Developed World ex-US 40/60 Momentum vs Bob Clyatt Sandwich Portfolio Comparison

Last Update: 29 February 2024

The Developed World ex-US 40/60 Momentum Portfolio obtained a 3.47% compound annual return, with a 6.79% standard deviation, in the last 10 Years.

The Bob Clyatt Sandwich Portfolio obtained a 5.04% compound annual return, with a 8.43% standard deviation, in the last 10 Years.

Summary

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Developed World ex-US 40/60 Momentum Portfolio Bob Clyatt Sandwich Portfolio
Portfolio Risk Medium High
Asset Allocation Stocks 40% 55%
Fixed Income 60% 45%
Commodities 0% 0%
10 Years Stats Return +3.47% +5.04%
Std Dev 6.79% 8.43%
Max Drawdown -19.40% -19.10%
All time Stats
(Since Aug 2009)
Return +5.07% +6.66%
Std Dev 6.96% 8.38%
Max Drawdown -19.40% -19.10%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from August 2009

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1M 6M 1Y 5Y 10Y MAX
Developed World ex-US 40/60 Momentum Portfolio +1.89 +8.24 +12.20 +3.85 +3.47 +5.07
Bob Clyatt Sandwich Portfolio +1.45 +5.94 +10.35 +5.12 +5.04 +6.66
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since March 2014, now would be worth 1.41$, with a total return of 40.59% (3.47% annualized).

Bob Clyatt Sandwich Portfolio: an investment of 1$, since March 2014, now would be worth 1.64$, with a total return of 63.53% (5.04% annualized).

Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since August 2009, now would be worth 2.06$, with a total return of 105.72% (5.07% annualized).

Bob Clyatt Sandwich Portfolio: an investment of 1$, since August 2009, now would be worth 2.56$, with a total return of 156.13% (6.66% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Developed World ex-US 40/60 Momentum 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
-19.40% Sep 2021 Sep 2022 (13) In progress (30) 10.39
-19.10% Jan 2022 Sep 2022 (9) In progress (26) 10.77
-10.75% Jan 2020 Mar 2020 (3) Jul 2020 (7) 4.85
-7.72% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.78
-7.14% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.28
-6.00% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.72
-5.38% May 2015 Sep 2015 (5) Jun 2016 (14) 2.83
-5.03% Jun 2015 Feb 2016 (9) Jun 2016 (13) 2.78
-4.27% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.09
-2.79% Feb 2018 Apr 2018 (3) Aug 2018 (7) 1.89
-2.79% May 2019 May 2019 (1) Jun 2019 (2) 1.61
-2.74% Sep 2021 Sep 2021 (1) Dec 2021 (4) 1.50
-2.58% Sep 2014 Sep 2014 (1) Nov 2014 (3) 1.32
-2.39% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.38
-1.73% Oct 2016 Oct 2016 (1) Jan 2017 (4) 1.06
-1.62% Jan 2021 Feb 2021 (2) May 2021 (5) 0.94
-1.52% Sep 2014 Dec 2014 (4) Feb 2015 (6) 1.05
-1.33% Oct 2020 Oct 2020 (1) Nov 2020 (2) 0.77
-1.25% Jul 2014 Jul 2014 (1) Aug 2014 (2) 0.72
-0.78% Jul 2014 Jul 2014 (1) Aug 2014 (2) 0.45

Drawdown comparison chart since August 2009.

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Developed World ex-US 40/60 Momentum 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
-19.40% Sep 2021 Sep 2022 (13) In progress (30) 10.39
-19.10% Jan 2022 Sep 2022 (9) In progress (26) 10.77
-10.75% Jan 2020 Mar 2020 (3) Jul 2020 (7) 4.85
-9.56% May 2011 Sep 2011 (5) Feb 2012 (10) 4.02
-8.94% May 2011 Sep 2011 (5) Jul 2012 (15) 3.88
-7.72% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.78
-7.14% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.28
-6.00% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.72
-5.67% May 2010 Jun 2010 (2) Sep 2010 (5) 3.16
-5.38% May 2015 Sep 2015 (5) Jun 2016 (14) 2.83
-5.17% May 2013 Jun 2013 (2) Oct 2013 (6) 3.27
-5.03% Jun 2015 Feb 2016 (9) Jun 2016 (13) 2.78
-4.32% May 2012 May 2012 (1) Sep 2012 (5) 2.04
-4.27% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.09
-4.04% May 2010 May 2010 (1) Jul 2010 (3) 2.68
-2.79% Feb 2018 Apr 2018 (3) Aug 2018 (7) 1.89
-2.79% May 2019 May 2019 (1) Jun 2019 (2) 1.61
-2.74% Sep 2021 Sep 2021 (1) Dec 2021 (4) 1.50
-2.58% Sep 2014 Sep 2014 (1) Nov 2014 (3) 1.32
-2.58% May 2013 Jun 2013 (2) Jul 2013 (3) 1.37

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
+2.78%
0.00%
+0.74%
-0.70%
2023
+10.84%
-4.47%
+12.05%
-7.10%
2022
-14.37%
-19.07%
-14.72%
-19.10%
2021
+1.27%
-2.17%
+9.88%
-2.74%
2020
+11.65%
-7.72%
+10.59%
-10.75%
2019
+14.52%
-0.27%
+16.81%
-2.79%
2018
-4.03%
-6.00%
-4.77%
-7.14%
2017
+11.62%
-0.20%
+13.38%
0.00%
2016
+2.96%
-4.27%
+6.63%
-2.20%
2015
+0.07%
-5.38%
+0.48%
-4.93%
2014
+1.57%
-1.52%
+4.84%
-2.58%
2013
+8.39%
-5.17%
+12.69%
-2.58%
2012
+12.90%
-3.09%
+10.59%
-4.32%
2011
-0.59%
-8.94%
+0.70%
-9.56%
2010
+10.77%
-4.04%
+13.17%
-5.67%