Bob Clyatt Sandwich Portfolio
Asset Allocation
Performance
The chart shows the growth of $10,000 invested in Bob Clyatt Sandwich Portfolio in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $21,278 for a total return of roughly 112.78%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly
Returns
As of Apr 1, 2023, the Bob Clyatt Sandwich Portfolio returned 4.22% Year-To-Date and 5.31% of annualized return in the last 10 years.
| 1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 3.51% | 7.03% | 12.88% | -10.71% | 9.25% | 10.16% |
| Bob Clyatt Sandwich Portfolio | 1.82% | 4.22% | 9.96% | -6.31% | 4.29% | 5.31% |
| Portfolio components: | ||||||
VV Vanguard Large-Cap ETF | 3.61% | 7.66% | 13.50% | -10.08% | 10.93% | 12.11% |
EEM iShares MSCI Emerging Markets ETF | 3.22% | 4.12% | 14.43% | -11.86% | -1.84% | 1.45% |
VNQ Vanguard Real Estate ETF | -2.16% | 1.69% | 7.29% | -21.13% | 5.81% | 5.76% |
IEI iShares 3-7 Year Treasury Bond ETF | 2.92% | 2.73% | 3.68% | -2.12% | 0.95% | 0.87% |
SCZ iShares MSCI EAFE Small-Cap ETF | 0.49% | 5.36% | 22.45% | -9.96% | 0.72% | 5.93% |
VEU Vanguard FTSE All-World ex-US ETF | 2.84% | 6.88% | 21.79% | -5.66% | 2.63% | 4.58% |
IJR iShares Core S&P Small-Cap ETF | -5.22% | 2.54% | 11.12% | -9.89% | 6.22% | 9.95% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 0.40% | 1.03% | 1.88% | 2.43% | 1.23% | 0.70% |
| Returns over 1 year are annualized | ||||||
Dividends
Bob Clyatt Sandwich Portfolio granted a 2.04% dividend yield in the last twelve months.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend yield | 2.04% | 1.80% | 1.42% | 1.47% | 2.38% | 2.45% | 2.02% | 2.12% | 2.11% | 2.08% | 1.84% | 2.12% |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst 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 32.63%, recorded on Mar 9, 2009. It took 274 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.63% | May 20, 2008 | 202 | Mar 9, 2009 | 274 | Apr 9, 2010 | 476 |
| -20.47% | Nov 8, 2021 | 236 | Oct 14, 2022 | — | — | — |
| -18.13% | Feb 13, 2020 | 27 | Mar 23, 2020 | 53 | Jun 8, 2020 | 80 |
| -11.3% | Jul 8, 2011 | 61 | Oct 3, 2011 | 83 | Feb 1, 2012 | 144 |
| -9.81% | Jan 29, 2018 | 229 | Dec 24, 2018 | 59 | Mar 21, 2019 | 288 |
| -8.42% | Apr 27, 2015 | 202 | Feb 11, 2016 | 79 | Jun 6, 2016 | 281 |
| -7.2% | Apr 26, 2010 | 30 | Jun 7, 2010 | 69 | Sep 14, 2010 | 99 |
| -5.96% | May 22, 2013 | 23 | Jun 24, 2013 | 60 | Sep 18, 2013 | 83 |
| -5.88% | Apr 3, 2012 | 43 | Jun 4, 2012 | 66 | Sep 6, 2012 | 109 |
| -5.51% | Dec 13, 2007 | 25 | Jan 18, 2008 | 74 | May 6, 2008 | 99 |
Volatility Chart
Current Bob Clyatt Sandwich Portfolio volatility is 0.32%. 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.