Bill Bernstein Sheltered Sam 70/30 vs Stocks/Bonds 60/40 Momentum Portfolio Comparison

Last Update: 29 February 2024

The Bill Bernstein Sheltered Sam 70/30 Portfolio obtained a 7.76% compound annual return, with a 10.70% standard deviation, in the last 30 Years.

The Stocks/Bonds 60/40 Momentum Portfolio obtained a 9.77% compound annual return, with a 9.60% standard deviation, in the last 30 Years.

Summary

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Bill Bernstein Sheltered Sam 70/30 Portfolio Stocks/Bonds 60/40 Momentum Portfolio
Portfolio Risk High High
Asset Allocation Stocks 67.9% 60%
Fixed Income 30% 40%
Commodities 2.1% 0%
30 Years Stats Return +7.76% +9.77%
Std Dev 10.70% 9.60%
Max Drawdown -39.73% -32.52%
All time Stats
(Since Jan 1985)
Return +9.52% +10.87%
Std Dev 10.70% 9.88%
Max Drawdown -39.73% -32.52%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Bill Bernstein Sheltered Sam 70/30 Portfolio +2.03 +6.76 +10.33 +6.83 +6.29 +7.76 +9.52
Stocks/Bonds 60/40 Momentum Portfolio +5.60 +15.48 +20.57 +7.54 +8.28 +9.77 +10.87
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Bill Bernstein Sheltered Sam 70/30 Portfolio: an investment of 1$, since March 1994, now would be worth 9.42$, with a total return of 841.67% (7.76% annualized).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since March 1994, now would be worth 16.39$, with a total return of 1539.44% (9.77% annualized).

Bill Bernstein Sheltered Sam 70/30 Portfolio: an investment of 1$, since January 1985, now would be worth 35.21$, with a total return of 3420.72% (9.52% annualized).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since January 1985, now would be worth 56.93$, with a total return of 5592.59% (10.87% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Bill Bernstein Sheltered Sam 70/30 Portfolio
Stocks/Bonds 60/40 Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-39.73% Nov 2007 Feb 2009 (16) Jan 2011 (39) 17.81
-32.52% Nov 2007 Feb 2009 (16) Feb 2011 (40) 15.23
-24.21% Nov 2021 Sep 2022 (11) In progress (28) 16.52
-21.14% Sep 2000 Sep 2002 (25) Jan 2004 (41) 12.11
-17.80% Jan 2022 Sep 2022 (9) Feb 2024 (26) 8.19
-17.14% Jan 2020 Mar 2020 (3) Nov 2020 (11) 7.51
-13.73% Feb 2001 Sep 2002 (20) Jul 2003 (30) 7.20
-13.47% May 2011 Sep 2011 (5) Mar 2012 (11) 5.71
-13.19% May 1998 Aug 1998 (4) Jan 1999 (9) 5.63
-10.73% Feb 2020 Mar 2020 (2) Jun 2020 (5) 4.89
-9.29% Oct 2018 Dec 2018 (3) Jun 2019 (9) 4.52
-9.24% Sep 2018 Dec 2018 (4) Apr 2019 (8) 4.03
-7.28% Jun 2015 Jan 2016 (8) Jun 2016 (13) 4.02
-7.14% May 2011 Sep 2011 (5) Jan 2012 (9) 2.68
-6.78% Aug 1998 Aug 1998 (1) Oct 1998 (3) 3.54
-5.42% Apr 2012 May 2012 (2) Aug 2012 (5) 2.48
-5.20% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.87
-4.68% Sep 1994 Nov 1994 (3) Mar 1995 (7) 2.55
-4.61% Aug 2015 Sep 2015 (2) Mar 2016 (8) 2.30
-4.34% Sep 2000 Nov 2000 (3) Dec 2000 (4) 2.15

Drawdown comparison chart since January 1985.

