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Bob Clyatt Sandwich Portfolio

Last updated Apr 1, 2023
Expense Ratio

Rank 42 of 55

0.17%
0.00%0.94%
Dividend Yield

Rank 39 of 55

2.04%
0.00%4.33%
10Y Annualized Return

Rank 43 of 55

5.31%
2.63%52.97%
Sharpe Ratio

Rank 36 of 55

-0.50
-0.930.49
Maximum Drawdown

Rank 24 of 55

-32.63%
-82.98%-16.15%

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


100.00%120.00%140.00%160.00%180.00%NovemberDecember2023FebruaryMarch
112.78%
176.43%
Bob Clyatt Sandwich Portfolio
Benchmark (^GSPC)
Portfolio components

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 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark3.51%7.03%12.88%-10.71%9.25%10.16%
Bob Clyatt Sandwich Portfolio1.82%4.22%9.96%-6.31%4.29%5.31%
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%

Sharpe 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 -0.50. 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.


-1.60-1.40-1.20-1.00-0.80-0.60-0.40-0.20NovemberDecember2023FebruaryMarch
-0.50
-0.46
Bob Clyatt Sandwich Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Bob Clyatt Sandwich Portfolio granted a 2.04% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

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.


-25.00%-20.00%-15.00%-10.00%NovemberDecember2023FebruaryMarch
-11.55%
-14.33%
Bob Clyatt Sandwich Portfolio
Benchmark (^GSPC)
Portfolio components

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, 2008202Mar 9, 2009274Apr 9, 2010476
-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
-5.51%Dec 13, 200725Jan 18, 200874May 6, 200899

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.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%NovemberDecember2023FebruaryMarch
5.82%
15.42%
Bob Clyatt Sandwich Portfolio
Benchmark (^GSPC)
Portfolio components