All Country World 60/40 vs Bill Bernstein Sheltered Sam 50/50 Portfolio Comparison

Last Update: 29 February 2024

The All Country World 60/40 Portfolio obtained a 6.36% compound annual return, with a 10.07% standard deviation, in the last 30 Years.

The Bill Bernstein Sheltered Sam 50/50 Portfolio obtained a 6.77% compound annual return, with a 7.82% standard deviation, in the last 30 Years.

Summary

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All Country World 60/40 Portfolio Bill Bernstein Sheltered Sam 50/50 Portfolio
Portfolio Risk High Medium
Asset Allocation Stocks 60% 48.5%
Fixed Income 40% 50%
Commodities 0% 1.5%
30 Years Stats Return +6.36% +6.77%
Std Dev 10.07% 7.82%
Max Drawdown -36.70% -28.23%
All time Stats
(Since Jan 1985)
Return +8.15% +8.43%
Std Dev 10.40% 7.97%
Max Drawdown -36.70% -28.23%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
All Country World 60/40 Portfolio +2.40 +8.14 +15.51 +6.57 +5.92 +6.36 +8.15
Bill Bernstein Sheltered Sam 50/50 Portfolio +1.26 +5.46 +8.30 +5.37 +4.90 +6.77 +8.43
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

All Country World 60/40 Portfolio: an investment of 1$, since March 1994, now would be worth 6.36$, with a total return of 536.24% (6.36% annualized).

Bill Bernstein Sheltered Sam 50/50 Portfolio: an investment of 1$, since March 1994, now would be worth 7.14$, with a total return of 614.24% (6.77% annualized).

All Country World 60/40 Portfolio: an investment of 1$, since January 1985, now would be worth 21.49$, with a total return of 2049.08% (8.15% annualized).

Bill Bernstein Sheltered Sam 50/50 Portfolio: an investment of 1$, since January 1985, now would be worth 23.82$, with a total return of 2281.98% (8.43% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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All Country World 60/40 Portfolio
Bill Bernstein Sheltered Sam 50/50 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-36.70% Nov 2007 Feb 2009 (16) Jan 2011 (39) 16.68
-28.23% Nov 2007 Feb 2009 (16) Oct 2010 (36) 11.60
-23.34% Apr 2000 Sep 2002 (30) Jan 2004 (46) 12.33
-21.52% Jan 2022 Sep 2022 (9) In progress (26) 11.46
-15.17% Jan 2022 Sep 2022 (9) In progress (26) 7.37
-13.80% Jan 2020 Mar 2020 (3) Jul 2020 (7) 6.11
-12.04% May 2011 Sep 2011 (5) Mar 2012 (11) 5.34
-11.63% Jan 2020 Mar 2020 (3) Aug 2020 (8) 5.34
-9.85% May 1998 Aug 1998 (4) Nov 1998 (7) 4.41
-8.99% May 2011 Sep 2011 (5) Feb 2012 (10) 3.68
-8.55% May 1998 Aug 1998 (4) Dec 1998 (8) 3.53
-8.49% Feb 2018 Dec 2018 (11) Apr 2019 (15) 3.64
-7.79% Jun 2002 Sep 2002 (4) May 2003 (12) 5.18
-7.73% Jun 2015 Feb 2016 (9) Jul 2016 (14) 4.20
-6.63% Sep 2018 Dec 2018 (4) Apr 2019 (8) 2.91
-5.70% Apr 2012 May 2012 (2) Aug 2012 (5) 2.61
-5.55% Feb 2001 Sep 2001 (8) Mar 2002 (14) 2.41
-5.30% Jun 2015 Jan 2016 (8) Jun 2016 (13) 2.96
-4.76% Aug 1997 Oct 1997 (3) Feb 1998 (7) 3.03
-3.81% Sep 1994 Nov 1994 (3) Feb 1995 (6) 2.13

Drawdown comparison chart since January 1985.

