All Country World Stocks vs Bill Bernstein Sheltered Sam 90/10 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 90/10 Portfolio obtained a 8.64% compound annual return, with a 13.74% standard deviation, in the last 30 Years.

Summary

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All Country World Stocks Portfolio Bill Bernstein Sheltered Sam 90/10 Portfolio
Portfolio Risk Very High Very High
Asset Allocation Stocks 100% 87.3%
Fixed Income 0% 10%
Commodities 0% 2.7%
30 Years Stats Return +6.44% +8.64%
Std Dev 15.63% 13.74%
Max Drawdown -57.06% -50.12%
All time Stats
(Since Jan 1985)
Return +8.49% +10.51%
Std Dev 15.94% 13.58%
Max Drawdown -57.06% -50.12%
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 Stocks Portfolio +4.49 +11.33 +22.34 +10.49 +8.47 +6.44 +8.49
Bill Bernstein Sheltered Sam 90/10 Portfolio +2.81 +8.05 +12.35 +8.24 +7.64 +8.64 +10.51
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 90/10 Portfolio: an investment of 1$, since March 1994, now would be worth 12.00$, with a total return of 1100.23% (8.64% annualized).

All Country World Stocks Portfolio: an investment of 1$, since January 1985, now would be worth 24.31$, with a total return of 2331.23% (8.49% annualized).

Bill Bernstein Sheltered Sam 90/10 Portfolio: an investment of 1$, since January 1985, now would be worth 50.03$, with a total return of 4902.64% (10.51% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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All Country World Stocks Portfolio
Bill Bernstein Sheltered Sam 90/10 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
-50.12% Nov 2007 Feb 2009 (16) Apr 2011 (42) 23.90
-48.44% Apr 2000 Sep 2002 (30) Oct 2006 (79) 26.77
-25.52% Jan 2022 Sep 2022 (9) Dec 2023 (24) 12.79
-22.65% Jan 2020 Mar 2020 (3) Nov 2020 (11) 10.44
-22.15% Jan 2020 Mar 2020 (3) Aug 2020 (8) 10.05
-21.79% Feb 2001 Sep 2002 (20) Oct 2003 (33) 11.53
-20.42% Jan 2022 Sep 2022 (9) Dec 2023 (24) 9.41
-17.83% May 2011 Sep 2011 (5) Mar 2012 (11) 7.88
-17.68% May 1998 Aug 1998 (4) Apr 1999 (12) 7.05
-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
-11.79% Sep 2018 Dec 2018 (4) Apr 2019 (8) 5.17
-9.22% Jun 2015 Jan 2016 (8) Jun 2016 (13) 5.08
-8.28% Aug 1997 Oct 1997 (3) Feb 1998 (7) 5.31
-7.26% Apr 2012 May 2012 (2) Sep 2012 (6) 3.15
-6.65% Sep 1994 Jan 1995 (5) Apr 1995 (8) 3.81
-6.55% Sep 2000 Nov 2000 (3) Jan 2001 (5) 3.00
-5.53% Sep 1994 Nov 1994 (3) Mar 1995 (7) 3.17

Drawdown comparison chart since January 1985.

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All Country World Stocks Portfolio
Bill Bernstein Sheltered Sam 90/10 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
-50.12% Nov 2007 Feb 2009 (16) Apr 2011 (42) 23.90
-48.44% Apr 2000 Sep 2002 (30) Oct 2006 (79) 26.77
-26.12% Sep 1987 Nov 1987 (3) Apr 1989 (20) 12.48
-25.52% Jan 2022 Sep 2022 (9) Dec 2023 (24) 12.79
-25.28% Jan 1990 Sep 1990 (9) May 1993 (41) 11.61
-23.28% Sep 1987 Nov 1987 (3) Jan 1989 (17) 11.71
-22.65% Jan 2020 Mar 2020 (3) Nov 2020 (11) 10.44
-22.15% Jan 2020 Mar 2020 (3) Aug 2020 (8) 10.05
-21.79% Feb 2001 Sep 2002 (20) Oct 2003 (33) 11.53
-20.42% Jan 2022 Sep 2022 (9) Dec 2023 (24) 9.41
-17.83% May 2011 Sep 2011 (5) Mar 2012 (11) 7.88
-17.68% May 1998 Aug 1998 (4) Apr 1999 (12) 7.05
-15.69% Jan 1990 Sep 1990 (9) Feb 1991 (14) 8.10
-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
-11.79% Sep 2018 Dec 2018 (4) Apr 2019 (8) 5.17
-9.22% Jun 2015 Jan 2016 (8) Jun 2016 (13) 5.08
-8.28% Aug 1997 Oct 1997 (3) Feb 1998 (7) 5.31

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
+4.49%
0.00%
+1.51%
-1.27%
2023
+22.02%
-9.69%
+14.39%
-9.69%
2022
-18.01%
-25.52%
-12.09%
-20.42%
2021
+18.27%
-4.10%
+21.12%
-3.42%
2020
+16.61%
-22.15%
+7.74%
-22.65%
2019
+26.82%
-5.97%
+23.13%
-5.49%
2018
-9.76%
-14.45%
-7.66%
-11.79%
2017
+24.49%
0.00%
+16.40%
-0.25%
2016
+8.51%
-6.91%
+13.70%
-4.40%
2015
-1.86%
-11.65%
-2.36%
-9.00%
2014
+3.67%
-4.44%
+8.20%
-3.50%
2013
+22.95%
-3.20%
+22.71%
-2.88%
2012
+17.12%
-10.01%
+15.32%
-7.26%
2011
-7.50%
-21.87%
-1.13%
-17.83%
2010
+13.08%
-12.80%
+16.61%
-11.68%
2009
+32.65%
-19.35%
+25.94%
-20.63%
2008
-43.54%
-45.43%
-32.87%
-36.25%
2007
+9.64%
-5.70%
+3.28%
-6.37%
2006
+18.78%
-4.43%
+20.79%
-3.44%
2005
+8.83%
-4.80%
+10.17%
-3.80%
2004
+13.30%
-4.26%
+17.49%
-4.53%
2003
+31.62%
-5.55%
+33.96%
-4.59%
2002
-20.51%
-26.35%
-10.94%
-19.49%
2001
-17.26%
-26.01%
-3.78%
-15.07%
2000
-15.08%
-17.07%
+3.21%
-6.55%
1999
+25.00%
-3.66%
+15.58%
-3.98%
1998
+19.93%
-14.59%
+8.73%
-17.68%
1997
+12.93%
-8.28%
+19.08%
-4.29%
1996
+10.93%
-3.91%
+17.88%
-4.19%
1995
+16.90%
-2.36%
+24.96%
-2.05%
1994
+2.85%
-6.20%
-1.28%
-6.92%
1993
+22.12%
-5.37%
+24.08%
-2.86%
1992
-6.70%
-8.71%
+9.51%
-2.08%
1991
+16.92%
-6.55%
+30.09%
-4.21%
1990
-18.63%
-25.28%
-9.73%
-15.69%
1989
+15.15%
-4.07%
+25.02%
-3.04%
1988
+21.20%
-6.38%
+19.40%
-2.48%
1987
+16.65%
-26.12%
+3.64%
-23.28%
1986
+42.65%
-5.84%
+24.84%
-4.63%
1985
+41.65%
-2.26%
+33.45%
-2.68%