Merrill Lynch Edge Select Moderate vs Bob Clyatt Sandwich Portfolio Comparison

Last Update: 29 February 2024

The Merrill Lynch Edge Select Moderate Portfolio obtained a 7.27% compound annual return, with a 8.96% 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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Merrill Lynch Edge Select Moderate Portfolio Bob Clyatt Sandwich Portfolio
Portfolio Risk High High
Asset Allocation Stocks 53% 55%
Fixed Income 47% 45%
Commodities 0% 0%
30 Years Stats Return +7.27% +7.03%
Std Dev 8.96% 8.32%
Max Drawdown -29.58% -28.96%
All time Stats
(Since Jan 1985)
Return +9.08% +8.86%
Std Dev 9.19% 8.70%
Max Drawdown -29.58% -28.96%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Merrill Lynch Edge Select Moderate Portfolio +1.87 +7.57 +15.26 +6.76 +6.14 +7.27 +9.08
Bob Clyatt Sandwich Portfolio +1.45 +5.94 +10.35 +5.12 +5.04 +7.03 +8.86
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Merrill Lynch Edge Select Moderate Portfolio: an investment of 1$, since March 1994, now would be worth 8.21$, with a total return of 720.85% (7.27% 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).

Merrill Lynch Edge Select Moderate Portfolio: an investment of 1$, since January 1985, now would be worth 30.04$, with a total return of 2903.70% (9.08% annualized).

Bob Clyatt Sandwich Portfolio: an investment of 1$, since January 1985, now would be worth 27.78$, with a total return of 2678.13% (8.86% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Merrill Lynch Edge Select Moderate 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
-29.58% Nov 2007 Feb 2009 (16) Apr 2010 (30) 13.63
-28.96% Nov 2007 Feb 2009 (16) Apr 2010 (30) 12.89
-20.56% Jan 2022 Sep 2022 (9) In progress (26) 11.04
-19.10% Jan 2022 Sep 2022 (9) In progress (26) 10.77
-15.42% Sep 2000 Sep 2002 (25) Oct 2003 (38) 8.32
-10.96% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.84
-10.75% Jan 2020 Mar 2020 (3) Jul 2020 (7) 4.85
-9.65% May 2011 Sep 2011 (5) Feb 2012 (10) 3.99
-9.56% May 2011 Sep 2011 (5) Feb 2012 (10) 4.02
-9.04% May 1998 Aug 1998 (4) Nov 1998 (7) 4.01
-7.97% Jul 1998 Aug 1998 (2) Nov 1998 (5) 3.78
-7.17% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.46
-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
-6.44% May 2015 Feb 2016 (10) Jun 2016 (14) 3.46
-5.89% May 2010 Jun 2010 (2) Sep 2010 (5) 3.33
-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

Drawdown comparison chart since January 1985.

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Merrill Lynch Edge Select Moderate 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
-29.58% Nov 2007 Feb 2009 (16) Apr 2010 (30) 13.63
-28.96% Nov 2007 Feb 2009 (16) Apr 2010 (30) 12.89
-20.56% Jan 2022 Sep 2022 (9) In progress (26) 11.04
-19.10% Jan 2022 Sep 2022 (9) In progress (26) 10.77
-15.85% Sep 1987 Nov 1987 (3) Dec 1988 (16) 7.15
-15.42% Sep 2000 Sep 2002 (25) Oct 2003 (38) 8.32
-15.26% Sep 1987 Nov 1987 (3) Dec 1988 (16) 6.95
-10.96% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.84
-10.75% Jan 2020 Mar 2020 (3) Jul 2020 (7) 4.85
-10.40% Aug 1990 Sep 1990 (2) Feb 1991 (7) 5.57
-10.22% Aug 1990 Sep 1990 (2) Feb 1991 (7) 5.82
-9.65% May 2011 Sep 2011 (5) Feb 2012 (10) 3.99
-9.56% May 2011 Sep 2011 (5) Feb 2012 (10) 4.02
-9.04% May 1998 Aug 1998 (4) Nov 1998 (7) 4.01
-7.97% Jul 1998 Aug 1998 (2) Nov 1998 (5) 3.78
-7.17% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.46
-7.14% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.28
-6.93% Feb 2001 Sep 2001 (8) Apr 2002 (15) 3.21
-6.91% Feb 1994 Jun 1994 (5) Apr 1995 (15) 4.64
-6.62% Jun 2002 Sep 2002 (4) May 2003 (12) 4.15

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
+1.73%
-0.14%
+0.74%
-0.70%
2023
+16.31%
-7.34%
+12.05%
-7.10%
2022
-16.06%
-20.56%
-14.72%
-19.10%
2021
+9.66%
-2.75%
+9.88%
-2.74%
2020
+13.88%
-10.96%
+10.59%
-10.75%
2019
+19.44%
-3.06%
+16.81%
-2.79%
2018
-4.47%
-7.17%
-4.77%
-7.14%
2017
+15.00%
0.00%
+13.38%
0.00%
2016
+7.31%
-2.51%
+6.63%
-2.20%
2015
-1.02%
-6.05%
+0.48%
-4.93%
2014
+6.15%
-2.15%
+4.84%
-2.58%
2013
+12.89%
-2.80%
+12.69%
-2.58%
2012
+11.74%
-4.35%
+10.59%
-4.32%
2011
+1.36%
-9.65%
+0.70%
-9.56%
2010
+11.88%
-5.89%
+13.17%
-5.67%
2009
+21.52%
-11.06%
+19.04%
-11.95%
2008
-18.62%
-22.60%
-16.79%
-19.50%
2007
+8.20%
-2.71%
+7.88%
-3.03%
2006
+12.10%
-2.46%
+13.86%
-2.63%
2005
+6.80%
-2.45%
+8.69%
-1.97%
2004
+10.27%
-2.82%
+13.13%
-3.88%
2003
+21.24%
-1.84%
+24.10%
-1.44%
2002
-5.21%
-10.16%
-0.29%
-6.62%
2001
-2.83%
-10.45%
+0.13%
-6.93%
2000
-1.46%
-6.21%
+2.38%
-4.69%
1999
+14.10%
-2.41%
+12.00%
-2.74%
1998
+14.87%
-7.97%
+9.62%
-9.04%
1997
+14.53%
-4.08%
+10.10%
-3.38%
1996
+10.99%
-2.45%
+10.04%
-2.63%
1995
+22.46%
-0.02%
+19.39%
-0.52%
1994
-0.46%
-5.84%
-2.75%
-6.91%
1993
+17.25%
-2.24%
+20.08%
-2.13%
1992
+4.97%
-2.63%
+6.13%
-1.86%
1991
+28.12%
-3.00%
+26.12%
-3.31%
1990
-1.02%
-10.40%
-2.55%
-10.22%
1989
+23.35%
-0.80%
+23.52%
-0.93%
1988
+14.65%
-2.43%
+14.83%
-2.22%
1987
+4.00%
-15.26%
+2.90%
-15.85%
1986
+21.58%
-4.43%
+22.03%
-4.12%
1985
+29.83%
-1.40%
+29.14%
-1.30%