Bob Clyatt Sandwich vs Roger Gibson Talmud 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 Roger Gibson Talmud Portfolio obtained a 8.20% compound annual return, with a 10.85% standard deviation, in the last 30 Years.

Summary

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Bob Clyatt Sandwich Portfolio Roger Gibson Talmud Portfolio
Portfolio Risk High High
Asset Allocation Stocks 55% 66.67%
Fixed Income 45% 33.33%
Commodities 0% 0%
30 Years Stats Return +7.03% +8.20%
Std Dev 8.32% 10.85%
Max Drawdown -28.96% -40.17%
All time Stats
(Since Jan 1976)
Return +9.44% +10.39%
Std Dev 8.88% 10.47%
Max Drawdown -28.96% -40.17%
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
Roger Gibson Talmud Portfolio +1.99 +7.42 +11.88 +6.52 +6.72 +8.20 +10.39
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).

Roger Gibson Talmud Portfolio: an investment of 1$, since March 1994, now would be worth 10.63$, with a total return of 962.98% (8.20% 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).

Roger Gibson Talmud Portfolio: an investment of 1$, since January 1976, now would be worth 116.69$, with a total return of 11569.35% (10.39% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Bob Clyatt Sandwich Portfolio
Roger Gibson Talmud Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-40.17% Jun 2007 Feb 2009 (21) Oct 2010 (41) 17.05
-28.96% Nov 2007 Feb 2009 (16) Apr 2010 (30) 12.89
-22.88% Jan 2022 Sep 2022 (9) In progress (26) 14.46
-19.10% Jan 2022 Sep 2022 (9) In progress (26) 10.77
-15.16% Feb 2020 Mar 2020 (2) Aug 2020 (7) 6.94
-10.75% Jan 2020 Mar 2020 (3) Jul 2020 (7) 4.85
-10.50% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.43
-10.43% Jul 1998 Aug 1998 (2) Dec 1998 (6) 5.05
-9.56% May 2011 Sep 2011 (5) Feb 2012 (10) 4.02
-9.04% May 1998 Aug 1998 (4) Nov 1998 (7) 4.01
-8.26% Apr 2002 Oct 2002 (7) May 2003 (14) 5.13
-7.57% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.56
-7.27% Mar 1994 Nov 1994 (9) Apr 1995 (14) 3.98
-7.14% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.28
-6.93% Feb 2001 Sep 2001 (8) Apr 2002 (15) 3.21
-6.69% Apr 2004 Apr 2004 (1) Aug 2004 (5) 3.63
-6.62% Jun 2002 Sep 2002 (4) May 2003 (12) 4.15
-5.69% Apr 2015 Aug 2015 (5) Mar 2016 (12) 3.12
-5.67% May 2010 Jun 2010 (2) Sep 2010 (5) 3.16
-5.08% Feb 2001 Mar 2001 (2) Jun 2001 (5) 2.68

Drawdown comparison chart since January 1976.

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Bob Clyatt Sandwich Portfolio
Roger Gibson Talmud Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-40.17% Jun 2007 Feb 2009 (21) Oct 2010 (41) 17.05
-28.96% Nov 2007 Feb 2009 (16) Apr 2010 (30) 12.89
-22.88% Jan 2022 Sep 2022 (9) In progress (26) 14.46
-19.10% Jan 2022 Sep 2022 (9) In progress (26) 10.77
-15.85% Sep 1987 Nov 1987 (3) Dec 1988 (16) 7.15
-15.52% Sep 1987 Nov 1987 (3) Jan 1989 (17) 6.69
-15.16% Feb 2020 Mar 2020 (2) Aug 2020 (7) 6.94
-10.75% Jan 2020 Mar 2020 (3) Jul 2020 (7) 4.85
-10.50% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.43
-10.43% Jul 1998 Aug 1998 (2) Dec 1998 (6) 5.05
-10.22% Aug 1990 Sep 1990 (2) Feb 1991 (7) 5.82
-10.14% Jul 1990 Oct 1990 (4) Jan 1991 (7) 5.88
-9.71% Feb 1980 Mar 1980 (2) Jun 1980 (5) 4.55
-9.56% May 2011 Sep 2011 (5) Feb 2012 (10) 4.02
-9.04% May 1998 Aug 1998 (4) Nov 1998 (7) 4.01
-8.94% Feb 1980 Mar 1980 (2) May 1980 (4) 4.45
-8.78% Sep 1979 Oct 1979 (2) Jan 1980 (5) 4.16
-8.70% Oct 1993 Nov 1994 (14) May 1995 (20) 4.54
-8.59% Jul 1981 Sep 1981 (3) Nov 1981 (5) 4.25
-8.26% Apr 2002 Oct 2002 (7) May 2003 (14) 5.13

