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 Harry Browne Permanent Portfolio obtained a 6.44% compound annual return, with a 6.35% standard deviation, in the last 30 Years.

Summary

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Bill Bernstein Sheltered Sam 30/70 Portfolio Harry Browne Permanent Portfolio
Risk Medium Medium
Asset Allocation Stocks 29.1% 25%
Fixed Income 70% 50%
Commodities 0.9% 25%
30 Years Stats Return +5.91% +6.44%
Std Dev 5.14% 6.35%
Max Drawdown -16.58% -15.92%

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
Harry Browne Permanent Portfolio -1.04 -1.57 -12.53 +3.85 +3.92 +6.44 +7.12
(*) 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).

Harry Browne Permanent Portfolio: an investment of 1000$, since January 1993, now would be worth 6508.78$, with a total return of 550.88% (6.44% 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).

Harry Browne Permanent Portfolio: an investment of 1000$, since January 1985, now would be worth 13662.24$, with a total return of 1266.22% (7.12% annualized).

Drawdowns

Drawdown comparison chart since December 1992.

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Bill Bernstein Sheltered Sam 30/70 Portfolio
Harry Browne Permanent Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-16.58% Jun 2008 Feb 2009
-15.92% Jan 2022 Sep 2022
-12.63% Mar 2008 Oct 2008
-12.55% Jan 2022 Sep 2022
-6.98% Aug 2016 Dec 2016
-6.86% Oct 2012 Jun 2013
-6.73% Feb 2015 Dec 2015
-6.24% Feb 2020 Mar 2020
-5.67% Feb 1994 Jun 1994
-5.43% Sep 2000 Mar 2001
-5.34% Jul 1998 Aug 1998
-4.43% Jan 2021 Mar 2021
-4.37% May 2011 Sep 2011
-4.25% Feb 2018 Oct 2018
-4.20% Apr 2004 Apr 2004
-4.02% Jun 2002 Jul 2002
-4.01% Jul 1998 Aug 1998
-3.98% Sep 2018 Dec 2018
-3.63% Feb 1994 Apr 1994
-3.54% May 2015 Sep 2015

Drawdown comparison chart since January 1985.

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Bill Bernstein Sheltered Sam 30/70 Portfolio
Harry Browne Permanent Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-16.58% Jun 2008 Feb 2009
-15.92% Jan 2022 Sep 2022
-12.63% Mar 2008 Oct 2008
-12.55% Jan 2022 Sep 2022
-7.59% Sep 1987 Nov 1987
-6.98% Aug 2016 Dec 2016
-6.86% Oct 2012 Jun 2013
-6.73% Feb 2015 Dec 2015
-6.24% Feb 2020 Mar 2020
-5.78% Sep 1987 Nov 1987
-5.67% Feb 1994 Jun 1994
-5.43% Sep 2000 Mar 2001
-5.34% Jul 1998 Aug 1998
-4.64% Aug 1990 Sep 1990
-4.53% Jan 1990 Apr 1990
-4.43% Jan 2021 Mar 2021
-4.37% May 2011 Sep 2011
-4.25% Feb 2018 Oct 2018
-4.20% Apr 2004 Apr 2004
-4.02% Jun 2002 Jul 2002

Yearly Returns

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

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Year Bill Bernstein Sheltered Sam 30/70 Portfolio Harry Browne Permanent Portfolio
2022
-9.07% -12.53%
2021
+8.27% +4.21%
2020
+6.68% +16.10%
2019
+11.29% +16.17%
2018
-2.35% -1.76%
2017
+6.35% +10.97%
2016
+6.14% +5.54%
2015
-1.08% -3.06%
2014
+3.87% +9.40%
2013
+5.39% -2.08%
2012
+6.92% +6.41%
2011
+3.74% +11.11%
2010
+8.08% +13.92%
2009
+11.17% +7.85%
2008
-8.30% +0.87%
2007
+7.21% +12.69%
2006
+8.56% +10.94%
2005
+4.67% +8.91%
2004
+8.30% +6.83%
2003
+14.34% +13.32%
2002
+3.99% +5.85%
2001
+3.89% -0.52%
2000
+9.31% +2.40%
1999
+4.74% +5.17%
1998
+8.32% +10.09%
1997
+12.35% +7.19%
1996
+8.07% +5.08%
1995
+19.30% +18.11%
1994
-2.28% -1.37%
1993
+14.75% +12.00%
1992
+8.20% +3.57%
1991
+19.59% +11.72%
1990
+2.91% +1.11%
1989
+17.14% +12.90%
1988
+10.47% +4.39%
1987
+3.06% +7.42%
1986
+17.32% +17.64%
1985
+23.63% +20.47%
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