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Bob Clyatt Sandwich Portfolio

Expense Ratio
0.17%
Dividend Yield
1.23%

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 $23,533 for a total return of roughly 135.33%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


0.00%50.00%100.00%150.00%200.00%250.00%20122014201620182020
135.33%
264.42%
S&P 500

Bob Clyatt Sandwich PortfolioReturns

As of Apr 11, 2021, the Bob Clyatt Sandwich Portfolio returned 4.75% Year-To-Date and 7.43% of annualized return in the last 10 years.


1MYTD6M1Y5Y10Y
Bob Clyatt Sandwich Portfolio0.90%4.75%11.79%27.68%9.28%7.43%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
-0.02%-0.03%-0.03%-0.03%0.98%0.45%
EEM
iShares MSCI Emerging Markets ETF
-2.58%3.64%18.05%53.94%11.98%3.06%
IEI
iShares 3-7 Year Treasury Bond ETF
-0.27%-1.94%-1.87%-1.23%2.20%2.68%
IJR
iShares Core S&P Small-Cap ETF
-3.62%19.47%44.71%81.82%16.38%13.38%
SCZ
iShares MSCI EAFE Small-Cap ETF
2.91%8.68%22.29%60.05%11.33%8.48%
VEU
Vanguard FTSE All-World ex-US ETF
1.03%6.47%19.99%48.45%10.87%5.35%
VNQ
Vanguard Real Estate ETF
4.64%11.02%15.40%23.56%6.79%9.37%
VV
Vanguard Large Cap ETF
4.73%10.03%19.79%52.98%17.87%14.57%

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 2.69. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


Bob Clyatt Sandwich PortfolioDividends

Bob Clyatt Sandwich Portfolio granted a 1.23% dividend yield in the last twelve months, as of Apr 11, 2021.


PeriodTTM20202019201820172016201520142013201220112010
Dividend yield
1.23%1.41%2.26%2.26%1.82%1.85%1.81%1.74%1.49%1.67%2.00%1.98%

Bob Clyatt Sandwich PortfolioDrawdowns Chart


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 {{portfolioName}} 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
-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
-4.28%Sep 3, 202014Sep 23, 202013Oct 12, 202027

Bob Clyatt Sandwich PortfolioVolatility Chart

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


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