Last Update: 31 March 2024
The Bill Bernstein Sheltered Sam 90/10 Portfolio obtained a 8.92% compound annual return, with a 13.71% standard deviation, in the last 30 Years.
The US Stocks Minimum Volatility Portfolio obtained a 10.04% compound annual return, with a 13.68% standard deviation, in the last 30 Years.
Summary
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| Bill Bernstein Sheltered Sam 90/10 Portfolio | US Stocks Minimum Volatility Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | Very High | |
| Asset Allocation | Stocks | 87.3% | 100% |
| Fixed Income | 10% | 0% | |
| Commodities | 2.7% | 0% | |
| 30 Years Stats | Return | +8.92% | +10.04% |
| Std Dev | 13.71% | 13.68% | |
| Max Drawdown | -50.12% | -43.27% | |
| All time Stats (Since Jan 1985) |
Return | +10.57% | +11.20% |
| Std Dev | 13.57% | 14.20% | |
| Max Drawdown | -50.12% | -43.27% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 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 | +3.33 | +16.47 | +16.07 | +8.90 | +7.90 | +8.92 | +10.57 |
| US Stocks Minimum Volatility Portfolio | +3.14 | +16.63 | +17.12 | +9.24 | +10.87 | +10.04 | +11.20 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Bill Bernstein Sheltered Sam 90/10 Portfolio: an investment of 1$, since April 1994,
now would be worth 12.98$, with a total return of 1198.28%
(8.92% annualized).
US Stocks Minimum Volatility Portfolio: an investment of 1$, since April 1994, now would be worth 17.62$, with a total return of 1662.50% (10.04% annualized).
US Stocks Minimum Volatility Portfolio: an investment of 1$, since April 1994, now would be worth 17.62$, with a total return of 1662.50% (10.04% annualized).
Bill Bernstein Sheltered Sam 90/10 Portfolio: an investment of 1$, since January 1985,
now would be worth 51.69$, with a total return of 5069.02%
(10.57% annualized).
US Stocks Minimum Volatility Portfolio: an investment of 1$, since January 1985, now would be worth 64.60$, with a total return of 6359.76% (11.20% annualized).
US Stocks Minimum Volatility Portfolio: an investment of 1$, since January 1985, now would be worth 64.60$, with a total return of 6359.76% (11.20% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
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|
Bill Bernstein Sheltered Sam 90/10 Portfolio
|
US Stocks Minimum Volatility 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 | |||||
| -43.27% | Nov 2007 | Feb 2009 (16) | Feb 2011 (40) | 20.28 | |||||
| -35.36% | Sep 2000 | Sep 2002 (25) | Jul 2005 (59) | 18.12 | |||||
| -22.65% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 10.44 | |||||
| -21.79% | Feb 2001 | Sep 2002 (20) | Oct 2003 (33) | 11.53 | |||||
| -20.42% | Jan 2022 | Sep 2022 (9) | Dec 2023 (24) | 9.41 | |||||
| -19.06% | Feb 2020 | Mar 2020 (2) | Nov 2020 (10) | 8.46 | |||||
| -17.83% | May 2011 | Sep 2011 (5) | Mar 2012 (11) | 7.88 | |||||
| -17.68% | May 1998 | Aug 1998 (4) | Apr 1999 (12) | 7.05 | |||||
| -17.35% | Jan 2022 | Sep 2022 (9) | Jan 2024 (25) | 8.33 | |||||
| -16.52% | Jul 1998 | Aug 1998 (2) | Nov 1998 (5) | 8.42 | |||||
| -11.79% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 5.17 | |||||
| -11.70% | May 2011 | Sep 2011 (5) | Dec 2011 (8) | 4.61 | |||||
| -9.22% | Jun 2015 | Jan 2016 (8) | Jun 2016 (13) | 5.08 | |||||
| -9.14% | Jul 1999 | Sep 1999 (3) | Dec 1999 (6) | 4.76 | |||||
| -7.56% | Oct 2018 | Dec 2018 (3) | Feb 2019 (5) | 3.65 | |||||
| -7.26% | Apr 2012 | May 2012 (2) | Sep 2012 (6) | 3.15 | |||||
| -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 | |||||
Drawdown comparison chart since January 1985.
