Last Update: 31 December 2022

The Bill Bernstein Sheltered Sam 30/70 Portfolio obtained a 5.91% compound annual return, with a 5.14% standard deviation, in the last 30 Years.

The Credit Suisse Global Market Portfolio obtained a 7.15% compound annual return, with a 8.04% standard deviation, in the last 30 Years.

Summary

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Bill Bernstein Sheltered Sam 30/70 Portfolio Credit Suisse Global Market Portfolio
Risk Medium Medium
Asset Allocation Stocks 29.1% 45%
Fixed Income 70% 55%
Commodities 0.9% 0%
30 Years Stats Return +5.91% +7.15%
Std Dev 5.14% 8.04%
Max Drawdown -16.58% -25.90%

Last Update: 31 December 2022

Historical Returns as of Dec 31, 2022

Comparison period starts from January 1985

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1M 6M 1Y 5Y(*) 10Y(*) 30Y(*) MAX(*)
Bill Bernstein Sheltered Sam 30/70 Portfolio -1.48 -0.70 -9.07 +2.68 +3.39 +5.91 +7.28
Credit Suisse Global Market Portfolio -3.08 -2.63 -19.25 +2.01 +4.45 +7.15 +8.77
(*) Returns over 1 year are annualized

Capital Growth as of Dec 31, 2022

Bill Bernstein Sheltered Sam 30/70 Portfolio: an investment of 1000$, since January 1993, now would be worth 5598.73$, with a total return of 459.87% (5.91% annualized).

Credit Suisse Global Market Portfolio: an investment of 1000$, since January 1993, now would be worth 7946.54$, with a total return of 694.65% (7.15% annualized).

Bill Bernstein Sheltered Sam 30/70 Portfolio: an investment of 1000$, since January 1985, now would be worth 14421.47$, with a total return of 1342.15% (7.28% annualized).

Credit Suisse Global Market Portfolio: an investment of 1000$, since January 1985, now would be worth 24410.95$, with a total return of 2341.10% (8.77% annualized).

Drawdowns

Drawdown comparison chart since December 1992.

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Bill Bernstein Sheltered Sam 30/70 Portfolio
Credit Suisse Global Market Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-25.90% Nov 2007 Feb 2009
-23.10% Jan 2022 Sep 2022
-16.58% Jun 2008 Feb 2009
-12.55% Jan 2022 Sep 2022
-8.34% Feb 2020 Mar 2020
-6.85% Feb 1994 Nov 1994
-6.28% Feb 2001 Sep 2001
-6.24% Feb 2020 Mar 2020
-6.05% Mar 2015 Sep 2015
-6.00% Feb 2018 Dec 2018
-5.67% Feb 1994 Jun 1994
-5.62% Jul 1998 Aug 1998
-5.32% May 2013 Aug 2013
-4.41% Aug 2016 Nov 2016
-4.37% May 2011 Sep 2011
-4.15% Apr 2004 Apr 2004
-4.01% Jul 1998 Aug 1998
-3.98% Sep 2018 Dec 2018
-3.97% Aug 1997 Aug 1997
-3.80% Jun 2011 Sep 2011

Drawdown comparison chart since January 1985.

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Bill Bernstein Sheltered Sam 30/70 Portfolio
Credit Suisse Global Market Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-25.90% Nov 2007 Feb 2009
-23.10% Jan 2022 Sep 2022
-16.58% Jun 2008 Feb 2009
-12.55% Jan 2022 Sep 2022
-11.04% Sep 1987 Nov 1987
-9.84% Aug 1990 Sep 1990
-8.34% Feb 2020 Mar 2020
-7.84% Jan 1990 Apr 1990
-7.59% Sep 1987 Nov 1987
-6.85% Feb 1994 Nov 1994
-6.28% Feb 2001 Sep 2001
-6.24% Feb 2020 Mar 2020
-6.05% Mar 2015 Sep 2015
-6.00% Feb 2018 Dec 2018
-5.67% Feb 1994 Jun 1994
-5.62% Jul 1998 Aug 1998
-5.32% May 2013 Aug 2013
-4.64% Aug 1990 Sep 1990
-4.41% Aug 2016 Nov 2016
-4.37% May 2011 Sep 2011

Yearly Returns

Yearly return comparison. Common historical serie start from January 1985.

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Year Bill Bernstein Sheltered Sam 30/70 Portfolio Credit Suisse Global Market Portfolio
2022
-9.07% -19.25%
2021
+8.27% +7.49%
2020
+6.68% +12.06%
2019
+11.29% +19.24%
2018
-2.35% -4.76%
2017
+6.35% +13.93%
2016
+6.14% +6.49%
2015
-1.08% -1.54%
2014
+3.87% +10.70%
2013
+5.39% +5.77%
2012
+6.92% +12.25%
2011
+3.74% +6.64%
2010
+8.08% +11.92%
2009
+11.17% +17.08%
2008
-8.30% -12.93%
2007
+7.21% +7.60%
2006
+8.56% +12.00%
2005
+4.67% +7.92%
2004
+8.30% +11.74%
2003
+14.34% +19.38%
2002
+3.99% -0.18%
2001
+3.89% -0.30%
2000
+9.31% +2.79%
1999
+4.74% +9.76%
1998
+8.32% +13.06%
1997
+12.35% +10.21%
1996
+8.07% +8.88%
1995
+19.30% +21.92%
1994
-2.28% -3.16%
1993
+14.75% +20.70%
1992
+8.20% +4.18%
1991
+19.59% +25.49%
1990
+2.91% -1.53%
1989
+17.14% +21.42%
1988
+10.47% +14.53%
1987
+3.06% +3.66%
1986
+17.32% +25.89%
1985
+23.63% +31.49%
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