The Lazy Team Dynamic 40/60 Income Portfolio vs Bob Clyatt Sandwich Portfolio Portfolio Comparison

Simulation Settings
Period: January 1992 - November 2024 (~33 years)
Consolidated Returns as of 30 November 2024
Rebalancing: at every Jan 1st
Currency: USD
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Results
30 Years
All (since January 1992)
The Lazy Team Dynamic 40/60 Income Portfolio
1.00$
Initial Capital
December 1994
8.59$
Final Capital
November 2024
7.43%
Yearly Return
8.13%
Std Deviation
-29.84%
Max Drawdown
26months
Recovery Period
1.00$
Initial Capital
January 1992
10.74$
Final Capital
November 2024
7.48%
Yearly Return
7.85%
Std Deviation
-29.84%
Max Drawdown
26months
Recovery Period
Bob Clyatt Sandwich Portfolio
1.00$
Initial Capital
December 1994
8.78$
Final Capital
November 2024
7.51%
Yearly Return
8.30%
Std Deviation
-28.96%
Max Drawdown
30months
Recovery Period
1.00$
Initial Capital
January 1992
10.79$
Final Capital
November 2024
7.49%
Yearly Return
8.17%
Std Deviation
-28.96%
Max Drawdown
30months
Recovery Period

As of November 2024, in the previous 30 Years, the The Lazy Team Dynamic 40/60 Income Portfolio obtained a 7.43% compound annual return, with a 8.13% standard deviation. It suffered a maximum drawdown of -29.84% that required 26 months to be recovered.

As of November 2024, in the previous 30 Years, the Bob Clyatt Sandwich Portfolio obtained a 7.51% compound annual return, with a 8.30% standard deviation. It suffered a maximum drawdown of -28.96% that required 30 months to be recovered.

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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

The Lazy Team Dynamic 40/60 Income Portfolio
Weight
(%)
ETF
Ticker
Name
20.00
PFF
iShares Preferred and Income Securities ETF
20.00
VTI
Vanguard Total Stock Market
20.00
EMB
iShares JP Morgan USD Em Mkts Bd
20.00
SHY
iShares 1-3 Year Treasury Bond
20.00
HYG
iShares iBoxx $ High Yield Corporate Bond
Bob Clyatt Sandwich Portfolio
Weight
(%)
ETF
Ticker
Name
20.00
VV
Vanguard Large-Cap
10.00
SCZ
iShares MSCI EAFE Small-Cap
8.00
IJR
iShares Core S&P Small-Cap
6.00
EEM
iShares MSCI Emerging Markets
6.00
VEU
Vanguard FTSE All-World ex-US
5.00
VNQ
Vanguard Real Estate
41.00
IEI
iShares 3-7 Year Treasury Bond
4.00
BIL
SPDR Blmbg Barclays 1-3 Mth T-Bill
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Portfolio Returns as of Nov 30, 2024

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
  • the actual US Inflation rates.
RETURN COMPARISON
Period: 1 January 1992 - 30 November 2024 (~33 years)
Swipe left to see all data
Return (%) as of Nov 30, 2024
YTD
(11M)
1M 6M 1Y 5Y 10Y 30Y MAX
(~33Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_lzp.webp Dynamic 40/60 Income
The Lazy Team
11.86 2.37 7.95 15.75 4.80 4.97 7.43 7.48
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_author_none.webp Sandwich Portfolio
Bob Clyatt
10.61 2.62 7.63 15.69 5.55 5.62 7.51 7.49
Return over 1 year are annualized.
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Capital Growth as of Nov 30, 2024

The Lazy Team Dynamic 40/60 Income Portfolio: an investment of 1$, since December 1994, now would be worth 8.59$, with a total return of 758.91% (7.43% annualized).

Bob Clyatt Sandwich Portfolio: an investment of 1$, since December 1994, now would be worth 8.78$, with a total return of 778.08% (7.51% annualized).


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The Lazy Team Dynamic 40/60 Income Portfolio: an investment of 1$, since January 1992, now would be worth 10.74$, with a total return of 973.98% (7.48% annualized).

Bob Clyatt Sandwich Portfolio: an investment of 1$, since January 1992, now would be worth 10.79$, with a total return of 978.96% (7.49% annualized).


