Rebalancing: at every Jan 1st
Currency: EUR
When holding the Developed World 80/20 To EUR Portfolio, how long should you stay invested to have high probability to achieve a positive return?
Over the selected period (~53 years), the longest duration with a negative return was 148 months (from September 2000 to December 2012).
This indicates that, within the same timeframe, any rolling period of 149 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 80/20 To EUR 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 Sep 30, 2024, the annualized return of the previous 10 years has been 9.45%.
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 |
---|---|---|---|
-30.19%
Apr 2002 - Mar 2003 |
+7.97% |
+49.74%
Aug 1996 - Jul 1997 |
24.28%
151 out of 622 |
-31.81%
Apr 2002 - Mar 2003 |
+5.59% |
+47.54%
Aug 1996 - Jul 1997 |
32.48%
202 out of 622 |
-21.80%
Oct 2000 - Sep 2002 |
+8.82% |
+30.10%
Aug 1995 - Jul 1997 |
16.72%
102 out of 610 |
-23.45%
Oct 2000 - Sep 2002 |
+5.95% |
+27.74%
Oct 1998 - Sep 2000 |
26.72%
163 out of 610 |
-17.22%
Apr 2000 - Mar 2003 |
+8.46% |
+26.38%
Apr 1995 - Mar 1998 |
13.71%
82 out of 598 |
-19.13%
Apr 2000 - Mar 2003 |
+5.55% |
+24.26%
Apr 1995 - Mar 1998 |
21.57%
129 out of 598 |
-9.89%
Sep 2000 - Aug 2004 |
+8.41% |
+24.22%
Sep 1996 - Aug 2000 |
11.43%
67 out of 586 |
-11.84%
Sep 2000 - Aug 2004 |
+5.47% |
+22.41%
Apr 1996 - Mar 2000 |
24.06%
141 out of 586 |
-6.73%
May 2000 - Apr 2005 |
+8.14% |
+23.94%
Apr 1995 - Mar 2000 |
8.71%
50 out of 574 |
-8.79%
May 2000 - Apr 2005 |
+4.78% |
+21.98%
Apr 1995 - Mar 2000 |
20.73%
119 out of 574 |
-3.23%
Sep 2000 - Aug 2006 |
+8.46% |
+20.13%
May 1980 - Apr 1986 |
4.45%
25 out of 562 |
-5.33%
Sep 2000 - Aug 2006 |
+5.43% |
+16.26%
May 1980 - Apr 1986 |
20.11%
113 out of 562 |
-4.22%
Apr 2002 - Mar 2009 |
+8.27% |
+17.66%
Jun 1979 - May 1986 |
5.45%
30 out of 550 |
-6.18%
Mar 2002 - Feb 2009 |
+5.23% |
+14.66%
Apr 1993 - Mar 2000 |
12.91%
71 out of 550 |
-4.74%
Mar 2001 - Feb 2009 |
+7.96% |
+17.15%
Sep 1992 - Aug 2000 |
4.65%
25 out of 538 |
-6.74%
Mar 2001 - Feb 2009 |
+5.38% |
+14.75%
Sep 1992 - Aug 2000 |
8.92%
48 out of 538 |
-5.50%
Apr 2000 - Mar 2009 |
+8.47% |
+14.77%
May 1980 - Apr 1989 |
4.37%
23 out of 526 |
-7.47%
Apr 2000 - Mar 2009 |
+5.80% |
+11.96%
Jan 1991 - Dec 1999 |
10.08%
53 out of 526 |
-1.92%
Apr 1999 - Mar 2009 |
+8.60% |
+14.20%
Sep 1979 - Aug 1989 |
4.67%
24 out of 514 |
-3.95%
Apr 1999 - Mar 2009 |
+6.03% |
+11.27%
Oct 1990 - Sep 2000 |
10.89%
56 out of 514 |
-1.76%
Sep 2000 - Aug 2011 |
+8.03% |
+13.45%
Jan 1975 - Dec 1985 |
3.39%
17 out of 502 |
-3.76%
Sep 2000 - Aug 2011 |
+5.60% |
+10.68%
Mar 2009 - Feb 2020 |
9.36%
47 out of 502 |
-0.19%
Apr 2000 - Mar 2012 |
+8.06% |
+13.16%
Oct 1974 - Sep 1986 |
0.82%
4 out of 490 |
-2.34%
May 2000 - Apr 2012 |
+5.75% |
+11.05%
Apr 2009 - Mar 2021 |
7.96%
39 out of 490 |
+0.59%
Sep 2000 - Aug 2013 |
+8.21% |
+13.42%
Oct 1974 - Sep 1987 |
0.00%
0 out of 478 |
-1.46%
Jan 2000 - Dec 2012 |
+5.77% |
+10.78%
Jan 2009 - Dec 2021 |
3.97%
19 out of 478 |
+1.31%
Apr 2000 - Mar 2014 |
+8.09% |
+12.09%
Jan 1980 - Dec 1993 |
0.00%
0 out of 466 |
-0.70%
Apr 2000 - Mar 2014 |
+5.62% |
+8.98%
Mar 2009 - Feb 2023 |
1.72%
8 out of 466 |
+2.28%
Mar 1994 - Feb 2009 |
+7.65% |
+12.32%
Oct 1974 - Sep 1989 |
0.00%
0 out of 454 |
+0.28%
Mar 1994 - Feb 2009 |
+5.45% |
+9.47%
Aug 1982 - Jul 1997 |
0.00%
0 out of 454 |
+2.52%
Apr 2000 - Mar 2016 |
+7.40% |
+11.94%
Apr 1982 - Mar 1998 |
0.00%
0 out of 442 |
+0.75%
Apr 2000 - Mar 2016 |
+5.00% |
+9.42%
Jul 1982 - Jun 1998 |
0.00%
0 out of 442 |
+2.95%
Sep 2000 - Aug 2017 |
+7.15% |
+12.18%
Jan 1983 - Dec 1999 |
0.00%
0 out of 430 |
+1.23%
Sep 2000 - Aug 2017 |
+4.69% |
+9.79%
Jan 1983 - Dec 1999 |
0.00%
0 out of 430 |
+3.06%
Apr 2000 - Mar 2018 |
+7.00% |
+12.84%
Apr 1982 - Mar 2000 |
0.00%
0 out of 418 |
+1.31%
Apr 2000 - Mar 2018 |
+4.42% |
+10.31%
Apr 1982 - Mar 2000 |
0.00%
0 out of 418 |
+3.28%
Jan 2000 - Dec 2018 |
+6.89% |
+12.25%
Apr 1981 - Mar 2000 |
0.00%
0 out of 406 |
+1.24%
Mar 1990 - Feb 2009 |
+4.48% |
+9.70%
Nov 1981 - Oct 2000 |
0.00%
0 out of 406 |
+3.21%
Apr 2000 - Mar 2020 |
+6.84% |
+13.05%
Apr 1980 - Mar 2000 |
0.00%
0 out of 394 |
+1.30%
Apr 1989 - Mar 2009 |
+4.58% |
+10.19%
May 1980 - Apr 2000 |
0.00%
0 out of 394 |
Developed World 80/20 To EUR Portfolio: ETF allocation and returns