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Bill Bernstein Sheltered Sam 70/30 Portfolio
Stocks/Bonds 60/40 Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-39.73% Nov 2007 Feb 2009 (16) Jan 2011 (39) 17.81
-32.52% Nov 2007 Feb 2009 (16) Feb 2011 (40) 15.23
-24.21% Nov 2021 Sep 2022 (11) In progress (28) 16.52
-21.14% Sep 2000 Sep 2002 (25) Jan 2004 (41) 12.11
-20.08% Sep 1987 Nov 1987 (3) May 1989 (21) 11.04
-18.62% Sep 1987 Nov 1987 (3) Jan 1989 (17) 8.81
-17.80% Jan 2022 Sep 2022 (9) Feb 2024 (26) 8.19
-17.14% Jan 2020 Mar 2020 (3) Nov 2020 (11) 7.51
-13.73% Feb 2001 Sep 2002 (20) Jul 2003 (30) 7.20
-13.47% May 2011 Sep 2011 (5) Mar 2012 (11) 5.71
-13.19% May 1998 Aug 1998 (4) Jan 1999 (9) 5.63
-11.32% Jan 1990 Sep 1990 (9) Feb 1991 (14) 5.61
-10.73% Feb 2020 Mar 2020 (2) Jun 2020 (5) 4.89
-9.29% Oct 2018 Dec 2018 (3) Jun 2019 (9) 4.52
-9.24% Sep 2018 Dec 2018 (4) Apr 2019 (8) 4.03
-7.66% Aug 1990 Sep 1990 (2) Jan 1991 (6) 4.58
-7.28% Jun 2015 Jan 2016 (8) Jun 2016 (13) 4.02
-7.14% May 2011 Sep 2011 (5) Jan 2012 (9) 2.68
-6.78% Aug 1998 Aug 1998 (1) Oct 1998 (3) 3.54
-6.35% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.96

Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
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Year Return Drawdown Return Drawdown
2024
+1.10%
-0.91%
+9.07%
0.00%
2023
+12.01%
-7.88%
+7.66%
-5.48%
2022
-11.08%
-17.80%
-16.20%
-21.97%
2021
+16.83%
-2.82%
+7.27%
-2.88%
2020
+7.39%
-17.14%
+20.99%
-10.73%
2019
+19.18%
-4.14%
+19.89%
-0.92%
2018
-5.89%
-9.24%
-1.04%
-9.29%
2017
+13.05%
-0.08%
+23.93%
0.00%
2016
+11.18%
-3.19%
+4.01%
-3.57%
2015
-1.94%
-7.16%
+5.58%
-4.61%
2014
+6.76%
-2.99%
+11.10%
-2.40%
2013
+16.94%
-2.46%
+19.91%
-2.13%
2012
+12.52%
-5.42%
+10.22%
-3.51%
2011
+0.50%
-13.47%
+6.73%
-7.14%
2010
+13.77%
-8.97%
+13.29%
-6.43%
2009
+21.02%
-16.33%
+11.92%
-12.79%
2008
-24.68%
-28.02%
-21.83%
-24.08%
2007
+4.59%
-4.37%
+13.35%
-1.41%
2006
+16.71%
-2.69%
+8.04%
-2.23%
2005
+8.34%
-2.72%
+12.44%
-0.99%
2004
+14.43%
-4.11%
+11.72%
-2.06%
2003
+27.42%
-3.27%
+17.18%
-1.95%
2002
-5.96%
-13.51%
-4.07%
-11.25%
2001
-1.22%
-10.33%
-7.04%
-13.57%
2000
+5.24%
-4.34%
-1.21%
-6.50%
1999
+11.96%
-3.00%
+23.95%
-1.65%
1998
+8.60%
-13.19%
+32.69%
-6.78%
1997
+16.84%
-3.17%
+25.89%
-3.48%
1996
+14.61%
-3.02%
+19.33%
-2.32%
1995
+23.07%
-1.38%
+32.67%
0.00%
1994
-1.61%
-6.31%
-1.72%
-6.35%
1993
+20.97%
-2.41%
+11.81%
-0.99%
1992
+9.07%
-1.49%
+5.45%
-2.52%
1991
+26.59%
-3.38%
+28.24%
-2.57%
1990
-5.51%
-11.32%
+4.36%
-7.66%
1989
+22.39%
-1.95%
+31.11%
-1.20%
1988
+16.42%
-2.07%
+7.18%
-3.36%
1987
+3.45%
-18.62%
+2.02%
-20.08%
1986
+22.33%
-3.99%
+19.66%
-5.55%
1985
+30.18%
-1.92%
+28.33%
-1.52%