Last Update: 31 December 2020
The Bob Clyatt Sandwich Portfolio is exposed for 55% on the Stock Market.
It's a High Risk portfolio and it can be replicated with 8 ETFs.
In the last 10 years, the portfolio obtained a 6.99% compound annual return, with a 7.37% standard deviation.
In 2020, the portfolio granted a 1.53% dividend yield. If you are interested in getting periodic income, please refer to the Bob Clyatt Sandwich Portfolio: Dividend Yield page.
Asset Allocation and ETFs
The Bob Clyatt Sandwich Portfolio has the following asset allocation:
The Bob Clyatt Sandwich Portfolio can be replicated with the following ETFs:
Weight | Ticker | ETF Name | Investment Themes | |
---|---|---|---|---|
20.00 % | VV | Vanguard Large-Cap | Equity, U.S., Large Cap | |
10.00 % | SCZ | iShares MSCI EAFE Small-Cap | Equity, EAFE, Small Cap | |
8.00 % | IJR | iShares Core S&P Small-Cap | Equity, U.S., Small Cap | |
6.00 % | EEM | iShares MSCI Emerging Markets | Equity, Emerging Markets, Large Cap | |
6.00 % | VEU | Vanguard FTSE All-World ex-US | Equity, Global ex-US, Large Cap | |
5.00 % | VNQ | Vanguard Real Estate | Real Estate, U.S. | |
41.00 % | IEI | iShares 3-7 Year Treasury Bond | Bond, U.S., Intermediate-Term | |
4.00 % | BIL | SPDR Blmbg Barclays 1-3 Mth T-Bill | Bond, U.S., Ultra Short-Term |
Portfolio and ETF Returns
The Bob Clyatt Sandwich Portfolio guaranteed the following returns.
1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | |
---|---|---|---|---|---|---|---|
Bob Clyatt Sandwich Portfolio | +3.14 | +8.67 | +13.19 | +10.59 | +7.15 | +8.26 | +6.99 |
Components | |||||||
VV - Vanguard Large-Cap | +4.10 | +12.78 | +23.87 | +20.99 | +14.91 | +15.66 | +14.00 |
SCZ - iShares MSCI EAFE Small-Cap | +7.06 | +16.74 | +28.43 | +11.69 | +4.67 | +9.33 | +7.80 |
IJR - iShares Core S&P Small-Cap | +8.24 | +31.22 | +35.53 | +11.28 | +7.74 | +12.37 | +11.89 |
EEM - iShares MSCI Emerging Markets | +7.14 | +18.41 | +30.55 | +17.03 | +5.42 | +12.26 | +2.95 |
VEU - Vanguard FTSE All-World ex-US | +5.72 | +16.59 | +24.39 | +11.12 | +5.12 | +9.20 | +5.12 |
VNQ - Vanguard Real Estate | +2.72 | +9.28 | +10.71 | -4.68 | +4.91 | +5.63 | +8.66 |
IEI - iShares 3-7 Year Treasury Bond | +0.11 | -0.18 | +0.01 | +6.95 | +4.64 | +3.26 | +2.92 |
BIL - SPDR Blmbg Barclays 1-3 Mth T-Bill | 0.00 | 0.00 | -0.01 | +0.40 | +1.39 | +0.99 | +0.46 |
- a rebalancing of the components at the beginning of each year (i.e. at every January 1st)
- the reinvestment of dividends
If you are interested in getting periodic income, please refer to the Bob Clyatt Sandwich Portfolio: Dividend Yield page.
Historical Returns
Bob Clyatt Sandwich Portfolio - Historical returns and stats.
Period | Returns Dec 2020 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
---|---|---|---|---|
1M
|
+3.14%
|
0.00%
|
1 - 0 | |
3M
|
+8.67%
|
-1.03%
Oct 2020 - Oct 2020
|
2 - 1 | |
6M
|
+13.19%
|
-2.40%
Sep 2020 - Oct 2020
|
4 - 2 | |
YTD
|
+10.59%
|
12.60%
|
-10.74%
Jan 2020 - Mar 2020
|
7 - 5 |
1Y
|
+10.59%
|
12.60%
|
-10.74%
Jan 2020 - Mar 2020
|
7 - 5 |
3Y
|
+7.15%
annualized
|
9.47%
|
-10.74%
Jan 2020 - Mar 2020
|
23 - 13 |
5Y
|
+8.26%
annualized
|
7.84%
|
-10.74%
Jan 2020 - Mar 2020
|
43 - 17 |
10Y
|
+6.99%
annualized
|
7.37%
|
-10.74%
Jan 2020 - Mar 2020
|
82 - 38 |
MAX
01 Jan 2008
|
+6.27%
annualized
|
9.00%
|
-26.74%
Jan 2008 - Feb 2009
|
102 - 54 |
* Annualized St.Dev. of monthly returns
Best High Risk Porftolios, ordered by 10Y annualized return.
