When holding the UBS CMCI Composite SF Eur Hedged (BCFE.DE) ETF, how long should you stay invested to have high probability to achieve a positive return?
Over the selected period (~75 years), the longest duration with a negative return was 287 months (from July 1996 to May 2020).
This indicates that, within the same timeframe, any rolling period of 288 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.
UBS CMCI Composite SF Eur Hedged (BCFE.DE) ETF: Historical 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 -1.63%.
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 |
---|---|---|---|
-47.91%
Jul 2008 - Jun 2009 |
+2.16% |
+106.49%
Aug 1972 - Jul 1973 |
41.20%
365 out of 886 |
-47.83%
Jul 2008 - Jun 2009 |
+0.66% |
+92.42%
Aug 1972 - Jul 1973 |
48.31%
428 out of 886 |
-30.46%
Mar 2014 - Feb 2016 |
+2.77% |
+69.35%
Nov 1972 - Oct 1974 |
35.35%
309 out of 874 |
-30.31%
Mar 2014 - Feb 2016 |
+0.49% |
+58.45%
Nov 1972 - Oct 1974 |
47.71%
417 out of 874 |
-23.65%
Feb 2013 - Jan 2016 |
+2.34% |
+56.89%
Nov 1971 - Oct 1974 |
28.07%
242 out of 862 |
-23.78%
Feb 2013 - Jan 2016 |
+0.54% |
+47.20%
Nov 1971 - Oct 1974 |
46.52%
401 out of 862 |
-18.92%
Mar 2012 - Feb 2016 |
+2.65% |
+46.36%
Dec 1970 - Nov 1974 |
23.65%
201 out of 850 |
-19.35%
Mar 2012 - Feb 2016 |
+0.64% |
+37.46%
Dec 1970 - Nov 1974 |
46.00%
391 out of 850 |
-15.55%
Mar 2011 - Feb 2016 |
+3.14% |
+38.26%
Dec 1969 - Nov 1974 |
20.41%
171 out of 838 |
-16.36%
Mar 2011 - Feb 2016 |
+1.00% |
+30.44%
Dec 1969 - Nov 1974 |
41.65%
349 out of 838 |
-13.50%
May 2014 - Apr 2020 |
+3.76% |
+30.05%
Dec 1968 - Nov 1974 |
20.46%
169 out of 826 |
-14.20%
May 2014 - Apr 2020 |
+1.08% |
+23.56%
Dec 1968 - Nov 1974 |
37.41%
309 out of 826 |
-12.08%
Aug 2008 - Jul 2015 |
+3.90% |
+24.24%
Dec 1967 - Nov 1974 |
17.32%
141 out of 814 |
-13.10%
Aug 2008 - Jul 2015 |
+1.02% |
+18.59%
Dec 1967 - Nov 1974 |
40.66%
331 out of 814 |
-12.11%
Jul 2008 - Jun 2016 |
+4.06% |
+21.09%
Jun 1970 - May 1978 |
17.08%
137 out of 802 |
-13.07%
Jul 2008 - Jun 2016 |
+1.00% |
+15.56%
Dec 1966 - Nov 1974 |
40.02%
321 out of 802 |
-11.63%
Jul 2008 - Jun 2017 |
+4.68% |
+20.70%
Jul 1999 - Jun 2008 |
17.85%
141 out of 790 |
-12.60%
Jul 2008 - Jun 2017 |
+1.60% |
+17.88%
Jul 1999 - Jun 2008 |
36.20%
286 out of 790 |
-10.01%
Jul 2008 - Jun 2018 |
+5.78% |
+19.85%
Nov 1970 - Oct 1980 |
17.74%
