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Bob Clyatt Sandwich Portfolio

Expense Ratio

Rank 39 of 53

0.17%
0.00%0.94%
Dividend Yield

Rank 38 of 53

1.29%
0.00%2.60%
10Y Annualized Return

Rank 42 of 53

7.66%
4.72%40.02%
Sharpe Ratio

Rank 25 of 53

2.93
1.083.46
Maximum Drawdown

Rank 10 of 53

-18.13%
-38.24%-8.85%

Bob Clyatt Sandwich PortfolioAsset Allocation


S&P 500

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 $23,779 for a total return of roughly 137.79%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


Bob Clyatt Sandwich Portfolio
Benchmark (S&P 500)
Portfolio components

Bob Clyatt Sandwich PortfolioReturns

As of Jun 12, 2021, the Bob Clyatt Sandwich Portfolio returned 7.76% Year-To-Date and 7.66% of annualized return in the last 10 years.


1MYTD6M1Y5Y10Y
Bob Clyatt Sandwich Portfolio0.87%5.84%6.62%20.33%9.26%7.43%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
-0.00%-0.04%-0.04%-0.05%0.97%0.45%
EEM
iShares MSCI Emerging Markets ETF
1.90%5.41%6.82%37.82%12.72%3.74%
IEI
iShares 3-7 Year Treasury Bond ETF
0.12%-1.60%-1.47%-1.35%2.15%2.37%
IJR
iShares Core S&P Small-Cap ETF
-0.25%19.37%20.72%62.30%15.27%13.41%
SCZ
iShares MSCI EAFE Small-Cap ETF
-0.20%8.32%9.81%37.12%11.27%8.51%
VEU
Vanguard FTSE All-World ex-US ETF
1.23%8.82%9.65%34.75%11.33%5.83%
VNQ
Vanguard Real Estate ETF
5.06%20.55%22.49%30.28%7.88%9.70%
VV
Vanguard Large Cap ETF
1.94%11.42%12.53%37.35%17.70%14.82%

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

The chart below displays rolling 12-month Sharpe Ratio.


Bob Clyatt Sandwich Portfolio
Benchmark (S&P 500)
Portfolio components

Bob Clyatt Sandwich PortfolioDividends

Bob Clyatt Sandwich Portfolio granted a 1.20% dividend yield in the last twelve months, as of Jun 12, 2021.


PeriodTTM20202019201820172016201520142013201220112010

Dividend yield

1.20%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

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


Bob Clyatt Sandwich Portfolio
Benchmark (S&P 500)
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
-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

Current Bob Clyatt Sandwich Portfolio volatility is 0.14%. 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 (S&P 500)
Portfolio components

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