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Portfolio Metrics as of Nov 30, 2024

The following metrics, updated as of 30 November 2024, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 December 2023 - 30 November 2024 (1 year)
Period: 1 December 2019 - 30 November 2024 (5 years)
Period: 1 December 2014 - 30 November 2024 (10 years)
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1992 - 30 November 2024 (~33 years)
Swipe left to see all data
Dynamic 40/60 Income Sandwich Portfolio
Author The Lazy Team Bob Clyatt
ASSET ALLOCATION
Stocks 40% 55%
Fixed Income 60% 45%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 15.75 15.69
Infl. Adjusted Return (%) 12.67 12.62
DRAWDOWN
Deepest Drawdown Depth (%) -2.45 -2.86
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -2.45 -0.70
Start to Recovery (months) 2 2
Longest Negative Period (months) 2 4
RISK INDICATORS
Standard Deviation (%) 5.39 7.43
Sharpe Ratio 1.95 1.41
Sortino Ratio 2.38 1.78
Ulcer Index 0.74 1.07
Ratio: Return / Standard Deviation 2.92 2.11
Ratio: Return / Deepest Drawdown 6.44 5.49
Metrics calculated over the period 1 December 2023 - 30 November 2024
Swipe left to see all data
Dynamic 40/60 Income Sandwich Portfolio
Author The Lazy Team Bob Clyatt
ASSET ALLOCATION
Stocks 40% 55%
Fixed Income 60% 45%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.80 5.55
Infl. Adjusted Return (%) 0.60 1.32
DRAWDOWN
Deepest Drawdown Depth (%) -17.33 -19.10
Start to Recovery (months) 30 31
Longest Drawdown Depth (%) -17.33 -19.10
Start to Recovery (months) 30 31
Longest Negative Period (months) 38 36
RISK INDICATORS
Standard Deviation (%) 10.17 10.52
Sharpe Ratio 0.25 0.31
Sortino Ratio 0.32 0.41
Ulcer Index 7.24 7.44
Ratio: Return / Standard Deviation 0.47 0.53
Ratio: Return / Deepest Drawdown 0.28 0.29
Metrics calculated over the period 1 December 2019 - 30 November 2024
Swipe left to see all data
Dynamic 40/60 Income Sandwich Portfolio
Author The Lazy Team Bob Clyatt
ASSET ALLOCATION
Stocks 40% 55%
Fixed Income 60% 45%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.97 5.62
Infl. Adjusted Return (%) 1.97 2.61
DRAWDOWN
Deepest Drawdown Depth (%) -17.33 -19.10
Start to Recovery (months) 30 31
Longest Drawdown Depth (%) -17.33 -19.10
Start to Recovery (months) 30 31
Longest Negative Period (months) 38 36
RISK INDICATORS
Standard Deviation (%) 7.89 8.57
Sharpe Ratio 0.43 0.47
Sortino Ratio 0.57 0.63
Ulcer Index 5.24 5.47
Ratio: Return / Standard Deviation 0.63 0.66
Ratio: Return / Deepest Drawdown 0.29 0.29
Metrics calculated over the period 1 December 2014 - 30 November 2024
Swipe left to see all data
Dynamic 40/60 Income Sandwich Portfolio
Author The Lazy Team Bob Clyatt
ASSET ALLOCATION
Stocks 40% 55%
Fixed Income 60% 45%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.43 7.51
Infl. Adjusted Return (%) 4.79 4.86
DRAWDOWN
Deepest Drawdown Depth (%) -29.84 -28.96
Start to Recovery (months) 26 30
Longest Drawdown Depth (%) -17.33 -19.10
Start to Recovery (months) 30 31
Longest Negative Period (months) 69 50
RISK INDICATORS
Standard Deviation (%) 8.13 8.30
Sharpe Ratio 0.63 0.63
Sortino Ratio 0.82 0.82
Ulcer Index 4.85 5.20
Ratio: Return / Standard Deviation 0.91 0.90
Ratio: Return / Deepest Drawdown 0.25 0.26
Metrics calculated over the period 1 December 1994 - 30 November 2024
Swipe left to see all data
Dynamic 40/60 Income Sandwich Portfolio
Author The Lazy Team Bob Clyatt
ASSET ALLOCATION
Stocks 40% 55%
Fixed Income 60% 45%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.48 7.49
Infl. Adjusted Return (%) 4.81 4.82
DRAWDOWN
Deepest Drawdown Depth (%) -29.84 -28.96
Start to Recovery (months) 26 30
Longest Drawdown Depth (%) -17.33 -19.10
Start to Recovery (months) 30 31
Longest Negative Period (months) 69 50
RISK INDICATORS
Standard Deviation (%) 7.85 8.17
Sharpe Ratio 0.65 0.63
Sortino Ratio 0.84 0.82
Ulcer Index 4.68 5.05
Ratio: Return / Standard Deviation 0.95 0.92
Ratio: Return / Deepest Drawdown 0.25 0.26
Metrics calculated over the period 1 January 1992 - 30 November 2024
The first official book of
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Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

