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
| 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
| 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 |
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.
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.
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.
| 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% |