Last Update: 31 March 2024
The Bob Clyatt Sandwich Portfolio obtained a 7.24% compound annual return, with a 8.27% standard deviation, in the last 30 Years.
The Stocks/Bonds 60/40 Portfolio obtained a 8.42% compound annual return, with a 9.60% standard deviation, in the last 30 Years.
Summary
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| Bob Clyatt Sandwich Portfolio | Stocks/Bonds 60/40 Portfolio | ||
|---|---|---|---|
| Portfolio Risk | High | High | |
| Asset Allocation | Stocks | 55% | 60% |
| Fixed Income | 45% | 40% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +7.24% | +8.42% |
| Std Dev | 8.27% | 9.60% | |
| Max Drawdown | -28.96% | -30.55% | |
| All time Stats (Since Jan 1976) |
Return | +9.46% | +9.90% |
| Std Dev | 8.88% | 10.01% | |
| Max Drawdown | -28.96% | -30.55% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1976
Swipe left to see all data
| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Bob Clyatt Sandwich Portfolio | +1.75 | +11.38 | +10.32 | +5.25 | +5.22 | +7.24 | +9.46 |
| Stocks/Bonds 60/40 Portfolio | +2.12 | +16.12 | +17.74 | +8.77 | +8.05 | +8.42 | +9.90 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Bob Clyatt Sandwich Portfolio: an investment of 1$, since April 1994,
now would be worth 8.15$, with a total return of 714.91%
(7.24% annualized).
Stocks/Bonds 60/40 Portfolio: an investment of 1$, since April 1994, now would be worth 11.32$, with a total return of 1031.62% (8.42% annualized).
Stocks/Bonds 60/40 Portfolio: an investment of 1$, since April 1994, now would be worth 11.32$, with a total return of 1031.62% (8.42% annualized).
Bob Clyatt Sandwich Portfolio: an investment of 1$, since January 1976,
now would be worth 78.51$, with a total return of 7750.79%
(9.46% annualized).
Stocks/Bonds 60/40 Portfolio: an investment of 1$, since January 1976, now would be worth 94.91$, with a total return of 9391.49% (9.90% annualized).
Stocks/Bonds 60/40 Portfolio: an investment of 1$, since January 1976, now would be worth 94.91$, with a total return of 9391.49% (9.90% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Bob Clyatt Sandwich Portfolio
|
Stocks/Bonds 60/40 Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -30.55% | Nov 2007 | Feb 2009 (16) | Oct 2010 (36) | 13.38 | |||||
| -28.96% | Nov 2007 | Feb 2009 (16) | Apr 2010 (30) | 12.89 | |||||
| -21.56% | Sep 2000 | Sep 2002 (25) | Jan 2004 (41) | 11.96 | |||||
| -20.69% | Jan 2022 | Sep 2022 (9) | Feb 2024 (26) | 11.44 | |||||
| -19.10% | Jan 2022 | Sep 2022 (9) | In progress (27) | 10.58 | |||||
| -12.29% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 5.29 | |||||
| -10.75% | Jan 2020 | Mar 2020 (3) | Jul 2020 (7) | 4.85 | |||||
| -10.18% | Jul 1998 | Aug 1998 (2) | Nov 1998 (5) | 4.93 | |||||
| -9.56% | May 2011 | Sep 2011 (5) | Feb 2012 (10) | 4.02 | |||||
| -9.04% | May 1998 | Aug 1998 (4) | Nov 1998 (7) | 4.01 | |||||
| -9.00% | May 2011 | Sep 2011 (5) | Jan 2012 (9) | 3.76 | |||||
| -8.38% | Sep 2018 | Dec 2018 (4) | Mar 2019 (7) | 3.89 | |||||
| -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 | |||||
| -5.67% | May 2010 | Jun 2010 (2) | Sep 2010 (5) | 3.16 | |||||
| -5.35% | Apr 2000 | May 2000 (2) | Aug 2000 (5) | 2.94 | |||||
| -5.24% | Jun 2015 | Sep 2015 (4) | Apr 2016 (11) | 2.81 | |||||
| -5.03% | Jun 2015 | Feb 2016 (9) | Jun 2016 (13) | 2.78 | |||||
| -4.69% | Sep 2000 | Nov 2000 (3) | Jan 2001 (5) | 2.47 | |||||
Drawdown comparison chart since January 1976.
Swipe left to see all data
|
Bob Clyatt Sandwich Portfolio
|
Stocks/Bonds 60/40 Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -30.55% | Nov 2007 | Feb 2009 (16) | Oct 2010 (36) | 13.38 | |||||
| -28.96% | Nov 2007 | Feb 2009 (16) | Apr 2010 (30) | 12.89 | |||||
| -21.56% | Sep 2000 | Sep 2002 (25) | Jan 2004 (41) | 11.96 | |||||
| -20.69% | Jan 2022 | Sep 2022 (9) | Feb 2024 (26) | 11.44 | |||||
| -19.17% | Sep 1987 | Nov 1987 (3) | Jan 1989 (17) | 9.40 | |||||
| -19.10% | Jan 2022 | Sep 2022 (9) | In progress (27) | 10.58 | |||||
| -15.85% | Sep 1987 | Nov 1987 (3) | Dec 1988 (16) | 7.15 | |||||
| -12.29% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 5.29 | |||||
| -10.75% | Jan 2020 | Mar 2020 (3) | Jul 2020 (7) | 4.85 | |||||
| -10.22% | Aug 1990 | Sep 1990 (2) | Feb 1991 (7) | 5.82 | |||||
| -10.18% | Jul 1998 | Aug 1998 (2) | Nov 1998 (5) | 4.93 | |||||
| -9.57% | Feb 1980 | Mar 1980 (2) | May 1980 (4) | 4.65 | |||||
| -9.56% | May 2011 | Sep 2011 (5) | Feb 2012 (10) | 4.02 | |||||
| -9.04% | May 1998 | Aug 1998 (4) | Nov 1998 (7) | 4.01 | |||||
| -9.00% | May 2011 | Sep 2011 (5) | Jan 2012 (9) | 3.76 | |||||
| -8.94% | Feb 1980 | Mar 1980 (2) | May 1980 (4) | 4.45 | |||||
| -8.82% | Jun 1981 | Sep 1981 (4) | Nov 1981 (6) | 4.16 | |||||
| -8.52% | Jul 1990 | Oct 1990 (4) | Jan 1991 (7) | 5.05 | |||||
| -8.38% | Sep 2018 | Dec 2018 (4) | Mar 2019 (7) | 3.89 | |||||
| -7.92% | Sep 1978 | Oct 1978 (2) | Mar 1979 (7) | 3.92 | |||||
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.
