Last Update: 31 March 2024
The Developed World ex-US Stocks Portfolio obtained a 5.15% compound annual return, with a 16.50% 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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| Developed World ex-US Stocks Portfolio | Bob Clyatt Sandwich Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | High | |
| Asset Allocation | Stocks | 100% | 55% |
| Fixed Income | 0% | 45% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +5.15% | +7.24% |
| Std Dev | 16.50% | 8.27% | |
| Max Drawdown | -57.00% | -28.96% | |
| All time Stats (Since Jan 1976) |
Return | +8.63% | +9.46% |
| Std Dev | 17.01% | 8.88% | |
| Max Drawdown | -57.00% | -28.96% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1976
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| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Developed World ex-US Stocks Portfolio | +3.66 | +16.93 | +15.02 | +7.39 | +5.05 | +5.15 | +8.63 |
| Bob Clyatt Sandwich Portfolio | +1.75 | +11.38 | +10.32 | +5.25 | +5.22 | +7.24 | +9.46 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Developed World ex-US Stocks Portfolio: an investment of 1$, since April 1994,
now would be worth 4.52$, with a total return of 351.61%
(5.15% 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).
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).
Developed World ex-US Stocks Portfolio: an investment of 1$, since January 1976,
now would be worth 54.24$, with a total return of 5324.18%
(8.63% annualized).
Bob Clyatt Sandwich Portfolio: an investment of 1$, since January 1976, now would be worth 78.51$, with a total return of 7750.79% (9.46% annualized).
Bob Clyatt Sandwich Portfolio: an investment of 1$, since January 1976, now would be worth 78.51$, with a total return of 7750.79% (9.46% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Developed World ex-US Stocks 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 |
| -57.00% | Nov 2007 | Feb 2009 (16) | May 2014 (79) | 27.54 | |||||
| -48.19% | Jan 2000 | Mar 2003 (39) | Sep 2005 (69) | 26.73 | |||||
| -28.96% | Nov 2007 | Feb 2009 (16) | Apr 2010 (30) | 12.89 | |||||
| -28.08% | Sep 2021 | Sep 2022 (13) | Feb 2024 (30) | 11.60 | |||||
| -24.14% | Feb 2018 | Mar 2020 (26) | Nov 2020 (34) | 10.04 | |||||
| -19.10% | Jan 2022 | Sep 2022 (9) | In progress (27) | 10.58 | |||||
| -17.94% | Jul 2014 | Feb 2016 (20) | Apr 2017 (34) | 8.32 | |||||
| -14.47% | Jun 1998 | Sep 1998 (4) | Dec 1998 (7) | 7.17 | |||||
| -13.15% | Sep 1994 | Feb 1995 (6) | Mar 1996 (19) | 5.48 | |||||
| -11.23% | Aug 1997 | Dec 1997 (5) | Mar 1998 (8) | 6.96 | |||||
| -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 | |||||
| -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 | |||||
| -5.79% | May 1996 | Jan 1997 (9) | May 1997 (13) | 3.32 | |||||
| -5.67% | May 2010 | Jun 2010 (2) | Sep 2010 (5) | 3.16 | |||||
| -5.03% | Jun 2015 | Feb 2016 (9) | Jun 2016 (13) | 2.78 | |||||
| -4.69% | Sep 2000 | Nov 2000 (3) | Jan 2001 (5) | 2.47 | |||||
Drawdown comparison chart since January 1976.
Swipe left to see all data
|
Developed World ex-US Stocks 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 |
| -57.00% | Nov 2007 | Feb 2009 (16) | May 2014 (79) | 27.54 | |||||
| -48.19% | Jan 2000 | Mar 2003 (39) | Sep 2005 (69) | 26.73 | |||||
| -31.21% | Jan 1990 | Sep 1990 (9) | Jan 1994 (49) | 20.31 | |||||
