The Lazy Team Dynamic 40/60 Income vs Bob Clyatt Sandwich Portfolio Comparison

Simulation Settings
Period: January 1992 - November 2024 (~33 years)
Consolidated Returns as of 30 November 2024
Rebalancing: at every Jan 1st
Currency: USD
(Change Settings)
The minimum date range must be at least 12 months. 'Date To' cannot be beyond November 2024.
Reset settings
Close
The Lazy Team Dynamic 40/60 Income Portfolio
1.00$
Initial Capital
December 1994
8.59$
Final Capital
November 2024
7.43%
Yearly Return
8.13
Std Deviation
-29.84%
Max Drawdown
26months
Recovery Period
Bob Clyatt Sandwich Portfolio
1.00$
Initial Capital
December 1994
8.78$
Final Capital
November 2024
7.51%
Yearly Return
8.30
Std Deviation
-28.96%
Max Drawdown
30months
Recovery Period
The Lazy Team Dynamic 40/60 Income Portfolio
1.00$
Initial Capital
January 1992
10.74$
Final Capital
November 2024
7.48%
Yearly Return
7.85
Std Deviation
-29.84%
Max Drawdown
26months
Recovery Period
Bob Clyatt Sandwich Portfolio
1.00$
Initial Capital
January 1992
10.79$
Final Capital
November 2024
7.49%
Yearly Return
8.17
Std Deviation
-28.96%
Max Drawdown
30months
Recovery Period

The The Lazy Team Dynamic 40/60 Income Portfolio obtained a 7.43% compound annual return, with a 8.13% standard deviation, in the last 30 Years.

The Bob Clyatt Sandwich Portfolio obtained a 7.51% compound annual return, with a 8.30% standard deviation, in the last 30 Years.

Returns as of Nov 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1992 - 30 November 2024 (~33 years)
Swipe left to see all data
Return (%) as of Nov 30, 2024
YTD
(11M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~33Y)
Dynamic 40/60 Income
The Lazy Team 		11.86 2.37 7.95 15.75 4.80 4.97 7.43 7.48
Sandwich Portfolio
Bob Clyatt 		10.61 2.62 7.63 15.69 5.55 5.62 7.51 7.49
Return over 1 year are annualized.

Capital Growth as of Nov 30, 2024

The Lazy Team Dynamic 40/60 Income Portfolio: an investment of 1$, since December 1994, now would be worth 8.59$, with a total return of 758.91% (7.43% annualized).

Bob Clyatt Sandwich Portfolio: an investment of 1$, since December 1994, now would be worth 8.78$, with a total return of 778.08% (7.51% annualized).


Loading data
Please wait
The Lazy Team Dynamic 40/60 Income Portfolio: an investment of 1$, since January 1992, now would be worth 10.74$, with a total return of 973.98% (7.48% annualized).

Bob Clyatt Sandwich Portfolio: an investment of 1$, since January 1992, now would be worth 10.79$, with a total return of 978.96% (7.49% annualized).


