Bob Clyatt Sandwich vs Tyler Golden Butterfly 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 Tyler Golden Butterfly Portfolio obtained a 7.56% compound annual return, with a 7.73% standard deviation, in the last 30 Years.

Summary

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Bob Clyatt Sandwich Portfolio Tyler Golden Butterfly Portfolio
Portfolio Risk High High
Asset Allocation Stocks 55% 40%
Fixed Income 45% 40%
Commodities 0% 20%
30 Years Stats Return +7.03% +7.56%
Std Dev 8.32% 7.73%
Max Drawdown -28.96% -17.79%
All time Stats
(Since Jan 1976)
Return +9.44% +9.70%
Std Dev 8.88% 8.42%
Max Drawdown -28.96% -17.79%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1976

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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 +9.44
Tyler Golden Butterfly Portfolio +1.11 +5.17 +7.94 +5.99 +5.42 +7.56 +9.70
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).

Tyler Golden Butterfly Portfolio: an investment of 1$, since March 1994, now would be worth 8.91$, with a total return of 790.58% (7.56% annualized).

Bob Clyatt Sandwich Portfolio: an investment of 1$, since January 1976, now would be worth 77.16$, with a total return of 7615.59% (9.44% annualized).

Tyler Golden Butterfly Portfolio: an investment of 1$, since January 1976, now would be worth 86.51$, with a total return of 8551.27% (9.70% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Bob Clyatt Sandwich Portfolio
Tyler Golden Butterfly Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-28.96% Nov 2007 Feb 2009 (16) Apr 2010 (30) 12.89
-19.10% Jan 2022 Sep 2022 (9) In progress (26) 10.77
-17.79% Jan 2022 Sep 2022 (9) In progress (26) 9.56
-14.81% Mar 2008 Feb 2009 (12) Sep 2009 (19) 7.24
-10.75% Jan 2020 Mar 2020 (3) Jul 2020 (7) 4.85
-9.56% May 2011 Sep 2011 (5) Feb 2012 (10) 4.02
-9.44% May 1998 Aug 1998 (4) Dec 1998 (8) 3.99
-9.04% May 1998 Aug 1998 (4) Nov 1998 (7) 4.01
-7.16% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.10
-7.14% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.28
-6.93% Feb 2001 Sep 2001 (8) Apr 2002 (15) 3.21
-6.86% Jun 2002 Jul 2002 (2) May 2003 (12) 4.25
-6.62% Jun 2002 Sep 2002 (4) May 2003 (12) 4.15
-6.37% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.17
-6.25% Feb 2015 Sep 2015 (8) Mar 2016 (14) 3.60
-5.67% May 2010 Jun 2010 (2) Sep 2010 (5) 3.16
-5.03% Jun 2015 Feb 2016 (9) Jun 2016 (13) 2.78
-4.99% Feb 2001 Mar 2001 (2) Dec 2001 (11) 2.05
-4.69% Sep 2000 Nov 2000 (3) Jan 2001 (5) 2.47
-4.49% Mar 1994 Jun 1994 (4) Aug 1994 (6) 3.07

Drawdown comparison chart since January 1976.

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Bob Clyatt Sandwich Portfolio
Tyler Golden Butterfly Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-28.96% Nov 2007 Feb 2009 (16) Apr 2010 (30) 12.89
-19.10% Jan 2022 Sep 2022 (9) In progress (26) 10.77
-17.79% Jan 2022 Sep 2022 (9) In progress (26) 9.56
-15.85% Sep 1987 Nov 1987 (3) Dec 1988 (16) 7.15
-14.81% Mar 2008 Feb 2009 (12) Sep 2009 (19) 7.24
-13.73% Feb 1980 Mar 1980 (2) Jun 1980 (5) 6.54
-10.93% Sep 1987 Nov 1987 (3) Jan 1989 (17) 5.04
-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
-9.44% May 1998 Aug 1998 (4) Dec 1998 (8) 3.99
-9.09% Dec 1980 Sep 1981 (10) Nov 1981 (12) 4.19
-9.04% May 1998 Aug 1998 (4) Nov 1998 (7) 4.01
-8.94% Feb 1980 Mar 1980 (2) May 1980 (4) 4.45
-7.94% Jan 1990 Oct 1990 (10) Feb 1991 (14) 3.88
-7.77% Dec 1981 Mar 1982 (4) Aug 1982 (9) 4.70
-7.72% Dec 1981 Jun 1982 (7) Sep 1982 (10) 4.97
-7.64% Jun 1981 Sep 1981 (4) Nov 1981 (6) 3.62
-7.41% Oct 1978 Nov 1978 (2) Jan 1979 (4) 4.12
-7.16% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.10

