Bob Clyatt Sandwich vs David Swensen Yale Endowment Portfolio Comparison

Last Update: 29 February 2024

The Bob Clyatt Sandwich Portfolio obtained a 7.03% compound annual return, with a 8.32% standard deviation, in the last 30 Years.

The David Swensen Yale Endowment Portfolio obtained a 7.80% compound annual return, with a 10.83% standard deviation, in the last 30 Years.

Summary

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Bob Clyatt Sandwich Portfolio David Swensen Yale Endowment Portfolio
Portfolio Risk High High
Asset Allocation Stocks 55% 70%
Fixed Income 45% 30%
Commodities 0% 0%
30 Years Stats Return +7.03% +7.80%
Std Dev 8.32% 10.83%
Max Drawdown -28.96% -40.68%
All time Stats
(Since Jan 1985)
Return +8.86% +9.45%
Std Dev 8.70% 10.76%
Max Drawdown -28.96% -40.68%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Bob Clyatt Sandwich Portfolio +1.45 +5.94 +10.35 +5.12 +5.04 +7.03 +8.86
David Swensen Yale Endowment Portfolio +2.25 +7.44 +12.53 +6.76 +6.31 +7.80 +9.45
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Bob Clyatt Sandwich Portfolio: an investment of 1$, since March 1994, now would be worth 7.69$, with a total return of 668.61% (7.03% annualized).

David Swensen Yale Endowment Portfolio: an investment of 1$, since March 1994, now would be worth 9.51$, with a total return of 850.89% (7.80% annualized).

Bob Clyatt Sandwich Portfolio: an investment of 1$, since January 1985, now would be worth 27.78$, with a total return of 2678.13% (8.86% annualized).

David Swensen Yale Endowment Portfolio: an investment of 1$, since January 1985, now would be worth 34.32$, with a total return of 3331.69% (9.45% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Bob Clyatt Sandwich Portfolio
David Swensen Yale Endowment Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-40.68% Nov 2007 Feb 2009 (16) Dec 2010 (38) 18.05
-28.96% Nov 2007 Feb 2009 (16) Apr 2010 (30) 12.89
-22.63% Jan 2022 Sep 2022 (9) In progress (26) 12.84
-19.10% Jan 2022 Sep 2022 (9) In progress (26) 10.77
-14.79% Feb 2020 Mar 2020 (2) Aug 2020 (7) 6.82
-12.17% May 2011 Sep 2011 (5) Feb 2012 (10) 4.96
-10.97% Apr 1998 Aug 1998 (5) Dec 1998 (9) 4.46
-10.82% Sep 2000 Sep 2002 (25) May 2003 (33) 5.94
-10.75% Jan 2020 Mar 2020 (3) Jul 2020 (7) 4.85
-9.56% May 2011 Sep 2011 (5) Feb 2012 (10) 4.02
-9.04% May 1998 Aug 1998 (4) Nov 1998 (7) 4.01
-8.41% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.83
-7.14% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.28
-6.93% Feb 2001 Sep 2001 (8) Apr 2002 (15) 3.21
-6.62% Jun 2002 Sep 2002 (4) May 2003 (12) 4.15
-6.50% Mar 2015 Sep 2015 (7) May 2016 (15) 3.35
-6.06% Mar 1994 Nov 1994 (9) Apr 1995 (14) 3.55
-5.84% Apr 2004 Apr 2004 (1) Sep 2004 (6) 3.09
-5.67% May 2010 Jun 2010 (2) Sep 2010 (5) 3.16
-5.03% Jun 2015 Feb 2016 (9) Jun 2016 (13) 2.78

Drawdown comparison chart since January 1985.

