Dynamic 40/60 Income vs Bob Clyatt Sandwich Portfolio Comparison

Last Update: 31 March 2024

The Dynamic 40/60 Income Portfolio obtained a 7.11% compound annual return, with a 8.10% standard deviation, in the last 30 Years.

The Bob Clyatt Sandwich Portfolio obtained a 7.24% compound annual return, with a 8.27% 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 +7.11% +7.24%
Std Dev 8.10% 8.27%
Max Drawdown -29.84% -28.96%
All time Stats
(Since Jan 1992)		 Return +7.38% +7.40%
Std Dev 7.89% 8.17%
Max Drawdown -29.84% -28.96%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1992

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1M 6M 1Y 5Y 10Y 30Y MAX
Dynamic 40/60 Income Portfolio +1.42 +11.29 +12.01 +4.34 +4.62 +7.11 +7.38
Bob Clyatt Sandwich Portfolio +1.75 +11.38 +10.32 +5.25 +5.22 +7.24 +7.40
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Dynamic 40/60 Income Portfolio: an investment of 1$, since April 1994, now would be worth 7.86$, with a total return of 685.75% (7.11% annualized).

Bob Clyatt Sandwich Portfolio: an investment of 1$, since April 1994, now would be worth 8.15$, with a total return of 714.91% (7.24% annualized).

Dynamic 40/60 Income Portfolio: an investment of 1$, since January 1992, now would be worth 9.93$, with a total return of 893.32% (7.38% annualized).

Bob Clyatt Sandwich Portfolio: an investment of 1$, since January 1992, now would be worth 10.00$, with a total return of 899.89% (7.40% annualized).

Drawdowns

Drawdown comparison chart since April 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 (27) 10.58
-17.33% Jan 2022 Sep 2022 (9) In progress (27) 10.24
-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 (27) 10.58
-17.33% Jan 2022 Sep 2022 (9) In progress (27) 10.24
-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.
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Year Return Drawdown Return Drawdown
2024
+3.47%
 0.00%
+2.50%
 -0.70%
2023
+11.97%
 -4.99%
+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%