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 Ray Dalio All Weather Portfolio obtained a 7.26% compound annual return, with a 7.08% standard deviation, in the last 30 Years.

Summary

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Bill Bernstein Sheltered Sam 30/70 Portfolio Ray Dalio All Weather Portfolio
Risk Medium Medium
Asset Allocation Stocks 29.1% 30%
Fixed Income 70% 55%
Commodities 0.9% 15%
30 Years Stats Return +5.91% +7.26%
Std Dev 5.14% 7.08%
Max Drawdown -16.58% -20.19%

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
Ray Dalio All Weather Portfolio -2.69 -5.05 -18.03 +3.06 +4.27 +7.26 +8.59
(*) 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).

Ray Dalio All Weather Portfolio: an investment of 1000$, since January 1993, now would be worth 8181.78$, with a total return of 718.18% (7.26% 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).

Ray Dalio All Weather Portfolio: an investment of 1000$, since January 1985, now would be worth 22886.09$, with a total return of 2188.61% (8.59% annualized).

Drawdowns

Drawdown comparison chart since December 1992.

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Bill Bernstein Sheltered Sam 30/70 Portfolio
Ray Dalio All Weather Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-20.19% Jan 2022 Sep 2022
-16.58% Jun 2008 Feb 2009
-12.55% Jan 2022 Sep 2022
-12.18% Jul 2008 Feb 2009
-6.93% Feb 2015 Dec 2015
-6.83% Feb 1994 Nov 1994
-6.47% Aug 2016 Nov 2016
-6.24% Feb 2020 Mar 2020
-5.67% Feb 1994 Jun 1994
-5.10% May 2013 Jun 2013
-4.83% Jul 1998 Aug 1998
-4.76% Apr 2004 Apr 2004
-4.75% Sep 2018 Dec 2018
-4.74% Jun 2003 Jul 2003
-4.61% Feb 2001 Mar 2001
-4.37% May 2011 Sep 2011
-4.01% Jul 1998 Aug 1998
-3.98% Sep 2018 Dec 2018
-3.79% Feb 1999 Feb 1999
-3.74% Aug 2020 Oct 2020

Drawdown comparison chart since January 1985.

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Bill Bernstein Sheltered Sam 30/70 Portfolio
Ray Dalio All Weather Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-20.19% Jan 2022 Sep 2022
-16.58% Jun 2008 Feb 2009
-12.55% Jan 2022 Sep 2022
-12.18% Jul 2008 Feb 2009
-8.78% Sep 1987 Nov 1987
-7.59% Sep 1987 Nov 1987
-6.93% Feb 2015 Dec 2015
-6.83% Feb 1994 Nov 1994
-6.47% Aug 2016 Nov 2016
-6.24% Feb 2020 Mar 2020
-5.67% Feb 1994 Jun 1994
-5.51% Jan 1990 Apr 1990
-5.10% May 2013 Jun 2013
-4.83% Jul 1998 Aug 1998
-4.76% Apr 2004 Apr 2004
-4.75% Sep 2018 Dec 2018
-4.74% Jun 2003 Jul 2003
-4.64% Aug 1990 Sep 1990
-4.61% Feb 2001 Mar 2001
-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 Ray Dalio All Weather Portfolio
2022
-9.07% -18.03%
2021
+8.27% +8.08%
2020
+6.68% +14.68%
2019
+11.29% +18.22%
2018
-2.35% -3.19%
2017
+6.35% +11.47%
2016
+6.14% +5.86%
2015
-1.08% -3.72%
2014
+3.87% +12.52%
2013
+5.39% +2.15%
2012
+6.92% +6.72%
2011
+3.74% +15.59%
2010
+8.08% +12.53%
2009
+11.17% +2.34%
2008
-8.30% +1.34%
2007
+7.21% +11.88%
2006
+8.56% +6.93%
2005
+4.67% +8.55%
2004
+8.30% +9.41%
2003
+14.34% +13.96%
2002
+3.99% +7.77%
2001
+3.89% -2.77%
2000
+9.31% +10.15%
1999
+4.74% +6.28%
1998
+8.32% +11.05%
1997
+12.35% +13.54%
1996
+8.07% +8.27%
1995
+19.30% +27.44%
1994
-2.28% -3.28%
1993
+14.75% +12.02%
1992
+8.20% +6.76%
1991
+19.59% +17.98%
1990
+2.91% +3.85%
1989
+17.14% +20.45%
1988
+10.47% +10.59%
1987
+3.06% +3.47%
1986
+17.32% +20.56%
1985
+23.63% +28.68%
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