Loading data
Please wait

Metrics as of Nov 30, 2024

The following metrics, updated as of 30 November 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 December 2023 - 30 November 2024 (1 year)
Period: 1 December 2019 - 30 November 2024 (5 years)
Period: 1 December 2014 - 30 November 2024 (10 years)
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1992 - 30 November 2024 (~33 years)
Swipe left to see all data
Dynamic 40/60 Income Sandwich Portfolio
Author The Lazy Team Bob Clyatt
ASSET ALLOCATION
Stocks 40% 55%
Fixed Income 60% 45%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 15.75 15.69
Infl. Adjusted Return (%) 12.67 12.62
DRAWDOWN
Deepest Drawdown Depth (%) -2.45 -2.86
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -2.45 -0.70
Start to Recovery (months) 2 2
Longest Negative Period (months) 2 4
RISK INDICATORS
Standard Deviation (%) 5.39 7.43
Sharpe Ratio 1.95 1.41
Sortino Ratio 2.38 1.78
Ulcer Index 0.74 1.07
Ratio: Return / Standard Deviation 2.92 2.11
Ratio: Return / Deepest Drawdown 6.44 5.49
Metrics calculated over the period 1 December 2023 - 30 November 2024
Swipe left to see all data
Dynamic 40/60 Income Sandwich Portfolio
Author The Lazy Team Bob Clyatt
ASSET ALLOCATION
Stocks 40% 55%
Fixed Income 60% 45%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.80 5.55
Infl. Adjusted Return (%) 0.60 1.32
DRAWDOWN
Deepest Drawdown Depth (%) -17.33 -19.10
Start to Recovery (months) 30 31
Longest Drawdown Depth (%) -17.33 -19.10
Start to Recovery (months) 30 31
Longest Negative Period (months) 38 36
RISK INDICATORS
Standard Deviation (%) 10.17 10.52
Sharpe Ratio 0.25 0.31
Sortino Ratio 0.32 0.41
Ulcer Index 7.24 7.44
Ratio: Return / Standard Deviation 0.47 0.53
Ratio: Return / Deepest Drawdown 0.28 0.29
Metrics calculated over the period 1 December 2019 - 30 November 2024
Swipe left to see all data
Dynamic 40/60 Income Sandwich Portfolio
Author The Lazy Team Bob Clyatt
ASSET ALLOCATION
Stocks 40% 55%
Fixed Income 60% 45%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.97 5.62
Infl. Adjusted Return (%) 1.97 2.61
DRAWDOWN
Deepest Drawdown Depth (%) -17.33 -19.10
Start to Recovery (months) 30 31
Longest Drawdown Depth (%) -17.33 -19.10
Start to Recovery (months) 30 31
Longest Negative Period (months) 38 36
RISK INDICATORS
Standard Deviation (%) 7.89 8.57
Sharpe Ratio 0.43 0.47
Sortino Ratio 0.57 0.63
Ulcer Index 5.24 5.47
Ratio: Return / Standard Deviation 0.63 0.66
Ratio: Return / Deepest Drawdown 0.29 0.29
Metrics calculated over the period 1 December 2014 - 30 November 2024
Swipe left to see all data
Dynamic 40/60 Income Sandwich Portfolio
Author The Lazy Team Bob Clyatt
ASSET ALLOCATION
Stocks 40% 55%
Fixed Income 60% 45%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.43 7.51
Infl. Adjusted Return (%) 4.79 4.86
DRAWDOWN
Deepest Drawdown Depth (%) -29.84 -28.96
Start to Recovery (months) 26 30
Longest Drawdown Depth (%) -17.33 -19.10
Start to Recovery (months) 30 31
Longest Negative Period (months) 69 50
RISK INDICATORS
Standard Deviation (%) 8.13 8.30
Sharpe Ratio 0.63 0.63
Sortino Ratio 0.82 0.82
Ulcer Index 4.85 5.20
Ratio: Return / Standard Deviation 0.91 0.90
Ratio: Return / Deepest Drawdown 0.25 0.26
Metrics calculated over the period 1 December 1994 - 30 November 2024
Swipe left to see all data
Dynamic 40/60 Income Sandwich Portfolio
Author The Lazy Team Bob Clyatt
ASSET ALLOCATION
Stocks 40% 55%
Fixed Income 60% 45%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.48 7.49
Infl. Adjusted Return (%) 4.81 4.82
DRAWDOWN
Deepest Drawdown Depth (%) -29.84 -28.96
Start to Recovery (months) 26 30
Longest Drawdown Depth (%) -17.33 -19.10
Start to Recovery (months) 30 31
Longest Negative Period (months) 69 50
RISK INDICATORS
Standard Deviation (%) 7.85 8.17
Sharpe Ratio 0.65 0.63
Sortino Ratio 0.84 0.82
Ulcer Index 4.68 5.05
Ratio: Return / Standard Deviation 0.95 0.92
Ratio: Return / Deepest Drawdown 0.25 0.26
Metrics calculated over the period 1 January 1992 - 30 November 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1992 - 30 November 2024 (~33 years)

