Last Update: 31 January 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 7.36% compound annual return, with a 6.97% standard deviation.

Asset Allocation and ETFs

The Bob Clyatt Sandwich Portfolio has the following asset allocation:

55% Stocks
45% Fixed Income
0% Commodities

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

Historical Returns

Bob Clyatt Sandwich Portfolio - Historical returns and stats.

Returns, capital growth, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at every January 1st).

BOB CLYATT SANDWICH PORTFOLIO
Last Update: 31 January 2020
Swipe left to see all data
Period Returns
Jan 2020
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
-0.40%
-0.40%
Jan 2020 - Jan 2020
0 - 1
3M
+2.76%
-0.40%
Jan 2020 - Jan 2020
2 - 1
6M
+5.36%
-0.40%
Jan 2020 - Jan 2020
4 - 2
YTD
-0.40%
-0.40%
Jan 2020 - Jan 2020
0 - 1
1Y
+10.63%
5.27%
-2.79%
May 2019 - May 2019
9 - 3
3Y
+7.37%
annualized
6.15%
-7.13%
Sep 2018 - Dec 2018
27 - 9
5Y
+6.03%
annualized
6.06%
-7.13%
Sep 2018 - Dec 2018
41 - 19
10Y
+7.36%
annualized
6.97%
-9.57%
May 2011 - Sep 2011
82 - 38
MAX
01 Jan 2008
+5.84%
annualized
8.60%
-26.74%
Jan 2008 - Feb 2009
95 - 50

* Annualized St.Dev. of monthly returns

Best High Risk Porftolios, ordered by 10Y annualized return.

Portfolio 10Y Return ▾ #ETF Stocks Bonds Comm.
Simple Path to Wealth
JL Collins
+11.40% 2 75 25 0
Talmud Portfolio
Roger Gibson
+10.25% 3 66.67 33.33 0
Stocks/Bonds 60/40
+9.90% 2 60 40 0
Yale Endowment
David Swensen
+9.79% 6 70 30 0
Edge Select Moderately Aggressive
Merrill Lynch
+9.02% 12 69 31 0

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Rolling Returns

Bob Clyatt Sandwich Portfolio: annualized rolling and average returns

Swipe left to see all data
Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+6.84% +35.08%
Mar 2009 - Feb 2010
-24.75%
Mar 2008 - Feb 2009
14.18%
2 Years
+7.36% +25.10%
Mar 2009 - Feb 2011
-0.48%
Jan 2008 - Dec 2009
1.64%
3 Years
+7.35% +17.78%
Mar 2009 - Feb 2012
+3.76%
Dec 2013 - Nov 2016
0.00%
5 Years
+7.17% +14.24%
Mar 2009 - Feb 2014
+3.93%
Jan 2014 - Dec 2018
0.00%
7 Years
+7.17% +10.24%
Mar 2009 - Feb 2016
+5.71%
Jan 2008 - Dec 2014
0.00%
10 Years
+7.31% +9.50%
Mar 2009 - Feb 2019
+5.98%
May 2008 - Apr 2018
0.00%

* Annualized rolling and average returns over full calendar month periods

Yearly Returns - Monthly Returns Heatmap

Swipe left to see all data
Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2020
-0.40% -0.4
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
Share this page