All Country World Stocks vs Bill Bernstein Sheltered Sam 100/0 Portfolio Comparison

Last Update: 29 February 2024

The All Country World Stocks Portfolio obtained a 6.44% compound annual return, with a 15.63% standard deviation, in the last 30 Years.

The Bill Bernstein Sheltered Sam 100/0 Portfolio obtained a 9.03% compound annual return, with a 15.31% standard deviation, in the last 30 Years.

Summary

Swipe left to see all data
All Country World Stocks Portfolio Bill Bernstein Sheltered Sam 100/0 Portfolio
Portfolio Risk Very High Very High
Asset Allocation Stocks 100% 97%
Fixed Income 0% 0%
Commodities 0% 3%
30 Years Stats Return +6.44% +9.03%
Std Dev 15.63% 15.31%
Max Drawdown -57.06% -54.91%
All time Stats
(Since Jan 1976)
Return +9.13% +12.07%
Std Dev 15.63% 14.85%
Max Drawdown -57.06% -54.91%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1976

Swipe left to see all data
1M 6M 1Y 5Y 10Y 30Y MAX
All Country World Stocks Portfolio +4.49 +11.33 +22.34 +10.49 +8.47 +6.44 +9.13
Bill Bernstein Sheltered Sam 100/0 Portfolio +3.21 +8.69 +13.35 +8.94 +8.31 +9.03 +12.07
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

All Country World Stocks Portfolio: an investment of 1$, since March 1994, now would be worth 6.51$, with a total return of 550.93% (6.44% annualized).

Bill Bernstein Sheltered Sam 100/0 Portfolio: an investment of 1$, since March 1994, now would be worth 13.37$, with a total return of 1237.05% (9.03% annualized).

All Country World Stocks Portfolio: an investment of 1$, since January 1976, now would be worth 67.31$, with a total return of 6631.05% (9.13% annualized).

Bill Bernstein Sheltered Sam 100/0 Portfolio: an investment of 1$, since January 1976, now would be worth 242.32$, with a total return of 24131.90% (12.07% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

Swipe left to see all data
All Country World Stocks Portfolio
Bill Bernstein Sheltered Sam 100/0 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-57.06% Nov 2007 Feb 2009 (16) Oct 2013 (72) 26.60
-54.91% Nov 2007 Feb 2009 (16) Dec 2012 (62) 23.19
-48.44% Apr 2000 Sep 2002 (30) Oct 2006 (79) 26.77
-25.69% Feb 2001 Sep 2002 (20) Oct 2003 (33) 13.89
-25.52% Jan 2022 Sep 2022 (9) Dec 2023 (24) 12.79
-25.40% Jan 2020 Mar 2020 (3) Nov 2020 (11) 11.92
-22.15% Jan 2020 Mar 2020 (3) Aug 2020 (8) 10.05
-21.73% Jan 2022 Sep 2022 (9) Dec 2023 (24) 9.87
-19.86% May 1998 Aug 1998 (4) Apr 1999 (12) 8.09
-14.59% May 1998 Aug 1998 (4) Nov 1998 (7) 7.20
-14.45% Feb 2018 Dec 2018 (11) Oct 2019 (21) 5.44
-13.76% Jun 2015 Feb 2016 (9) Dec 2016 (19) 6.43
-13.05% Sep 2018 Dec 2018 (4) Jul 2019 (11) 5.28
-10.21% Jun 2015 Feb 2016 (9) Jul 2016 (14) 5.42
-8.28% Aug 1997 Oct 1997 (3) Feb 1998 (7) 5.31
-7.66% Sep 2000 Nov 2000 (3) Jan 2001 (5) 3.55
-6.65% Sep 1994 Jan 1995 (5) Apr 1995 (8) 3.81
-6.09% Jun 2007 Jul 2007 (2) Oct 2007 (5) 3.28
-5.95% Sep 1994 Nov 1994 (3) Mar 1995 (7) 3.49
-5.50% Jan 2000 Jan 2000 (1) Mar 2000 (3) 3.81

Drawdown comparison chart since January 1976.

