Last Update: 31 March 2021
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 7.04% 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 | +1.34 | +3.12 | +12.07 | +27.78 | +8.49 | +8.44 | +7.04 |
| Components | |||||||
| VV - Vanguard Large-Cap | +3.99 | +5.79 | +19.31 | +58.93 | +17.36 | +16.72 | +13.98 |
| SCZ - iShares MSCI EAFE Small-Cap | +2.34 | +5.11 | +22.70 | +63.09 | +6.05 | +10.49 | +8.05 |
| IJR - iShares Core S&P Small-Cap | +3.53 | +18.39 | +55.35 | +95.95 | +13.76 | +15.63 | +12.96 |
| EEM - iShares MSCI Emerging Markets | -0.73 | +3.23 | +22.24 | +58.83 | +5.68 | +11.59 | +3.05 |
| VEU - Vanguard FTSE All-World ex-US | +1.74 | +4.25 | +21.55 | +51.30 | +6.72 | +10.17 | +5.21 |
| VNQ - Vanguard Real Estate | +5.15 | +8.79 | +18.88 | +36.73 | +11.00 | +6.13 | +8.91 |
| IEI - iShares 3-7 Year Treasury Bond | -0.84 | -2.20 | -2.38 | -1.65 | +4.22 | +2.21 | +2.70 |
| BIL - SPDR Blmbg Barclays 1-3 Mth T-Bill | -0.01 | -0.02 | -0.02 | -0.07 | +1.26 | +0.98 | +0.45 |
- 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 Mar 2021 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
+1.34%
|
0.00%
|
1 - 0 | |
|
3M
|
+3.12%
|
0.00%
|
3 - 0 | |
|
6M
|
+12.07%
|
-1.03%
Oct 2020 - Oct 2020
|
5 - 1 | |
|
YTD
|
+3.12%
|
0.00%
|
3 - 0 | |
|
1Y
|
+27.78%
|
7.50%
|
-2.40%
Sep 2020 - Oct 2020
|
10 - 2 |
|
3Y
|
+8.49%
annualized
|
9.25%
|
-10.74%
Jan 2020 - Mar 2020
|
24 - 12 |
|
5Y
|
+8.44%
annualized
|
7.54%
|
-10.74%
Jan 2020 - Mar 2020
|
45 - 15 |
|
10Y
|
+7.04%
annualized
|
7.37%
|
-10.74%
Jan 2020 - Mar 2020
|
82 - 38 |
|
MAX
01 Jan 2008
|
+6.39%
annualized
|
8.92%
|
-26.74%
Jan 2008 - Feb 2009
|
105 - 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 |
+11.30% | 75 | 25 | 0 | Compare | |
| Stocks/Bonds 60/40 |
+9.76% | 60 | 40 | 0 | Compare | |
| Edge Select Moderately Aggressive Merrill Lynch |
+8.97% | 69 | 31 | 0 | Compare | |
| Yale Endowment David Swensen |
+8.90% | 70 | 30 | 0 | Compare | |
| Talmud Portfolio Roger Gibson |
+8.90% | 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 |
+6.97% |
+35.08% Mar 2009 - Feb 2010 |
-24.75% Mar 2008 - Feb 2009 |
14.19% |
| 2 Years |
+7.29% |
+25.10% Mar 2009 - Feb 2011 |
-0.48% Jan 2008 - Dec 2009 |
2.21% |
| 3 Years |
+7.17% |
+17.78% Mar 2009 - Feb 2012 |
+2.76% Apr 2017 - Mar 2020 |
0.00% |
| 5 Years |
+7.07% |
+14.24% Mar 2009 - Feb 2014 |
+3.31% Apr 2015 - Mar 2020 |
0.00% |
| 7 Years |
+6.96% |
+10.24% Mar 2009 - Feb 2016 |
+4.56% Apr 2013 - Mar 2020 |
0.00% |
| 10 Years |
+7.11% |
+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 | 0.2 | 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 |
57 | 64 | 86 | 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 |
| 2021 |
+3.12% | 0.4 | 1.4 | 1.3 | |||||||||
| 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 |