Dynamic 40/60 Income vs Bill Bernstein Sheltered Sam 50/50 Portfolio Comparison

Last Update: 31 March 2024

The Dynamic 40/60 Income Portfolio obtained a 7.11% compound annual return, with a 8.10% standard deviation, in the last 30 Years.

The Bill Bernstein Sheltered Sam 50/50 Portfolio obtained a 6.97% compound annual return, with a 7.79% standard deviation, in the last 30 Years.

Summary

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Dynamic 40/60 Income Portfolio Bill Bernstein Sheltered Sam 50/50 Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 40% 48.5%
Fixed Income 60% 50%
Commodities 0% 1.5%
30 Years Stats Return +7.11% +6.97%
Std Dev 8.10% 7.79%
Max Drawdown -29.84% -28.23%
All time Stats
(Since Jan 1992)		 Return +7.38% +7.19%
Std Dev 7.89% 7.67%
Max Drawdown -29.84% -28.23%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1992

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1M 6M 1Y 5Y 10Y 30Y MAX
Dynamic 40/60 Income Portfolio +1.42 +11.29 +12.01 +4.34 +4.62 +7.11 +7.38
Bill Bernstein Sheltered Sam 50/50 Portfolio +2.07 +10.64 +9.51 +5.67 +5.07 +6.97 +7.19
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Dynamic 40/60 Income Portfolio: an investment of 1$, since April 1994, now would be worth 7.86$, with a total return of 685.75% (7.11% annualized).

Bill Bernstein Sheltered Sam 50/50 Portfolio: an investment of 1$, since April 1994, now would be worth 7.55$, with a total return of 655.26% (6.97% annualized).

Dynamic 40/60 Income Portfolio: an investment of 1$, since January 1992, now would be worth 9.93$, with a total return of 893.32% (7.38% annualized).

Bill Bernstein Sheltered Sam 50/50 Portfolio: an investment of 1$, since January 1992, now would be worth 9.38$, with a total return of 838.07% (7.19% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Dynamic 40/60 Income Portfolio
Bill Bernstein Sheltered Sam 50/50 Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-29.84% Nov 2007 Feb 2009 (16) Dec 2009 (26) 13.01
-28.23% Nov 2007 Feb 2009 (16) Oct 2010 (36) 11.60
-17.33% Jan 2022 Sep 2022 (9) In progress (27) 10.24
-15.17% Jan 2022 Sep 2022 (9) Mar 2024 (27) 7.24
-12.42% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.88
-11.63% Jan 2020 Mar 2020 (3) Aug 2020 (8) 5.34
-9.38% May 1998 Aug 1998 (4) Dec 1998 (8) 4.16
-8.99% May 2011 Sep 2011 (5) Feb 2012 (10) 3.68
-8.55% May 1998 Aug 1998 (4) Dec 1998 (8) 3.53
-7.79% Jun 2002 Sep 2002 (4) May 2003 (12) 5.18
-7.19% Jun 2011 Sep 2011 (4) Jan 2012 (8) 2.89
-6.73% May 2002 Jul 2002 (3) Jan 2003 (9) 3.81
-6.63% Sep 2018 Dec 2018 (4) Apr 2019 (8) 2.91
-5.55% Feb 2001 Sep 2001 (8) Mar 2002 (14) 2.41
-5.30% Jun 2015 Jan 2016 (8) Jun 2016 (13) 2.96
-5.09% Oct 2018 Dec 2018 (3) Feb 2019 (5) 2.70
-4.13% Sep 2000 Nov 2000 (3) Jan 2001 (5) 2.13
-4.06% Jun 2015 Sep 2015 (4) Apr 2016 (11) 2.27
-3.81% Sep 1994 Nov 1994 (3) Feb 1995 (6) 2.13
-3.72% May 2010 May 2010 (1) Jul 2010 (3) 2.62

Drawdown comparison chart since January 1992.

