When holding the Developed World Stocks To EUR Hedged Portfolio, how long should you stay invested to have high probability to achieve a positive return?
Over the selected period (~46 years), the longest duration with a negative return was 142 months (from May 1997 to February 2009).
This indicates that, within the same timeframe, any rolling period of 143 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 Stocks To EUR Hedged 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 Jan 31, 2025, the annualized return of the previous 10 years has been 9.24%.
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 |
---|---|---|---|
-46.17%
Mar 2008 - Feb 2009 |
+11.29% |
+62.81%
Sep 1985 - Aug 1986 |
24.17%
131 out of 542 |
-46.79%
Mar 2008 - Feb 2009 |
+9.30% |
+63.36%
Sep 1985 - Aug 1986 |
28.04%
152 out of 542 |
-27.16%
Mar 2007 - Feb 2009 |
+10.44% |
+51.56%
May 1985 - Apr 1987 |
16.04%
85 out of 530 |
-28.74%
Mar 2007 - Feb 2009 |
+8.09% |
+51.56%
May 1985 - Apr 1987 |
23.21%
123 out of 530 |
-18.36%
Apr 2000 - Mar 2003 |
+9.30% |
+40.69%
Aug 1984 - Jul 1987 |
13.71%
71 out of 518 |
-20.24%
Apr 2000 - Mar 2003 |
+7.29% |
+39.65%
Aug 1984 - Jul 1987 |
22.78%
118 out of 518 |
-10.37%
Apr 1999 - Mar 2003 |
+9.48% |
+28.80%
Sep 1983 - Aug 1987 |
14.82%
75 out of 506 |
-12.35%
Apr 1999 - Mar 2003 |
+7.27% |
+27.50%
Sep 1983 - Aug 1987 |
21.15%
107 out of 506 |
-6.40%
Apr 1998 - Mar 2003 |
+9.17% |
+29.97%
Aug 1982 - Jul 1987 |
12.55%
62 out of 494 |
-8.23%
Apr 1998 - Mar 2003 |
+6.54% |
+28.07%
Aug 1982 - Jul 1987 |
17.41%
86 out of 494 |
-1.40%
Mar 1997 - Feb 2003 |
+8.80% |
+23.65%
Aug 1982 - Jul 1988 |
2.70%
13 out of 482 |
-3.11%
Mar 1997 - Feb 2003 |
+6.40% |
+21.90%
Aug 1982 - Jul 1988 |
13.90%
67 out of 482 |
-1.87%
Mar 2002 - Feb 2009 |
+9.11% |
+22.97%
Aug 1982 - Jul 1989 |
0.64%
3 out of 470 |
-3.88%
Mar 2002 - Feb 2009 |
+6.44% |
+21.01%
Aug 1982 - Jul 1989 |
4.47%
21 out of 470 |
-3.44%
Mar 2001 - Feb 2009 |
+9.31% |
+19.27%
Aug 1982 - Jul 1990 |
1.75%
8 out of 458 |
-5.47%
Mar 2001 - Feb 2009 |
+6.76% |
+17.18%
Aug 1982 - Jul 1990 |
3.71%
17 out of 458 |
-4.93%
Mar 2000 - Feb 2009 |
+8.51% |
+16.99%
Aug 1982 - Jul 1991 |
2.47%
11 out of 446 |
-6.91%
Mar 2000 - Feb 2009 |
+6.24% |
+14.51%
Aug 1982 - Jul 1991 |
5.16%
23 out of 446 |
-3.05%
Mar 1999 - Feb 2009 |
+8.42% |
+16.41%
Aug 1984 - Jul 1994 |
4.15%
18 out of 434 |
-5.05%
Mar 1999 - Feb 2009 |
+6.11% |
+13.69%
Aug 1984 - Jul 1994 |
5.99%
26 out of 434 |
-1.82%
Mar 1998 - Feb 2009 |
+8.65% |
+16.52%
Aug 1982 - Jul 1993 |
1.18%
5 out of 422 |
-3.72%
Mar 1998 - Feb 2009 |
+6.45% |
+13.79%
Aug 1982 - Jul 1993 |
9.00%
38 out of 422 |
+0.02%
Mar 1997 - Feb 2009 |
+8.11% |
+16.24%
Aug 1982 - Jul 1994 |
0.00%
0 out of 410 |
-1.86%
Mar 1997 - Feb 2009 |
+5.91% |
+13.49%
Aug 1982 - Jul 1994 |
7.07%
29 out of 410 |
+0.92%
Mar 1996 - Feb 2009 |
+8.17% |
+16.65%
Aug 1984 - Jul 1997 |
0.00%
0 out of 398 |
-0.97%
Mar 1996 - Feb 2009 |
+5.96% |
+14.00%
Aug 1984 - Jul 1997 |
3.52%
14 out of 398 |
+2.33%
Jun 1998 - May 2012 |
+7.82% |
+16.19%
Aug 1984 - Jul 1998 |
0.00%
0 out of 386 |
+0.26%
Jun 1998 - May 2012 |
+5.69% |
+13.64%
Aug 1984 - Jul 1998 |
0.00%
0 out of 386 |
+2.27%
Mar 1994 - Feb 2009 |
+7.24% |
+16.48%
Aug 1982 - Jul 1997 |
0.00%
0 out of 374 |
+0.28%
Mar 1994 - Feb 2009 |
+5.34% |
+13.80%
Jan 1985 - Dec 1999 |
0.00%
0 out of 374 |
+3.10%
Apr 2000 - Mar 2016 |
+7.33% |
+16.09%
Aug 1982 - Jul 1998 |
0.00%
0 out of 362 |
+1.32%
Apr 2000 - Mar 2016 |
+5.24% |
+13.49%
Aug 1982 - Jul 1998 |
0.00%
0 out of 362 |
+3.54%
Jan 2000 - Dec 2016 |
+7.38% |
+15.94%
Aug 1982 - Jul 1999 |
0.00%
0 out of 350 |
+1.74%
Jan 2000 - Dec 2016 |
+5.06% |
+13.43%
Aug 1982 - Jul 1999 |
0.00%
0 out of 350 |
+3.99%
Apr 2000 - Mar 2018 |
+7.12% |
+15.52%
Apr 1982 - Mar 2000 |
0.00%
0 out of 338 |
+1.75%
Mar 1991 - Feb 2009 |
+5.05% |
+13.00%
Jul 1982 - Jun 2000 |
0.00%
0 out of 338 |
+3.41%
Jan 2000 - Dec 2018 |
+7.23% |
+13.75%
Oct 1981 - Sep 2000 |
0.00%
0 out of 326 |
+1.60%
Mar 1990 - Feb 2009 |
+5.01% |
+11.13%
Oct 1981 - Sep 2000 |
0.00%
0 out of 326 |
+3.24%
Apr 2000 - Mar 2020 |
+7.36% |
+13.97%
Apr 1980 - Mar 2000 |
0.00%
0 out of 314 |
+1.45%
Mar 1989 - Feb 2009 |
+5.14% |
+11.08%
Apr 1980 - Mar 2000 |
0.00%
0 out of 314 |
Developed World Stocks To EUR Hedged Portfolio: ETF allocation and returns