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Bob Clyatt Sandwich Portfolio

Last updated Nov 29, 2022
Expense Ratio

Rank 41 of 54

0.17%
0.00%0.94%
Dividend Yield

Rank 32 of 54

1.99%
0.00%4.59%
10Y Annualized Return

Rank 39 of 54

6.63%
3.43%53.98%
Sharpe Ratio

Rank 36 of 54

-0.77
-1.170.32
Maximum Drawdown

Rank 9 of 54

-25.34%
-91.88%-19.55%

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 $21,198 for a total return of roughly 111.98%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovember
-4.59%
-5.25%
Bob Clyatt Sandwich Portfolio
Benchmark (^GSPC)
Portfolio components

Bob Clyatt Sandwich PortfolioReturns

As of Nov 29, 2022, the Bob Clyatt Sandwich Portfolio returned -15.96% Year-To-Date and 6.63% of annualized return in the last 10 years.


1M6MYTD1Y5Y10Y
Benchmark1.45%-4.82%-16.96%-13.86%8.56%10.84%
Bob Clyatt Sandwich Portfolio3.30%-4.58%-13.72%-12.14%3.67%5.55%
VV
Vanguard Large-Cap ETF
1.62%-4.11%-17.38%-14.61%10.29%12.86%
EEM
iShares MSCI Emerging Markets ETF
12.02%-7.88%-20.70%-19.28%-1.69%1.22%
VNQ
Vanguard Real Estate ETF
1.97%-14.08%-25.31%-19.02%3.94%6.96%
IEI
iShares 3-7 Year Treasury Bond ETF
1.30%-4.09%-9.61%-9.86%0.15%0.59%
SCZ
iShares MSCI EAFE Small-Cap ETF
8.87%-8.05%-21.78%-18.96%0.31%6.42%
VEU
Vanguard FTSE All-World ex-US ETF
9.95%-5.53%-15.47%-12.66%1.63%4.48%
IJR
iShares Core S&P Small-Cap ETF
1.54%-2.09%-12.31%-10.60%6.67%11.65%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
0.31%0.98%1.04%1.04%1.04%0.56%

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 -0.77. 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.


-1.50-1.00-0.500.00JulyAugustSeptemberOctoberNovember
-0.97
-0.63
Bob Clyatt Sandwich Portfolio
Benchmark (^GSPC)
Portfolio components

Bob Clyatt Sandwich PortfolioDividends

Bob Clyatt Sandwich Portfolio granted a 1.99% dividend yield in the last twelve months.


PeriodTTM202120202019201820172016201520142013201220112010

Dividend yield

1.99%1.41%1.45%2.36%2.43%2.00%2.10%2.09%2.06%1.82%2.10%2.50%2.51%

Bob Clyatt Sandwich PortfolioDrawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovember
-14.34%
-17.49%
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 20.47%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.47%Nov 8, 2021236Oct 14, 2022
-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

Bob Clyatt Sandwich PortfolioVolatility Chart

Current Bob Clyatt Sandwich Portfolio volatility is 0.20%. 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%JulyAugustSeptemberOctoberNovember
7.72%
13.39%
Bob Clyatt Sandwich Portfolio
Benchmark (^GSPC)
Portfolio components