The highlighted returns represent the highest values for that specific year.
Swipe left to see all data
| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+2.50%
|
-0.70% |
+5.46%
|
0.00% |
| 2023 |
+12.05%
|
-7.10% |
+17.79%
|
-7.47% |
| 2022 |
-14.72%
|
-19.10% |
-16.95%
|
-20.69% |
| 2021 |
+9.88%
|
-2.74% |
+14.66%
|
-3.24% |
| 2020 |
+10.59%
|
-10.75% |
+15.70%
|
-12.29% |
| 2019 |
+16.81%
|
-2.79% |
+21.94%
|
-3.41% |
| 2018 |
-4.77%
|
-7.14% |
-3.17%
|
-8.38% |
| 2017 |
+13.38%
|
0.00% |
+14.15%
|
0.00% |
| 2016 |
+6.63%
|
-2.20% |
+8.71%
|
-2.95% |
| 2015 |
+0.48%
|
-4.93% |
+0.44%
|
-5.24% |
| 2014 |
+4.84%
|
-2.58% |
+9.85%
|
-1.50% |
| 2013 |
+12.69%
|
-2.58% |
+19.23%
|
-2.27% |
| 2012 |
+10.59%
|
-4.32% |
+11.13%
|
-3.54% |
| 2011 |
+0.70%
|
-9.56% |
+3.75%
|
-9.00% |
| 2010 |
+13.17%
|
-5.67% |
+12.93%
|
-7.13% |
| 2009 |
+19.04%
|
-11.95% |
+18.79%
|
-11.70% |
| 2008 |
-16.79%
|
-19.50% |
-19.44%
|
-22.19% |
| 2007 |
+7.88%
|
-3.03% |
+5.99%
|
-3.07% |
| 2006 |
+13.86%
|
-2.63% |
+11.12%
|
-2.03% |
| 2005 |
+8.69%
|
-1.97% |
+4.74%
|
-2.34% |
| 2004 |
+13.13%
|
-3.88% |
+9.37%
|
-2.68% |
| 2003 |
+24.10%
|
-1.44% |
+20.04%
|
-1.99% |
| 2002 |
-0.29%
|
-6.62% |
-8.98%
|
-13.74% |
| 2001 |
+0.13%
|
-6.93% |
-3.21%
|
-11.68% |
| 2000 |
+2.38%
|
-4.69% |
-1.79%
|
-8.27% |
| 1999 |
+12.00%
|
-2.74% |
+13.98%
|
-3.76% |
| 1998 |
+9.62%
|
-9.04% |
+17.39%
|
-10.18% |
| 1997 |
+10.10%
|
-3.38% |
+22.37%
|
-3.12% |
| 1996 |
+10.04%
|
-2.63% |
+14.01%
|
-3.33% |
| 1995 |
+19.39%
|
-0.52% |
+28.74%
|
-0.20% |
| 1994 |
-2.75%
|
-6.91% |
-1.16%
|
-6.47% |
| 1993 |
+20.08%
|
-2.13% |
+10.25%
|
-1.36% |
| 1992 |
+6.13%
|
-1.86% |
+8.32%
|
-1.65% |
| 1991 |
+26.12%
|
-3.31% |
+25.53%
|
-2.86% |
| 1990 |
-2.55%
|
-10.22% |
-0.19%
|
-8.52% |
| 1989 |
+23.52%
|
-0.93% |
+22.33%
|
-1.36% |
| 1988 |
+14.83%
|
-2.22% |
+13.33%
|
-2.24% |
| 1987 |
+2.90%
|
-15.85% |
+2.18%
|
-19.17% |
| 1986 |
+22.03%
|
-4.12% |
+14.79%
|
-5.58% |
| 1985 |
+29.14%
|
-1.30% |
+27.66%
|
-2.15% |
| 1984 |
+10.00%
|
-5.21% |
+7.32%
|
-6.58% |
| 1983 |
+15.81%
|
-2.56% |
+15.69%
|
-2.85% |
| 1982 |
+18.57%
|
-5.28% |
+24.75%
|
-4.29% |
| 1981 |
+2.36%
|
-7.64% |
+1.27%
|
-8.82% |
| 1980 |
+16.30%
|
-8.94% |
+21.05%
|
-9.57% |
| 1979 |
+13.51%
|
-6.80% |
+16.69%
|
-6.65% |
| 1978 |
+10.15%
|
-6.22% |
+5.53%
|
-7.92% |
| 1977 |
+5.06%
|
-2.44% |
-1.60%
|
-4.89% |
| 1976 |
+17.59%
|
-1.99% |
+21.38%
|
-1.34% |
