10-year Treasury vs Bill Bernstein Sheltered Sam 20/80 Portfolio Comparison

Last Update: 31 March 2024

The 10-year Treasury Portfolio obtained a 4.85% compound annual return, with a 6.78% standard deviation, in the last 30 Years.

The Bill Bernstein Sheltered Sam 20/80 Portfolio obtained a 5.23% compound annual return, with a 4.08% standard deviation, in the last 30 Years.

Summary

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10-year Treasury Portfolio Bill Bernstein Sheltered Sam 20/80 Portfolio
Portfolio Risk Low Low
Asset Allocation Stocks 0% 19.4%
Fixed Income 100% 80%
Commodities 0% 0.6%
30 Years Stats Return +4.85% +5.23%
Std Dev 6.78% 4.08%
Max Drawdown -23.18% -11.24%
All time Stats
(Since Jan 1985)		 Return +6.48% +6.64%
Std Dev 7.23% 4.49%
Max Drawdown -23.18% -11.24%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
10-year Treasury Portfolio +0.73 +5.02 -1.56 -0.61 +1.16 +4.85 +6.48
Bill Bernstein Sheltered Sam 20/80 Portfolio +1.11 +6.30 +4.68 +3.15 +2.86 +5.23 +6.64
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

10-year Treasury Portfolio: an investment of 1$, since April 1994, now would be worth 4.14$, with a total return of 314.12% (4.85% annualized).

Bill Bernstein Sheltered Sam 20/80 Portfolio: an investment of 1$, since April 1994, now would be worth 4.61$, with a total return of 361.39% (5.23% annualized).

10-year Treasury Portfolio: an investment of 1$, since January 1985, now would be worth 11.76$, with a total return of 1075.68% (6.48% annualized).

Bill Bernstein Sheltered Sam 20/80 Portfolio: an investment of 1$, since January 1985, now would be worth 12.48$, with a total return of 1147.82% (6.64% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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10-year Treasury Portfolio
Bill Bernstein Sheltered Sam 20/80 Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-23.18% Aug 2020 Oct 2023 (39) In progress (44) 13.61
-11.24% Jan 2022 Sep 2022 (9) In progress (27) 6.17
-11.12% Jun 2008 Feb 2009 (9) Sep 2009 (16) 5.60
-9.34% Oct 1998 Jan 2000 (16) Aug 2000 (23) 5.17
-7.60% May 2013 Dec 2013 (8) Nov 2014 (19) 4.38
-7.18% Aug 2016 Apr 2018 (21) May 2019 (34) 4.82
-6.90% Feb 1996 May 1996 (4) Nov 1996 (10) 4.58
-6.65% Jan 2009 Jun 2009 (6) Jun 2010 (18) 4.33
-6.60% Nov 2001 Mar 2002 (5) Jul 2002 (9) 3.77
-5.68% Jun 2003 Jul 2003 (2) Dec 2003 (7) 2.83
-4.85% Apr 2004 May 2004 (2) Oct 2004 (7) 2.96
-4.67% Sep 2010 Mar 2011 (7) Jul 2011 (11) 2.74
-4.25% Feb 2015 Jun 2015 (5) Jan 2016 (12) 2.34
-4.15% Apr 2008 May 2008 (2) Nov 2008 (8) 2.19
-4.13% Oct 2002 Nov 2002 (2) Feb 2003 (5) 2.02
-4.08% Jul 2005 May 2006 (11) Sep 2006 (15) 2.49
-4.04% Dec 1996 Mar 1997 (4) Jun 1997 (7) 2.15
-3.84% Feb 2020 Mar 2020 (2) Jun 2020 (5) 1.69
-3.09% Apr 1994 Nov 1994 (8) Jan 1995 (10) 1.88
-3.04% Apr 2004 Apr 2004 (1) Sep 2004 (6) 1.63

Drawdown comparison chart since January 1985.

