All Country World 80/20 vs Bob Clyatt Sandwich Portfolio Comparison

Last Update: 31 May 2023

The All Country World 80/20 Portfolio obtained a 6.32% compound annual return, with a 12.69% standard deviation, in the last 30 Years.

The Bob Clyatt Sandwich Portfolio obtained a 7.08% compound annual return, with a 8.23% standard deviation, in the last 30 Years.

Summary

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All Country World 80/20 Portfolio Bob Clyatt Sandwich Portfolio
Risk Very High High
Asset Allocation Stocks 80% 55%
Fixed Income 20% 45%
Commodities 0% 0%
30 Years Stats Return +6.32% +7.08%
Std Dev 12.69% 8.23%
Max Drawdown -47.32% -28.96%

Last Update: 31 May 2023

Historical Returns as of May 31, 2023

Comparison period starts from January 1985

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1M 6M 1Y 5Y(*) 10Y(*) 30Y(*) MAX(*)
All Country World 80/20 Portfolio -1.11 +2.37 +0.29 +5.56 +6.85 +6.32 +8.16
Bob Clyatt Sandwich Portfolio -1.33 +0.82 -2.07 +3.52 +5.00 +7.08 +8.79
(*) Returns over 1 year are annualized

Capital Growth as of May 31, 2023

All Country World 80/20 Portfolio: an investment of 1000$, since June 1993, now would be worth 6285.17$, with a total return of 528.52% (6.32% annualized).

Bob Clyatt Sandwich Portfolio: an investment of 1000$, since June 1993, now would be worth 7786.13$, with a total return of 678.61% (7.08% annualized).

All Country World 80/20 Portfolio: an investment of 1000$, since January 1985, now would be worth 20324.20$, with a total return of 1932.42% (8.16% annualized).

Bob Clyatt Sandwich Portfolio: an investment of 1000$, since January 1985, now would be worth 25448.53$, with a total return of 2444.85% (8.79% annualized).

Drawdowns

Drawdown comparison chart since May 1993.

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All Country World 80/20 Portfolio
Bob Clyatt Sandwich Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-47.32% Nov 2007 Feb 2009
-36.69% Apr 2000 Sep 2002
-28.96% Nov 2007 Feb 2009
-23.52% Jan 2022 Sep 2022
-19.10% Jan 2022 Sep 2022
-17.97% Jan 2020 Mar 2020
-12.27% May 1998 Aug 1998
-11.51% Feb 2018 Dec 2018
-10.78% Jun 2015 Feb 2016
-10.75% Jan 2020 Mar 2020
-9.56% May 2011 Sep 2011
-9.04% May 1998 Aug 1998
-7.14% Sep 2018 Dec 2018
-6.93% Feb 2001 Sep 2001
-6.91% Feb 1994 Jun 1994
-6.62% Jun 2002 Sep 2002
-6.57% Aug 1997 Oct 1997
-5.88% Feb 1994 Mar 1994
-5.67% May 2010 Jun 2010
-5.03% Jun 2015 Feb 2016

Drawdown comparison chart since January 1985.

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All Country World 80/20 Portfolio
Bob Clyatt Sandwich Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-47.32% Nov 2007 Feb 2009
-36.69% Apr 2000 Sep 2002
-28.96% Nov 2007 Feb 2009
-23.52% Jan 2022 Sep 2022
-22.19% Sep 1987 Nov 1987
-19.99% Jan 1990 Sep 1990
-19.10% Jan 2022 Sep 2022
-17.97% Jan 2020 Mar 2020
-15.85% Sep 1987 Nov 1987
-12.27% May 1998 Aug 1998
-11.51% Feb 2018 Dec 2018
-10.78% Jun 2015 Feb 2016
-10.75% Jan 2020 Mar 2020
-10.22% Aug 1990 Sep 1990
-9.56% May 2011 Sep 2011
-9.04% May 1998 Aug 1998
-7.14% Sep 2018 Dec 2018
-6.93% Feb 2001 Sep 2001
-6.91% Feb 1994 Jun 1994
-6.64% Jan 1992 Mar 1992

Yearly Returns

Yearly return comparison. Common historical serie start from January 1985.

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Year All Country World 80/20 Portfolio Bob Clyatt Sandwich Portfolio
2023
 +6.47% +3.40%
2022
 -17.17% -14.72%
2021
 +14.21% +9.88%
2020
 +14.55% +10.59%
2019
 +23.35% +16.81%
2018
 -7.79% -4.77%
2017
 +20.43% +13.38%
2016
 +7.66% +6.63%
2015
 -1.32% +0.48%
2014
 +4.31% +4.84%
2013
 +17.86% +12.69%
2012
 +15.19% +10.59%
2011
 -4.38% +0.70%
2010
 +12.00% +13.17%
2009
 +28.02% +19.04%
2008
 -34.37% -16.79%
2007
 +8.92% +7.88%
2006
 +15.95% +13.86%
2005
 +8.00% +8.69%
2004
 +11.86% +13.13%
2003
 +26.95% +24.10%
2002
 -14.55% -0.29%
2001
 -11.36% +0.13%
2000
 -9.84% +2.38%
1999
 +20.74% +12.00%
1998
 +17.65% +9.62%
1997
 +11.46% +10.10%
1996
 +10.54% +10.04%
1995
 +17.60% +19.39%
1994
 +1.26% -2.75%
1993
 +20.51% +20.08%
1992
 -3.52% +6.13%
1991
 +17.30% +26.12%
1990
 -13.44% -2.55%
1989
 +14.69% +23.52%
1988
 +18.54% +14.83%
1987
 +13.56% +2.90%
1986
 +37.13% +22.03%
1985
 +37.92% +29.14%