Last Update: 30 November 2019
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 7.15% compound annual return, with a 6.98% standard deviation.
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 |
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).
| Period | Returns Nov 2019 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
+1.14%
|
0.00%
|
1 - 0 | |
|
3M
|
+3.99%
|
0.00%
|
3 - 0 | |
|
6M
|
+7.50%
|
-0.28%
Aug 2019 - Aug 2019
|
5 - 1 | |
|
YTD
|
+14.51%
|
-2.79%
May 2019 - May 2019
|
9 - 2 | |
|
1Y
|
+10.38%
|
7.95%
|
-3.60%
Dec 2018 - Dec 2018
|
9 - 3 |
|
3Y
|
+7.77%
annualized
|
6.10%
|
-7.13%
Sep 2018 - Dec 2018
|
28 - 8 |
|
5Y
|
+5.69%
annualized
|
6.03%
|
-7.13%
Sep 2018 - Dec 2018
|
41 - 19 |
|
10Y
|
+7.15%
annualized
|
6.98%
|
-9.57%
May 2011 - Sep 2011
|
82 - 38 |
|
MAX
Dec 2007
|
+5.78%
annualized
|
8.64%
|
-26.74%
Jan 2008 - Feb 2009
|
94 - 49 |
* 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 |
+11.05% | 2 | 75 | 25 | 0 | |
| Talmud Portfolio Roger Gibson |
+10.05% | 3 | 66.67 | 33.33 | 0 | |
| Stocks/Bonds 60/40 |
+9.59% | 2 | 60 | 40 | 0 | |
| Yale Endowment David Swensen |
+9.42% | 6 | 70 | 30 | 0 | |
| Family Taxable Portfolio Ted Aronson |
+8.77% | 11 | 70 | 30 | 0 |
Capital Growth
Drawdowns
Rolling Returns
Bob Clyatt Sandwich Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+6.74% |
+35.08% Mar 2009 - Feb 2010 |
-24.75% Mar 2008 - Feb 2009 |
14.39% |
| 2 Years |
+7.40% |
+25.10% Mar 2009 - Feb 2011 |
-0.48% Jan 2008 - Dec 2009 |
1.67% |
| 3 Years |
+7.35% |
+17.78% Mar 2009 - Feb 2012 |
+3.76% Dec 2013 - Nov 2016 |
0.00% |
| 5 Years |
+7.20% |
+14.24% Mar 2009 - Feb 2014 |
+3.93% Jan 2014 - Dec 2018 |
0.00% |
| 7 Years |
+7.18% |
+10.24% Mar 2009 - Feb 2016 |
+5.71% Jan 2008 - Dec 2014 |
0.00% |
| 10 Years |
+7.32% |
+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
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2019 |
+14.51% | 5.2 | 1.2 | 1.1 | 1.8 | -2.8 | 3.6 | 0.0 | -0.3 | 1.1 | 1.7 | 1.1 | |
| 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 |