European Stocks vs Bob Clyatt Sandwich Portfolio Comparison

Last Update: 29 February 2024

The European Stocks Portfolio obtained a 6.89% compound annual return, with a 17.88% standard deviation, in the last 30 Years.

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

Summary

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European Stocks Portfolio Bob Clyatt Sandwich Portfolio
Portfolio Risk Very High High
Asset Allocation Stocks 100% 55%
Fixed Income 0% 45%
Commodities 0% 0%
30 Years Stats Return +6.89% +7.03%
Std Dev 17.88% 8.32%
Max Drawdown -59.77% -28.96%
All time Stats
(Since Jan 1976)
Return +9.37% +9.44%
Std Dev 17.35% 8.88%
Max Drawdown -59.77% -28.96%
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
European Stocks Portfolio +2.40 +8.31 +12.91 +7.52 +4.24 +6.89 +9.37
Bob Clyatt Sandwich Portfolio +1.45 +5.94 +10.35 +5.12 +5.04 +7.03 +9.44
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

European Stocks Portfolio: an investment of 1$, since March 1994, now would be worth 7.39$, with a total return of 638.80% (6.89% annualized).

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).

European Stocks Portfolio: an investment of 1$, since January 1976, now would be worth 74.72$, with a total return of 7372.00% (9.37% 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).

Drawdowns

Drawdown comparison chart since March 1994.

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European Stocks 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
-59.77% Nov 2007 Feb 2009 (16) Apr 2014 (78) 30.21
-45.88% Apr 2000 Sep 2002 (30) Dec 2004 (57) 25.84
-30.98% Sep 2021 Sep 2022 (13) Dec 2023 (28) 12.78
-28.96% Nov 2007 Feb 2009 (16) Apr 2010 (30) 12.89
-25.65% Jan 2020 Mar 2020 (3) Nov 2020 (11) 13.06
-20.91% Jun 2014 Feb 2016 (21) May 2017 (36) 11.28
-19.44% Feb 2018 Dec 2018 (11) Dec 2019 (23) 9.54
-19.10% Jan 2022 Sep 2022 (9) In progress (26) 10.77
-16.03% Aug 1998 Sep 1998 (2) Apr 1999 (9) 7.40
-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
-7.18% Jan 2000 Jan 2000 (1) Mar 2000 (3) 3.76
-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
-5.68% Aug 1997 Aug 1997 (1) Sep 1997 (2) 3.28
-5.67% May 2010 Jun 2010 (2) Sep 2010 (5) 3.16
-5.18% May 1994 Jun 1994 (2) Aug 1994 (4) 2.96
-5.03% Jun 2015 Feb 2016 (9) Jun 2016 (13) 2.78

Drawdown comparison chart since January 1976.

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European Stocks 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
-59.77% Nov 2007 Feb 2009 (16) Apr 2014 (78) 30.21
-45.88% Apr 2000 Sep 2002 (30) Dec 2004 (57) 25.84
-33.23% Dec 1980 Jul 1982 (20) Apr 1983 (29) 17.61
-30.98% Sep 2021 Sep 2022 (13) Dec 2023 (28) 12.78
-28.96% Nov 2007 Feb 2009 (16) Apr 2010 (30) 12.89
-25.65% Jan 2020 Mar 2020 (3) Nov 2020 (11) 13.06
-23.15% Oct 1987 Nov 1987 (2) Jul 1989 (22) 13.00
-20.91% Jun 2014 Feb 2016 (21) May 2017 (36) 11.28
-20.21% Aug 1990 Sep 1990 (2) May 1992 (22) 10.46
-19.44% Feb 2018 Dec 2018 (11) Dec 2019 (23) 9.54
-19.23% Feb 1976 Nov 1976 (10) Dec 1977 (23) 11.06
-19.10% Jan 2022 Sep 2022 (9) In progress (26) 10.77
-16.03% Aug 1998 Sep 1998 (2) Apr 1999 (9) 7.40
-15.85% Sep 1987 Nov 1987 (3) Dec 1988 (16) 7.15
-12.85% Jun 1992 Nov 1992 (6) Aug 1993 (15) 7.00
-12.84% Feb 1980 Mar 1980 (2) Sep 1980 (8) 6.26
-10.75% Jan 2020 Mar 2020 (3) Jul 2020 (7) 4.85
-10.22% Aug 1990 Sep 1990 (2) Feb 1991 (7) 5.82
-10.12% Dec 1983 Jul 1984 (8) Jan 1985 (14) 4.77
-9.56% May 2011 Sep 2011 (5) Feb 2012 (10) 4.02

