Bill Bernstein Sheltered Sam 80/20 vs Technology Portfolio Comparison

Last Update: 29 February 2024

The Bill Bernstein Sheltered Sam 80/20 Portfolio obtained a 8.21% compound annual return, with a 12.20% standard deviation, in the last 30 Years.

The Technology Portfolio obtained a 13.98% compound annual return, with a 24.02% standard deviation, in the last 30 Years.

Summary

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Bill Bernstein Sheltered Sam 80/20 Portfolio Technology Portfolio
Portfolio Risk Very High Very High
Asset Allocation Stocks 77.6% 100%
Fixed Income 20% 0%
Commodities 2.4% 0%
30 Years Stats Return +8.21% +13.98%
Std Dev 12.20% 24.02%
Max Drawdown -45.06% -81.08%
All time Stats
(Since Jan 1985)
Return +10.03% +14.68%
Std Dev 12.13% 23.60%
Max Drawdown -45.06% -81.08%
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 80/20 Portfolio +2.42 +7.41 +11.34 +7.54 +6.97 +8.21 +10.03
Technology Portfolio +5.28 +16.60 +50.57 +21.24 +18.10 +13.98 +14.68
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Bill Bernstein Sheltered Sam 80/20 Portfolio: an investment of 1$, since March 1994, now would be worth 10.68$, with a total return of 967.74% (8.21% annualized).

Technology Portfolio: an investment of 1$, since March 1994, now would be worth 50.62$, with a total return of 4961.70% (13.98% annualized).

Bill Bernstein Sheltered Sam 80/20 Portfolio: an investment of 1$, since January 1985, now would be worth 42.18$, with a total return of 4118.00% (10.03% annualized).

Technology Portfolio: an investment of 1$, since January 1985, now would be worth 213.86$, with a total return of 21285.50% (14.68% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Bill Bernstein Sheltered Sam 80/20 Portfolio
Technology Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-81.08% Apr 2000 Sep 2002 (30) Oct 2014 (175) 56.07
-45.06% Nov 2007 Feb 2009 (16) Feb 2011 (40) 21.00
-32.58% Jan 2022 Dec 2022 (12) Dec 2023 (24) 19.19
-19.89% Jan 2020 Mar 2020 (3) Nov 2020 (11) 8.97
-19.11% Jan 2022 Sep 2022 (9) Dec 2023 (24) 8.96
-17.81% Feb 2001 Sep 2002 (20) Aug 2003 (31) 9.47
-17.20% Aug 1998 Aug 1998 (1) Oct 1998 (3) 8.68
-16.96% Sep 2018 Dec 2018 (4) Apr 2019 (8) 8.13
-15.67% May 2011 Sep 2011 (5) Mar 2012 (11) 6.80
-15.46% May 1998 Aug 1998 (4) Apr 1999 (12) 6.01
-13.51% Feb 1997 Mar 1997 (2) May 1997 (4) 7.32
-12.90% Feb 2020 Mar 2020 (2) Apr 2020 (3) 7.13
-12.58% Mar 1994 Jun 1994 (4) Oct 1994 (8) 7.44
-10.52% Sep 2018 Dec 2018 (4) Apr 2019 (8) 4.60
-10.50% Aug 1997 Dec 1997 (5) Feb 1998 (7) 5.23
-9.82% Dec 2015 Feb 2016 (3) Jul 2016 (8) 5.36
-9.49% Feb 1999 Feb 1999 (1) Apr 1999 (3) 4.77
-8.88% Aug 2015 Sep 2015 (2) Oct 2015 (3) 5.60
-8.65% Sep 2020 Oct 2020 (2) Nov 2020 (3) 5.20
-8.25% Jun 2015 Jan 2016 (8) Jun 2016 (13) 4.55

Drawdown comparison chart since January 1985.

