Last Update: 31 March 2024
The Developed World ex-US Stocks Momentum Portfolio obtained a 5.68% compound annual return, with a 13.68% standard deviation, in the last 10 Years.
The Bill Bernstein Sheltered Sam 90/10 Portfolio obtained a 7.90% compound annual return, with a 13.41% standard deviation, in the last 10 Years.
Summary
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| Developed World ex-US Stocks Momentum Portfolio | Bill Bernstein Sheltered Sam 90/10 Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | Very High | |
| Asset Allocation | Stocks | 100% | 87.3% |
| Fixed Income | 0% | 10% | |
| Commodities | 0% | 2.7% | |
| 10 Years Stats | Return | +5.68% | +7.90% |
| Std Dev | 13.68% | 13.41% | |
| Max Drawdown | -28.57% | -22.65% | |
| All time Stats (Since Aug 2009) |
Return | +6.89% | +10.04% |
| Std Dev | 15.25% | 13.41% | |
| Max Drawdown | -28.57% | -22.65% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from August 2009
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| 1M | 6M | 1Y | 5Y | 10Y | MAX | |
|---|---|---|---|---|---|---|
| Developed World ex-US Stocks Momentum Portfolio | +5.32 | +25.94 | +24.32 | +9.51 | +5.68 | +6.89 |
| Bill Bernstein Sheltered Sam 90/10 Portfolio | +3.33 | +16.47 | +16.07 | +8.90 | +7.90 | +10.04 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Developed World ex-US Stocks Momentum Portfolio: an investment of 1$, since April 2014,
now would be worth 1.74$, with a total return of 73.68%
(5.68% annualized).
Bill Bernstein Sheltered Sam 90/10 Portfolio: an investment of 1$, since April 2014, now would be worth 2.14$, with a total return of 113.82% (7.90% annualized).
Bill Bernstein Sheltered Sam 90/10 Portfolio: an investment of 1$, since April 2014, now would be worth 2.14$, with a total return of 113.82% (7.90% annualized).
Developed World ex-US Stocks Momentum Portfolio: an investment of 1$, since August 2009,
now would be worth 2.66$, with a total return of 165.81%
(6.89% annualized).
Bill Bernstein Sheltered Sam 90/10 Portfolio: an investment of 1$, since August 2009, now would be worth 4.07$, with a total return of 306.71% (10.04% annualized).
Bill Bernstein Sheltered Sam 90/10 Portfolio: an investment of 1$, since August 2009, now would be worth 4.07$, with a total return of 306.71% (10.04% annualized).
Drawdowns
Drawdown comparison chart since April 2014.
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|
Developed World ex-US Stocks Momentum Portfolio
|
Bill Bernstein Sheltered Sam 90/10 Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -28.57% | Nov 2021 | Sep 2022 (11) | Feb 2024 (28) | 13.63 | |||||
| -22.65% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 10.44 | |||||
| -20.42% | Jan 2022 | Sep 2022 (9) | Dec 2023 (24) | 9.41 | |||||
| -19.22% | Feb 2018 | Dec 2018 (11) | Dec 2019 (23) | 8.58 | |||||
| -16.18% | Jul 2014 | Feb 2016 (20) | May 2017 (35) | 8.46 | |||||
| -15.97% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 8.38 | |||||
| -11.79% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 5.17 | |||||
| -9.22% | Jun 2015 | Jan 2016 (8) | Jun 2016 (13) | 5.08 | |||||
| -5.49% | May 2019 | May 2019 (1) | Jul 2019 (3) | 2.75 | |||||
| -4.71% | Feb 2018 | Mar 2018 (2) | Jul 2018 (6) | 3.20 | |||||
| -3.90% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 1.96 | |||||
| -3.69% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 2.13 | |||||
| -3.50% | Sep 2014 | Sep 2014 (1) | Nov 2014 (3) | 1.77 | |||||
| -3.42% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 1.97 | |||||
| -2.55% | Nov 2021 | Nov 2021 (1) | Dec 2021 (2) | 1.47 | |||||
| -2.23% | Oct 2016 | Oct 2016 (1) | Nov 2016 (2) | 1.29 | |||||
| -1.80% | Jun 2021 | Jun 2021 (1) | Aug 2021 (3) | 0.96 | |||||
| -1.77% | Aug 2019 | Aug 2019 (1) | Sep 2019 (2) | 1.02 | |||||
| -1.75% | Jul 2014 | Jul 2014 (1) | Aug 2014 (2) | 1.01 | |||||
| -1.31% | Dec 2014 | Jan 2015 (2) | Feb 2015 (3) | 0.66 | |||||
Drawdown comparison chart since August 2009.