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
+1.15%
-1.23%
+0.74%
-0.70%
2023
+20.21%
-11.19%
+12.05%
-7.10%
2022
-16.00%
-30.58%
-14.72%
-19.10%
2021
+16.88%
-5.48%
+9.88%
-2.74%
2020
+6.11%
-25.65%
+10.59%
-10.75%
2019
+24.86%
-5.67%
+16.81%
-2.79%
2018
-14.91%
-19.44%
-4.77%
-7.14%
2017
+26.99%
-0.51%
+13.38%
0.00%
2016
-0.37%
-8.60%
+6.63%
-2.20%
2015
-1.94%
-11.47%
+0.48%
-4.93%
2014
-7.10%
-11.75%
+4.84%
-2.58%
2013
+24.38%
-4.42%
+12.69%
-2.58%
2012
+21.57%
-14.17%
+10.59%
-4.32%
2011
-11.64%
-27.74%
+0.70%
-9.56%
2010
+6.05%
-17.10%
+13.17%
-5.67%
2009
+31.33%
-22.78%
+19.04%
-11.95%
2008
-44.71%
-48.36%
-16.79%
-19.50%
2007
+13.24%
-5.77%
+7.88%
-3.03%
2006
+33.06%
-2.93%
+13.86%
-2.63%
2005
+9.26%
-4.49%
+8.69%
-1.97%
2004
+20.86%
-3.93%
+13.13%
-3.88%
2003
+38.70%
-9.25%
+24.10%
-1.44%
2002
-17.95%
-25.96%
-0.29%
-6.62%
2001
-20.30%
-27.21%
+0.13%
-6.93%
2000
-8.21%
-14.23%
+2.38%
-4.69%
1999
+16.66%
-4.90%
+12.00%
-2.74%
1998
+28.86%
-16.03%
+9.62%
-9.04%
1997
+24.23%
-5.68%
+10.10%
-3.38%
1996
+21.25%
-1.20%
+10.04%
-2.63%
1995
+22.28%
-3.97%
+19.39%
-0.52%
1994
+1.88%
-7.00%
-2.75%
-6.91%
1993
+29.13%
-2.19%
+20.08%
-2.13%
1992
-3.32%
-12.85%
+6.13%
-1.86%
1991
+12.40%
-12.16%
+26.12%
-3.31%
1990
-3.87%
-20.21%
-2.55%
-10.22%
1989
+28.18%
-6.85%
+23.52%
-0.93%
1988
+13.69%
-6.81%
+14.83%
-2.22%
1987
+7.05%
-23.15%
+2.90%
-15.85%
1986
+40.96%
-8.83%
+22.03%
-4.12%
1985
+78.72%
0.00%
+29.14%
-1.30%
1984
+0.52%
-9.51%
+10.00%
-5.21%
1983
+20.82%
-3.29%
+15.81%
-2.56%
1982
+3.86%
-19.58%
+18.57%
-5.28%
1981
-12.54%
-16.77%
+2.36%
-7.64%
1980
+11.80%
-12.84%
+16.30%
-8.94%
1979
+12.18%
-7.42%
+13.51%
-6.80%
1978
+21.77%
-6.97%
+10.15%
-6.22%
1977
+21.77%
-2.49%
+5.06%
-2.44%
1976
-7.88%
-19.23%
+17.59%
-1.99%