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Bill Bernstein Sheltered Sam 80/20 Portfolio
Technology Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-81.08% Apr 2000 Sep 2002 (30) Oct 2014 (175) 56.07
-45.06% Nov 2007 Feb 2009 (16) Feb 2011 (40) 21.00
-34.57% Sep 1987 Nov 1987 (3) May 1989 (21) 17.23
-32.58% Jan 2022 Dec 2022 (12) Dec 2023 (24) 19.19
-27.64% Jul 1990 Oct 1990 (4) Feb 1991 (8) 16.50
-21.01% Sep 1987 Nov 1987 (3) Jan 1989 (17) 10.29
-19.89% Jan 2020 Mar 2020 (3) Nov 2020 (11) 8.97
-19.11% Jan 2022 Sep 2022 (9) Dec 2023 (24) 8.96
-17.81% Feb 2001 Sep 2002 (20) Aug 2003 (31) 9.47
-17.20% Aug 1998 Aug 1998 (1) Oct 1998 (3) 8.68
-16.96% Sep 2018 Dec 2018 (4) Apr 2019 (8) 8.13
-15.73% Jun 1986 Sep 1986 (4) Jan 1987 (8) 9.55
-15.67% May 2011 Sep 2011 (5) Mar 2012 (11) 6.80
-15.46% May 1998 Aug 1998 (4) Apr 1999 (12) 6.01
-13.51% Feb 1997 Mar 1997 (2) May 1997 (4) 7.32
-13.50% Jan 1990 Sep 1990 (9) Feb 1991 (14) 6.84
-13.48% Mar 1992 Aug 1992 (6) Nov 1992 (9) 8.98
-12.97% Feb 1994 Jun 1994 (5) Feb 1995 (13) 6.32
-12.90% Feb 2020 Mar 2020 (2) Apr 2020 (3) 7.13
-10.80% Oct 1989 Jan 1990 (4) May 1990 (8) 5.82

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
+1.31%
-1.09%
+7.20%
0.00%
2023
+13.20%
-8.79%
+54.85%
-8.42%
2022
-11.58%
-19.11%
-32.58%
-32.58%
2021
+18.98%
-3.12%
+27.42%
-5.68%
2020
+7.57%
-19.89%
+48.40%
-12.90%
2019
+21.16%
-4.82%
+38.96%
-8.23%
2018
-6.77%
-10.52%
-0.12%
-16.96%
2017
+14.72%
-0.17%
+32.66%
-2.32%
2016
+12.44%
-3.80%
+7.10%
-8.37%
2015
-2.15%
-8.08%
+9.45%
-8.88%
2014
+7.48%
-3.25%
+19.18%
-3.04%
2013
+19.83%
-2.67%
+36.63%
-2.39%
2012
+13.92%
-6.35%
+18.12%
-8.13%
2011
-0.32%
-15.67%
+3.47%
-10.79%
2010
+15.19%
-10.34%
+20.14%
-12.93%
2009
+23.48%
-18.48%
+54.68%
-7.43%
2008
-28.77%
-32.09%
-41.73%
-43.03%
2007
+3.94%
-5.38%
+19.02%
-6.83%
2006
+18.75%
-3.07%
+7.14%
-11.54%
2005
+9.25%
-3.26%
+1.57%
-12.37%
2004
+15.96%
-4.32%
+10.54%
-9.86%
2003
+30.69%
-3.93%
+49.67%
-2.90%
2002
-8.45%
-16.37%
-37.37%
-46.75%
2001
-2.50%
-12.71%
-33.34%
-54.93%
2000
+4.22%
-5.44%
-36.11%
-46.69%
1999
+13.77%
-3.50%
+101.95%
-9.49%
1998
+8.66%
-15.46%
+85.30%
-17.20%
1997
+17.96%
-3.74%
+20.63%
-13.51%
1996
+16.24%
-3.61%
+42.54%
-8.14%
1995
+24.01%
-1.71%
+42.54%
-3.77%
1994
-1.44%
-6.62%
+1.50%
-12.97%
1993
+22.52%
-2.64%
+10.58%
-8.26%
1992
+9.29%
-1.71%
+8.86%
-13.48%
1991
+28.34%
-3.80%
+64.99%
-8.89%
1990
-7.62%
-13.50%
-10.41%
-27.64%
1989
+23.71%
-2.50%
+26.17%
-4.64%
1988
+17.91%
-2.27%
+13.54%
-10.50%
1987
+3.55%
-21.01%
+10.50%
-34.57%
1986
+23.59%
-4.32%
+6.89%
-15.73%
1985
+31.81%
-2.27%
+35.61%
-6.97%