Last Update: 31 March 2024
The Burton Malkiel Mid-Fifties Portfolio obtained a 8.58% compound annual return, with a 12.94% standard deviation, in the last 30 Years.
The Bill Bernstein Sheltered Sam 80/20 Portfolio obtained a 8.48% compound annual return, with a 12.18% standard deviation, in the last 30 Years.
Summary
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| Burton Malkiel Mid-Fifties Portfolio | Bill Bernstein Sheltered Sam 80/20 Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | Very High | |
| Asset Allocation | Stocks | 80% | 77.6% |
| Fixed Income | 20% | 20% | |
| Commodities | 0% | 2.4% | |
| 30 Years Stats | Return | +8.58% | +8.48% |
| Std Dev | 12.94% | 12.18% | |
| Max Drawdown | -46.21% | -45.06% | |
| All time Stats (Since Jan 1985) |
Return | +10.23% | +10.09% |
| Std Dev | 13.02% | 12.12% | |
| Max Drawdown | -46.21% | -45.06% | |
| 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 | |
|---|---|---|---|---|---|---|---|
| Burton Malkiel Mid-Fifties Portfolio | +2.37 | +15.93 | +15.50 | +7.55 | +7.16 | +8.58 | +10.23 |
| Bill Bernstein Sheltered Sam 80/20 Portfolio | +3.01 | +15.01 | +14.42 | +8.11 | +7.20 | +8.48 | +10.09 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Burton Malkiel Mid-Fifties Portfolio: an investment of 1$, since April 1994,
now would be worth 11.81$, with a total return of 1081.31%
(8.58% annualized).
Bill Bernstein Sheltered Sam 80/20 Portfolio: an investment of 1$, since April 1994, now would be worth 11.48$, with a total return of 1048.48% (8.48% annualized).
Bill Bernstein Sheltered Sam 80/20 Portfolio: an investment of 1$, since April 1994, now would be worth 11.48$, with a total return of 1048.48% (8.48% annualized).
Burton Malkiel Mid-Fifties Portfolio: an investment of 1$, since January 1985,
now would be worth 45.80$, with a total return of 4479.90%
(10.23% annualized).
Bill Bernstein Sheltered Sam 80/20 Portfolio: an investment of 1$, since January 1985, now would be worth 43.45$, with a total return of 4245.08% (10.09% annualized).
Bill Bernstein Sheltered Sam 80/20 Portfolio: an investment of 1$, since January 1985, now would be worth 43.45$, with a total return of 4245.08% (10.09% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Burton Malkiel Mid-Fifties Portfolio
|
Bill Bernstein Sheltered Sam 80/20 Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -46.21% | Nov 2007 | Feb 2009 (16) | Feb 2011 (40) | 21.33 | |||||
| -45.06% | Nov 2007 | Feb 2009 (16) | Feb 2011 (40) | 21.00 | |||||
| -24.05% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 12.57 | |||||
| -19.89% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 8.97 | |||||
| -19.11% | Jan 2022 | Sep 2022 (9) | Dec 2023 (24) | 8.96 | |||||
| -18.63% | Jan 2020 | Mar 2020 (3) | Aug 2020 (8) | 8.44 | |||||
| -18.18% | May 1998 | Aug 1998 (4) | Apr 1999 (12) | 7.28 | |||||
| -17.81% | Feb 2001 | Sep 2002 (20) | Aug 2003 (31) | 9.47 | |||||
| -15.78% | May 2011 | Sep 2011 (5) | Mar 2012 (11) | 6.66 | |||||
| -15.67% | May 2011 | Sep 2011 (5) | Mar 2012 (11) | 6.80 | |||||
| -15.46% | May 1998 | Aug 1998 (4) | Apr 1999 (12) | 6.01 | |||||
| -15.37% | Apr 2002 | Sep 2002 (6) | Jun 2003 (15) | 9.56 | |||||
| -13.61% | Sep 2000 | Sep 2001 (13) | Mar 2002 (19) | 6.04 | |||||
| -10.52% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 4.60 | |||||
| -10.02% | Feb 2018 | Dec 2018 (11) | Mar 2019 (14) | 4.35 | |||||
| -9.21% | May 2015 | Feb 2016 (10) | Jun 2016 (14) | 5.08 | |||||
| -8.25% | Jun 2015 | Jan 2016 (8) | Jun 2016 (13) | 4.55 | |||||
| -6.70% | Apr 2004 | Apr 2004 (1) | Oct 2004 (7) | 3.76 | |||||
| -6.35% | Apr 2012 | May 2012 (2) | Sep 2012 (6) | 2.72 | |||||
| -6.25% | Apr 2012 | May 2012 (2) | Aug 2012 (5) | 2.77 | |||||
Drawdown comparison chart since January 1985.