Swipe left to see all data
|
Developed World ex-US Stocks Momentum Portfolio
|
Bill Bernstein Sheltered Sam 90/10 Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -28.57% | Nov 2021 | Sep 2022 (11) | Feb 2024 (28) | 13.63 | |||||
| -26.91% | May 2011 | Sep 2011 (5) | Apr 2013 (24) | 14.61 | |||||
| -22.65% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 10.44 | |||||
| -20.42% | Jan 2022 | Sep 2022 (9) | Dec 2023 (24) | 9.41 | |||||
| -19.22% | Feb 2018 | Dec 2018 (11) | Dec 2019 (23) | 8.58 | |||||
| -17.83% | May 2011 | Sep 2011 (5) | Mar 2012 (11) | 7.88 | |||||
| -16.18% | Jul 2014 | Feb 2016 (20) | May 2017 (35) | 8.46 | |||||
| -15.97% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 8.38 | |||||
| -14.08% | Apr 2010 | Jun 2010 (3) | Sep 2010 (6) | 8.07 | |||||
| -11.79% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 5.17 | |||||
| -11.68% | May 2010 | Jun 2010 (2) | Oct 2010 (6) | 6.61 | |||||
| -9.22% | Jun 2015 | Jan 2016 (8) | Jun 2016 (13) | 5.08 | |||||
| -7.26% | Apr 2012 | May 2012 (2) | Sep 2012 (6) | 3.15 | |||||
| -7.18% | Jan 2010 | Jan 2010 (1) | Mar 2010 (3) | 4.79 | |||||
| -6.52% | May 2013 | Jun 2013 (2) | Sep 2013 (5) | 4.30 | |||||
| -5.49% | May 2019 | May 2019 (1) | Jul 2019 (3) | 2.75 | |||||
| -5.15% | Jan 2014 | Jan 2014 (1) | Jun 2014 (6) | 2.47 | |||||
| -4.71% | Feb 2018 | Mar 2018 (2) | Jul 2018 (6) | 3.20 | |||||
| -3.90% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 1.96 | |||||
| -3.69% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 2.13 | |||||
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 |
+14.41%
|
0.00% |
+4.89%
|
-1.27% |
| 2023 |
+13.91%
|
-8.35% |
+14.39%
|
-9.69% |
| 2022 |
-16.80%
|
-28.32% |
-12.09%
|
-20.42% |
| 2021 |
+6.60%
|
-4.63% |
+21.12%
|
-3.42% |
| 2020 |
+22.16%
|
-15.97% |
+7.74%
|
-22.65% |
| 2019 |
+24.51%
|
-2.38% |
+23.13%
|
-5.49% |
| 2018 |
-14.30%
|
-19.22% |
-7.66%
|
-11.79% |
| 2017 |
+25.46%
|
-0.73% |
+16.40%
|
-0.25% |
| 2016 |
+0.47%
|
-7.09% |
+13.70%
|
-4.40% |
| 2015 |
-1.60%
|
-12.26% |
-2.36%
|
-9.00% |
| 2014 |
-9.19%
|
-9.77% |
+8.20%
|
-3.50% |
| 2013 |
+22.20%
|
-6.52% |
+22.71%
|
-2.88% |
| 2012 |
+17.94%
|
-8.24% |
+15.32%
|
-7.26% |
| 2011 |
-14.36%
|
-26.91% |
-1.13%
|
-17.83% |
| 2010 |
+14.14%
|
-14.08% |
+16.61%
|
-11.68% |