DRAWDOWN COMPARISON
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1992 - 30 November 2024 (~33 years)

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Dynamic 40/60 Income Sandwich Portfolio
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-29.84 26 Nov 2007
Dec 2009
-28.96 30 Nov 2007
Apr 2010
-19.10 31 Jan 2022
Jul 2024
-17.33 30 Jan 2022
Jun 2024
-12.42 6 Feb 2020
Jul 2020
-10.75 7 Jan 2020
Jul 2020
-9.56 10 May 2011
Feb 2012
-9.38 8 May 1998
Dec 1998
-9.04 7 May 1998
Nov 1998
-7.19 8 Jun 2011
Jan 2012
-7.14 8 Sep 2018
Apr 2019
-6.93 15 Feb 2001
Apr 2002
-6.73 9 May 2002
Jan 2003
-6.62 12 Jun 2002
May 2003
-5.67 5 May 2010
Sep 2010

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Dynamic 40/60 Income Sandwich Portfolio
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-29.84 26 Nov 2007
Dec 2009
-28.96 30 Nov 2007
Apr 2010
-19.10 31 Jan 2022
Jul 2024
-17.33 30 Jan 2022
Jun 2024
-12.42 6 Feb 2020
Jul 2020
-10.75 7 Jan 2020
Jul 2020
-9.56 10 May 2011
Feb 2012
-9.38 8 May 1998
Dec 1998
-9.04 7 May 1998
Nov 1998
-7.19 8 Jun 2011
Jan 2012
-7.14 8 Sep 2018
Apr 2019
-6.93 15 Feb 2001
Apr 2002
-6.91 15 Feb 1994
Apr 1995
-6.73 9 May 2002
Jan 2003
-6.62 12 Jun 2002
May 2003

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the Simulation Settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1992 - 30 November 2024 (~33 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

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Yearly Returns

For each year, the following table provides the return and intra-year drawdown. The highlighted returns represent the highest values for that specific year.

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Dynamic 40/60 Income Sandwich Portfolio
Year Return
(%)
Drawdown
(%)
Return
(%)
Drawdown
(%)
2024
11.86 -2.45 10.61 -2.86
2023
11.97 -5.00 12.05 -7.10
2022
-14.37 -17.33 -14.72 -19.10
2021
6.72 -1.83 9.88 -2.74
2020
8.28 -12.42 10.59 -10.75
2019
15.91 -1.51 16.81 -2.79
2018
-3.18 -5.09 -4.77 -7.14
2017
9.18 0.00 13.38 0.00
2016
7.53 -1.95 6.63 -2.20
2015
0.21 -4.06 0.48 -4.93
2014
7.01 -1.44 4.84 -2.58
2013
6.13 -3.06 12.69 -2.58
2012
12.70 -2.72 10.59 -4.32
2011
2.96 -7.19 0.70 -9.56
2010
11.25 -3.72 13.17 -5.67
2009
22.37 -15.04 19.04 -11.95
2008
-14.80 -23.51 -16.79 -19.50
2007
0.88 -3.23 7.88 -3.03
2006
9.18 -1.29 13.86 -2.63
2005
5.23 -1.76 8.69 -1.97
2004
8.41 -3.31 13.13 -3.88
2003
21.64 -1.30 24.10 -1.44
2002
1.03 -6.73 -0.29 -6.62
2001
8.71 -3.24 0.13 -6.93
2000
3.43 -4.13 2.38 -4.69
1999
11.02 -2.15 12.00 -2.74
1998
6.04 -9.38 9.62 -9.04
1997
16.36 -2.49 10.10 -3.38
1996
16.81 -1.12 10.04 -2.63
1995
23.17 0.00 19.39 -0.52
1994
-3.19 -5.36 -2.75 -6.91
1993
14.73 -0.57 20.08 -2.13
1992
12.95 -0.70 6.13 -1.86
The first official book of
Build wealth
with Lazy Portfolios and Passive Investing