When holding the Bob Clyatt Sandwich Portfolio, how long should you stay invested to have high probability to achieve a positive return?
Over the selected period (~49 years), the longest duration with a negative return was 50 months (from January 2005 to February 2009).
This indicates that, within the same timeframe, any rolling period of 51 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.
Bob Clyatt Sandwich 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 5.54%.
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 |
---|---|---|---|
-24.75%
Mar 2008 - Feb 2009 |
+9.79% |
+43.70%
Jul 1982 - Jun 1983 |
12.98%
75 out of 578 |
-24.76%
Mar 2008 - Feb 2009 |
+6.08% |
+40.23%
Jul 1982 - Jun 1983 |
24.22%
140 out of 578 |
-11.72%
Mar 2007 - Feb 2009 |
+9.67% |
+31.66%
Jul 1984 - Jun 1986 |
7.07%
40 out of 566 |
-13.50%
Mar 2007 - Feb 2009 |
+5.70% |
+28.18%
Jul 1984 - Jun 1986 |
15.37%
87 out of 566 |
-4.49%
Mar 2006 - Feb 2009 |
+9.48% |
+26.97%
Aug 1984 - Jul 1987 |
1.08%
6 out of 554 |
-6.52%
Mar 2006 - Feb 2009 |
+5.79% |
+23.26%
Aug 1984 - Jul 1987 |
13.90%
77 out of 554 |
-0.79%
Mar 2005 - Feb 2009 |
+9.30% |
+24.95%
Jul 1982 - Jun 1986 |
0.18%
1 out of 542 |
-3.42%
Aug 1978 - Jul 1982 |
+5.62% |
+21.25%
Jul 1982 - Jun 1986 |
7.20%
39 out of 542 |
+1.29%
Mar 2004 - Feb 2009 |
+9.29% |
+23.63%
Aug 1982 - Jul 1987 |
0.00%
0 out of 530 |
-2.06%
Jul 1977 - Jun 1982 |
+5.59% |
+19.87%
Aug 1982 - Jul 1987 |
4.72%
25 out of 530 |
+2.88%
Nov 2017 - Oct 2023 |
+8.92% |
+20.12%
Oct 1981 - Sep 1987 |
0.00%
0 out of 518 |
-1.32%
Jul 1976 - Jun 1982 |
+5.57% |
+16.02%
Oct 1981 - Sep 1987 |
1.93%
10 out of 518 |
+4.24%
Nov 2016 - Oct 2023 |
+8.85% |
+19.44%
Aug 1982 - Jul 1989 |
0.00%
0 out of 506 |
+0.71%
Nov 2016 - Oct 2023 |
+5.70% |
+15.35%
Aug 1982 - Jul 1989 |
0.00%
0 out of 506 |
+3.92%
Oct 2014 - Sep 2022 |
+8.63% |
+17.79%
Aug 1982 - Jul 1990 |
0.00%
0 out of 494 |
+0.90%
Nov 2015 - Oct 2023 |
+5.76% |
+13.57%
Aug 1982 - Jul 1990 |
0.00%
0 out of 494 |
+3.92%
Mar 2000 - Feb 2009 |
+8.81% |
+16.70%
Mar 1978 - Feb 1987 |
0.00%
0 out of 482 |
+1.00%
Nov 2014 - Oct 2023 |
+6.04% |
+12.40%
Aug 1982 - Jul 1991 |
0.00%
0 out of 482 |
+4.17%
Nov 2013 - Oct 2023 |
+8.85% |
+16.53%
Aug 1982 - Jul 1992 |
0.00%
0 out of 470 |
+1.35%
Nov 2013 - Oct 2023 |
+6.18% |
+12.35%
Aug 1982 - Jul 1992 |
0.00%
0 out of 470 |
+4.59%
Mar 1998 - Feb 2009 |
+9.03% |
+16.42%
Aug 1982 - Jul 1993 |
0.00%
0 out of 458 |
+2.04%
Mar 1998 - Feb 2009 |
+6.29% |
+12.33%
Aug 1982 - Jul 1993 |
0.00%
0 out of 458 |
+5.06%
Jun 2011 - May 2023 |
+8.95% |
+15.69%
Oct 1981 - Sep 1993 |
0.00%
0 out of 446 |
+2.46%
Jun 2011 - May 2023 |
+6.32% |
+11.50%
Oct 1981 - Sep 1993 |
0.00%
0 out of 446 |
+4.93%
Apr 2007 - Mar 2020 |
+8.87% |
+15.15%
Aug 1982 - Jul 1995 |
0.00%
0 out of 434 |
+2.38%
Nov 2010 - Oct 2023 |
+6.24% |
+11.25%
Aug 1982 - Jul 1995 |
0.00%
0 out of 434 |
+5.39%
Apr 2006 - Mar 2020 |
+8.96% |
+14.87%
Jul 1982 - Jun 1996 |
0.00%
0 out of 422 |
+3.12%
May 2010 - Apr 2024 |
+5.98% |
+11.00%
Jul 1982 - Jun 1996 |
0.00%
0 out of 422 |
+4.55%
Oct 2007 - Sep 2022 |
+8.93% |
+15.02%
Aug 1982 - Jul 1997 |
0.00%
0 out of 410 |
+2.13%
Oct 2007 - Sep 2022 |
+6.01% |
+11.26%
Aug 1982 - Jul 1997 |
0.00%
0 out of 410 |
+4.49%
Nov 2007 - Oct 2023 |
+8.73% |
+14.41%
Apr 1982 - Mar 1998 |
0.00%
0 out of 398 |
+2.01%
Nov 2007 - Oct 2023 |
+5.84% |
+10.76%
Jul 1982 - Jun 1998 |
0.00%
0 out of 398 |
+5.08%
Nov 2006 - Oct 2023 |
+8.48% |
+14.12%
Jul 1982 - Jun 1999 |
0.00%
0 out of 386 |
+2.51%
Nov 2006 - Oct 2023 |
+5.86% |
+10.57%
Jul 1982 - Jun 1999 |
0.00%
0 out of 386 |
+5.60%
Nov 2005 - Oct 2023 |
+8.53% |
+13.95%
Apr 1980 - Mar 1998 |
0.00%
0 out of 374 |
+3.04%
May 2006 - Apr 2024 |
+5.94% |
+10.18%
Jul 1982 - Jun 2000 |
0.00%
0 out of 374 |
+5.85%
Nov 2004 - Oct 2023 |
+8.69% |
+13.35%
Mar 1978 - Feb 1997 |
0.00%
0 out of 362 |
+3.22%
Nov 2004 - Oct 2023 |
+6.04% |
+9.53%
Oct 1981 - Sep 2000 |
0.00%
0 out of 362 |
+6.14%
Nov 2003 - Oct 2023 |
+8.57% |
+13.36%
Mar 1978 - Feb 1998 |
0.00%
0 out of 350 |
+3.47%
Nov 2003 - Oct 2023 |
+5.91% |
+9.12%
Apr 1980 - Mar 2000 |
0.00%
0 out of 350 |
Bob Clyatt Sandwich Portfolio: ETF allocation and returns