Last Update: 31 July 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 6.85% compound annual return, with a 7.30% standard deviation.
In 2019, the portfolio granted a 2.61% 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 | +2.73 | +7.04 | +0.77 | +6.17 | +5.30 | +5.70 | +6.85 |
| Components | |||||||
| VV - Vanguard Large-Cap | +5.98 | +13.77 | +3.23 | +12.93 | +12.35 | +11.56 | +13.90 |
| SCZ - iShares MSCI EAFE Small-Cap | +2.69 | +13.23 | -7.16 | +0.37 | +0.02 | +4.11 | +7.37 |
| IJR - iShares Core S&P Small-Cap | +4.28 | +12.80 | -10.80 | -8.58 | +1.66 | +5.53 | +10.97 |
| EEM - iShares MSCI Emerging Markets | +8.25 | +18.84 | +3.40 | +6.45 | +1.99 | +5.42 | +2.55 |
| VEU - Vanguard FTSE All-World ex-US | +3.93 | +13.54 | -3.88 | +1.41 | +1.36 | +3.34 | +4.67 |
| VNQ - Vanguard Real Estate | +3.64 | +7.98 | -11.85 | -5.11 | +2.98 | +4.94 | +9.06 |
| IEI - iShares 3-7 Year Treasury Bond | +0.38 | +0.82 | +5.42 | +8.71 | +4.57 | +3.31 | +2.90 |
| BIL - SPDR Blmbg Barclays 1-3 Mth T-Bill | +0.01 | -0.01 | +0.30 | +1.13 | +1.52 | +0.98 | +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 Jul 2020 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
+2.73%
|
0.00%
|
1 - 0 | |
|
3M
|
+7.04%
|
0.00%
|
3 - 0 | |
|
6M
|
+0.77%
|
-10.38%
Feb 2020 - Mar 2020
|
4 - 2 | |
|
YTD
|
+0.37%
|
-10.74%
Jan 2020 - Mar 2020
|
4 - 3 | |
|
1Y
|
+6.17%
|
10.59%
|
-10.74%
Jan 2020 - Mar 2020
|
8 - 4 |
|
3Y
|
+5.30%
annualized
|
8.50%
|
-10.74%
Jan 2020 - Mar 2020
|
25 - 11 |
|
5Y
|
+5.70%
annualized
|
7.54%
|
-10.74%
Jan 2020 - Mar 2020
|
41 - 19 |
|
10Y
|
+6.85%
annualized
|
7.30%
|
-10.74%
Jan 2020 - Mar 2020
|
82 - 38 |
|
MAX
01 Jan 2008
|
+5.66%
annualized
|
8.91%
|
-26.74%
Jan 2008 - Feb 2009
|
99 - 52 |
* 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 |
+11.25% | 75 | 25 | 0 | Compare | |
| Stocks/Bonds 60/40 |
+9.81% | 60 | 40 | 0 | Compare | |
| Yale Endowment David Swensen |
+9.06% | 70 | 30 | 0 | Compare | |
| Talmud Portfolio Roger Gibson |
+9.03% | 66.67 | 33.33 | 0 | Compare | |
| Edge Select Moderately Aggressive Merrill Lynch |
+8.85% | 69 | 31 | 0 | Compare |
Capital Growth
Drawdowns
Rolling Returns
Bob Clyatt Sandwich Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+6.68% |
+35.08% Mar 2009 - Feb 2010 |
-24.75% Mar 2008 - Feb 2009 |
15.00% |
| 2 Years |
+7.16% |
+25.10% Mar 2009 - Feb 2011 |
-0.48% Jan 2008 - Dec 2009 |
2.34% |
| 3 Years |
+7.21% |
+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 |
+7.02% |
+10.24% Mar 2009 - Feb 2016 |
+4.56% Apr 2013 - Mar 2020 |
0.00% |
| 10 Years |
+7.17% |
+9.50% Mar 2009 - Feb 2019 |
+5.66% Apr 2010 - Mar 2020 |
0.00% |
* Annualized rolling and average returns over full calendar month periods
Yearly Returns - Monthly Returns Heatmap
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2020 |
+0.37% | -0.4 | -3.4 | -7.2 | 5.1 | 2.6 | 1.6 | 2.7 | |||||
| 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 |