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%
+0.59%
-1.37%
2023
+12.05%
-7.10%
+14.42%
-9.16%
2022
-14.72%
-19.10%
-19.62%
-22.88%
2021
+9.88%
-2.74%
+21.44%
-3.93%
2020
+10.59%
-10.75%
+8.02%
-15.16%
2019
+16.81%
-2.79%
+22.79%
-1.65%
2018
-4.77%
-7.14%
-3.78%
-7.57%
2017
+13.38%
0.00%
+9.90%
-0.80%
2016
+6.63%
-2.20%
+7.99%
-4.84%
2015
+0.48%
-4.93%
+1.11%
-5.69%
2014
+4.84%
-2.58%
+16.24%
-3.05%
2013
+12.69%
-2.58%
+11.22%
-4.74%
2012
+10.59%
-4.32%
+12.41%
-3.41%
2011
+0.70%
-9.56%
+5.83%
-10.50%
2010
+13.17%
-5.67%
+17.33%
-7.24%
2009
+19.04%
-11.95%
+20.87%
-18.28%
2008
-16.79%
-19.50%
-22.37%
-28.90%
2007
+7.88%
-3.03%
-1.40%
-7.11%
2006
+13.86%
-2.63%
+18.42%
-3.01%
2005
+8.69%
-1.97%
+6.88%
-3.47%
2004
+13.13%
-3.88%
+15.93%
-6.69%
2003
+24.10%
-1.44%
+23.46%
-1.81%
2002
-0.29%
-6.62%
-2.82%
-8.26%
2001
+0.13%
-6.93%
+3.27%
-5.08%
2000
+2.38%
-4.69%
+9.05%
-4.13%
1999
+12.00%
-2.74%
+6.34%
-4.64%
1998
+9.62%
-9.04%
+5.18%
-10.43%
1997
+10.10%
-3.38%
+19.74%
-1.89%
1996
+10.04%
-2.63%
+19.46%
-1.65%
1995
+19.39%
-0.52%
+22.03%
-0.94%
1994
-2.75%
-6.91%
-3.74%
-8.67%
1993
+20.08%
-2.13%
+13.33%
-2.90%
1992
+6.13%
-1.86%
+10.28%
-1.73%
1991
+26.12%
-3.31%
+27.78%
-2.56%
1990
-2.55%
-10.22%
-4.26%
-10.14%
1989
+23.52%
-0.93%
+16.87%
-1.33%
1988
+14.83%
-2.22%
+12.71%
-1.50%
1987
+2.90%
-15.85%
+0.17%
-15.52%
1986
+22.03%
-4.12%
+16.28%
-3.57%
1985
+29.14%
-1.30%
+24.20%
-2.28%
1984
+10.00%
-5.21%
+12.71%
-4.02%
1983
+15.81%
-2.56%
+19.51%
-2.63%
1982
+18.57%
-5.28%
+24.41%
-3.38%
1981
+2.36%
-7.64%
+3.76%
-8.59%
1980
+16.30%
-8.94%
+20.13%
-9.71%
1979
+13.51%
-6.80%
+21.82%
-8.78%
1978
+10.15%
-6.22%
+6.65%
-7.13%
1977
+5.06%
-2.44%
+6.70%
-1.95%
1976
+17.59%
-1.99%
+29.26%
-1.67%