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

Last Update: 29 February 2024

The Dynamic 60/40 Income Portfolio obtained a 6.98% compound annual return, with a 9.36% standard deviation, in the last 30 Years.

The Bill Bernstein Sheltered Sam 60/40 Portfolio obtained a 7.28% compound annual return, with a 9.24% standard deviation, in the last 30 Years.

Summary

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Dynamic 60/40 Income Portfolio Bill Bernstein Sheltered Sam 60/40 Portfolio
Portfolio Risk High High
Asset Allocation Stocks 60% 58.2%
Fixed Income 40% 40%
Commodities 0% 1.8%
30 Years Stats Return +6.98% +7.28%
Std Dev 9.36% 9.24%
Max Drawdown -41.44% -34.12%
All time Stats
(Since Jan 1992)
Return +7.40% +7.67%
Std Dev 9.11% 9.04%
Max Drawdown -41.44% -34.12%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1992

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1M 6M 1Y 5Y 10Y 30Y MAX
Dynamic 60/40 Income Portfolio +1.62 +7.29 +10.32 +5.29 +5.40 +6.98 +7.40
Bill Bernstein Sheltered Sam 60/40 Portfolio +1.65 +6.11 +9.32 +6.10 +5.60 +7.28 +7.67
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Dynamic 60/40 Income Portfolio: an investment of 1$, since March 1994, now would be worth 7.57$, with a total return of 657.27% (6.98% annualized).

Bill Bernstein Sheltered Sam 60/40 Portfolio: an investment of 1$, since March 1994, now would be worth 8.24$, with a total return of 723.50% (7.28% annualized).

Dynamic 60/40 Income Portfolio: an investment of 1$, since January 1992, now would be worth 9.93$, with a total return of 893.13% (7.40% annualized).

Bill Bernstein Sheltered Sam 60/40 Portfolio: an investment of 1$, since January 1992, now would be worth 10.78$, with a total return of 978.08% (7.67% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Dynamic 60/40 Income Portfolio
Bill Bernstein Sheltered Sam 60/40 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-41.44% Jun 2007 Feb 2009 (21) Sep 2010 (40) 16.67
-34.12% Nov 2007 Feb 2009 (16) Dec 2010 (38) 14.61
-18.21% Jan 2022 Sep 2022 (9) In progress (26) 11.41
-16.48% Jan 2022 Sep 2022 (9) In progress (26) 7.78
-14.38% Jan 2020 Mar 2020 (3) Nov 2020 (11) 6.07
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-11.25% May 2011 Sep 2011 (5) Feb 2012 (10) 4.82
-10.89% May 1998 Aug 1998 (4) Dec 1998 (8) 4.73
-10.65% Jun 2002 Sep 2002 (4) Jun 2003 (13) 7.06
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-7.95% Feb 2001 Sep 2001 (8) Mar 2002 (14) 3.70
-7.94% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.47
-7.02% Jul 1998 Aug 1998 (2) Dec 1998 (6) 3.48
-6.80% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.15
-6.29% Jun 2015 Jan 2016 (8) Jun 2016 (13) 3.49
-6.19% Apr 2002 Oct 2002 (7) Apr 2003 (13) 2.86
-6.05% Mar 1994 Nov 1994 (9) Mar 1995 (13) 3.45
-4.47% Apr 2012 May 2012 (2) Aug 2012 (5) 2.00
-4.42% Apr 2015 Sep 2015 (6) Mar 2016 (12) 2.43
-4.29% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.49

Drawdown comparison chart since January 1992.

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Dynamic 60/40 Income Portfolio
Bill Bernstein Sheltered Sam 60/40 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-41.44% Jun 2007 Feb 2009 (21) Sep 2010 (40) 16.67
-34.12% Nov 2007 Feb 2009 (16) Dec 2010 (38) 14.61
-18.21% Jan 2022 Sep 2022 (9) In progress (26) 11.41
-16.48% Jan 2022 Sep 2022 (9) In progress (26) 7.78
-14.38% Jan 2020 Mar 2020 (3) Nov 2020 (11) 6.07
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-11.25% May 2011 Sep 2011 (5) Feb 2012 (10) 4.82
-10.89% May 1998 Aug 1998 (4) Dec 1998 (8) 4.73
-10.65% Jun 2002 Sep 2002 (4) Jun 2003 (13) 7.06
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-7.95% Feb 2001 Sep 2001 (8) Mar 2002 (14) 3.70
-7.94% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.47
-7.02% Jul 1998 Aug 1998 (2) Dec 1998 (6) 3.48
-6.80% Feb 1994 Nov 1994 (10) Apr 1995 (15) 3.87
-6.80% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.15
-6.29% Jun 2015 Jan 2016 (8) Jun 2016 (13) 3.49
-6.19% Apr 2002 Oct 2002 (7) Apr 2003 (13) 2.86
-6.11% Feb 1994 Jun 1994 (5) Apr 1995 (15) 4.02
-4.47% Apr 2012 May 2012 (2) Aug 2012 (5) 2.00
-4.42% Apr 2015 Sep 2015 (6) Mar 2016 (12) 2.43

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
+1.48%
-0.14%
+0.90%
-0.74%
2023
+12.28%
-6.45%
+10.82%
-6.95%
2022
-15.89%
-18.21%
-10.58%
-16.48%
2021
+15.27%
-2.58%
+14.69%
-2.50%
2020
+6.26%
-14.24%
+7.21%
-14.38%
2019
+18.59%
-1.55%
+17.21%
-3.44%
2018
-3.28%
-6.80%
-5.00%
-7.94%
2017
+8.11%
-0.39%
+11.37%
0.00%
2016
+7.39%
-2.92%
+9.92%
-2.59%
2015
+0.49%
-4.42%
-1.72%
-6.23%
2014
+11.87%
-2.32%
+6.04%
-2.73%
2013
+8.15%
-3.78%
+14.05%
-2.24%
2012
+12.84%
-3.09%
+11.12%
-4.47%
2011
+3.16%
-10.41%
+1.31%
-11.25%
2010
+14.75%
-5.96%
+12.35%
-7.59%
2009
+25.31%
-19.50%
+18.56%
-14.17%
2008
-21.78%
-30.14%
-20.58%
-24.12%
2007
-3.54%
-7.01%
+5.25%
-3.35%
2006
+14.28%
-1.89%
+14.67%
-2.30%
2005
+5.27%
-2.10%
+7.42%
-2.17%
2004
+12.11%
-4.29%
+12.90%
-3.90%
2003
+22.26%
0.00%
+24.15%
-2.61%
2002
-0.78%
-6.19%
-3.47%
-10.65%
2001
+5.55%
-3.29%
+0.06%
-7.95%
2000
+5.79%
-3.60%
+6.26%
-3.25%
1999
+4.89%
-3.30%
+10.16%
-2.69%
1998
+5.13%
-7.02%
+8.53%
-10.89%
1997
+16.74%
-0.91%
+15.72%
-2.73%
1996
+16.21%
-0.78%
+12.97%
-2.50%
1995
+20.42%
-0.12%
+22.13%
-1.03%
1994
-3.20%
-6.80%
-1.78%
-6.11%
1993
+14.00%
-1.75%
+19.41%
-2.18%
1992
+13.92%
-0.48%
+8.86%
-1.38%