| -28.96% | Nov 2007 | Feb 2009 (16) | Apr 2010 (30) | 12.89 | |||||
| -28.08% | Sep 2021 | Sep 2022 (13) | Feb 2024 (30) | 11.60 | |||||
| -27.77% | Dec 1980 | Jul 1982 (20) | Mar 1983 (28) | 12.17 | |||||
| -24.14% | Feb 2018 | Mar 2020 (26) | Nov 2020 (34) | 10.04 | |||||
| -19.10% | Jan 2022 | Sep 2022 (9) | In progress (27) | 10.58 | |||||
| -17.94% | Jul 2014 | Feb 2016 (20) | Apr 2017 (34) | 8.32 | |||||
| -15.85% | Sep 1987 | Nov 1987 (3) | Dec 1988 (16) | 7.15 | |||||
| -14.47% | Jun 1998 | Sep 1998 (4) | Dec 1998 (7) | 7.17 | |||||
| -13.46% | Sep 1987 | Oct 1987 (2) | Mar 1988 (7) | 8.36 | |||||
| -13.15% | Sep 1994 | Feb 1995 (6) | Mar 1996 (19) | 5.48 | |||||
| -11.28% | Feb 1976 | Nov 1976 (10) | Jun 1977 (17) | 6.60 | |||||
| -11.23% | Aug 1997 | Dec 1997 (5) | Mar 1998 (8) | 6.96 | |||||
| -11.03% | Feb 1980 | Mar 1980 (2) | Jul 1980 (6) | 5.29 | |||||
| -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 | |||||
| -9.43% | May 1988 | Aug 1988 (4) | Nov 1988 (7) | 4.81 | |||||
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 |
+5.35%
|
-1.09% |
+2.50%
|
-0.70% |
| 2023 |
+17.94%
|
-10.71% |
+12.05%
|
-7.10% |
| 2022 |
-15.36%
|
-27.52% |
-14.72%
|
-19.10% |
| 2021 |
+11.67%
|
-4.89% |
+9.88%
|
-2.74% |
| 2020 |
+9.74%
|
-23.99% |
+10.59%
|
-10.75% |
| 2019 |
+22.62%
|
-5.21% |
+16.81%
|
-2.79% |
| 2018 |
-14.75%
|
-18.62% |
-4.77%
|
-7.14% |
| 2017 |
+26.42%
|
0.00% |
+13.38%
|
0.00% |
| 2016 |
+2.67%
|
-8.44% |
+6.63%
|
-2.20% |
| 2015 |
-0.38%
|
-12.39% |
+0.48%
|
-4.93% |
| 2014 |
-5.98%
|
-10.04% |
+4.84%
|
-2.58% |
| 2013 |
+21.83%
|
-5.66% |
+12.69%
|
-2.58% |
| 2012 |
+18.56%
|
-13.28% |
+10.59%
|
-4.32% |
| 2011 |
-12.30%
|
-23.95% |
+0.70%
|
-9.56% |
| 2010 |
+8.35%
|
-15.54% |
+13.17%
|
-5.67% |
| 2009 |
+27.49%
|
-22.68% |
+19.04%
|
-11.95% |
| 2008 |
-40.65%
|
-45.54% |
-16.79%
|
-19.50% |
| 2007 |
+11.15%
|
-6.29% |
+7.88%
|
-3.03% |
| 2006 |
+26.27%
|
-3.73% |
+13.86%
|
-2.63% |
| 2005 |
+13.60%
|
-4.72% |
+8.69%
|
-1.97% |
| 2004 |
+20.25%
|
-3.59% |
+13.13%
|
-3.88% |
| 2003 |
+38.67%
|
-8.24% |
+24.10%
|
-1.44% |
| 2002 |
-15.62%
|
-23.19% |
-0.29%
|
-6.62% |
| 2001 |
-21.94%
|
-26.63% |
+0.13%
|
-6.93% |
| 2000 |
-14.29%
|
-17.14% |
+2.38%
|
-4.69% |
| 1999 |
+37.96%
|
-4.28% |
+12.00%
|
-2.74% |
| 1998 |
+16.51%
|
-14.47% |
+9.62%
|
-9.04% |
| 1997 |
-1.39%
|
-11.23% |
+10.10%
|
-3.38% |
| 1996 |
+4.68%
|
-4.13% |
+10.04%
|
-2.63% |
| 1995 |
+3.98%
|
-8.89% |
+19.39%
|
-0.52% |
| 1994 |
+9.76%
|
-5.55% |
-2.75%
|
-6.91% |
| 1993 |
+29.92%
|
-10.94% |
+20.08%
|
-2.13% |
| 1992 |
-14.79%
|
-15.85% |
+6.13%
|
-1.86% |
| 1991 |
+9.48%
|
-9.97% |
+26.12%
|
-3.31% |
| 1990 |
-24.79%
|
-31.21% |
-2.55%
|
-10.22% |
| 1989 |
+12.85%
|
-7.94% |
+23.52%
|
-0.93% |
| 1988 |
+25.66%
|
-9.43% |
+14.83%
|
-2.22% |
| 1987 |
+30.48%
|
-13.46% |
+2.90%
|
-15.85% |
| 1986 |
+63.38%
|
-8.70% |
+22.03%
|
-4.12% |
| 1985 |
+56.04%
|
-1.19% |
+29.14%
|
-1.30% |
| 1984 |
+7.32%
|
-6.40% |
+10.00%
|
-5.21% |
| 1983 |
+23.61%
|
-3.06% |
+15.81%
|
-2.56% |
| 1982 |
-1.94%
|
-22.97% |
+18.57%
|
-5.28% |
| 1981 |
-2.36%
|
-10.87% |
+2.36%
|
-7.64% |
| 1980 |
+22.48%
|
-11.03% |
+16.30%
|
-8.94% |
| 1979 |
+4.69%
|
-8.91% |
+13.51%
|
-6.80% |
| 1978 |
+32.52%
|
-5.86% |
+10.15%
|
-6.22% |
| 1977 |
+17.99%
|
-2.80% |
+5.06%
|
-2.44% |
| 1976 |
+2.46%
|
-11.28% |
+17.59%
|
-1.99% |