138 out of 778 |
-11.08%
Jul 2008 - Jun 2018 |
+2.98% |
+14.75%
Jul 1998 - Jun 2008 |
35.86%
279 out of 778 |
-9.93%
Jul 2008 - Jun 2019 |
+7.19% |
+19.05%
Nov 1969 - Oct 1980 |
16.97%
130 out of 766 |
-11.02%
Jul 2008 - Jun 2019 |
+4.30% |
+13.40%
Nov 1969 - Oct 1980 |
34.99%
268 out of 766 |
-10.24%
Jul 2008 - Jun 2020 |
+7.51% |
+16.90%
Nov 1968 - Oct 1980 |
16.71%
126 out of 754 |
-11.25%
Jul 2008 - Jun 2020 |
+4.59% |
+11.62%
Nov 1968 - Oct 1980 |
32.63%
246 out of 754 |
-7.09%
Jul 2008 - Jun 2021 |
+7.63% |
+15.01%
Nov 1967 - Oct 1980 |
15.77%
117 out of 742 |
-8.19%
Jul 2008 - Jun 2021 |
+4.44% |
+11.56%
Jul 1995 - Jun 2008 |
31.00%
230 out of 742 |
-5.46%
May 2006 - Apr 2020 |
+7.76% |
+13.65%
Nov 1966 - Oct 1980 |
12.74%
93 out of 730 |
-6.76%
May 2006 - Apr 2020 |
+4.73% |
+10.05%
Jul 1994 - Jun 2008 |
26.03%
190 out of 730 |
-5.32%
Jul 2008 - Jun 2023 |
+7.78% |
+12.84%
Nov 1965 - Oct 1980 |
10.72%
77 out of 718 |
-7.14%
Jul 2008 - Jun 2023 |
+4.87% |
+9.40%
Jul 1993 - Jun 2008 |
26.18%
188 out of 718 |
-4.75%
Jul 2008 - Jun 2024 |
+7.82% |
+11.80%
Nov 1964 - Oct 1980 |
9.49%
67 out of 706 |
-6.61%
Jul 2008 - Jun 2024 |
+4.74% |
+8.81%
Oct 1988 - Sep 2004 |
24.50%
173 out of 706 |
-1.96%
Apr 2004 - Mar 2021 |
+7.90% |
+12.09%
Oct 1988 - Sep 2005 |
7.93%
55 out of 694 |
-3.65%
Oct 2007 - Sep 2024 |
+4.64% |
+9.46%
Mar 1987 - Feb 2004 |
21.18%
147 out of 694 |
-1.52%
Aug 2006 - Jul 2024 |
+7.66% |
+13.42%
Oct 1972 - Sep 1990 |
4.40%
30 out of 682 |
-3.54%
Aug 2006 - Jul 2024 |
+4.38% |
+10.00%
Apr 1986 - Mar 2004 |
19.94%
136 out of 682 |
-1.38%
Sep 2005 - Aug 2024 |
+7.44% |
+14.78%
Oct 1971 - Sep 1990 |
2.99%
20 out of 670 |
-3.42%
Sep 2005 - Aug 2024 |
+4.15% |
+10.57%
Oct 1971 - Sep 1990 |
15.82%
106 out of 670 |
-0.34%
Apr 2004 - Mar 2024 |
+7.45% |
+14.54%
Oct 1970 - Sep 1990 |
1.37%
9 out of 658 |
-2.40%
Apr 2004 - Mar 2024 |
+3.99% |
+10.22%
Oct 1970 - Sep 1990 |
13.53%
89 out of 658 |
+1.27%
May 1995 - Apr 2020 |
+7.29% |
+12.30%
Dec 1971 - Nov 1996 |
0.00%
0 out of 598 |
-0.41%
Dec 1996 - Nov 2021 |
+4.12% |
+9.32%
Jul 1983 - Jun 2008 |
2.01%
12 out of 598 |
+1.23%
Oct 1990 - Sep 2020 |
+7.58% |
+11.24%
Dec 1970 - Nov 2000 |
0.00%
0 out of 538 |
-0.63%
Oct 1990 - Sep 2020 |
+4.66% |
+7.64%
Jul 1978 - Jun 2008 |
0.56%
3 out of 538 |
UBS CMCI Composite SF Eur Hedged (BCFE.DE) ETF: Historical Returns