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

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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

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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
Stocks/Bonds 40/60 Momentum Portfolio -2.03 +1.06 -15.17 +3.52 +6.31 +8.00 +9.22
(*) 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).

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.

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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.

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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.

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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%
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