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Bob Clyatt Sandwich Portfolio

Expense Ratio

Rank 39 of 53

Dividend Yield

Rank 34 of 53

10Y Annualized Return

Rank 40 of 53

Sharpe Ratio

Rank 46 of 53

Maximum Drawdown

Rank 10 of 53


Bob Clyatt Sandwich PortfolioAsset Allocation

Bob Clyatt Sandwich PortfolioPerformance

The chart shows the growth of $10,000 invested in Bob Clyatt Sandwich Portfolio on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $21,654 for a total return of roughly 116.54%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly

Bob Clyatt Sandwich Portfolio
Benchmark (^GSPC)
Portfolio components

Bob Clyatt Sandwich PortfolioReturns

As of May 17, 2022, the Bob Clyatt Sandwich Portfolio returned -11.87% Year-To-Date and 6.43% of annualized return in the last 10 years.

Bob Clyatt Sandwich Portfolio-4.82%-11.87%-12.18%-8.58%5.31%6.43%
Vanguard Large Cap ETF
iShares MSCI Emerging Markets ETF
Vanguard Real Estate ETF
iShares 3-7 Year Treasury Bond ETF
iShares MSCI EAFE Small-Cap ETF
Vanguard FTSE All-World ex-US ETF
iShares Core S&P Small-Cap ETF
SPDR Barclays 1-3 Month T-Bill ETF

Bob Clyatt Sandwich PortfolioSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Bob Clyatt Sandwich Portfolio Sharpe ratio is -0.98. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.

Bob Clyatt Sandwich Portfolio
Benchmark (^GSPC)
Portfolio components

Bob Clyatt Sandwich PortfolioDividends

Bob Clyatt Sandwich Portfolio granted a 1.64% dividend yield in the last twelve months, as of May 17, 2022.


Dividend yield


Bob Clyatt Sandwich PortfolioDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.

Bob Clyatt Sandwich Portfolio
Benchmark (^GSPC)
Portfolio components

Bob Clyatt Sandwich PortfolioWorst Drawdowns

The table below shows the maximum drawdowns of the Bob Clyatt Sandwich Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Bob Clyatt Sandwich Portfolio is 18.13%, recorded on Mar 23, 2020. It took 53 trading sessions for the portfolio to recover.



To Bottom


To Recover



-18.13%Feb 13, 202027Mar 23, 202053Jun 8, 202080
-13.67%Nov 8, 2021128May 11, 2022
-11.3%Jul 8, 201161Oct 3, 201183Feb 1, 2012144
-9.81%Jan 29, 2018229Dec 24, 201859Mar 21, 2019288
-8.42%Apr 27, 2015202Feb 11, 201679Jun 6, 2016281
-7.2%Apr 26, 201030Jun 7, 201069Sep 14, 201099
-5.96%May 22, 201323Jun 24, 201360Sep 18, 201383
-5.88%Apr 3, 201243Jun 4, 201266Sep 6, 2012109
-5.18%Jan 20, 201014Feb 8, 201021Mar 10, 201035
-4.75%Jun 9, 20203Jun 11, 202028Jul 22, 202031

Bob Clyatt Sandwich PortfolioVolatility Chart

Current Bob Clyatt Sandwich Portfolio volatility is 0.17%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.

Bob Clyatt Sandwich Portfolio
Benchmark (^GSPC)
Portfolio components

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