Dynamic 60/40 Income vs Bob Clyatt Sandwich Portfolio Comparison

Last Update: 31 March 2024

The Dynamic 60/40 Income Portfolio obtained a 7.13% compound annual return, with a 9.33% standard deviation, in the last 30 Years.

The Bob Clyatt Sandwich Portfolio obtained a 7.24% compound annual return, with a 8.27% standard deviation, in the last 30 Years.

Summary

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Dynamic 60/40 Income Portfolio Bob Clyatt Sandwich Portfolio
Portfolio Risk High High
Asset Allocation Stocks 60% 55%
Fixed Income 40% 45%
Commodities 0% 0%
30 Years Stats Return +7.13% +7.24%
Std Dev 9.33% 8.27%
Max Drawdown -41.44% -28.96%
All time Stats
(Since Jan 1992)		 Return +7.42% +7.40%
Std Dev 9.10% 8.17%
Max Drawdown -41.44% -28.96%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1992

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1M 6M 1Y 5Y 10Y 30Y MAX
Dynamic 60/40 Income Portfolio +1.24 +12.08 +11.69 +5.17 +5.47 +7.13 +7.42
Bob Clyatt Sandwich Portfolio +1.75 +11.38 +10.32 +5.25 +5.22 +7.24 +7.40
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Dynamic 60/40 Income Portfolio: an investment of 1$, since April 1994, now would be worth 7.90$, with a total return of 690.39% (7.13% annualized).

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).

Dynamic 60/40 Income Portfolio: an investment of 1$, since January 1992, now would be worth 10.05$, with a total return of 905.43% (7.42% annualized).

Bob Clyatt Sandwich Portfolio: an investment of 1$, since January 1992, now would be worth 10.00$, with a total return of 899.89% (7.40% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Dynamic 60/40 Income Portfolio
Bob Clyatt Sandwich Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-41.44% Jun 2007 Feb 2009 (21) Sep 2010 (40) 16.67
-28.96% Nov 2007 Feb 2009 (16) Apr 2010 (30) 12.89
-19.10% Jan 2022 Sep 2022 (9) In progress (27) 10.58
-18.21% Jan 2022 Sep 2022 (9) In progress (27) 11.22
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-10.75% Jan 2020 Mar 2020 (3) Jul 2020 (7) 4.85
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-9.56% May 2011 Sep 2011 (5) Feb 2012 (10) 4.02
-9.04% May 1998 Aug 1998 (4) Nov 1998 (7) 4.01
-7.14% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.28
-7.02% Jul 1998 Aug 1998 (2) Dec 1998 (6) 3.48
-6.93% Feb 2001 Sep 2001 (8) Apr 2002 (15) 3.21
-6.80% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.15
-6.62% Jun 2002 Sep 2002 (4) May 2003 (12) 4.15
-6.19% Apr 2002 Oct 2002 (7) Apr 2003 (13) 2.86
-5.67% May 2010 Jun 2010 (2) Sep 2010 (5) 3.16
-5.03% Jun 2015 Feb 2016 (9) Jun 2016 (13) 2.78
-4.69% Sep 2000 Nov 2000 (3) Jan 2001 (5) 2.47
-4.42% Apr 2015 Sep 2015 (6) Mar 2016 (12) 2.43
-4.32% May 2012 May 2012 (1) Sep 2012 (5) 2.04

Drawdown comparison chart since January 1992.

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Dynamic 60/40 Income Portfolio
Bob Clyatt Sandwich Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-41.44% Jun 2007 Feb 2009 (21) Sep 2010 (40) 16.67
-28.96% Nov 2007 Feb 2009 (16) Apr 2010 (30) 12.89
-19.10% Jan 2022 Sep 2022 (9) In progress (27) 10.58
-18.21% Jan 2022 Sep 2022 (9) In progress (27) 11.22
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-10.75% Jan 2020 Mar 2020 (3) Jul 2020 (7) 4.85
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-9.56% May 2011 Sep 2011 (5) Feb 2012 (10) 4.02
-9.04% May 1998 Aug 1998 (4) Nov 1998 (7) 4.01
-7.14% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.28
-7.02% Jul 1998 Aug 1998 (2) Dec 1998 (6) 3.48
-6.93% Feb 2001 Sep 2001 (8) Apr 2002 (15) 3.21
-6.91% Feb 1994 Jun 1994 (5) Apr 1995 (15) 4.64
-6.80% Feb 1994 Nov 1994 (10) Apr 1995 (15) 3.87
-6.80% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.15
-6.62% Jun 2002 Sep 2002 (4) May 2003 (12) 4.15
-6.19% Apr 2002 Oct 2002 (7) Apr 2003 (13) 2.86
-5.67% May 2010 Jun 2010 (2) Sep 2010 (5) 3.16
-5.03% Jun 2015 Feb 2016 (9) Jun 2016 (13) 2.78
-4.69% Sep 2000 Nov 2000 (3) Jan 2001 (5) 2.47

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
+2.73%
 -0.14%
+2.50%
 -0.70%
2023
+12.28%
 -6.45%
+12.05%
 -7.10%
2022
-15.89%
 -18.21%
-14.72%
 -19.10%
2021
+15.27%
 -2.58%
+9.88%
 -2.74%
2020
+6.26%
 -14.24%
+10.59%
 -10.75%
2019
+18.59%
 -1.55%
+16.81%
 -2.79%
2018
-3.28%
 -6.80%
-4.77%
 -7.14%
2017
+8.11%
 -0.39%
+13.38%
 0.00%
2016
+7.39%
 -2.92%
+6.63%
 -2.20%
2015
+0.49%
 -4.42%
+0.48%
 -4.93%
2014
+11.87%
 -2.32%
+4.84%
 -2.58%
2013
+8.15%
 -3.78%
+12.69%
 -2.58%
2012
+12.84%
 -3.09%
+10.59%
 -4.32%
2011
+3.16%
 -10.41%
+0.70%
 -9.56%
2010
+14.75%
 -5.96%
+13.17%
 -5.67%
2009
+25.31%
 -19.50%
+19.04%
 -11.95%
2008
-21.78%
 -30.14%
-16.79%
 -19.50%
2007
-3.54%
 -7.01%
+7.88%
 -3.03%
2006
+14.28%
 -1.89%
+13.86%
 -2.63%
2005
+5.27%
 -2.10%
+8.69%
 -1.97%
2004
+12.11%
 -4.29%
+13.13%
 -3.88%
2003
+22.26%
 0.00%
+24.10%
 -1.44%
2002
-0.78%
 -6.19%
-0.29%
 -6.62%
2001
+5.55%
 -3.29%
+0.13%
 -6.93%
2000
+5.79%
 -3.60%
+2.38%
 -4.69%
1999
+4.89%
 -3.30%
+12.00%
 -2.74%
1998
+5.13%
 -7.02%
+9.62%
 -9.04%
1997
+16.74%
 -0.91%
+10.10%
 -3.38%
1996
+16.21%
 -0.78%
+10.04%
 -2.63%
1995
+20.42%
 -0.12%
+19.39%
 -0.52%
1994
-3.20%
 -6.80%
-2.75%
 -6.91%
1993
+14.00%
 -1.75%
+20.08%
 -2.13%
1992
+13.92%
 -0.48%
+6.13%
 -1.86%