Bill Bernstein Sheltered Sam 90/10 vs Stocks/Bonds 60/40 Momentum Portfolio Comparison

Last Update: 29 February 2024

The Bill Bernstein Sheltered Sam 90/10 Portfolio obtained a 8.64% compound annual return, with a 13.74% 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 90/10 Portfolio Stocks/Bonds 60/40 Momentum Portfolio
Portfolio Risk Very High High
Asset Allocation Stocks 87.3% 60%
Fixed Income 10% 40%
Commodities 2.7% 0%
30 Years Stats Return +8.64% +9.77%
Std Dev 13.74% 9.60%
Max Drawdown -50.12% -32.52%
All time Stats
(Since Jan 1985)
Return +10.51% +10.87%
Std Dev 13.58% 9.88%
Max Drawdown -50.12% -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 90/10 Portfolio +2.81 +8.05 +12.35 +8.24 +7.64 +8.64 +10.51
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 90/10 Portfolio: an investment of 1$, since March 1994, now would be worth 12.00$, with a total return of 1100.23% (8.64% 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 90/10 Portfolio: an investment of 1$, since January 1985, now would be worth 50.03$, with a total return of 4902.64% (10.51% 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 90/10 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
-50.12% Nov 2007 Feb 2009 (16) Apr 2011 (42) 23.90
-32.52% Nov 2007 Feb 2009 (16) Feb 2011 (40) 15.23
-24.21% Nov 2021 Sep 2022 (11) In progress (28) 16.52
-22.65% Jan 2020 Mar 2020 (3) Nov 2020 (11) 10.44
-21.79% Feb 2001 Sep 2002 (20) Oct 2003 (33) 11.53
-21.14% Sep 2000 Sep 2002 (25) Jan 2004 (41) 12.11
-20.42% Jan 2022 Sep 2022 (9) Dec 2023 (24) 9.41
-17.83% May 2011 Sep 2011 (5) Mar 2012 (11) 7.88
-17.68% May 1998 Aug 1998 (4) Apr 1999 (12) 7.05
-11.79% Sep 2018 Dec 2018 (4) Apr 2019 (8) 5.17
-10.73% Feb 2020 Mar 2020 (2) Jun 2020 (5) 4.89
-9.29% Oct 2018 Dec 2018 (3) Jun 2019 (9) 4.52
-9.22% Jun 2015 Jan 2016 (8) Jun 2016 (13) 5.08
-7.26% Apr 2012 May 2012 (2) Sep 2012 (6) 3.15
-7.14% May 2011 Sep 2011 (5) Jan 2012 (9) 2.68
-6.78% Aug 1998 Aug 1998 (1) Oct 1998 (3) 3.54
-6.55% Sep 2000 Nov 2000 (3) Jan 2001 (5) 3.00
-5.53% Sep 1994 Nov 1994 (3) Mar 1995 (7) 3.17
-5.49% May 2019 May 2019 (1) Jul 2019 (3) 2.75
-5.36% Jun 2007 Jul 2007 (2) Oct 2007 (5) 2.85

Drawdown comparison chart since January 1985.

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Bill Bernstein Sheltered Sam 90/10 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
-50.12% Nov 2007 Feb 2009 (16) Apr 2011 (42) 23.90
-32.52% Nov 2007 Feb 2009 (16) Feb 2011 (40) 15.23
-24.21% Nov 2021 Sep 2022 (11) In progress (28) 16.52
-23.28% Sep 1987 Nov 1987 (3) Jan 1989 (17) 11.71
-22.65% Jan 2020 Mar 2020 (3) Nov 2020 (11) 10.44
-21.79% Feb 2001 Sep 2002 (20) Oct 2003 (33) 11.53
-21.14% Sep 2000 Sep 2002 (25) Jan 2004 (41) 12.11
-20.42% Jan 2022 Sep 2022 (9) Dec 2023 (24) 9.41
-20.08% Sep 1987 Nov 1987 (3) May 1989 (21) 11.04
-17.83% May 2011 Sep 2011 (5) Mar 2012 (11) 7.88
-17.68% May 1998 Aug 1998 (4) Apr 1999 (12) 7.05
-15.69% Jan 1990 Sep 1990 (9) Feb 1991 (14) 8.10
-11.79% Sep 2018 Dec 2018 (4) Apr 2019 (8) 5.17
-10.73% Feb 2020 Mar 2020 (2) Jun 2020 (5) 4.89
-9.29% Oct 2018 Dec 2018 (3) Jun 2019 (9) 4.52
-9.22% Jun 2015 Jan 2016 (8) Jun 2016 (13) 5.08
-7.66% Aug 1990 Sep 1990 (2) Jan 1991 (6) 4.58
-7.26% Apr 2012 May 2012 (2) Sep 2012 (6) 3.15
-7.14% May 2011 Sep 2011 (5) Jan 2012 (9) 2.68
-6.92% Feb 1994 Mar 1994 (2) Apr 1995 (15) 4.29

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
+1.51%
-1.27%
+9.07%
0.00%
2023
+14.39%
-9.69%
+7.66%
-5.48%
2022
-12.09%
-20.42%
-16.20%
-21.97%
2021
+21.12%
-3.42%
+7.27%
-2.88%
2020
+7.74%
-22.65%
+20.99%
-10.73%
2019
+23.13%
-5.49%
+19.89%
-0.92%
2018
-7.66%
-11.79%
-1.04%
-9.29%
2017
+16.40%
-0.25%
+23.93%
0.00%
2016
+13.70%
-4.40%
+4.01%
-3.57%
2015
-2.36%
-9.00%
+5.58%
-4.61%
2014
+8.20%
-3.50%
+11.10%
-2.40%
2013
+22.71%
-2.88%
+19.91%
-2.13%
2012
+15.32%
-7.26%
+10.22%
-3.51%
2011
-1.13%
-17.83%
+6.73%
-7.14%
2010
+16.61%
-11.68%
+13.29%
-6.43%
2009
+25.94%
-20.63%
+11.92%
-12.79%
2008
-32.87%
-36.25%
-21.83%
-24.08%
2007
+3.28%
-6.37%
+13.35%
-1.41%
2006
+20.79%
-3.44%
+8.04%
-2.23%
2005
+10.17%
-3.80%
+12.44%
-0.99%
2004
+17.49%
-4.53%
+11.72%
-2.06%
2003
+33.96%
-4.59%
+17.18%
-1.95%
2002
-10.94%
-19.49%
-4.07%
-11.25%
2001
-3.78%
-15.07%
-7.04%
-13.57%
2000
+3.21%
-6.55%
-1.21%
-6.50%
1999
+15.58%
-3.98%
+23.95%
-1.65%
1998
+8.73%
-17.68%
+32.69%
-6.78%
1997
+19.08%
-4.29%
+25.89%
-3.48%
1996
+17.88%
-4.19%
+19.33%
-2.32%
1995
+24.96%
-2.05%
+32.67%
0.00%
1994
-1.28%
-6.92%
-1.72%
-6.35%
1993
+24.08%
-2.86%
+11.81%
-0.99%
1992
+9.51%
-2.08%
+5.45%
-2.52%
1991
+30.09%
-4.21%
+28.24%
-2.57%
1990
-9.73%
-15.69%
+4.36%
-7.66%
1989
+25.02%
-3.04%
+31.11%
-1.20%
1988
+19.40%
-2.48%
+7.18%
-3.36%
1987
+3.64%
-23.28%
+2.02%
-20.08%
1986
+24.84%
-4.63%
+19.66%
-5.55%
1985
+33.45%
-2.68%
+28.33%
-1.52%