Bob Clyatt Sandwich vs Marc Faber Portfolio Comparison

Last Update: 29 February 2024

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

The Marc Faber Portfolio obtained a 7.25% compound annual return, with a 9.66% standard deviation, in the last 30 Years.

Summary

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Bob Clyatt Sandwich Portfolio Marc Faber Portfolio
Portfolio Risk High High
Asset Allocation Stocks 55% 50%
Fixed Income 45% 25%
Commodities 0% 25%
30 Years Stats Return +7.03% +7.25%
Std Dev 8.32% 9.66%
Max Drawdown -28.96% -28.82%
All time Stats
(Since Jan 1976)
Return +9.44% +9.37%
Std Dev 8.88% 9.61%
Max Drawdown -28.96% -28.82%
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
Bob Clyatt Sandwich Portfolio +1.45 +5.94 +10.35 +5.12 +5.04 +7.03 +9.44
Marc Faber Portfolio +1.33 +6.13 +10.11 +6.35 +5.34 +7.25 +9.37
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

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).

Marc Faber Portfolio: an investment of 1$, since March 1994, now would be worth 8.17$, with a total return of 716.82% (7.25% 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).

Marc Faber Portfolio: an investment of 1$, since January 1976, now would be worth 74.83$, with a total return of 7383.17% (9.37% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Bob Clyatt Sandwich Portfolio
Marc Faber Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-28.96% Nov 2007 Feb 2009 (16) Apr 2010 (30) 12.89
-28.82% Jun 2008 Feb 2009 (9) Mar 2010 (22) 15.08
-19.93% Jan 2022 Sep 2022 (9) In progress (26) 10.76
-19.10% Jan 2022 Sep 2022 (9) In progress (26) 10.77
-11.30% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.97
-10.75% Jan 2020 Mar 2020 (3) Jul 2020 (7) 4.85
-10.47% May 1998 Aug 1998 (4) Apr 1999 (12) 4.24
-9.56% May 2011 Sep 2011 (5) Feb 2012 (10) 4.02
-9.04% May 1998 Aug 1998 (4) Nov 1998 (7) 4.01
-7.96% Sep 2011 Sep 2011 (1) Jan 2012 (5) 3.66
-7.74% Feb 2015 Sep 2015 (8) Apr 2016 (15) 4.66
-7.73% Aug 2016 Nov 2016 (4) Jul 2017 (12) 3.60
-7.35% Apr 2004 Apr 2004 (1) Sep 2004 (6) 4.13
-7.32% May 2013 Jun 2013 (2) Feb 2014 (10) 4.24
-7.14% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.28
-6.93% Feb 2001 Sep 2001 (8) Apr 2002 (15) 3.21
-6.80% Jun 2002 Oct 2002 (5) May 2003 (12) 3.88
-6.62% Jun 2002 Sep 2002 (4) May 2003 (12) 4.15
-5.67% May 2010 Jun 2010 (2) Sep 2010 (5) 3.16
-5.28% Mar 1994 Nov 1994 (9) May 1995 (15) 2.84

Drawdown comparison chart since January 1976.

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Bob Clyatt Sandwich Portfolio
Marc Faber Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-28.96% Nov 2007 Feb 2009 (16) Apr 2010 (30) 12.89
-28.82% Jun 2008 Feb 2009 (9) Mar 2010 (22) 15.08
-19.93% Jan 2022 Sep 2022 (9) In progress (26) 10.76
-19.10% Jan 2022 Sep 2022 (9) In progress (26) 10.77
-16.06% Dec 1980 Jun 1982 (19) Oct 1982 (23) 9.14
-15.85% Sep 1987 Nov 1987 (3) Dec 1988 (16) 7.15
-13.66% Feb 1980 Mar 1980 (2) Jun 1980 (5) 7.25
-11.30% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.97
-10.75% Jan 2020 Mar 2020 (3) Jul 2020 (7) 4.85
-10.47% May 1998 Aug 1998 (4) Apr 1999 (12) 4.24
-10.22% Aug 1990 Sep 1990 (2) Feb 1991 (7) 5.82
-9.56% May 2011 Sep 2011 (5) Feb 2012 (10) 4.02
-9.04% May 1998 Aug 1998 (4) Nov 1998 (7) 4.01
-9.04% Sep 1987 Oct 1987 (2) Jan 1989 (17) 3.76
-8.94% Feb 1980 Mar 1980 (2) May 1980 (4) 4.45
-8.47% Jan 1990 Oct 1990 (10) Feb 1991 (14) 4.83
-7.96% Sep 2011 Sep 2011 (1) Jan 2012 (5) 3.66
-7.74% Feb 2015 Sep 2015 (8) Apr 2016 (15) 4.66
-7.73% Aug 2016 Nov 2016 (4) Jul 2017 (12) 3.60
-7.72% Dec 1981 Jun 1982 (7) Sep 1982 (10) 4.97