Swipe left to see all data
|
Burton Malkiel Mid-Fifties Portfolio
|
Bill Bernstein Sheltered Sam 80/20 Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -46.21% | Nov 2007 | Feb 2009 (16) | Feb 2011 (40) | 21.33 | |||||
| -45.06% | Nov 2007 | Feb 2009 (16) | Feb 2011 (40) | 21.00 | |||||
| -24.05% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 12.57 | |||||
| -21.56% | Sep 1987 | Nov 1987 (3) | Jan 1989 (17) | 10.59 | |||||
| -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 | |||||
| -18.63% | Jan 2020 | Mar 2020 (3) | Aug 2020 (8) | 8.44 | |||||
| -18.18% | May 1998 | Aug 1998 (4) | Apr 1999 (12) | 7.28 | |||||
| -17.81% | Feb 2001 | Sep 2002 (20) | Aug 2003 (31) | 9.47 | |||||
| -16.09% | Aug 1990 | Sep 1990 (2) | Feb 1991 (7) | 9.29 | |||||
| -15.78% | May 2011 | Sep 2011 (5) | Mar 2012 (11) | 6.66 | |||||
| -15.67% | May 2011 | Sep 2011 (5) | Mar 2012 (11) | 6.80 | |||||
| -15.46% | May 1998 | Aug 1998 (4) | Apr 1999 (12) | 6.01 | |||||
| -15.37% | Apr 2002 | Sep 2002 (6) | Jun 2003 (15) | 9.56 | |||||
| -13.61% | Sep 2000 | Sep 2001 (13) | Mar 2002 (19) | 6.04 | |||||
| -13.50% | Jan 1990 | Sep 1990 (9) | Feb 1991 (14) | 6.84 | |||||
| -10.52% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 4.60 | |||||
| -10.02% | Feb 2018 | Dec 2018 (11) | Mar 2019 (14) | 4.35 | |||||
| -9.21% | May 2015 | Feb 2016 (10) | Jun 2016 (14) | 5.08 | |||||
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 |
+4.47%
|
-0.98% |
+4.36%
|
-1.09% |
| 2023 |
+15.87%
|
-9.23% |
+13.20%
|
-8.79% |
| 2022 |
-17.33%
|
-24.05% |
-11.58%
|
-19.11% |
| 2021 |
+15.75%
|
-3.95% |
+18.98%
|
-3.12% |
| 2020 |
+11.71%
|
-18.63% |
+7.57%
|
-19.89% |
| 2019 |
+23.79%
|
-3.94% |
+21.16%
|
-4.82% |
| 2018 |
-7.10%
|
-10.02% |
-6.77%
|
-10.52% |
| 2017 |
+19.19%
|
0.00% |
+14.72%
|
-0.17% |
| 2016 |
+8.92%
|
-3.97% |
+12.44%
|
-3.80% |
| 2015 |
-2.27%
|
-8.93% |
-2.15%
|
-8.08% |
| 2014 |
+8.09%
|
-3.42% |
+7.48%
|
-3.25% |
| 2013 |
+14.67%
|
-3.96% |
+19.83%
|
-2.67% |
| 2012 |
+15.47%
|
-6.25% |
+13.92%
|
-6.35% |
| 2011 |
-0.94%
|
-15.78% |
-0.32%
|
-15.67% |
| 2010 |
+15.05%
|
-9.45% |
+15.19%
|
-10.34% |
| 2009 |
+29.23%
|
-17.95% |
+23.48%
|
-18.48% |
| 2008 |
-30.43%
|
-35.32% |
-28.77%
|
-32.09% |
| 2007 |
+7.08%
|
-5.75% |
+3.94%
|
-5.38% |
| 2006 |
+21.13%
|
-3.49% |
+18.75%
|
-3.07% |
| 2005 |
+11.28%
|
-3.25% |
+9.25%
|
-3.26% |
| 2004 |
+15.92%
|
-6.70% |
+15.96%
|
-4.32% |
| 2003 |
+33.06%
|
-1.54% |
+30.69%
|
-3.93% |
| 2002 |
-8.20%
|
-15.37% |
-8.45%
|
-16.37% |
| 2001 |
+1.81%
|
-13.46% |
-2.50%
|
-12.71% |
| 2000 |
-1.81%
|
-8.44% |
+4.22%
|
-5.44% |
| 1999 |
+18.47%
|
-3.88% |
+13.77%
|
-3.50% |
| 1998 |
+6.91%
|
-18.18% |
+8.66%
|
-15.46% |
| 1997 |
+14.24%
|
-5.58% |
+17.96%
|
-3.74% |
| 1996 |
+18.61%
|
-3.32% |
+16.24%
|
-3.61% |
| 1995 |
+20.11%
|
-1.61% |
+24.01%
|
-1.71% |
| 1994 |
-3.32%
|
-8.21% |
-1.44%
|
-6.62% |
| 1993 |
+27.74%
|
-3.23% |
+22.52%
|
-2.64% |
| 1992 |
+3.26%
|
-3.61% |
+9.29%
|
-1.71% |
| 1991 |
+37.79%
|
-4.36% |
+28.34%
|
-3.80% |
| 1990 |
-6.91%
|
-16.09% |
-7.62%
|
-13.50% |
| 1989 |
+30.29%
|
-2.42% |
+23.71%
|
-2.50% |
| 1988 |
+18.85%
|
-2.96% |
+17.91%
|
-2.27% |
| 1987 |
-1.62%
|
-21.56% |
+3.55%
|
-21.01% |
| 1986 |
+21.09%
|
-5.08% |
+23.59%
|
-4.32% |
| 1985 |
+30.20%
|
-2.62% |
+31.81%
|
-2.27% |
