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 Gyroscopic Investing Desert Portfolio obtained a 6.54% compound annual return, with a 5.34% standard deviation, in the last 30 Years.
Summary
| Bill Bernstein Sheltered Sam 30/70 Portfolio | Gyroscopic Investing Desert Portfolio | ||
|---|---|---|---|
| Risk | Medium | Medium | |
| Asset Allocation | Stocks | 29.1% | 30% |
| Fixed Income | 70% | 60% | |
| Commodities | 0.9% | 10% | |
| 30 Years Stats | Return | +5.91% | +6.54% |
| Std Dev | 5.14% | 5.34% | |
| Max Drawdown | -16.58% | -14.72% | |
Last Update: 31 December 2022
Historical Returns as of Dec 31, 2022
Comparison period starts from January 1985
| 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 |
| Gyroscopic Investing Desert Portfolio | -1.70 | -1.07 | -11.64 | +3.65 | +4.34 | +6.54 | +7.61 |
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).
Gyroscopic Investing Desert Portfolio: an investment of 1000$, since January 1993, now would be worth 6698.71$, with a total return of 569.87% (6.54% 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).
Gyroscopic Investing Desert Portfolio: an investment of 1000$, since January 1985, now would be worth 16232.59$, with a total return of 1523.26% (7.61% annualized).
Drawdowns
Drawdown comparison chart since December 1992.
Bill Bernstein Sheltered Sam 30/70 Portfolio |
Gyroscopic Investing Desert Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -16.58% | Jun 2008 | Feb 2009 | |||
| -14.72% | Jan 2022 | Sep 2022 | |||
| -12.55% | Jan 2022 | Sep 2022 | |||
| -10.15% | Mar 2008 | Feb 2009 | |||
| -6.24% | Feb 2020 | Mar 2020 | |||
| -5.67% | Feb 1994 | Jun 1994 | |||
| -5.63% | Feb 1994 | Jun 1994 | |||
| -4.42% | Jul 1998 | Aug 1998 | |||
| -4.37% | May 2011 | Sep 2011 | |||
| -4.01% | Jul 1998 | Aug 1998 | |||
| -3.98% | Sep 2018 | Dec 2018 | |||
| -3.94% | Feb 2001 | Mar 2001 | |||
| -3.56% | Feb 2020 | Mar 2020 | |||
| -3.54% | May 2015 | Sep 2015 | |||
| -3.44% | Apr 2004 | Apr 2004 | |||
| -3.32% | May 2010 | Jun 2010 | |||
| -3.26% | Apr 2004 | Apr 2004 | |||
| -3.24% | Sep 2011 | Sep 2011 | |||
| -2.91% | Feb 1999 | Feb 1999 | |||
| -2.78% | Apr 2000 | May 2000 | |||
Drawdown comparison chart since January 1985.
Bill Bernstein Sheltered Sam 30/70 Portfolio |
Gyroscopic Investing Desert Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -16.58% | Jun 2008 | Feb 2009 | |||
| -14.72% | Jan 2022 | Sep 2022 | |||
| -12.55% | Jan 2022 | Sep 2022 | |||
| -10.15% | Mar 2008 | Feb 2009 | |||
| -8.49% | Sep 1987 | Nov 1987 | |||
| -7.59% | Sep 1987 | Nov 1987 | |||
| -6.24% | Feb 2020 | Mar 2020 | |||
| -5.67% | Feb 1994 | Jun 1994 | |||
| -5.63% | Feb 1994 | Jun 1994 | |||
| -4.64% | Aug 1990 | Sep 1990 | |||
| -4.42% | Jul 1998 | Aug 1998 | |||
| -4.37% | May 2011 | Sep 2011 | |||
| -4.01% | Jul 1998 | Aug 1998 | |||
| -3.98% | Sep 2018 | Dec 2018 | |||
| -3.94% | Feb 2001 | Mar 2001 | |||
| -3.71% | Jan 1990 | Apr 1990 | |||
| -3.56% | Feb 2020 | Mar 2020 | |||
| -3.54% | May 2015 | Sep 2015 | |||
| -3.44% | Apr 2004 | Apr 2004 | |||
| -3.35% | Jan 1990 | Apr 1990 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from January 1985.
| Year | Bill Bernstein Sheltered Sam 30/70 Portfolio | Gyroscopic Investing Desert Portfolio |
|---|---|---|
| 2022 |
-9.07% | -11.64% |
| 2021 |
+8.27% | +5.76% |
| 2020 |
+6.68% | +12.96% |
| 2019 |
+11.29% | +14.41% |
| 2018 |
-2.35% | -0.94% |
| 2017 |
+6.35% | +8.38% |
| 2016 |
+6.14% | +5.39% |
| 2015 |
-1.08% | +0.02% |
| 2014 |
+3.87% | +5.45% |
| 2013 |
+5.39% | +6.10% |
| 2012 |
+6.92% | +6.70% |
| 2011 |
+3.74% | +6.23% |
| 2010 |
+8.08% | +11.95% |
| 2009 |
+11.17% | +10.05% |
| 2008 |
-8.30% | -2.92% |
| 2007 |
+7.21% | +10.64% |
| 2006 |
+8.56% | +8.85% |
| 2005 |
+4.67% | +5.06% |
| 2004 |
+8.30% | +6.34% |
| 2003 |
+14.34% | +12.64% |
| 2002 |
+3.99% | +4.90% |
| 2001 |
+3.89% | +1.31% |
| 2000 |
+9.31% | +4.70% |
| 1999 |
+4.74% | +5.12% |
| 1998 |
+8.32% | +13.26% |
| 1997 |
+12.35% | +12.53% |
| 1996 |
+8.07% | +6.98% |
| 1995 |
+19.30% | +23.10% |
| 1994 |
-2.28% | -2.86% |
| 1993 |
+14.75% | +11.81% |
| 1992 |
+8.20% | +6.83% |
| 1991 |
+19.59% | +18.44% |
| 1990 |
+2.91% | +3.54% |
| 1989 |
+17.14% | +16.86% |
| 1988 |
+10.47% | +6.82% |
| 1987 |
+3.06% | +4.17% |
| 1986 |
+17.32% | +15.33% |
| 1985 |
+23.63% | +23.33% |