Last Update: 31 March 2024
The Charles Schwab Conservative Income Portfolio obtained a 4.43% compound annual return, with a 3.59% standard deviation, in the last 30 Years.
The Bill Bernstein Sheltered Sam 20/80 Portfolio obtained a 5.23% compound annual return, with a 4.08% standard deviation, in the last 30 Years.
Summary
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| Charles Schwab Conservative Income Portfolio | Bill Bernstein Sheltered Sam 20/80 Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Low | Low | |
| Asset Allocation | Stocks | 5% | 19.4% |
| Fixed Income | 95% | 80% | |
| Commodities | 0% | 0.6% | |
| 30 Years Stats | Return | +4.43% | +5.23% |
| Std Dev | 3.59% | 4.08% | |
| Max Drawdown | -11.50% | -11.24% | |
| All time Stats (Since Jan 1985) |
Return | +5.67% | +6.64% |
| Std Dev | 3.84% | 4.49% | |
| Max Drawdown | -11.50% | -11.24% | |
| 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 | |
|---|---|---|---|---|---|---|---|
| Charles Schwab Conservative Income Portfolio | +0.74 | +5.49 | +3.15 | +1.51 | +1.99 | +4.43 | +5.67 |
| Bill Bernstein Sheltered Sam 20/80 Portfolio | +1.11 | +6.30 | +4.68 | +3.15 | +2.86 | +5.23 | +6.64 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Charles Schwab Conservative Income Portfolio: an investment of 1$, since April 1994,
now would be worth 3.67$, with a total return of 266.66%
(4.43% annualized).
Bill Bernstein Sheltered Sam 20/80 Portfolio: an investment of 1$, since April 1994, now would be worth 4.61$, with a total return of 361.39% (5.23% annualized).
Bill Bernstein Sheltered Sam 20/80 Portfolio: an investment of 1$, since April 1994, now would be worth 4.61$, with a total return of 361.39% (5.23% annualized).
Charles Schwab Conservative Income Portfolio: an investment of 1$, since January 1985,
now would be worth 8.70$, with a total return of 770.04%
(5.67% annualized).
Bill Bernstein Sheltered Sam 20/80 Portfolio: an investment of 1$, since January 1985, now would be worth 12.48$, with a total return of 1147.82% (6.64% annualized).
Bill Bernstein Sheltered Sam 20/80 Portfolio: an investment of 1$, since January 1985, now would be worth 12.48$, with a total return of 1147.82% (6.64% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Charles Schwab Conservative Income Portfolio
|
Bill Bernstein Sheltered Sam 20/80 Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -11.50% | Jan 2022 | Sep 2022 (9) | In progress (27) | 7.50 | |||||
| -11.24% | Jan 2022 | Sep 2022 (9) | In progress (27) | 6.17 | |||||
| -11.12% | Jun 2008 | Feb 2009 (9) | Sep 2009 (16) | 5.60 | |||||
| -7.01% | May 2008 | Oct 2008 (6) | Jul 2009 (15) | 3.26 | |||||
| -4.32% | May 2013 | Aug 2013 (4) | May 2014 (13) | 2.65 | |||||
| -3.84% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 1.69 | |||||
| -3.04% | Apr 2004 | Apr 2004 (1) | Sep 2004 (6) | 1.63 | |||||
| -2.85% | May 2013 | Jun 2013 (2) | Nov 2013 (7) | 1.60 | |||||
| -2.79% | Apr 2004 | Apr 2004 (1) | Aug 2004 (5) | 1.77 | |||||
| -2.74% | Aug 2011 | Sep 2011 (2) | Dec 2011 (5) | 1.18 | |||||
| -2.69% | May 2015 | Sep 2015 (5) | Apr 2016 (12) | 1.60 | |||||
| -2.63% | Sep 2018 | Dec 2018 (4) | Feb 2019 (6) | 1.45 | |||||
| -2.57% | Mar 2020 | Mar 2020 (1) | May 2020 (3) | 1.29 | |||||
| -2.55% | Aug 2016 | Nov 2016 (4) | Aug 2017 (13) | 1.16 | |||||
| -2.46% | Sep 1994 | Nov 1994 (3) | Feb 1995 (6) | 1.35 | |||||
| -2.38% | Feb 2015 | Jun 2015 (5) | Mar 2016 (14) | 1.59 | |||||
| -2.06% | Jul 2003 | Jul 2003 (1) | Sep 2003 (3) | 1.25 | |||||
| -2.01% | Feb 1999 | Feb 1999 (1) | Apr 1999 (3) | 1.13 | |||||
| -1.97% | Jul 1998 | Aug 1998 (2) | Sep 1998 (3) | 1.00 | |||||
| -1.96% | Feb 1996 | Apr 1996 (3) | Sep 1996 (8) | 1.17 | |||||
Drawdown comparison chart since January 1985.