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Dynamic 40/60 Income Portfolio
Bill Bernstein Sheltered Sam 50/50 Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-29.84% Nov 2007 Feb 2009 (16) Dec 2009 (26) 13.01
-28.23% Nov 2007 Feb 2009 (16) Oct 2010 (36) 11.60
-17.33% Jan 2022 Sep 2022 (9) In progress (27) 10.24
-15.17% Jan 2022 Sep 2022 (9) Mar 2024 (27) 7.24
-12.42% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.88
-11.63% Jan 2020 Mar 2020 (3) Aug 2020 (8) 5.34
-9.38% May 1998 Aug 1998 (4) Dec 1998 (8) 4.16
-8.99% May 2011 Sep 2011 (5) Feb 2012 (10) 3.68
-8.55% May 1998 Aug 1998 (4) Dec 1998 (8) 3.53
-7.79% Jun 2002 Sep 2002 (4) May 2003 (12) 5.18
-7.19% Jun 2011 Sep 2011 (4) Jan 2012 (8) 2.89
-6.73% May 2002 Jul 2002 (3) Jan 2003 (9) 3.81
-6.63% Sep 2018 Dec 2018 (4) Apr 2019 (8) 2.91
-5.96% Feb 1994 Jun 1994 (5) Apr 1995 (15) 3.95
-5.55% Feb 2001 Sep 2001 (8) Mar 2002 (14) 2.41
-5.36% Feb 1994 Jun 1994 (5) Apr 1995 (15) 3.57
-5.30% Jun 2015 Jan 2016 (8) Jun 2016 (13) 2.96
-5.09% Oct 2018 Dec 2018 (3) Feb 2019 (5) 2.70
-4.13% Sep 2000 Nov 2000 (3) Jan 2001 (5) 2.13
-4.06% Jun 2015 Sep 2015 (4) Apr 2016 (11) 2.27

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
+3.47%
 0.00%
+2.77%
 -0.56%
2023
+11.97%
 -4.99%
+9.63%
 -6.00%
2022
-14.37%
 -17.33%
-10.08%
 -15.17%
2021
+6.72%
 -1.83%
+12.55%
 -2.18%
2020
+8.28%
 -12.42%
+7.04%
 -11.63%
2019
+15.91%
 -1.51%
+15.24%
 -2.72%
2018
-3.18%
 -5.09%
-4.12%
 -6.63%
2017
+9.18%
 0.00%
+9.70%
 0.00%
2016
+7.53%
 -1.95%
+8.66%
 -1.99%
2015
+0.21%
 -4.06%
-1.51%
 -5.30%
2014
+7.01%
 -1.44%
+5.32%
 -2.47%
2013
+6.13%
 -3.06%
+11.17%
 -2.24%
2012
+12.70%
 -2.72%
+9.72%
 -3.50%
2011
+2.96%
 -7.19%
+2.12%
 -8.99%
2010
+11.25%
 -3.72%
+10.93%
 -6.18%
2009
+22.37%
 -15.04%
+16.09%
 -12.02%
2008
-14.80%
 -23.51%
-16.49%
 -20.24%
2007
+0.88%
 -3.23%
+5.90%
 -2.35%
2006
+9.18%
 -1.29%
+12.64%
 -1.91%
2005
+5.23%
 -1.76%
+6.50%
 -1.80%
2004
+8.41%
 -3.31%
+11.37%
 -3.69%
2003
+21.64%
 -1.30%
+20.88%
 -1.95%
2002
+1.03%
 -6.73%
-0.98%
 -7.79%
2001
+8.71%
 -3.24%
+1.33%
 -5.55%
2000
+3.43%
 -4.13%
+7.28%
 -2.16%
1999
+11.02%
 -2.15%
+8.35%
 -2.52%
1998
+6.04%
 -9.38%
+8.46%
 -8.55%
1997
+16.36%
 -2.49%
+14.60%
 -2.41%
1996
+16.81%
 -1.12%
+11.34%
 -2.06%
1995
+23.17%
 0.00%
+21.19%
 -0.68%
1994
-3.19%
 -5.36%
-1.95%
 -5.96%
1993
+14.73%
 -0.57%
+17.86%
 -1.94%
1992
+12.95%
 -0.70%
+8.64%
 -1.26%