR BOND HEDGED PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Time Period: 1 November 1994 - 31 October 2024 (30 Years)
Time Period: 1 August 1974 - 31 October 2024 (~50 years)
Euro 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 60/40 TO EUR BOND HEDGED PORTFOLIO
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 August 1974 - 31 October 2024 (~50 years)
Euro Inflation Adjusted:

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Swipe left to see all data
Worst Median Best Negative Periods
-23.20%
Mar 2008 - Feb 2009
+8.38% +39.94%
Aug 1996 - Jul 1997
18.41%
109 out of 592
-24.59%
Nov 2007 - Oct 2008
+6.14% +37.89%
Aug 1996 - Jul 1997
25.51%
151 out of 592
-15.06%
Mar 2007 - Feb 2009
+8.32% +25.60%
Aug 1995 - Jul 1997
11.55%
67 out of 580
-16.90%
Mar 2007 - Feb 2009
+5.93% +23.29%
Aug 1995 - Jul 1997
20.52%
119 out of 580
-10.85%
Apr 2000 - Mar 2003
+7.69% +22.77%
Apr 1995 - Mar 1998
11.44%
65 out of 568
-12.90%
Apr 2000 - Mar 2003
+5.48% +20.70%
Apr 1995 - Mar 1998
17.78%
101 out of 568
-5.36%
Sep 2000 - Aug 2004
+8.09% +20.54%
Apr 1982 - Mar 1986
10.07%
56 out of 556
-7.41%
Sep 2000 - Aug 2004
+5.25% +18.18%
Apr 1996 - Mar 2000
14.75%
82 out of 556
-3.10%
May 2000 - Apr 2005
+7.79% +19.97%
Apr 1995 - Mar 2000
4.41%
24 out of 544
-5.24%
May 2000 - Apr 2005
+4.93% +18.08%
Apr 1995 - Mar 2000
15.44%
84 out of 544
-0.65%
Sep 2000 - Aug 2006
+7.90% +19.22%
Apr 1980 - Mar 1986
0.94%
5 out of 532
-2.81%
Sep 2000 - Aug 2006
+5.80% +15.27%
Apr 1980 - Mar 1986
10.71%
57 out of 532
-2.17%
Mar 2002 - Feb 2009
+7.77% +16.73%
Apr 1980 - Mar 1987
1.73%
9 out of 520
-4.18%
Mar 2002 - Feb 2009
+5.66% +13.45%
Apr 1980 - Mar 1987
6.73%
35 out of 520
-2.56%
Mar 2001 - Feb 2009
+7.66% +15.43%
Aug 1979 - Jul 1987
3.35%
17 out of 508
-4.60%
Mar 2001 - Feb 2009
+5.54% +12.46%
Sep 1992 - Aug 2000
5.91%
30 out of 508
-2.98%
Apr 2000 - Mar 2009
+7.62% +14.70%
Apr 1980 - Mar 1989
3.23%
16 out of 496
-5.01%
Apr 2000 - Mar 2009
+5.67% +11.75%
Apr 1980 - Mar 1989
6.65%
33 out of 496
-0.35%
Apr 1999 - Mar 2009
+7.67% +13.93%
Sep 1979 - Aug 1989
1.65%
8 out of 484
-2.42%
Apr 1999 - Mar 2009
+5.56% +10.81%
Sep 1979 - Aug 1989
8.47%
41 out of 484
-0.18%
Sep 2000 - Aug 2011
+7.54% +13.95%
Jan 1975 - Dec 1985
0.42%
2 out of 472
-2.21%
Sep 2000 - Aug 2011
+5.32% +9.63%
Jan 1975 - Dec 1985
8.26%
39 out of 472
+0.93%
Apr 2000 - Mar 2012
+7.55% +13.86%
Oct 1974 - Sep 1986
0.00%
0 out of 460
-1.24%
May 2000 - Apr 2012
+5.33% +9.81%
Oct 1974 - Sep 1986
4.57%
21 out of 460
+1.47%
Sep 2000 - Aug 2013
+7.26% +13.86%
Oct 1974 - Sep 1987
0.00%
0 out of 448
-0.60%
Jan 2000 - Dec 2012
+5.08% +10.08%
Oct 1974 - Sep 1987
2.68%
12 out of 448
+2.04%
Apr 2000 - Mar 2014
+7.13% +12.75%
Oct 1974 - Sep 1988
0.00%
0 out of 436
+0.02%
Apr 2000 - Mar 2014
+4.96% +9.16%
Oct 1974 - Sep 1988
0.00%
0 out of 436
+2.83%
Sep 2000 - Aug 2015
+6.60% +13.06%
Oct 1974 - Sep 1989
0.00%
0 out of 424
+1.00%
Sep 2000 - Aug 2015
+4.63% +9.50%
Oct 1974 - Sep 1989
0.00%
0 out of 424
+2.90%
Apr 2000 - Mar 2016
+6.42% +11.55%
Aug 1974 - Jul 1990
0.00%
0 out of 412
+1.12%
Apr 2000 - Mar 2016
+4.40% +8.99%
Jul 1982 - Jun 1998
0.00%
0 out of 412
+3.15%
Sep 2000 - Aug 2017
+6.31% +11.55%
Aug 1980 - Jul 1997
0.00%
0 out of 400
+1.43%
Sep 2000 - Aug 2017
+4.22% +9.00%
Jul 1982 - Jun 1999
0.00%
0 out of 400
+3.19%
Apr 2000 - Mar 2018
+6.32% +12.09%
Apr 1980 - Mar 1998
0.00%
0 out of 388
+1.44%
Apr 2000 - Mar 2018
+4.06% +9.51%
Apr 1982 - Mar 2000
0.00%
0 out of 388
+3.28%
Jan 2000 - Dec 2018
+6.40% +11.85%
May 1980 - Apr 1999
0.00%
0 out of 376
+1.52%
Jan 2000 - Dec 2018
+4.29% +9.13%
Nov 1981 - Oct 2000
0.00%
0 out of 376
+3.27%
Apr 2000 - Mar 2020
+6.36% +12.47%
Apr 1980 - Mar 2000
0.00%
0 out of 364
+1.59%
Apr 2000 - Mar 2020
+4.18% +9.61%
Apr 1980 - Mar 2000
0.00%
0 out of 364
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