Dynamic 60/40 Income vs Bill Bernstein Sheltered Sam 70/30 Portfolio Comparison

Last Update: 31 March 2024

The Dynamic 60/40 Income Portfolio obtained a 7.13% compound annual return, with a 9.33% standard deviation, in the last 30 Years.

The Bill Bernstein Sheltered Sam 70/30 Portfolio obtained a 8.00% compound annual return, with a 10.68% standard deviation, in the last 30 Years.

Summary

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Dynamic 60/40 Income Portfolio Bill Bernstein Sheltered Sam 70/30 Portfolio
Portfolio Risk High High
Asset Allocation Stocks 60% 67.9%
Fixed Income 40% 30%
Commodities 0% 2.1%
30 Years Stats Return +7.13% +8.00%
Std Dev 9.33% 10.68%
Max Drawdown -41.44% -39.73%
All time Stats
(Since Jan 1992)		 Return +7.42% +8.25%
Std Dev 9.10% 10.45%
Max Drawdown -41.44% -39.73%
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 60/40 Income Portfolio +1.24 +12.08 +11.69 +5.17 +5.47 +7.13 +7.42
Bill Bernstein Sheltered Sam 70/30 Portfolio +2.70 +13.55 +12.78 +7.30 +6.50 +8.00 +8.25
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Dynamic 60/40 Income Portfolio: an investment of 1$, since April 1994, now would be worth 7.90$, with a total return of 690.39% (7.13% annualized).

Bill Bernstein Sheltered Sam 70/30 Portfolio: an investment of 1$, since April 1994, now would be worth 10.07$, with a total return of 907.16% (8.00% annualized).

Dynamic 60/40 Income Portfolio: an investment of 1$, since January 1992, now would be worth 10.05$, with a total return of 905.43% (7.42% annualized).

Bill Bernstein Sheltered Sam 70/30 Portfolio: an investment of 1$, since January 1992, now would be worth 12.88$, with a total return of 1187.81% (8.25% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Dynamic 60/40 Income Portfolio
Bill Bernstein Sheltered Sam 70/30 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
-39.73% Nov 2007 Feb 2009 (16) Jan 2011 (39) 17.81
-18.21% Jan 2022 Sep 2022 (9) In progress (27) 11.22
-17.80% Jan 2022 Sep 2022 (9) Feb 2024 (26) 8.19
-17.14% Jan 2020 Mar 2020 (3) Nov 2020 (11) 7.51
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-13.73% Feb 2001 Sep 2002 (20) Jul 2003 (30) 7.20
-13.47% May 2011 Sep 2011 (5) Mar 2012 (11) 5.71
-13.19% May 1998 Aug 1998 (4) Jan 1999 (9) 5.63
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-9.24% Sep 2018 Dec 2018 (4) Apr 2019 (8) 4.03
-7.28% Jun 2015 Jan 2016 (8) Jun 2016 (13) 4.02
-7.02% Jul 1998 Aug 1998 (2) Dec 1998 (6) 3.48
-6.80% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.15
-6.19% Apr 2002 Oct 2002 (7) Apr 2003 (13) 2.86
-5.42% Apr 2012 May 2012 (2) Aug 2012 (5) 2.48
-4.68% Sep 1994 Nov 1994 (3) Mar 1995 (7) 2.55
-4.42% Apr 2015 Sep 2015 (6) Mar 2016 (12) 2.43
-4.34% Sep 2000 Nov 2000 (3) Dec 2000 (4) 2.15
-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 70/30 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
-39.73% Nov 2007 Feb 2009 (16) Jan 2011 (39) 17.81
-18.21% Jan 2022 Sep 2022 (9) In progress (27) 11.22
-17.80% Jan 2022 Sep 2022 (9) Feb 2024 (26) 8.19
-17.14% Jan 2020 Mar 2020 (3) Nov 2020 (11) 7.51
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-13.73% Feb 2001 Sep 2002 (20) Jul 2003 (30) 7.20
-13.47% May 2011 Sep 2011 (5) Mar 2012 (11) 5.71
-13.19% May 1998 Aug 1998 (4) Jan 1999 (9) 5.63
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-9.24% Sep 2018 Dec 2018 (4) Apr 2019 (8) 4.03
-7.28% Jun 2015 Jan 2016 (8) Jun 2016 (13) 4.02
-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
-6.31% Feb 1994 Mar 1994 (2) Apr 1995 (15) 4.11
-6.19% Apr 2002 Oct 2002 (7) Apr 2003 (13) 2.86
-5.42% Apr 2012 May 2012 (2) Aug 2012 (5) 2.48
-4.42% Apr 2015 Sep 2015 (6) Mar 2016 (12) 2.43
-4.34% Sep 2000 Nov 2000 (3) Dec 2000 (4) 2.15

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
+2.73%
 -0.14%
+3.83%
 -0.91%
2023
+12.28%
 -6.45%
+12.01%
 -7.88%
2022
-15.89%
 -18.21%
-11.08%
 -17.80%
2021
+15.27%
 -2.58%
+16.83%
 -2.82%
2020
+6.26%
 -14.24%
+7.39%
 -17.14%
2019
+18.59%
 -1.55%
+19.18%
 -4.14%
2018
-3.28%
 -6.80%
-5.89%
 -9.24%
2017
+8.11%
 -0.39%
+13.05%
 -0.08%
2016
+7.39%
 -2.92%
+11.18%
 -3.19%
2015
+0.49%
 -4.42%
-1.94%
 -7.16%
2014
+11.87%
 -2.32%
+6.76%
 -2.99%
2013
+8.15%
 -3.78%
+16.94%
 -2.46%
2012
+12.84%
 -3.09%
+12.52%
 -5.42%
2011
+3.16%
 -10.41%
+0.50%
 -13.47%
2010
+14.75%
 -5.96%
+13.77%
 -8.97%
2009
+25.31%
 -19.50%
+21.02%
 -16.33%
2008
-21.78%
 -30.14%
-24.68%
 -28.02%
2007
-3.54%
 -7.01%
+4.59%
 -4.37%
2006
+14.28%
 -1.89%
+16.71%
 -2.69%
2005
+5.27%
 -2.10%
+8.34%
 -2.72%
2004
+12.11%
 -4.29%
+14.43%
 -4.11%
2003
+22.26%
 0.00%
+27.42%
 -3.27%
2002
-0.78%
 -6.19%
-5.96%
 -13.51%
2001
+5.55%
 -3.29%
-1.22%
 -10.33%
2000
+5.79%
 -3.60%
+5.24%
 -4.34%
1999
+4.89%
 -3.30%
+11.96%
 -3.00%
1998
+5.13%
 -7.02%
+8.60%
 -13.19%
1997
+16.74%
 -0.91%
+16.84%
 -3.17%
1996
+16.21%
 -0.78%
+14.61%
 -3.02%
1995
+20.42%
 -0.12%
+23.07%
 -1.38%
1994
-3.20%
 -6.80%
-1.61%
 -6.31%
1993
+14.00%
 -1.75%
+20.97%
 -2.41%
1992
+13.92%
 -0.48%
+9.07%
 -1.49%