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Bob Clyatt Sandwich Portfolio
David Swensen Yale Endowment Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-40.68% Nov 2007 Feb 2009 (16) Dec 2010 (38) 18.05
-28.96% Nov 2007 Feb 2009 (16) Apr 2010 (30) 12.89
-22.63% Jan 2022 Sep 2022 (9) In progress (26) 12.84
-19.10% Jan 2022 Sep 2022 (9) In progress (26) 10.77
-16.20% Sep 1987 Nov 1987 (3) Dec 1988 (16) 7.26
-15.85% Sep 1987 Nov 1987 (3) Dec 1988 (16) 7.15
-14.79% Feb 2020 Mar 2020 (2) Aug 2020 (7) 6.82
-12.63% Jan 1990 Sep 1990 (9) Feb 1991 (14) 6.15
-12.17% May 2011 Sep 2011 (5) Feb 2012 (10) 4.96
-10.97% Apr 1998 Aug 1998 (5) Dec 1998 (9) 4.46
-10.82% Sep 2000 Sep 2002 (25) May 2003 (33) 5.94
-10.75% Jan 2020 Mar 2020 (3) Jul 2020 (7) 4.85
-10.22% Aug 1990 Sep 1990 (2) Feb 1991 (7) 5.82
-9.56% May 2011 Sep 2011 (5) Feb 2012 (10) 4.02
-9.04% May 1998 Aug 1998 (4) Nov 1998 (7) 4.01
-8.41% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.83
-8.21% Feb 1994 Nov 1994 (10) May 1995 (16) 5.21
-7.14% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.28
-6.93% Feb 2001 Sep 2001 (8) Apr 2002 (15) 3.21
-6.91% Feb 1994 Jun 1994 (5) Apr 1995 (15) 4.64

Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
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Year Return Drawdown Return Drawdown
2024
+0.74%
-0.70%
+1.25%
-0.97%
2023
+12.05%
-7.10%
+14.44%
-8.62%
2022
-14.72%
-19.10%
-17.82%
-22.63%
2021
+9.88%
-2.74%
+17.84%
-3.58%
2020
+10.59%
-10.75%
+10.35%
-14.79%
2019
+16.81%
-2.79%
+21.39%
-2.68%
2018
-4.77%
-7.14%
-5.76%
-8.41%
2017
+13.38%
0.00%
+13.79%
0.00%
2016
+6.63%
-2.20%
+7.40%
-3.21%
2015
+0.48%
-4.93%
-0.29%
-6.50%
2014
+4.84%
-2.58%
+9.76%
-3.40%
2013
+12.69%
-2.58%
+12.04%
-4.27%
2012
+10.59%
-4.32%
+13.44%
-4.70%
2011
+0.70%
-9.56%
+2.46%
-12.17%
2010
+13.17%
-5.67%
+14.85%
-7.93%
2009
+19.04%
-11.95%
+23.34%
-16.98%
2008
-16.79%
-19.50%
-25.11%
-30.37%
2007
+7.88%
-3.03%
+4.93%
-4.58%
2006
+13.86%
-2.63%
+17.78%
-2.66%
2005
+8.69%
-1.97%
+8.67%
-2.69%
2004
+13.13%
-3.88%
+16.01%
-5.84%
2003
+24.10%
-1.44%
+26.59%
-1.98%
2002
-0.29%
-6.62%
-3.49%
-9.34%
2001
+0.13%
-6.93%
-1.98%
-9.29%
2000
+2.38%
-4.69%
+3.33%
-5.76%
1999
+12.00%
-2.74%
+13.91%
-2.69%
1998
+9.62%
-9.04%
+8.26%
-10.97%
1997
+10.10%
-3.38%
+15.25%
-3.44%
1996
+10.04%
-2.63%
+15.04%
-2.41%
1995
+19.39%
-0.52%
+20.31%
-1.03%
1994
-2.75%
-6.91%
-2.86%
-8.21%
1993
+20.08%
-2.13%
+20.71%
-3.68%
1992
+6.13%
-1.86%
+5.36%
-3.21%
1991
+26.12%
-3.31%
+29.05%
-3.46%
1990
-2.55%
-10.22%
-6.06%
-12.63%
1989
+23.52%
-0.93%
+21.59%
-1.39%
1988
+14.83%
-2.22%
+15.34%
-2.25%
1987
+2.90%
-15.85%
+2.49%
-16.20%
1986
+22.03%
-4.12%
+23.31%
-3.94%
1985
+29.14%
-1.30%
+30.22%
-1.80%