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
+0.74%
-0.70%
-0.39%
-1.70%
2023
+12.05%
-7.10%
+12.80%
-6.81%
2022
-14.72%
-19.10%
-14.67%
-19.93%
2021
+9.88%
-2.74%
+12.98%
-3.70%
2020
+10.59%
-10.75%
+11.15%
-11.30%
2019
+16.81%
-2.79%
+20.49%
-0.76%
2018
-4.77%
-7.14%
-4.39%
-5.23%
2017
+13.38%
0.00%
+11.79%
-0.53%
2016
+6.63%
-2.20%
+6.97%
-7.73%
2015
+0.48%
-4.93%
-2.47%
-7.74%
2014
+4.84%
-2.58%
+9.60%
-4.12%
2013
+12.69%
-2.58%
-1.18%
-7.32%
2012
+10.59%
-4.32%
+11.20%
-4.70%
2011
+0.70%
-9.56%
+4.97%
-7.96%
2010
+13.17%
-5.67%
+19.36%
-3.86%
2009
+19.04%
-11.95%
+22.95%
-12.23%
2008
-16.79%
-19.50%
-16.28%
-24.88%
2007
+7.88%
-3.03%
+8.25%
-4.55%
2006
+13.86%
-2.63%
+20.89%
-2.23%
2005
+8.69%
-1.97%
+11.20%
-3.43%
2004
+13.13%
-3.88%
+13.91%
-7.35%
2003
+24.10%
-1.44%
+23.98%
-1.74%
2002
-0.29%
-6.62%
+4.97%
-6.80%
2001
+0.13%
-6.93%
+1.95%
-4.37%
2000
+2.38%
-4.69%
+4.65%
-3.12%
1999
+12.00%
-2.74%
+7.25%
-3.69%
1998
+9.62%
-9.04%
+2.17%
-10.47%
1997
+10.10%
-3.38%
+5.23%
-3.45%
1996
+10.04%
-2.63%
+12.19%
-0.80%
1995
+19.39%
-0.52%
+13.03%
-1.18%
1994
-2.75%
-6.91%
-3.18%
-6.45%
1993
+20.08%
-2.13%
+19.45%
-2.71%
1992
+6.13%
-1.86%
+3.34%
-3.05%
1991
+26.12%
-3.31%
+19.75%
-1.89%
1990
-2.55%
-10.22%
-4.94%
-8.47%
1989
+23.52%
-0.93%
+13.95%
-0.81%
1988
+14.83%
-2.22%
+7.03%
-1.66%
1987
+2.90%
-15.85%
+6.79%
-9.04%
1986
+22.03%
-4.12%
+21.19%
-0.55%
1985
+29.14%
-1.30%
+21.48%
-1.50%
1984
+10.00%
-5.21%
+6.21%
-3.99%
1983
+15.81%
-2.56%
+10.11%
-3.68%
1982
+18.57%
-5.28%
+18.23%
-8.89%
1981
+2.36%
-7.64%
-5.97%
-11.09%
1980
+16.30%
-8.94%
+16.83%
-13.66%
1979
+13.51%
-6.80%
+45.44%
-6.67%
1978
+10.15%
-6.22%
+16.06%
-5.46%
1977
+5.06%
-2.44%
+12.22%
-0.63%
1976
+17.59%
-1.99%
+17.91%
-2.03%