Loading data
Please wait
Swipe left to see all data
Dynamic 40/60 Income Sandwich Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-29.84 26 Nov 2007
Dec 2009
-28.96 30 Nov 2007
Apr 2010
-19.10 31 Jan 2022
Jul 2024
-17.33 30 Jan 2022
Jun 2024
-12.42 6 Feb 2020
Jul 2020
-10.75 7 Jan 2020
Jul 2020
-9.56 10 May 2011
Feb 2012
-9.38 8 May 1998
Dec 1998
-9.04 7 May 1998
Nov 1998
-7.19 8 Jun 2011
Jan 2012
-7.14 8 Sep 2018
Apr 2019
-6.93 15 Feb 2001
Apr 2002
-6.73 9 May 2002
Jan 2003
-6.62 12 Jun 2002
May 2003
-5.67 5 May 2010
Sep 2010

Loading data
Please wait
Swipe left to see all data
Dynamic 40/60 Income Sandwich Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-29.84 26 Nov 2007
Dec 2009
-28.96 30 Nov 2007
Apr 2010
-19.10 31 Jan 2022
Jul 2024
-17.33 30 Jan 2022
Jun 2024
-12.42 6 Feb 2020
Jul 2020
-10.75 7 Jan 2020
Jul 2020
-9.56 10 May 2011
Feb 2012
-9.38 8 May 1998
Dec 1998
-9.04 7 May 1998
Nov 1998
-7.19 8 Jun 2011
Jan 2012
-7.14 8 Sep 2018
Apr 2019
-6.93 15 Feb 2001
Apr 2002
-6.91 15 Feb 1994
Apr 1995
-6.73 9 May 2002
Jan 2003
-6.62 12 Jun 2002
May 2003

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1992 - 30 November 2024 (~33 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

Loading data
Please wait

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.
Swipe left to see all data
Dynamic 40/60 Income Sandwich Portfolio
Year Return Drawdown Return Drawdown
2024
 11.86% -2.45% 10.61% -2.86%
2023
 11.97% -5.00% 12.05% -7.10%
2022
 -14.37% -17.33% -14.72% -19.10%
2021
 6.72% -1.83% 9.88% -2.74%
2020
 8.28% -12.42% 10.59% -10.75%
2019
 15.91% -1.51% 16.81% -2.79%
2018
 -3.18% -5.09% -4.77% -7.14%
2017
 9.18% 0.00% 13.38% 0.00%
2016
 7.53% -1.95% 6.63% -2.20%
2015
 0.21% -4.06% 0.48% -4.93%
2014
 7.01% -1.44% 4.84% -2.58%
2013
 6.13% -3.06% 12.69% -2.58%
2012
 12.70% -2.72% 10.59% -4.32%
2011
 2.96% -7.19% 0.70% -9.56%
2010
 11.25% -3.72% 13.17% -5.67%
2009
 22.37% -15.04% 19.04% -11.95%
2008
 -14.80% -23.51% -16.79% -19.50%
2007
 0.88% -3.23% 7.88% -3.03%
2006
 9.18% -1.29% 13.86% -2.63%
2005
 5.23% -1.76% 8.69% -1.97%
2004
 8.41% -3.31% 13.13% -3.88%
2003
 21.64% -1.30% 24.10% -1.44%
2002
 1.03% -6.73% -0.29% -6.62%
2001
 8.71% -3.24% 0.13% -6.93%
2000
 3.43% -4.13% 2.38% -4.69%
1999
 11.02% -2.15% 12.00% -2.74%
1998
 6.04% -9.38% 9.62% -9.04%
1997
 16.36% -2.49% 10.10% -3.38%
1996
 16.81% -1.12% 10.04% -2.63%
1995
 23.17% 0.00% 19.39% -0.52%
1994
 -3.19% -5.36% -2.75% -6.91%
1993
 14.73% -0.57% 20.08% -2.13%
1992
 12.95% -0.70% 6.13% -1.86%