Swipe left to see all data
|
Bill Bernstein Sheltered Sam 90/10 Portfolio
|
US Stocks Minimum Volatility 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 | |||||
| -43.27% | Nov 2007 | Feb 2009 (16) | Feb 2011 (40) | 20.28 | |||||
| -35.36% | Sep 2000 | Sep 2002 (25) | Jul 2005 (59) | 18.12 | |||||
| -30.08% | Sep 1987 | Nov 1987 (3) | May 1989 (21) | 16.33 | |||||
| -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 | |||||
| -20.42% | Jan 2022 | Sep 2022 (9) | Dec 2023 (24) | 9.41 | |||||
| -19.06% | Feb 2020 | Mar 2020 (2) | Nov 2020 (10) | 8.46 | |||||
| -17.83% | May 2011 | Sep 2011 (5) | Mar 2012 (11) | 7.88 | |||||
| -17.68% | May 1998 | Aug 1998 (4) | Apr 1999 (12) | 7.05 | |||||
| -17.35% | Jan 2022 | Sep 2022 (9) | Jan 2024 (25) | 8.33 | |||||
| -16.52% | Jul 1998 | Aug 1998 (2) | Nov 1998 (5) | 8.42 | |||||
| -15.69% | Jan 1990 | Sep 1990 (9) | Feb 1991 (14) | 8.10 | |||||
| -14.10% | Jun 1990 | Oct 1990 (5) | Feb 1991 (9) | 7.72 | |||||
| -11.79% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 5.17 | |||||
| -11.70% | May 2011 | Sep 2011 (5) | Dec 2011 (8) | 4.61 | |||||
| -9.22% | Jun 2015 | Jan 2016 (8) | Jun 2016 (13) | 5.08 | |||||
| -9.14% | Jul 1999 | Sep 1999 (3) | Dec 1999 (6) | 4.76 | |||||
| -8.39% | Sep 1986 | Sep 1986 (1) | Jan 1987 (5) | 3.95 | |||||
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.
The highlighted returns represent the highest values for that specific year.
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| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+4.89%
|
-1.27% |
+7.58%
|
0.00% |
| 2023 |
+14.39%
|
-9.69% |
+10.34%
|
-4.29% |
| 2022 |
-12.09%
|
-20.42% |
-9.42%
|
-17.35% |
| 2021 |
+21.12%
|
-3.42% |
+20.84%
|
-4.99% |
| 2020 |
+7.74%
|
-22.65% |
+5.64%
|
-19.06% |
| 2019 |
+23.13%
|
-5.49% |
+27.69%
|
-1.61% |
| 2018 |
-7.66%
|
-11.79% |
+1.36%
|
-7.56% |
| 2017 |
+16.40%
|
-0.25% |
+18.91%
|
-0.35% |
| 2016 |
+13.70%
|
-4.40% |
+10.57%
|
-5.27% |
| 2015 |
-2.36%
|
-9.00% |
+5.45%
|
-5.12% |
| 2014 |
+8.20%
|
-3.50% |
+16.33%
|
-3.04% |
| 2013 |
+22.71%
|
-2.88% |
+25.09%
|
-3.26% |
| 2012 |
+15.32%
|
-7.26% |
+10.82%
|
-2.17% |
| 2011 |
-1.13%
|
-17.83% |
+12.70%
|
-11.70% |
| 2010 |
+16.61%
|
-11.68% |
+14.52%
|
-12.81% |
| 2009 |
+25.94%
|
-20.63% |
+18.18%
|
-19.43% |
| 2008 |
-32.87%
|
-36.25% |
-25.77%
|
-28.06% |
| 2007 |
+3.28%
|
-6.37% |
+4.15%
|
-5.15% |
| 2006 |
+20.79%
|
-3.44% |
+14.77%
|
-3.11% |
| 2005 |
+10.17%
|
-3.80% |
+6.45%
|
-3.39% |
| 2004 |
+17.49%
|
-4.53% |
+14.34%
|
-2.88% |
| 2003 |
+33.96%
|
-4.59% |
+19.79%
|
-5.68% |
| 2002 |
-10.94%
|
-19.49% |
-15.44%
|
-24.56% |
| 2001 |
-3.78%
|
-15.07% |
-7.96%
|
-20.58% |
| 2000 |
+3.21%
|
-6.55% |
+2.67%
|
-9.24% |
| 1999 |
+15.58%
|
-3.98% |
+7.63%
|
-9.14% |
| 1998 |
+8.73%
|
-17.68% |
+22.82%
|
-16.52% |
| 1997 |
+19.08%
|
-4.29% |
+30.20%
|
-5.47% |
| 1996 |
+17.88%
|
-4.19% |
+14.96%
|
-5.24% |
| 1995 |
+24.96%
|
-2.05% |
+36.61%
|
-0.39% |
| 1994 |
-1.28%
|
-6.92% |
+0.13%
|
-7.03% |
| 1993 |
+24.08%
|
-2.86% |
+11.82%
|
-2.26% |
| 1992 |
+9.51%
|
-2.08% |
+6.42%
|
-2.83% |
| 1991 |
+30.09%
|
-4.21% |
+28.86%
|
-4.68% |
| 1990 |
-9.73%
|
-15.69% |
-2.01%
|
-14.10% |
| 1989 |
+25.02%
|
-3.04% |
+35.71%
|
-2.13% |
| 1988 |
+19.40%
|
-2.48% |
+15.74%
|
-3.84% |
| 1987 |
+3.64%
|
-23.28% |
+3.77%
|
-30.08% |
| 1986 |
+24.84%
|
-4.63% |
+17.36%
|
-8.39% |
| 1985 |
+33.45%
|
-2.68% |
+32.55%
|
-3.71% |