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%
-0.45%
-1.54%
2023
+12.05%
-7.10%
+11.98%
-8.07%
2022
-14.72%
-19.10%
-13.35%
-17.79%
2021
+9.88%
-2.74%
+9.35%
-2.45%
2020
+10.59%
-10.75%
+13.93%
-7.16%
2019
+16.81%
-2.79%
+18.03%
-1.83%
2018
-4.77%
-7.14%
-4.03%
-6.37%
2017
+13.38%
0.00%
+10.96%
-0.32%
2016
+6.63%
-2.20%
+10.82%
-3.36%
2015
+0.48%
-4.93%
-3.71%
-6.25%
2014
+4.84%
-2.58%
+9.13%
-3.27%
2013
+12.69%
-2.58%
+6.26%
-3.84%
2012
+10.59%
-4.32%
+8.84%
-2.43%
2011
+0.70%
-9.56%
+8.86%
-3.00%
2010
+13.17%
-5.67%
+16.54%
-2.77%
2009
+19.04%
-11.95%
+10.77%
-10.16%
2008
-16.79%
-19.50%
-4.18%
-13.53%
2007
+7.88%
-3.03%
+9.58%
-2.06%
2006
+13.86%
-2.63%
+12.44%
-2.71%
2005
+8.69%
-1.97%
+8.04%
-1.76%
2004
+13.13%
-3.88%
+9.88%
-4.36%
2003
+24.10%
-1.44%
+18.85%
-2.72%
2002
-0.29%
-6.62%
+3.15%
-6.86%
2001
+0.13%
-6.93%
+2.71%
-4.99%
2000
+2.38%
-4.69%
+6.88%
-3.64%
1999
+12.00%
-2.74%
+4.24%
-3.38%
1998
+9.62%
-9.04%
+8.03%
-9.44%
1997
+10.10%
-3.38%
+13.09%
-2.50%
1996
+10.04%
-2.63%
+8.18%
-2.60%
1995
+19.39%
-0.52%
+21.86%
-0.40%
1994
-2.75%
-6.91%
-1.98%
-4.64%
1993
+20.08%
-2.13%
+14.50%
-1.37%
1992
+6.13%
-1.86%
+9.15%
-1.58%
1991
+26.12%
-3.31%
+19.14%
-1.63%
1990
-2.55%
-10.22%
-2.51%
-7.94%
1989
+23.52%
-0.93%
+14.78%
-0.89%
1988
+14.83%
-2.22%
+9.18%
-1.64%
1987
+2.90%
-15.85%
+5.10%
-10.93%
1986
+22.03%
-4.12%
+17.75%
-2.42%
1985
+29.14%
-1.30%
+25.09%
-1.93%
1984
+10.00%
-5.21%
+3.75%
-4.68%
1983
+15.81%
-2.56%
+11.13%
-2.46%
1982
+18.57%
-5.28%
+28.31%
-5.34%
1981
+2.36%
-7.64%
-1.23%
-8.50%
1980
+16.30%
-8.94%
+15.59%
-13.73%
1979
+13.51%
-6.80%
+38.92%
-6.53%
1978
+10.15%
-6.22%
+13.30%
-7.41%
1977
+5.06%
-2.44%
+7.87%
-1.53%
1976
+17.59%
-1.99%
+20.55%
-2.29%