Portfolio | 10Y Return ▾ | Stocks | Bonds | Comm. | ||
---|---|---|---|---|---|---|
Simple Path to Wealth JL Collins |
+11.38% | 75 | 25 | 0 | Compare | |
Stocks/Bonds 60/40 |
+9.90% | 60 | 40 | 0 | Compare | |
Yale Endowment David Swensen |
+9.07% | 70 | 30 | 0 | Compare | |
Edge Select Moderately Aggressive Merrill Lynch |
+9.02% | 69 | 31 | 0 | Compare | |
Talmud Portfolio Roger Gibson |
+8.95% | 66.67 | 33.33 | 0 | Compare |
Capital Growth
Drawdowns
Rolling Returns ( more details)
Bob Clyatt Sandwich Portfolio: annualized rolling and average returns
Return (*) | Negative Periods |
|||
---|---|---|---|---|
Rolling Period | Average | Best | Worst | |
1 Year |
+6.72% |
+35.08% Mar 2009 - Feb 2010 |
-24.75% Mar 2008 - Feb 2009 |
14.48% |
2 Years |
+7.21% |
+25.10% Mar 2009 - Feb 2011 |
-0.48% Jan 2008 - Dec 2009 |
2.26% |
3 Years |
+7.15% |
+17.78% Mar 2009 - Feb 2012 |
+2.76% Apr 2017 - Mar 2020 |
0.00% |
5 Years |
+7.01% |
+14.24% Mar 2009 - Feb 2014 |
+3.31% Apr 2015 - Mar 2020 |
0.00% |
7 Years |
+6.97% |
+10.24% Mar 2009 - Feb 2016 |
+4.56% Apr 2013 - Mar 2020 |
0.00% |
10 Years |
+7.13% |
+9.50% Mar 2009 - Feb 2019 |
+5.66% Apr 2010 - Mar 2020 |
0.00% |
* Annualized rolling and average returns over full calendar month periods
If you need a deeper detail about rolling returns, please refer to the Bob Clyatt Sandwich Portfolio: Rolling Returns page.
Seasonality and Yearly/Monthly Returns
Bob Clyatt Sandwich Portfolio Seasonality
Months | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average | 0.1 | 0.1 | 0.9 | 1.8 | -0.1 | 0.0 | 1.6 | 0.0 | 0.2 | 0.0 | 1.0 | 1.0 |
Best |
5.2 2019 |
2.7 2014 |
5.4 2009 |
6.8 2009 |
4.6 2009 |
3.6 2019 |
5.4 2009 |
2.8 2020 |
5.4 2010 |
5.9 2011 |
6.5 2020 |
3.5 2010 |
Worst |
-6.4 2009 |
-5.9 2009 |
-7.2 2020 |
-0.2 2018 |
-4.4 2010 |
-4.2 2008 |
-1.3 2014 |
-3.4 2015 |
-5.4 2011 |
-9.8 2008 |
-2.1 2008 |
-3.6 2018 |
Gain Frequency |
54 | 62 | 85 | 92 | 62 | 46 | 77 | 54 | 54 | 54 | 69 | 77 |
Detail of Monthly Returns
Months | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
2020 |
+10.59% | -0.4 | -3.4 | -7.2 | 5.1 | 2.6 | 1.6 | 2.7 | 2.8 | -1.4 | -1.0 | 6.5 | 3.1 |
2019 |
+16.81% | 5.2 | 1.2 | 1.1 | 1.8 | -2.8 | 3.6 | 0.0 | -0.3 | 1.1 | 1.7 | 1.1 | 2.0 |
2018 |
-4.77% | 2.0 | -2.7 | 0.1 | -0.2 | 1.1 | -0.2 | 1.4 | 1.1 | -0.6 | -4.4 | 1.5 | -3.6 |
2017 |
+13.38% | 1.5 | 1.6 | 0.6 | 1.3 | 1.0 | 0.5 | 1.7 | 0.4 | 1.1 | 1.0 | 1.0 | 0.9 |
2016 |
+6.63% | -2.1 | -0.1 | 4.6 | 0.3 | 0.4 | 1.0 | 2.5 | -0.2 | 0.7 | -1.7 | 0.1 | 1.3 |
2015 |
+0.48% | 0.4 | 2.1 | 0.0 | 0.8 | 0.2 | -1.3 | 0.6 | -3.4 | -0.9 | 3.4 | -0.1 | -1.1 |
2014 |
+4.84% | -1.4 | 2.7 | 0.1 | 0.4 | 1.4 | 1.2 | -1.3 | 1.9 | -2.6 | 2.1 | 0.7 | -0.4 |
2013 |
+12.69% | 2.1 | 0.6 | 1.5 | 1.6 | -0.9 | -1.7 | 3.0 | -1.8 | 3.7 | 2.5 | 0.9 | 0.7 |
2012 |
+10.59% | 4.0 | 1.9 | 0.8 | 0.1 | -4.3 | 2.4 | 0.5 | 1.5 | 1.6 | -0.6 | 0.8 | 1.8 |
2011 |
+0.70% | 0.8 | 1.5 | 0.4 | 2.9 | -0.2 | -1.0 | -0.1 | -3.2 | -5.4 | 5.9 | -0.6 | 0.2 |
2010 |
+13.17% | -1.5 | 1.5 | 3.6 | 1.5 | -4.4 | -1.4 | 5.0 | -1.8 | 5.4 | 2.5 | -0.9 | 3.5 |
2009 |
+19.04% | -6.4 | -5.9 | 5.4 | 6.8 | 4.6 | -0.4 | 5.4 | 2.8 | 3.6 | -1.9 | 3.5 | 1.2 |
2008 |
-16.79% | -2.5 | -0.1 | 0.5 | 1.5 | 0.6 | -4.2 | -0.7 | 0.2 | -4.4 | -9.8 | -2.1 | 3.4 |