Bob Clyatt Sandwich vs Ray Dalio All Weather 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 Ray Dalio All Weather Portfolio obtained a 7.34% compound annual return, with a 7.40% standard deviation, in the last 30 Years.

Summary

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Bob Clyatt Sandwich Portfolio Ray Dalio All Weather Portfolio
Portfolio Risk High Medium
Asset Allocation Stocks 55% 30%
Fixed Income 45% 55%
Commodities 0% 15%
30 Years Stats Return +7.03% +7.34%
Std Dev 8.32% 7.40%
Max Drawdown -28.96% -20.58%
All time Stats
(Since Jan 1976)
Return +9.44% +9.01%
Std Dev 8.88% 8.00%
Max Drawdown -28.96% -20.58%
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
Ray Dalio All Weather Portfolio +0.44 +4.16 +7.84 +4.93 +4.82 +7.34 +9.01
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).

Ray Dalio All Weather Portfolio: an investment of 1$, since March 1994, now would be worth 8.37$, with a total return of 737.14% (7.34% 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).

Ray Dalio All Weather Portfolio: an investment of 1$, since January 1976, now would be worth 63.89$, with a total return of 6289.29% (9.01% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Bob Clyatt Sandwich Portfolio
Ray Dalio All Weather 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
-20.58% Jan 2022 Sep 2022 (9) In progress (26) 13.71
-19.10% Jan 2022 Sep 2022 (9) In progress (26) 10.77
-11.57% Jan 2009 Feb 2009 (2) Sep 2009 (9) 6.27
-11.38% Jul 2008 Oct 2008 (4) Dec 2008 (6) 5.15
-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
-7.14% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.28
-6.93% Feb 2001 Sep 2001 (8) Apr 2002 (15) 3.21
-6.66% Feb 2015 Dec 2015 (11) Jun 2016 (17) 4.06
-6.62% Jun 2002 Sep 2002 (4) May 2003 (12) 4.15
-6.42% Aug 2016 Nov 2016 (4) Aug 2017 (13) 3.10
-5.67% May 2010 Jun 2010 (2) Sep 2010 (5) 3.16
-5.29% May 2013 Jun 2013 (2) Jan 2014 (9) 3.01
-5.03% Jun 2015 Feb 2016 (9) Jun 2016 (13) 2.78
-4.83% Jul 1998 Aug 1998 (2) Oct 1998 (4) 2.27
-4.76% Apr 2004 Apr 2004 (1) Sep 2004 (6) 3.09
-4.74% Jun 2003 Jul 2003 (2) Sep 2003 (4) 2.46
-4.71% Sep 2018 Oct 2018 (2) Mar 2019 (7) 2.74

Drawdown comparison chart since January 1976.

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Bob Clyatt Sandwich Portfolio
Ray Dalio All Weather 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
-20.58% Jan 2022 Sep 2022 (9) In progress (26) 13.71
-19.10% Jan 2022 Sep 2022 (9) In progress (26) 10.77
-15.85% Sep 1987 Nov 1987 (3) Dec 1988 (16) 7.15
-12.31% Dec 1980 Sep 1981 (10) Aug 1982 (21) 5.41
-11.57% Jan 2009 Feb 2009 (2) Sep 2009 (9) 6.27
-11.38% Jul 2008 Oct 2008 (4) Dec 2008 (6) 5.15
-10.89% Feb 1980 Mar 1980 (2) May 1980 (4) 5.40
-10.75% Jan 2020 Mar 2020 (3) Jul 2020 (7) 4.85
-10.22% Aug 1990 Sep 1990 (2) Feb 1991 (7) 5.82
-9.56% May 2011 Sep 2011 (5) Feb 2012 (10) 4.02
-9.04% May 1998 Aug 1998 (4) Nov 1998 (7) 4.01
-8.94% Feb 1980 Mar 1980 (2) May 1980 (4) 4.45
-8.78% Sep 1987 Nov 1987 (3) Sep 1988 (13) 3.96
-7.72% Dec 1981 Jun 1982 (7) Sep 1982 (10) 4.97
-7.64% Jun 1981 Sep 1981 (4) Nov 1981 (6) 3.62
-7.14% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.28
-7.10% May 1983 May 1984 (13) Aug 1984 (16) 3.00
-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
+0.74%
-0.70%
-0.09%
-0.52%
2023
+12.05%
-7.10%
+9.94%
-9.24%
2022
-14.72%
-19.10%
-18.39%
-20.58%
2021
+9.88%
-2.74%
+8.27%
-3.74%
2020
+10.59%
-10.75%
+15.88%
-3.68%
2019
+16.81%
-2.79%
+17.93%
-0.83%
2018
-4.77%
-7.14%
-3.02%
-4.71%
2017
+13.38%
0.00%
+11.55%
-0.49%
2016
+6.63%
-2.20%
+6.50%
-6.42%
2015
+0.48%
-4.93%
-3.23%
-6.66%
2014
+4.84%
-2.58%
+12.89%
-2.52%
2013
+12.69%
-2.58%
+1.71%
-5.29%
2012
+10.59%
-4.32%
+7.02%
-1.33%
2011
+0.70%
-9.56%
+15.64%
-2.00%
2010
+13.17%
-5.67%
+12.88%
-0.69%
2009
+19.04%
-11.95%
+2.71%
-11.57%
2008
-16.79%
-19.50%
+2.38%
-11.38%
2007
+7.88%
-3.03%
+11.88%
-1.20%
2006
+13.86%
-2.63%
+6.93%
-1.71%
2005
+8.69%
-1.97%
+8.55%
-2.99%
2004
+13.13%
-3.88%
+9.41%
-4.76%
2003
+24.10%
-1.44%
+13.96%
-4.74%
2002
-0.29%
-6.62%
+7.77%
-1.56%
2001
+0.13%
-6.93%
-2.77%
-4.61%
2000
+2.38%
-4.69%
+10.15%
-2.26%
1999
+12.00%
-2.74%
+6.28%
-3.79%
1998
+9.62%
-9.04%
+11.05%
-4.83%
1997
+10.10%
-3.38%
+13.54%
-2.89%
1996
+10.04%
-2.63%
+8.27%
-2.11%
1995
+19.39%
-0.52%
+27.44%
0.00%
1994
-2.75%
-6.91%
-3.28%
-6.83%
1993
+20.08%
-2.13%
+12.02%
-1.98%
1992
+6.13%
-1.86%
+6.76%
-2.23%
1991
+26.12%
-3.31%
+17.98%
-1.86%
1990
-2.55%
-10.22%
+3.85%
-5.51%
1989
+23.52%
-0.93%
+20.45%
-1.14%
1988
+14.83%
-2.22%
+10.59%
-1.93%
1987
+2.90%
-15.85%
+3.47%
-8.78%
1986
+22.03%
-4.12%
+20.56%
-3.75%
1985
+29.14%
-1.30%
+28.68%
-2.13%
1984
+10.00%
-5.21%
+8.03%
-6.61%
1983
+15.81%
-2.56%
+7.06%
-3.16%
1982
+18.57%
-5.28%
+31.65%
-3.13%
1981
+2.36%
-7.64%
-3.74%
-11.76%
1980
+16.30%
-8.94%
+10.35%
-10.89%
1979
+13.51%
-6.80%
+19.26%
-6.57%
1978
+10.15%
-6.22%
+7.24%
-3.43%
1977
+5.06%
-2.44%
+2.14%
-2.83%
1976
+17.59%
-1.99%
+15.78%
-1.12%