Last Update: 31 July 2022

The Bob Clyatt Sandwich Portfolio obtained a 7.56% compound annual return, with a 7.97% standard deviation, in the last 30 Years.

The David Swensen Lazy Portfolio obtained a 8.37% compound annual return, with a 10.46% standard deviation, in the last 30 Years.

Summary

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Bob Clyatt Sandwich Portfolio David Swensen Lazy Portfolio
Risk High High
Asset Allocation Stocks 55% 70%
Fixed Income 45% 30%
Commodities 0% 0%
30 Years Stats Return +7.56% +8.37%
Std Dev 7.97% 10.46%
Max Drawdown -28.96% -40.89%

Last Update: 31 July 2022

Historical Returns as of Jul 31, 2022

Comparison period starts from January 1992

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1M 6M 1Y 5Y(*) 10Y(*) 30Y(*) MAX(*)
Bob Clyatt Sandwich Portfolio +4.36 -7.09 -8.76 +4.84 +6.21 +7.56 +7.51
David Swensen Lazy Portfolio +5.75 -7.50 -7.59 +6.60 +7.37 +8.37 +8.27
(*) Returns over 1 year are annualized

Capital Growth as of Jul 31, 2022

Bob Clyatt Sandwich Portfolio: an investment of 1000$, since August 1992, now would be worth 8890.45$, with a total return of 789.05% (7.56% annualized).

David Swensen Lazy Portfolio: an investment of 1000$, since August 1992, now would be worth 11158.44$, with a total return of 1015.84% (8.37% annualized).

Bob Clyatt Sandwich Portfolio: an investment of 1000$, since January 1992, now would be worth 9149.04$, with a total return of 814.90% (7.51% annualized).

David Swensen Lazy Portfolio: an investment of 1000$, since January 1992, now would be worth 11375.07$, with a total return of 1037.51% (8.27% annualized).

Drawdowns

Drawdown comparison chart since July 1992.

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Bob Clyatt Sandwich Portfolio
David Swensen Lazy Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-40.89% Nov 2007 Feb 2009
-28.96% Nov 2007 Feb 2009
-16.36% Jan 2022 Jun 2022
-14.66% Feb 2020 Mar 2020
-14.12% Jan 2022 Jun 2022
-12.40% May 2011 Sep 2011
-11.28% Apr 1998 Aug 1998
-10.75% Jan 2020 Mar 2020
-10.67% Sep 2000 Sep 2002
-9.56% May 2011 Sep 2011
-9.04% May 1998 Aug 1998
-8.21% Feb 1994 Nov 1994
-8.18% Sep 2018 Dec 2018
-7.14% Sep 2018 Dec 2018
-6.93% Feb 2001 Sep 2001
-6.91% Feb 1994 Jun 1994
-6.84% Mar 2015 Sep 2015
-6.62% Jun 2002 Sep 2002
-5.90% Apr 2004 Apr 2004
-5.67% May 2010 Jun 2010

Drawdown comparison chart since January 1992.

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Bob Clyatt Sandwich Portfolio
David Swensen Lazy Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-40.89% Nov 2007 Feb 2009
-28.96% Nov 2007 Feb 2009
-16.36% Jan 2022 Jun 2022
-14.66% Feb 2020 Mar 2020
-14.12% Jan 2022 Jun 2022
-12.40% May 2011 Sep 2011
-11.28% Apr 1998 Aug 1998
-10.75% Jan 2020 Mar 2020
-10.67% Sep 2000 Sep 2002
-9.56% May 2011 Sep 2011
-9.04% May 1998 Aug 1998
-8.21% Feb 1994 Nov 1994
-8.18% Sep 2018 Dec 2018
-7.14% Sep 2018 Dec 2018
-6.93% Feb 2001 Sep 2001
-6.91% Feb 1994 Jun 1994
-6.84% Mar 2015 Sep 2015
-6.62% Jun 2002 Sep 2002
-5.90% Apr 2004 Apr 2004
-5.67% May 2010 Jun 2010

Yearly Returns

Yearly return comparison. Common historical serie start from January 1992.

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Year Bob Clyatt Sandwich Portfolio David Swensen Lazy Portfolio
2022
-10.38% -11.55%
2021
+9.88% +17.34%
2020
+10.59% +10.56%
2019
+16.81% +21.27%
2018
-4.77% -5.67%
2017
+13.38% +13.94%
2016
+6.63% +7.74%
2015
+0.48% -0.95%
2014
+4.84% +9.97%
2013
+12.69% +10.89%
2012
+10.59% +13.49%
2011
+0.70% +2.21%
2010
+13.17% +15.37%
2009
+19.04% +24.86%
2008
-16.79% -25.53%
2007
+7.88% +5.59%
2006
+13.86% +17.84%
2005
+8.69% +8.97%
2004
+13.13% +16.10%
2003
+24.10% +26.85%
2002
-0.29% -3.41%
2001
+0.13% -1.71%
2000
+2.38% +3.13%
1999
+12.00% +12.70%
1998
+9.62% +8.13%
1997
+10.10% +15.35%
1996
+10.04% +15.04%
1995
+19.39% +20.31%
1994
-2.75% -2.86%
1993
+20.08% +20.71%
1992
+6.13% +5.36%
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