Swipe left to see all data
All Country World Stocks Portfolio
Bill Bernstein Sheltered Sam 100/0 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-57.06% Nov 2007 Feb 2009 (16) Oct 2013 (72) 26.60
-54.91% Nov 2007 Feb 2009 (16) Dec 2012 (62) 23.19
-48.44% Apr 2000 Sep 2002 (30) Oct 2006 (79) 26.77
-26.12% Sep 1987 Nov 1987 (3) Apr 1989 (20) 12.48
-25.69% Feb 2001 Sep 2002 (20) Oct 2003 (33) 13.89
-25.52% Jan 2022 Sep 2022 (9) Dec 2023 (24) 12.79
-25.44% Sep 1987 Nov 1987 (3) Jan 1989 (17) 13.08
-25.40% Jan 2020 Mar 2020 (3) Nov 2020 (11) 11.92
-25.28% Jan 1990 Sep 1990 (9) May 1993 (41) 11.61
-22.15% Jan 2020 Mar 2020 (3) Aug 2020 (8) 10.05
-21.73% Jan 2022 Sep 2022 (9) Dec 2023 (24) 9.87
-21.07% Dec 1980 Jul 1982 (20) Nov 1982 (24) 10.08
-19.86% May 1998 Aug 1998 (4) Apr 1999 (12) 8.09
-17.87% Jan 1990 Sep 1990 (9) Mar 1991 (15) 9.07
-14.59% May 1998 Aug 1998 (4) Nov 1998 (7) 7.20
-14.45% Feb 2018 Dec 2018 (11) Oct 2019 (21) 5.44
-14.00% Jul 1981 Jul 1982 (13) Oct 1982 (16) 7.40
-13.76% Jun 2015 Feb 2016 (9) Dec 2016 (19) 6.43
-13.05% Sep 2018 Dec 2018 (4) Jul 2019 (11) 5.28
-12.26% Feb 1980 Mar 1980 (2) Jun 1980 (5) 6.12

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.
Swipe left to see all data
Year Return Drawdown Return Drawdown
2024
+4.49%
0.00%
+1.72%
-1.44%
2023
+22.02%
-9.69%
+15.58%
-10.56%
2022
-18.01%
-25.52%
-12.59%
-21.73%
2021
+18.27%
-4.10%
+23.26%
-3.71%
2020
+16.61%
-22.15%
+7.92%
-25.40%
2019
+26.82%
-5.97%
+25.10%
-6.15%
2018
-9.76%
-14.45%
-8.54%
-13.05%
2017
+24.49%
0.00%
+18.07%
-0.33%
2016
+8.51%
-6.91%
+14.96%
-5.02%
2015
-1.86%
-11.65%
-2.58%
-9.91%
2014
+3.67%
-4.44%
+8.93%
-3.76%
2013
+22.95%
-3.20%
+25.60%
-3.08%
2012
+17.12%
-10.01%
+16.72%
-8.15%
2011
-7.50%
-21.87%
-1.94%
-19.96%
2010
+13.08%
-12.80%
+18.03%
-13.01%
2009
+32.65%
-19.35%
+28.40%
-22.79%
2008
-43.54%
-45.43%
-36.97%
-40.41%
2007
+9.64%
-5.70%
+2.63%
-7.36%
2006
+18.78%
-4.43%
+22.83%
-3.80%
2005
+8.83%
-4.80%
+11.09%
-4.34%
2004
+13.30%
-4.26%
+19.02%
-4.74%
2003
+31.62%
-5.55%
+37.23%
-5.25%
2002
-20.51%
-26.35%
-13.43%
-22.61%
2001
-17.26%
-26.01%
-5.06%
-17.43%
2000
-15.08%
-17.07%
+2.19%
-7.66%
1999
+25.00%
-3.66%
+17.38%
-4.45%
1998
+19.93%
-14.59%
+8.80%
-19.86%
1997
+12.93%
-8.28%
+20.21%
-4.83%
1996
+10.93%
-3.91%
+19.51%
-4.76%
1995
+16.90%
-2.36%
+25.90%
-2.38%
1994
+2.85%
-6.20%
-1.11%
-7.23%
1993
+22.12%
-5.37%
+25.63%
-3.08%
1992
-6.70%
-8.71%
+9.73%
-2.45%
1991
+16.92%
-6.55%
+31.84%
-4.60%
1990
-18.63%
-25.28%
-11.83%
-17.87%
1989
+15.15%
-4.07%
+26.34%
-3.57%
1988
+21.20%
-6.38%
+20.88%
-2.67%
1987
+16.65%
-26.12%
+3.74%
-25.44%
1986
+42.65%
-5.84%
+26.09%
-4.93%
1985
+41.65%
-2.26%
+35.09%
-3.17%
1984
+5.68%
-7.06%
+7.75%
-6.32%
1983
+23.14%
-3.10%
+26.03%
-1.94%
1982
+11.14%
-15.33%
+18.67%
-10.66%
1981
-3.39%
-11.40%
-0.04%
-10.30%
1980
+27.59%
-10.22%
+28.25%
-12.26%
1979
+12.57%
-7.36%
+25.49%
-8.19%
1978
+18.11%
-7.38%
+14.91%
-9.70%
1977
+1.91%
-5.11%
+7.35%
-3.04%
1976
+14.60%
-3.44%
+29.03%
-2.46%