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All Country World 60/40 Portfolio
Bill Bernstein Sheltered Sam 50/50 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-36.70% Nov 2007 Feb 2009 (16) Jan 2011 (39) 16.68
-28.23% Nov 2007 Feb 2009 (16) Oct 2010 (36) 11.60
-23.34% Apr 2000 Sep 2002 (30) Jan 2004 (46) 12.33
-21.52% Jan 2022 Sep 2022 (9) In progress (26) 11.46
-17.68% Sep 1987 Nov 1987 (3) Dec 1988 (16) 8.37
-15.17% Jan 2022 Sep 2022 (9) In progress (26) 7.37
-14.70% Jan 1990 Sep 1990 (9) May 1991 (17) 7.12
-13.80% Jan 2020 Mar 2020 (3) Jul 2020 (7) 6.11
-13.42% Sep 1987 Nov 1987 (3) Oct 1988 (14) 6.31
-12.04% May 2011 Sep 2011 (5) Mar 2012 (11) 5.34
-11.63% Jan 2020 Mar 2020 (3) Aug 2020 (8) 5.34
-9.85% May 1998 Aug 1998 (4) Nov 1998 (7) 4.41
-8.99% May 2011 Sep 2011 (5) Feb 2012 (10) 3.68
-8.55% May 1998 Aug 1998 (4) Dec 1998 (8) 3.53
-8.49% Feb 2018 Dec 2018 (11) Apr 2019 (15) 3.64
-7.88% Aug 1990 Sep 1990 (2) Jan 1991 (6) 4.79
-7.79% Jun 2002 Sep 2002 (4) May 2003 (12) 5.18
-7.73% Jun 2015 Feb 2016 (9) Jul 2016 (14) 4.20
-6.63% Sep 2018 Dec 2018 (4) Apr 2019 (8) 2.91
-5.96% Feb 1994 Jun 1994 (5) Apr 1995 (15) 3.95

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
+2.21%
-0.19%
+0.69%
-0.56%
2023
+16.14%
-7.53%
+9.63%
-6.00%
2022
-16.34%
-21.52%
-10.08%
-15.17%
2021
+10.14%
-3.08%
+12.55%
-2.18%
2020
+12.48%
-13.80%
+7.04%
-11.63%
2019
+19.89%
-3.21%
+15.24%
-2.72%
2018
-5.81%
-8.49%
-4.12%
-6.63%
2017
+16.36%
0.00%
+9.70%
0.00%
2016
+6.82%
-3.26%
+8.66%
-1.99%
2015
-0.78%
-7.28%
-1.51%
-5.30%
2014
+4.95%
-2.27%
+5.32%
-2.47%
2013
+12.77%
-3.73%
+11.17%
-2.24%
2012
+13.25%
-5.70%
+9.72%
-3.50%
2011
-1.26%
-12.04%
+2.12%
-8.99%
2010
+10.93%
-6.54%
+10.93%
-6.18%
2009
+23.38%
-12.81%
+16.09%
-12.02%
2008
-25.21%
-28.83%
-16.49%
-20.24%
2007
+8.21%
-2.94%
+5.90%
-2.35%
2006
+13.12%
-2.85%
+12.64%
-1.91%
2005
+7.18%
-2.50%
+6.50%
-1.80%
2004
+10.41%
-2.77%
+11.37%
-3.69%
2003
+22.27%
-2.14%
+20.88%
-1.95%
2002
-8.59%
-14.20%
-0.98%
-7.79%
2001
-5.46%
-12.83%
+1.33%
-5.55%
2000
-4.61%
-7.73%
+7.28%
-2.16%
1999
+16.48%
-3.00%
+8.35%
-2.52%
1998
+15.37%
-9.85%
+8.46%
-8.55%
1997
+9.98%
-4.76%
+14.60%
-2.41%
1996
+10.14%
-1.85%
+11.34%
-2.06%
1995
+18.30%
-0.82%
+21.19%
-0.68%
1994
-0.34%
-5.55%
-1.95%
-5.96%
1993
+18.90%
-3.47%
+17.86%
-1.94%
1992
-0.34%
-5.40%
+8.64%
-1.26%
1991
+17.68%
-4.03%
+23.09%
-2.50%
1990
-8.25%
-14.70%
-1.30%
-7.88%
1989
+14.23%
-2.13%
+19.77%
-0.79%
1988
+15.88%
-3.42%
+13.45%
-1.64%
1987
+10.47%
-17.68%
+3.26%
-13.42%
1986
+31.62%
-4.45%
+19.83%
-3.33%
1985
+34.19%
-1.07%
+26.90%
-1.21%