Swipe left to see all data
|
Charles Schwab Conservative Income Portfolio
|
Bill Bernstein Sheltered Sam 20/80 Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -11.50% | Jan 2022 | Sep 2022 (9) | In progress (27) | 7.50 | |||||
| -11.24% | Jan 2022 | Sep 2022 (9) | In progress (27) | 6.17 | |||||
| -11.12% | Jun 2008 | Feb 2009 (9) | Sep 2009 (16) | 5.60 | |||||
| -7.01% | May 2008 | Oct 2008 (6) | Jul 2009 (15) | 3.26 | |||||
| -5.52% | Feb 1994 | Jun 1994 (5) | Mar 1995 (14) | 3.89 | |||||
| -4.80% | Feb 1994 | Jun 1994 (5) | Mar 1995 (14) | 3.45 | |||||
| -4.40% | Sep 1987 | Nov 1987 (3) | Jan 1988 (5) | 2.67 | |||||
| -4.32% | May 2013 | Aug 2013 (4) | May 2014 (13) | 2.65 | |||||
| -3.90% | Mar 1987 | Sep 1987 (7) | Jan 1988 (11) | 2.04 | |||||
| -3.84% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 1.69 | |||||
| -3.05% | Aug 1990 | Sep 1990 (2) | Nov 1990 (4) | 1.95 | |||||
| -3.04% | Apr 2004 | Apr 2004 (1) | Sep 2004 (6) | 1.63 | |||||
| -2.85% | May 2013 | Jun 2013 (2) | Nov 2013 (7) | 1.60 | |||||
| -2.79% | Apr 2004 | Apr 2004 (1) | Aug 2004 (5) | 1.77 | |||||
| -2.74% | Aug 2011 | Sep 2011 (2) | Dec 2011 (5) | 1.18 | |||||
| -2.69% | May 2015 | Sep 2015 (5) | Apr 2016 (12) | 1.60 | |||||
| -2.65% | Jan 1990 | Apr 1990 (4) | May 1990 (5) | 1.67 | |||||
| -2.63% | Sep 2018 | Dec 2018 (4) | Feb 2019 (6) | 1.45 | |||||
| -2.57% | Mar 2020 | Mar 2020 (1) | May 2020 (3) | 1.29 | |||||
| -2.55% | Aug 2016 | Nov 2016 (4) | Aug 2017 (13) | 1.16 | |||||
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 |
+0.03%
|
-0.71% |
+1.19%
|
-0.03% |
| 2023 |
+5.79%
|
-3.43% |
+6.07%
|
-3.04% |
| 2022 |
-9.97%
|
-11.50% |
-8.57%
|
-11.24% |
| 2021 |
+2.43%
|
-1.40% |
+6.12%
|
-1.13% |
| 2020 |
+5.45%
|
-2.57% |
+6.51%
|
-3.84% |
| 2019 |
+8.37%
|
-0.27% |
+9.31%
|
-0.46% |
| 2018 |
-0.17%
|
-1.84% |
-1.46%
|
-2.63% |
| 2017 |
+2.91%
|
-0.28% |
+4.67%
|
-0.02% |
| 2016 |
+3.48%
|
-2.55% |
+4.89%
|
-0.76% |
| 2015 |
-0.30%
|
-2.38% |
-0.87%
|
-2.69% |
| 2014 |
+5.05%
|
-1.20% |
+3.15%
|
-1.67% |
| 2013 |
-1.91%
|
-4.32% |
+2.51%
|
-2.85% |
| 2012 |
+4.58%
|
-0.18% |
+5.52%
|
-0.90% |
| 2011 |
+6.88%
|
-0.61% |
+4.55%
|
-2.74% |
| 2010 |
+6.25%
|
-1.09% |
+6.66%
|
-1.86% |
| 2009 |
+7.40%
|
-3.86% |
+8.71%
|
-5.55% |
| 2008 |
-0.05%
|
-7.01% |
-4.20%
|
-8.77% |
| 2007 |
+5.65%
|
-1.21% |
+7.87%
|
-0.26% |
| 2006 |
+5.45%
|
-0.71% |
+6.52%
|
-0.66% |
| 2005 |
+3.19%
|
-1.10% |
+3.75%
|
-1.08% |
| 2004 |
+5.92%
|
-2.79% |
+6.77%
|
-3.04% |
| 2003 |
+6.47%
|
-2.06% |
+11.07%
|
-1.00% |
| 2002 |
+7.47%
|
-0.98% |
+6.48%
|
-0.84% |
| 2001 |
+7.06%
|
-0.84% |
+5.17%
|
-0.79% |
| 2000 |
+10.92%
|
-0.02% |
+10.33%
|
-0.80% |
| 1999 |
+0.05%
|
-1.43% |
+2.93%
|
-2.01% |
| 1998 |
+6.75%
|
-0.25% |
+8.26%
|
-1.97% |
| 1997 |
+8.91%
|
-0.83% |
+11.23%
|
-1.41% |
| 1996 |
+5.56%
|
-1.96% |
+6.44%
|
-1.47% |
| 1995 |
+15.82%
|
0.00% |
+18.36%
|
0.00% |
| 1994 |
-2.12%
|
-4.80% |
-2.45%
|
-5.52% |
| 1993 |
+10.51%
|
-0.90% |
+13.19%
|
-1.20% |
| 1992 |
+7.63%
|
-1.15% |
+7.98%
|
-1.39% |
| 1991 |
+15.73%
|
-0.03% |
+17.84%
|
-1.06% |
| 1990 |
+6.08%
|
-1.67% |
+5.02%
|
-3.05% |
| 1989 |
+11.52%
|
-0.97% |
+15.82%
|
-0.71% |
| 1988 |
+7.76%
|
-1.64% |
+8.98%
|
-1.35% |
| 1987 |
+2.12%
|
-3.90% |
+2.97%
|
-4.40% |
| 1986 |
+13.85%
|
-1.69% |
+16.07%
|
-2.27% |
| 1985 |
+19.26%
|
-1.36% |
+21.99%
|
-0.96% |
