Gold vs Bob Clyatt Sandwich Portfolio Comparison

Last Update: 29 February 2024

The Gold Portfolio obtained a 5.46% compound annual return, with a 15.44% standard deviation, in the last 30 Years.

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

Summary

Swipe left to see all data
Gold Portfolio Bob Clyatt Sandwich Portfolio
Portfolio Risk Very High High
Asset Allocation Stocks 0% 55%
Fixed Income 0% 45%
Commodities 100% 0%
30 Years Stats Return +5.46% +7.03%
Std Dev 15.44% 8.32%
Max Drawdown -42.91% -28.96%
All time Stats
(Since Jan 1976)
Return +5.54% +9.44%
Std Dev 18.39% 8.88%
Max Drawdown -61.78% -28.96%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1976

Swipe left to see all data
1M 6M 1Y 5Y 10Y 30Y MAX
Gold Portfolio +0.46 +5.16 +11.50 +8.83 +4.02 +5.46 +5.54
Bob Clyatt Sandwich Portfolio +1.45 +5.94 +10.35 +5.12 +5.04 +7.03 +9.44
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Gold Portfolio: an investment of 1$, since March 1994, now would be worth 4.93$, with a total return of 393.44% (5.46% annualized).

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).

Gold Portfolio: an investment of 1$, since January 1976, now would be worth 13.42$, with a total return of 1242.41% (5.54% 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).

Drawdowns

Drawdown comparison chart since March 1994.

Swipe left to see all data
Gold 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
-42.91% Sep 2011 Dec 2015 (52) Jul 2020 (107) 28.29
-37.17% Feb 1996 Aug 1999 (43) Dec 2003 (95) 24.75
-28.96% Nov 2007 Feb 2009 (16) Apr 2010 (30) 12.89
-25.83% Mar 2008 Oct 2008 (8) May 2009 (15) 10.74
-19.10% Jan 2022 Sep 2022 (9) In progress (26) 10.77
-18.08% Aug 2020 Oct 2022 (27) Nov 2023 (40) 8.45
-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
-8.64% Dec 2004 May 2005 (6) Sep 2005 (10) 5.30
-8.63% May 2006 Sep 2006 (5) Feb 2007 (10) 4.31
-8.37% Dec 2009 Jan 2010 (2) May 2010 (6) 5.13
-8.31% Apr 2004 Apr 2004 (1) Oct 2004 (7) 5.49
-7.14% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.28
-6.93% Feb 2001 Sep 2001 (8) Apr 2002 (15) 3.21
-6.62% Jun 2002 Sep 2002 (4) May 2003 (12) 4.15
-6.38% Jan 2011 Jan 2011 (1) Mar 2011 (3) 3.21
-5.67% May 2010 Jun 2010 (2) Sep 2010 (5) 3.16
-5.22% Jun 2009 Jun 2009 (1) Sep 2009 (4) 2.98
-5.09% Jul 2010 Jul 2010 (1) Aug 2010 (2) 2.94

Drawdown comparison chart since January 1976.

Swipe left to see all data
Gold 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
-61.78% Oct 1980 Aug 1999 (227) Apr 2007 (319) 44.50
-42.91% Sep 2011 Dec 2015 (52) Jul 2020 (107) 28.29
-28.96% Nov 2007 Feb 2009 (16) Apr 2010 (30) 12.89
-25.85% Jan 1976 Aug 1976 (8) Feb 1977 (14) 11.81
-25.83% Mar 2008 Oct 2008 (8) May 2009 (15) 10.74
-24.27% Feb 1980 Mar 1980 (2) Jun 1980 (5) 14.98
-20.28% Nov 1978 Nov 1978 (1) Feb 1979 (4) 9.71
-19.10% Jan 2022 Sep 2022 (9) In progress (26) 10.77
-18.08% Aug 2020 Oct 2022 (27) Nov 2023 (40) 8.45
-15.85% Sep 1987 Nov 1987 (3) Dec 1988 (16) 7.15
-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
-8.37% Dec 2009 Jan 2010 (2) May 2010 (6) 5.13
-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
-6.93% Feb 2001 Sep 2001 (8) Apr 2002 (15) 3.21

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
Year Return Drawdown Return Drawdown
2024
-0.97%
-1.42%
+0.74%
-0.70%
2023
+12.69%
-7.22%
+12.05%
-7.10%
2022
-0.77%
-15.91%
-14.72%
-19.10%
2021
-4.15%
-10.32%
+9.88%
-2.74%
2020
+24.81%
-10.12%
+10.59%
-10.75%
2019
+17.86%
-4.10%
+16.81%
-2.79%
2018
-1.94%
-11.66%
-4.77%
-7.14%
2017
+12.81%
-4.09%
+13.38%
0.00%
2016
+8.03%
-15.02%
+6.63%
-2.20%
2015
-10.67%
-17.81%
+0.48%
-4.93%
2014
-2.19%
-12.44%
+4.84%
-2.58%
2013
-28.33%
-28.33%
+12.69%
-2.58%
2012
+6.60%
-10.45%
+10.59%
-4.32%
2011
+9.57%
-14.48%
+0.70%
-9.56%
2010
+29.27%
-5.09%
+13.17%
-5.67%
2009
+24.03%
-7.20%
+19.04%
-11.95%
2008
+4.92%
-25.83%
-16.79%
-19.50%
2007
+30.45%
-4.20%
+7.88%
-3.03%
2006
+22.55%
-8.63%
+13.86%
-2.63%
2005
+17.76%
-4.91%
+8.69%
-1.97%
2004
+4.65%
-8.31%
+13.13%
-3.88%
2003
+19.89%
-8.88%
+24.10%
-1.44%
2002
+25.57%
-6.72%
-0.29%
-6.62%
2001
+0.75%
-6.10%
+0.13%
-6.93%
2000
-5.44%
-9.93%
+2.38%
-4.69%
1999
+0.85%
-11.47%
+12.00%
-2.74%
1998
-0.83%
-12.01%
+9.62%
-9.04%
1997
-21.41%
-21.41%
+10.10%
-3.38%
1996
-4.59%
-8.95%
+10.04%
-2.63%
1995
+0.98%
-2.46%
+19.39%
-0.52%
1994
-2.17%
-3.91%
-2.75%
-6.91%
1993
+17.68%
-11.51%
+20.08%
-2.13%
1992
-5.73%
-6.97%
+6.13%
-1.86%
1991
-8.56%
-10.05%
+26.12%
-3.31%
1990
-3.11%
-15.14%
-2.55%
-10.22%
1989
-2.84%
-12.30%
+23.52%
-0.93%
1988
-15.26%
-18.05%
+14.83%
-2.22%
1987
+24.53%
-1.97%
+2.90%
-15.85%
1986
+18.96%
-8.14%
+22.03%
-4.12%
1985
+6.00%
-6.67%
+29.14%
-1.30%
1984
-19.38%
-21.80%
+10.00%
-5.21%
1983
-16.31%
-23.52%
+15.81%
-2.56%
1982
+14.94%
-20.13%
+18.57%
-5.28%
1981
-32.60%
-32.60%
+2.36%
-7.64%
1980
+15.19%
-24.27%
+16.30%
-8.94%
1979
+126.55%
-4.46%
+13.51%
-6.80%
1978
+37.01%
-20.28%
+10.15%
-6.22%
1977
+22.64%
-4.00%
+5.06%
-2.44%
1976
-4.10%
-25.85%
+17.59%
-1.99%