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Bob Clyatt Sandwich Portfolio

Last updated Aug 13, 2022
Expense Ratio

Rank 42 of 54

0.17%
0.00%0.94%
Dividend Yield

Rank 33 of 54

1.75%
0.00%4.34%
10Y Annualized Return

Rank 39 of 54

7.56%
4.13%64.70%
Sharpe Ratio

Rank 43 of 54

-0.49
-0.980.14
Maximum Drawdown

Rank 10 of 54

-25.34%
-91.88%-17.74%

Bob Clyatt Sandwich PortfolioAsset Allocation


Bob Clyatt Sandwich PortfolioPerformance

The chart shows the growth of $10,000 invested in Bob Clyatt Sandwich Portfolio in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $22,352 for a total return of roughly 123.52%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-15.00%-10.00%-5.00%0.00%5.00%MarchAprilMayJuneJulyAugust
-4.29%
-2.76%
Bob Clyatt Sandwich Portfolio
Benchmark (^GSPC)
Portfolio components

Bob Clyatt Sandwich PortfolioReturns

As of Aug 13, 2022, the Bob Clyatt Sandwich Portfolio returned -10.12% Year-To-Date and 7.56% of annualized return in the last 10 years.


1M6MYTD1Y5Y10Y
Benchmark12.08%-4.97%-10.20%-3.65%11.89%11.81%
Bob Clyatt Sandwich Portfolio6.26%-5.22%-9.03%-8.17%5.64%6.34%
VV
Vanguard Large-Cap ETF
12.45%-5.09%-10.78%-4.45%13.78%13.93%
EEM
iShares MSCI Emerging Markets ETF
5.61%-16.32%-15.25%-19.70%1.29%2.25%
VNQ
Vanguard Real Estate ETF
11.15%-1.24%-11.28%-1.33%8.37%8.67%
IEI
iShares 3-7 Year Treasury Bond ETF
0.41%-3.40%-6.38%-7.79%0.67%1.02%
SCZ
iShares MSCI EAFE Small-Cap ETF
11.35%-12.48%-16.98%-19.12%2.99%7.84%
VEU
Vanguard FTSE All-World ex-US ETF
7.95%-11.91%-12.82%-14.30%3.63%5.38%
IJR
iShares Core S&P Small-Cap ETF
14.35%-0.59%-7.38%-4.59%10.70%12.60%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
0.14%0.27%0.24%0.21%0.92%0.48%

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 -0.49. 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.


-1.50-1.00-0.500.000.501.00MarchAprilMayJuneJulyAugust
-0.78
-0.20
Bob Clyatt Sandwich Portfolio
Benchmark (^GSPC)
Portfolio components

Bob Clyatt Sandwich PortfolioDividends

Bob Clyatt Sandwich Portfolio granted a 1.75% dividend yield in the last twelve months.


PeriodTTM202120202019201820172016201520142013201220112010

Dividend yield

1.75%1.40%1.44%2.35%2.41%1.99%2.09%2.08%2.05%1.81%2.09%2.49%2.50%

Bob Clyatt Sandwich PortfolioDrawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-9.68%
-10.77%
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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.13%Feb 13, 202027Mar 23, 202053Jun 8, 202080
-16.41%Nov 8, 2021153Jun 16, 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 0.21%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%MarchAprilMayJuneJulyAugust
11.25%
16.68%
Bob Clyatt Sandwich Portfolio
Benchmark (^GSPC)
Portfolio components

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