Last Update: 30 June 2024
The Dynamic 40/60 Income Portfolio obtained a 7.20% compound annual return, with a 8.12% standard deviation, in the last 30 Years.
The Bob Clyatt Sandwich Portfolio obtained a 7.30% compound annual return, with a 8.30% standard deviation, in the last 30 Years.
Summary
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| Dynamic 40/60 Income Portfolio | Bob Clyatt Sandwich Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Medium | High | |
| Asset Allocation | Stocks | 40% | 55% |
| Fixed Income | 60% | 45% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +7.20% | +7.30% |
| Std Dev | 8.12% | 8.30% | |
| Max Drawdown | -29.84% | -28.96% | |
| All time Stats (Since Jan 1992) |
Return | +7.35% | +7.38% |
| Std Dev | 7.88% | 8.18% | |
| Max Drawdown | -29.84% | -28.96% | |
| Last Update: 30 June 2024 | |||
Historical Returns as of Jun 30, 2024
Comparison period starts from January 1992
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| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Dynamic 40/60 Income Portfolio | +0.79 | +4.44 | +10.62 | +3.95 | +4.39 | +7.20 | +7.35 |
| Bob Clyatt Sandwich Portfolio | +0.90 | +3.70 | +9.45 | +4.96 | +5.03 | +7.30 | +7.38 |
| Return over 1 year are annualized. |
Capital Growth as of Jun 30, 2024
Dynamic 40/60 Income Portfolio: an investment of 1$, since July 1994,
now would be worth 8.05$, with a total return of 705.36%
(7.20% annualized).
Bob Clyatt Sandwich Portfolio: an investment of 1$, since July 1994, now would be worth 8.28$, with a total return of 728.29% (7.30% annualized).
Bob Clyatt Sandwich Portfolio: an investment of 1$, since July 1994, now would be worth 8.28$, with a total return of 728.29% (7.30% annualized).
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Dynamic 40/60 Income Portfolio: an investment of 1$, since January 1992,
now would be worth 10.03$, with a total return of 902.69%
(7.35% annualized).
Bob Clyatt Sandwich Portfolio: an investment of 1$, since January 1992, now would be worth 10.11$, with a total return of 911.48% (7.38% annualized).
Bob Clyatt Sandwich Portfolio: an investment of 1$, since January 1992, now would be worth 10.11$, with a total return of 911.48% (7.38% annualized).
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Drawdowns
Drawdown comparison chart since July 1994.
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|
Dynamic 40/60 Income 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 |
| -29.84% | Nov 2007 | Feb 2009 (16) | Dec 2009 (26) | 13.01 | |||||
| -28.96% | Nov 2007 | Feb 2009 (16) | Apr 2010 (30) | 12.89 | |||||
| -19.10% | Jan 2022 | Sep 2022 (9) | In progress (30) | 10.10 | |||||
| -17.33% | Jan 2022 | Sep 2022 (9) | Jun 2024 (30) | 9.75 | |||||
| -12.42% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 5.88 | |||||
| -10.75% | Jan 2020 | Mar 2020 (3) | Jul 2020 (7) | 4.85 | |||||
| -9.56% | May 2011 | Sep 2011 (5) | Feb 2012 (10) | 4.02 | |||||
| -9.38% | May 1998 | Aug 1998 (4) | Dec 1998 (8) | 4.16 | |||||
| -9.04% | May 1998 | Aug 1998 (4) | Nov 1998 (7) | 4.01 | |||||
| -7.19% | Jun 2011 | Sep 2011 (4) | Jan 2012 (8) | 2.89 | |||||
| -7.14% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 3.28 | |||||
| -6.93% | Feb 2001 | Sep 2001 (8) | Apr 2002 (15) | 3.21 | |||||
| -6.73% | May 2002 | Jul 2002 (3) | Jan 2003 (9) | 3.81 | |||||
| -6.62% | Jun 2002 | Sep 2002 (4) | May 2003 (12) | 4.15 | |||||
| -5.67% | May 2010 | Jun 2010 (2) | Sep 2010 (5) | 3.16 | |||||
| -5.09% | Oct 2018 | Dec 2018 (3) | Feb 2019 (5) | 2.70 | |||||
| -5.03% | Jun 2015 | Feb 2016 (9) | Jun 2016 (13) | 2.78 | |||||
| -4.69% | Sep 2000 | Nov 2000 (3) | Jan 2001 (5) | 2.47 | |||||
| -4.32% | May 2012 | May 2012 (1) | Sep 2012 (5) | 2.04 | |||||
| -4.13% | Sep 2000 | Nov 2000 (3) | Jan 2001 (5) | 2.13 | |||||
Drawdown comparison chart since January 1992.
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|
Dynamic 40/60 Income 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 |
| -29.84% | Nov 2007 | Feb 2009 (16) | Dec 2009 (26) | 13.01 | |||||
| -28.96% | Nov 2007 | Feb 2009 (16) | Apr 2010 (30) | 12.89 | |||||
| -19.10% | Jan 2022 | Sep 2022 (9) | In progress (30) | 10.10 | |||||
| -17.33% | Jan 2022 | Sep 2022 (9) | Jun 2024 (30) | 9.75 | |||||
| -12.42% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 5.88 | |||||
| -10.75% | Jan 2020 | Mar 2020 (3) | Jul 2020 (7) | 4.85 | |||||
| -9.56% | May 2011 | Sep 2011 (5) | Feb 2012 (10) | 4.02 | |||||
| -9.38% | May 1998 | Aug 1998 (4) | Dec 1998 (8) | 4.16 | |||||
| -9.04% | May 1998 | Aug 1998 (4) | Nov 1998 (7) | 4.01 | |||||
| -7.19% | Jun 2011 | Sep 2011 (4) | Jan 2012 (8) | 2.89 | |||||
| -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 | |||||
| -6.73% | May 2002 | Jul 2002 (3) | Jan 2003 (9) | 3.81 | |||||
| -6.62% | Jun 2002 | Sep 2002 (4) | May 2003 (12) | 4.15 | |||||
| -5.67% | May 2010 | Jun 2010 (2) | Sep 2010 (5) | 3.16 | |||||
| -5.36% | Feb 1994 | Jun 1994 (5) | Apr 1995 (15) | 3.57 | |||||
| -5.09% | Oct 2018 | Dec 2018 (3) | Feb 2019 (5) | 2.70 | |||||
| -5.03% | Jun 2015 | Feb 2016 (9) | Jun 2016 (13) | 2.78 | |||||
| -4.69% | Sep 2000 | Nov 2000 (3) | Jan 2001 (5) | 2.47 | |||||
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.
The highlighted returns represent the highest values for that specific year.
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| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+4.44%
|
-2.45% |
+3.70%
|
-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% |
