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 Simplified Permanent Portfolio obtained a 6.86% compound annual return, with a 6.67% standard deviation, in the last 30 Years.

Summary

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Bill Bernstein Sheltered Sam 30/70 Portfolio Simplified 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% +6.86%
Std Dev 5.14% 6.67%
Max Drawdown -16.58% -16.43%

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
Simplified Permanent Portfolio -1.34 -1.90 -12.67 +3.88 +3.79 +6.86 +7.70
(*) 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).

Simplified Permanent Portfolio: an investment of 1000$, since January 1993, now would be worth 7321.12$, with a total return of 632.11% (6.86% 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).

Simplified Permanent Portfolio: an investment of 1000$, since January 1985, now would be worth 16753.07$, with a total return of 1575.31% (7.70% annualized).

Drawdowns

Drawdown comparison chart since December 1992.

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Bill Bernstein Sheltered Sam 30/70 Portfolio
Simplified Permanent Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-16.58% Jun 2008 Feb 2009
-16.43% Jan 2022 Sep 2022
-13.28% Mar 2008 Oct 2008
-12.55% Jan 2022 Sep 2022
-6.69% Apr 2013 Jun 2013
-6.24% Feb 2020 Mar 2020
-6.23% Aug 2016 Dec 2016
-5.67% Feb 1994 Jun 1994
-5.67% Feb 1994 Jun 1994
-5.27% Feb 2015 Dec 2015
-5.09% Feb 1999 Aug 1999
-4.79% Apr 2004 Apr 2004
-4.63% Jul 1998 Aug 1998
-4.37% May 2011 Sep 2011
-4.01% Jul 1998 Aug 1998
-3.98% Sep 2018 Dec 2018
-3.81% Jan 2021 Mar 2021
-3.73% Dec 1996 Mar 1997
-3.69% Sep 2011 Sep 2011
-3.68% Feb 2018 Oct 2018

Drawdown comparison chart since January 1985.

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Bill Bernstein Sheltered Sam 30/70 Portfolio
Simplified Permanent Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-16.58% Jun 2008 Feb 2009
-16.43% Jan 2022 Sep 2022
-13.28% Mar 2008 Oct 2008
-12.55% Jan 2022 Sep 2022
-7.59% Sep 1987 Nov 1987
-6.69% Apr 2013 Jun 2013
-6.24% Feb 2020 Mar 2020
-6.23% Aug 2016 Dec 2016
-5.83% Aug 1987 Nov 1987
-5.67% Feb 1994 Jun 1994
-5.67% Feb 1994 Jun 1994
-5.66% Jan 1990 Apr 1990
-5.27% Feb 2015 Dec 2015
-5.09% Feb 1999 Aug 1999
-4.79% Apr 2004 Apr 2004
-4.64% Aug 1990 Sep 1990
-4.63% Jul 1998 Aug 1998
-4.37% May 2011 Sep 2011
-4.01% Jul 1998 Aug 1998
-3.98% Sep 2018 Dec 2018

Yearly Returns

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

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Year Bill Bernstein Sheltered Sam 30/70 Portfolio Simplified Permanent Portfolio
2022
-9.07% -12.67%
2021
+8.27% +3.72%
2020
+6.68% +16.46%
2019
+11.29% +16.15%
2018
-2.35% -1.29%
2017
+6.35% +9.78%
2016
+6.14% +5.72%
2015
-1.08% -1.82%
2014
+3.87% +7.12%
2013
+5.39% -1.76%
2012
+6.92% +7.59%
2011
+3.74% +10.45%
2010
+8.08% +16.36%
2009
+11.17% +9.94%
2008
-8.30% +0.94%
2007
+7.21% +14.14%
2006
+8.56% +10.82%
2005
+4.67% +7.34%
2004
+8.30% +6.42%
2003
+14.34% +15.31%
2002
+3.99% +9.00%
2001
+3.89% +0.15%
2000
+9.31% +4.63%
1999
+4.74% +2.25%
1998
+8.32% +12.93%
1997
+12.35% +8.38%
1996
+8.07% +4.09%
1995
+19.30% +21.97%
1994
-2.28% -4.18%
1993
+14.75% +13.56%
1992
+8.20% +4.46%
1991
+19.59% +15.41%
1990
+2.91% +1.55%
1989
+17.14% +15.24%
1988
+10.47% +3.97%
1987
+3.06% +5.46%
1986
+17.32% +19.06%
1985
+23.63% +24.24%
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