Last Update: 31 May 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 6.77% compound annual return, with a 7.42% 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 | +2.59 | -0.02 | -1.87 | +5.49 | +4.57 | +4.67 | +6.77 |
| Components | |||||||
| VV - Vanguard Large-Cap | +5.16 | +3.87 | -1.58 | +13.37 | +10.42 | +9.84 | +13.16 |
| SCZ - iShares MSCI EAFE Small-Cap | +8.08 | -2.69 | -11.22 | -1.57 | -0.21 | +2.98 | +7.89 |
| IJR - iShares Core S&P Small-Cap | +4.40 | -8.71 | -18.37 | -8.09 | +0.36 | +3.95 | +10.00 |
| EEM - iShares MSCI Emerging Markets | +2.97 | -6.89 | -9.43 | -4.64 | -0.61 | +0.51 | +2.00 |
| VEU - Vanguard FTSE All-World ex-US | +4.68 | -5.11 | -10.83 | -2.79 | -0.08 | +1.04 | +4.75 |
| VNQ - Vanguard Real Estate | +1.73 | -10.67 | -15.29 | -7.67 | +2.11 | +3.86 | +8.83 |
| IEI - iShares 3-7 Year Treasury Bond | +0.32 | +2.94 | +6.65 | +8.94 | +4.41 | +3.25 | +3.15 |
| BIL - SPDR Blmbg Barclays 1-3 Mth T-Bill | -0.02 | +0.17 | +0.52 | +1.49 | +1.57 | +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 May 2020 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
+2.59%
|
0.00%
|
1 - 0 | |
|
3M
|
-0.02%
|
-7.24%
Mar 2020 - Mar 2020
|
2 - 1 | |
|
6M
|
-1.87%
|
-10.74%
Jan 2020 - Mar 2020
|
3 - 3 | |
|
YTD
|
-3.81%
|
-10.74%
Jan 2020 - Mar 2020
|
2 - 3 | |
|
1Y
|
+5.49%
|
10.77%
|
-10.74%
Jan 2020 - Mar 2020
|
8 - 4 |
|
3Y
|
+4.57%
annualized
|
8.40%
|
-10.74%
Jan 2020 - Mar 2020
|
25 - 11 |
|
5Y
|
+4.67%
annualized
|
7.49%
|
-10.74%
Jan 2020 - Mar 2020
|
40 - 20 |
|
10Y
|
+6.77%
annualized
|
7.42%
|
-10.74%
Jan 2020 - Mar 2020
|
81 - 39 |
|
MAX
01 Jan 2008
|
+5.38%
annualized
|
8.94%
|
-26.74%
Jan 2008 - Feb 2009
|
97 - 52 |
* 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 |
+10.68% | 2 | 75 | 25 | 0 | Compare | |
| Stocks/Bonds 60/40 |
+9.37% | 2 | 60 | 40 | 0 | Compare | |
| Yale Endowment David Swensen |
+8.78% | 6 | 70 | 30 | 0 | Compare | |
| Talmud Portfolio Roger Gibson |
+8.72% | 3 | 66.67 | 33.33 | 0 | Compare | |
| Edge Select Moderately Aggressive Merrill Lynch |
+8.50% | 12 | 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 |
+6.70% |
+35.08% Mar 2009 - Feb 2010 |
-24.75% Mar 2008 - Feb 2009 |
15.22% |
| 2 Years |
+7.20% |
+25.10% Mar 2009 - Feb 2011 |
-0.48% Jan 2008 - Dec 2009 |
2.38% |
| 3 Years |
+7.24% |
+17.78% Mar 2009 - Feb 2012 |
+2.76% Apr 2017 - Mar 2020 |
0.00% |
| 5 Years |
+7.04% |
+14.24% Mar 2009 - Feb 2014 |
+3.31% Apr 2015 - Mar 2020 |
0.00% |
| 7 Years |
+7.05% |
+10.24% Mar 2009 - Feb 2016 |
+4.56% Apr 2013 - Mar 2020 |
0.00% |
| 10 Years |
+7.18% |
+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 |
-3.81% | -0.4 | -3.4 | -7.2 | 5.1 | 2.6 | |||||||
| 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 |