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10-year Treasury Portfolio
Bill Bernstein Sheltered Sam 20/80 Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-23.18% Aug 2020 Oct 2023 (39) In progress (44) 13.61
-11.24% Jan 2022 Sep 2022 (9) In progress (27) 6.17
-11.12% Jun 2008 Feb 2009 (9) Sep 2009 (16) 5.60
-10.87% Mar 1987 Sep 1987 (7) Jan 1988 (11) 5.88
-10.14% Nov 1993 Nov 1994 (13) May 1995 (19) 6.64
-9.34% Oct 1998 Jan 2000 (16) Aug 2000 (23) 5.17
-7.60% May 2013 Dec 2013 (8) Nov 2014 (19) 4.38
-7.18% Aug 2016 Apr 2018 (21) May 2019 (34) 4.82
-6.90% Feb 1996 May 1996 (4) Nov 1996 (10) 4.58
-6.65% Jan 2009 Jun 2009 (6) Jun 2010 (18) 4.33
-6.60% Nov 2001 Mar 2002 (5) Jul 2002 (9) 3.77
-5.68% Jun 2003 Jul 2003 (2) Dec 2003 (7) 2.83
-5.52% Feb 1994 Jun 1994 (5) Mar 1995 (14) 3.89
-4.85% Apr 2004 May 2004 (2) Oct 2004 (7) 2.96
-4.67% Sep 2010 Mar 2011 (7) Jul 2011 (11) 2.74
-4.60% Mar 1988 May 1988 (3) Sep 1988 (7) 2.57
-4.48% Jan 1990 Apr 1990 (4) Jun 1990 (6) 2.44
-4.40% Sep 1987 Nov 1987 (3) Jan 1988 (5) 2.67
-4.25% Feb 2015 Jun 2015 (5) Jan 2016 (12) 2.34
-4.15% Apr 2008 May 2008 (2) Nov 2008 (8) 2.19

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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Year Return Drawdown Return Drawdown
2024
-1.30%
 -2.08%
+1.19%
 -0.03%
2023
+3.64%
 -8.81%
+6.07%
 -3.04%
2022
-15.19%
 -16.91%
-8.57%
 -11.24%
2021
-3.33%
 -5.73%
+6.12%
 -1.13%
2020
+10.01%
 -2.02%
+6.51%
 -3.84%
2019
+8.03%
 -2.59%
+9.31%
 -0.46%
2018
+0.99%
 -3.19%
-1.46%
 -2.63%
2017
+2.55%
 -1.90%
+4.67%
 -0.02%
2016
+1.00%
 -6.50%
+4.89%
 -0.76%
2015
+1.51%
 -4.25%
-0.87%
 -2.69%
2014
+9.07%
 -1.05%
+3.15%
 -1.67%
2013
-6.09%
 -7.60%
+2.51%
 -2.85%
2012
+3.66%
 -2.67%
+5.52%
 -0.90%
2011
+15.64%
 -1.29%
+4.55%
 -2.74%
2010
+9.37%
 -4.30%
+6.66%
 -1.86%
2009
-6.59%
 -6.65%
+8.71%
 -5.55%
2008
+17.91%
 -4.15%
-4.20%
 -8.77%
2007
+10.37%
 -1.85%
+7.87%
 -0.26%
2006
+2.52%
 -2.87%
+6.52%
 -0.66%
2005
+2.64%
 -3.19%
+3.75%
 -1.08%
2004
+4.12%
 -4.85%
+6.77%
 -3.04%
2003
+5.29%
 -5.68%
+11.07%
 -1.00%
2002
+15.45%
 -4.13%
+6.48%
 -0.84%
2001
+5.40%
 -5.21%
+5.17%
 -0.79%
2000
+17.28%
 -1.12%
+10.33%
 -0.80%
1999
-7.83%
 -8.11%
+2.93%
 -2.01%
1998
+14.64%
 -1.61%
+8.26%
 -1.97%
1997
+11.97%
 -2.02%
+11.23%
 -1.41%
1996
-0.00%
 -6.90%
+6.44%
 -1.47%
1995
+25.55%
 -1.23%
+18.36%
 0.00%
1994
-7.19%
 -9.56%
-2.45%
 -5.52%
1993
+12.97%
 -2.55%
+13.19%
 -1.20%
1992
+7.23%
 -4.02%
+7.98%
 -1.39%
1991
+18.91%
 -0.54%
+17.84%
 -1.06%
1990
+7.70%
 -4.48%
+5.02%
 -3.05%
1989
+17.84%
 -2.30%
+15.82%
 -0.71%
1988
+6.90%
 -4.60%
+8.98%
 -1.35%
1987
-2.64%
 -10.87%
+2.97%
 -4.40%
1986
+21.35%
 -3.93%
+16.07%
 -2.27%
1985
+29.85%
 -3.33%
+21.99%
 -0.96%