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 Stocks/Bonds 40/60 Momentum Portfolio obtained a 8.00% compound annual return, with a 6.81% standard deviation, in the last 30 Years.
Summary
| Bill Bernstein Sheltered Sam 30/70 Portfolio | Stocks/Bonds 40/60 Momentum Portfolio | ||
|---|---|---|---|
| Risk | Medium | Medium | |
| Asset Allocation | Stocks | 29.1% | 40% |
| Fixed Income | 70% | 60% | |
| Commodities | 0.9% | 0% | |
| 30 Years Stats | Return | +5.91% | +8.00% |
| Std Dev | 5.14% | 6.81% | |
| Max Drawdown | -16.58% | -21.11% | |
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 |
| Stocks/Bonds 40/60 Momentum Portfolio | -2.03 | +1.06 | -15.17 | +3.52 | +6.31 | +8.00 | +9.22 |
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).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1000$, since January 1993, now would be worth 10065.78$, with a total return of 906.58% (8.00% 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).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1000$, since January 1985, now would be worth 28563.77$, with a total return of 2756.38% (9.22% annualized).
Drawdowns
Drawdown comparison chart since December 1992.
Bill Bernstein Sheltered Sam 30/70 Portfolio |
Stocks/Bonds 40/60 Momentum Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -21.11% | Nov 2021 | Sep 2022 | |||
| -20.54% | Nov 2007 | Feb 2009 | |||
| -16.58% | Jun 2008 | Feb 2009 | |||
| -12.55% | Jan 2022 | Sep 2022 | |||
| -8.48% | Feb 2001 | Sep 2002 | |||
| -7.10% | Feb 2020 | Mar 2020 | |||
| -6.24% | Feb 2020 | Mar 2020 | |||
| -5.91% | Feb 1994 | Jun 1994 | |||
| -5.89% | Oct 2018 | Dec 2018 | |||
| -5.67% | Feb 1994 | Jun 1994 | |||
| -4.37% | May 2011 | Sep 2011 | |||
| -4.13% | Aug 1998 | Aug 1998 | |||
| -4.01% | Jul 1998 | Aug 1998 | |||
| -3.98% | Sep 2018 | Dec 2018 | |||
| -3.77% | Sep 2020 | Oct 2020 | |||
| -3.62% | Jun 2011 | Sep 2011 | |||
| -3.61% | Aug 2016 | Nov 2016 | |||
| -3.54% | May 2015 | Sep 2015 | |||
| -3.48% | May 2010 | Jun 2010 | |||
| -3.33% | Sep 2000 | Nov 2000 | |||
Drawdown comparison chart since January 1985.
Bill Bernstein Sheltered Sam 30/70 Portfolio |
Stocks/Bonds 40/60 Momentum Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -21.11% | Nov 2021 | Sep 2022 | |||
| -20.54% | Nov 2007 | Feb 2009 | |||
| -16.58% | Jun 2008 | Feb 2009 | |||
| -13.77% | Sep 1987 | Nov 1987 | |||
| -12.55% | Jan 2022 | Sep 2022 | |||
| -8.48% | Feb 2001 | Sep 2002 | |||
| -7.59% | Sep 1987 | Nov 1987 | |||
| -7.10% | Feb 2020 | Mar 2020 | |||
| -6.24% | Feb 2020 | Mar 2020 | |||
| -5.91% | Feb 1994 | Jun 1994 | |||
| -5.89% | Oct 2018 | Dec 2018 | |||
| -5.67% | Feb 1994 | Jun 1994 | |||
| -5.29% | Aug 1990 | Sep 1990 | |||
| -4.64% | Aug 1990 | Sep 1990 | |||
| -4.37% | Sep 1986 | Sep 1986 | |||
| -4.37% | May 2011 | Sep 2011 | |||
| -4.13% | Aug 1998 | Aug 1998 | |||
| -4.01% | Jul 1998 | Aug 1998 | |||
| -3.98% | Sep 2018 | Dec 2018 | |||
| -3.77% | Sep 2020 | Oct 2020 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from January 1985.
| Year | Bill Bernstein Sheltered Sam 30/70 Portfolio | Stocks/Bonds 40/60 Momentum Portfolio |
|---|---|---|
| 2022 |
-9.07% | -15.17% |
| 2021 |
+8.27% | +4.23% |
| 2020 |
+6.68% | +16.57% |
| 2019 |
+11.29% | +16.20% |
| 2018 |
-2.35% | -0.73% |
| 2017 |
+6.35% | +17.14% |
| 2016 |
+6.14% | +3.51% |
| 2015 |
-1.08% | +3.91% |
| 2014 |
+3.87% | +9.34% |
| 2013 |
+5.39% | +12.57% |
| 2012 |
+6.92% | +7.87% |
| 2011 |
+3.74% | +7.13% |
| 2010 |
+8.08% | +10.93% |
| 2009 |
+11.17% | +9.16% |
| 2008 |
-8.30% | -12.27% |
| 2007 |
+7.21% | +11.21% |
| 2006 |
+8.56% | +6.78% |
| 2005 |
+4.67% | +9.09% |
| 2004 |
+8.30% | +9.22% |
| 2003 |
+14.34% | +12.78% |
| 2002 |
+3.99% | +0.04% |
| 2001 |
+3.89% | -1.88% |
| 2000 |
+9.31% | +2.99% |
| 1999 |
+4.74% | +15.71% |
| 1998 |
+8.32% | +24.65% |
| 1997 |
+12.35% | +20.41% |
| 1996 |
+8.07% | +14.08% |
| 1995 |
+19.30% | +27.84% |
| 1994 |
-2.28% | -2.03% |
| 1993 |
+14.75% | +11.10% |
| 1992 |
+8.20% | +6.01% |
| 1991 |
+19.59% | +23.91% |
| 1990 |
+2.91% | +5.79% |
| 1989 |
+17.14% | +25.29% |
| 1988 |
+10.47% | +7.24% |
| 1987 |
+3.06% | +1.86% |
| 1986 |
+17.32% | +18.14% |
| 1985 |
+23.63% | +26.30% |