All Country World 60/40 vs Bob Clyatt Sandwich Portfolio Comparison

Last Update: 29 February 2024

The All Country World 60/40 Portfolio obtained a 6.36% compound annual return, with a 10.07% 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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All Country World 60/40 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 +6.36% +7.03%
Std Dev 10.07% 8.32%
Max Drawdown -36.70% -28.96%
All time Stats
(Since Jan 1985)
Return +8.15% +8.86%
Std Dev 10.40% 8.70%
Max Drawdown -36.70% -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
All Country World 60/40 Portfolio +2.40 +8.14 +15.51 +6.57 +5.92 +6.36 +8.15
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

All Country World 60/40 Portfolio: an investment of 1$, since March 1994, now would be worth 6.36$, with a total return of 536.24% (6.36% 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).

All Country World 60/40 Portfolio: an investment of 1$, since January 1985, now would be worth 21.49$, with a total return of 2049.08% (8.15% 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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All Country World 60/40 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
-36.70% Nov 2007 Feb 2009 (16) Jan 2011 (39) 16.68
-28.96% Nov 2007 Feb 2009 (16) Apr 2010 (30) 12.89
-23.34% Apr 2000 Sep 2002 (30) Jan 2004 (46) 12.33
-21.52% Jan 2022 Sep 2022 (9) In progress (26) 11.46
-19.10% Jan 2022 Sep 2022 (9) In progress (26) 10.77
-13.80% Jan 2020 Mar 2020 (3) Jul 2020 (7) 6.11
-12.04% May 2011 Sep 2011 (5) Mar 2012 (11) 5.34
-10.75% Jan 2020 Mar 2020 (3) Jul 2020 (7) 4.85
-9.85% May 1998 Aug 1998 (4) Nov 1998 (7) 4.41
-9.56% May 2011 Sep 2011 (5) Feb 2012 (10) 4.02
-9.04% May 1998 Aug 1998 (4) Nov 1998 (7) 4.01
-8.49% Feb 2018 Dec 2018 (11) Apr 2019 (15) 3.64
-7.73% Jun 2015 Feb 2016 (9) Jul 2016 (14) 4.20
-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
-5.70% Apr 2012 May 2012 (2) Aug 2012 (5) 2.61
-5.67% May 2010 Jun 2010 (2) Sep 2010 (5) 3.16
-5.03% Jun 2015 Feb 2016 (9) Jun 2016 (13) 2.78
-4.76% Aug 1997 Oct 1997 (3) Feb 1998 (7) 3.03

Drawdown comparison chart since January 1985.

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All Country World 60/40 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
-36.70% Nov 2007 Feb 2009 (16) Jan 2011 (39) 16.68
-28.96% Nov 2007 Feb 2009 (16) Apr 2010 (30) 12.89
-23.34% Apr 2000 Sep 2002 (30) Jan 2004 (46) 12.33
-21.52% Jan 2022 Sep 2022 (9) In progress (26) 11.46
-19.10% Jan 2022 Sep 2022 (9) In progress (26) 10.77
-17.68% Sep 1987 Nov 1987 (3) Dec 1988 (16) 8.37
-15.85% Sep 1987 Nov 1987 (3) Dec 1988 (16) 7.15
-14.70% Jan 1990 Sep 1990 (9) May 1991 (17) 7.12
-13.80% Jan 2020 Mar 2020 (3) Jul 2020 (7) 6.11
-12.04% May 2011 Sep 2011 (5) Mar 2012 (11) 5.34
-10.75% Jan 2020 Mar 2020 (3) Jul 2020 (7) 4.85
-10.22% Aug 1990 Sep 1990 (2) Feb 1991 (7) 5.82
-9.85% May 1998 Aug 1998 (4) Nov 1998 (7) 4.41
-9.56% May 2011 Sep 2011 (5) Feb 2012 (10) 4.02
-9.04% May 1998 Aug 1998 (4) Nov 1998 (7) 4.01
-8.49% Feb 2018 Dec 2018 (11) Apr 2019 (15) 3.64
-7.73% Jun 2015 Feb 2016 (9) Jul 2016 (14) 4.20
-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

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
+2.21%
-0.19%
+0.74%
-0.70%
2023
+16.14%
-7.53%
+12.05%
-7.10%
2022
-16.34%
-21.52%
-14.72%
-19.10%
2021
+10.14%
-3.08%
+9.88%
-2.74%
2020
+12.48%
-13.80%
+10.59%
-10.75%
2019
+19.89%
-3.21%
+16.81%
-2.79%
2018
-5.81%
-8.49%
-4.77%
-7.14%
2017
+16.36%
0.00%
+13.38%
0.00%
2016
+6.82%
-3.26%
+6.63%
-2.20%
2015
-0.78%
-7.28%
+0.48%
-4.93%
2014
+4.95%
-2.27%
+4.84%
-2.58%
2013
+12.77%
-3.73%
+12.69%
-2.58%
2012
+13.25%
-5.70%
+10.59%
-4.32%
2011
-1.26%
-12.04%
+0.70%
-9.56%
2010
+10.93%
-6.54%
+13.17%
-5.67%
2009
+23.38%
-12.81%
+19.04%
-11.95%
2008
-25.21%
-28.83%
-16.79%
-19.50%
2007
+8.21%
-2.94%
+7.88%
-3.03%
2006
+13.12%
-2.85%
+13.86%
-2.63%
2005
+7.18%
-2.50%
+8.69%
-1.97%
2004
+10.41%
-2.77%
+13.13%
-3.88%
2003
+22.27%
-2.14%
+24.10%
-1.44%
2002
-8.59%
-14.20%
-0.29%
-6.62%
2001
-5.46%
-12.83%
+0.13%
-6.93%
2000
-4.61%
-7.73%
+2.38%
-4.69%
1999
+16.48%
-3.00%
+12.00%
-2.74%
1998
+15.37%
-9.85%
+9.62%
-9.04%
1997
+9.98%
-4.76%
+10.10%
-3.38%
1996
+10.14%
-1.85%
+10.04%
-2.63%
1995
+18.30%
-0.82%
+19.39%
-0.52%
1994
-0.34%
-5.55%
-2.75%
-6.91%
1993
+18.90%
-3.47%
+20.08%
-2.13%
1992
-0.34%
-5.40%
+6.13%
-1.86%
1991
+17.68%
-4.03%
+26.12%
-3.31%
1990
-8.25%
-14.70%
-2.55%
-10.22%
1989
+14.23%
-2.13%
+23.52%
-0.93%
1988
+15.88%
-3.42%
+14.83%
-2.22%
1987
+10.47%
-17.68%
+2.90%
-15.85%
1986
+31.62%
-4.45%
+22.03%
-4.12%
1985
+34.19%
-1.07%
+29.14%
-1.30%