Emerging Markets Stocks vs Bill Bernstein Sheltered Sam 40/60 Portfolio Comparison

Last Update: 29 February 2024

The Emerging Markets Stocks Portfolio obtained a 4.45% compound annual return, with a 22.53% standard deviation, in the last 30 Years.

The Bill Bernstein Sheltered Sam 40/60 Portfolio obtained a 6.24% compound annual return, with a 6.46% standard deviation, in the last 30 Years.

Summary

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Emerging Markets Stocks Portfolio Bill Bernstein Sheltered Sam 40/60 Portfolio
Portfolio Risk Very High Medium
Asset Allocation Stocks 100% 38.8%
Fixed Income 0% 60%
Commodities 0% 1.2%
30 Years Stats Return +4.45% +6.24%
Std Dev 22.53% 6.46%
Max Drawdown -60.44% -22.05%
All time Stats
(Since Jan 1985)
Return +8.66% +7.85%
Std Dev 25.51% 6.68%
Max Drawdown -60.44% -22.05%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Emerging Markets Stocks Portfolio +4.17 +4.06 +7.46 +1.11 +2.35 +4.45 +8.66
Bill Bernstein Sheltered Sam 40/60 Portfolio +0.87 +4.80 +7.29 +4.63 +4.19 +6.24 +7.85
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Emerging Markets Stocks Portfolio: an investment of 1$, since March 1994, now would be worth 3.69$, with a total return of 268.88% (4.45% annualized).

Bill Bernstein Sheltered Sam 40/60 Portfolio: an investment of 1$, since March 1994, now would be worth 6.14$, with a total return of 514.47% (6.24% annualized).

Emerging Markets Stocks Portfolio: an investment of 1$, since January 1985, now would be worth 25.86$, with a total return of 2486.50% (8.66% annualized).

Bill Bernstein Sheltered Sam 40/60 Portfolio: an investment of 1$, since January 1985, now would be worth 19.31$, with a total return of 1831.32% (7.85% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Emerging Markets Stocks Portfolio
Bill Bernstein Sheltered Sam 40/60 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-60.44% Nov 2007 Feb 2009 (16) Oct 2017 (120) 23.73
-53.99% Aug 1997 Aug 1998 (13) Jan 2004 (78) 29.43
-36.52% Jul 2021 Oct 2022 (16) In progress (32) 22.80
-29.69% Feb 2018 Mar 2020 (26) Nov 2020 (34) 15.17
-27.16% Sep 1994 Mar 1995 (7) Jan 1997 (29) 14.80
-22.05% Nov 2007 Feb 2009 (16) Mar 2010 (29) 9.27
-14.20% Mar 1994 Mar 1994 (1) Aug 1994 (6) 7.46
-13.86% Jan 2022 Sep 2022 (9) In progress (26) 6.98
-11.25% Apr 2004 Jul 2004 (4) Oct 2004 (7) 7.34
-11.14% May 2006 May 2006 (1) Nov 2006 (7) 7.49
-9.06% Mar 2005 Apr 2005 (2) Jul 2005 (5) 5.61
-8.88% Jan 2020 Mar 2020 (3) Aug 2020 (8) 3.84
-6.70% May 2011 Sep 2011 (5) Jan 2012 (9) 2.68
-6.34% Oct 2005 Oct 2005 (1) Dec 2005 (3) 3.20
-6.16% May 1998 Aug 1998 (4) Nov 1998 (7) 2.51
-5.31% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.50
-4.92% Jun 2002 Sep 2002 (4) May 2003 (12) 3.07
-4.76% May 2010 Jun 2010 (2) Sep 2010 (5) 2.76
-4.74% Mar 1997 Apr 1997 (2) Jun 1997 (4) 2.55
-4.40% May 2015 Sep 2015 (5) Jun 2016 (14) 2.37

Drawdown comparison chart since January 1985.

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Emerging Markets Stocks Portfolio
Bill Bernstein Sheltered Sam 40/60 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-60.44% Nov 2007 Feb 2009 (16) Oct 2017 (120) 23.73
-55.33% Mar 1987 Dec 1987 (10) Sep 1989 (31) 35.10
-54.22% Feb 1994 Aug 1998 (55) Jan 2004 (120) 26.65
-36.52% Jul 2021 Oct 2022 (16) In progress (32) 22.80
-34.47% Aug 1990 Sep 1990 (2) Feb 1991 (7) 19.05
-29.69% Feb 2018 Mar 2020 (26) Nov 2020 (34) 15.17
-23.01% Jun 1992 Dec 1992 (7) Apr 1993 (11) 13.98
-22.05% Nov 2007 Feb 2009 (16) Mar 2010 (29) 9.27
-13.86% Jan 2022 Sep 2022 (9) In progress (26) 6.98
-11.25% Apr 2004 Jul 2004 (4) Oct 2004 (7) 7.34
-11.14% May 2006 May 2006 (1) Nov 2006 (7) 7.49
-10.62% Jan 1990 Apr 1990 (4) Jun 1990 (6) 6.39
-10.59% Sep 1987 Nov 1987 (3) Sep 1988 (13) 4.81
-9.07% Sep 1986 Sep 1986 (1) Jan 1987 (5) 4.68
-9.06% Mar 2005 Apr 2005 (2) Jul 2005 (5) 5.61
-8.88% Jan 2020 Mar 2020 (3) Aug 2020 (8) 3.84
-7.61% Jun 1991 Jun 1991 (1) Aug 1991 (3) 4.71
-7.45% Nov 1991 Nov 1991 (1) Dec 1991 (2) 4.30
-6.70% May 2011 Sep 2011 (5) Jan 2012 (9) 2.68
-6.36% Jul 1986 Jul 1986 (1) Aug 1986 (2) 3.67

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
-0.55%
-4.53%
+0.49%
-0.38%
2023
+8.99%
-12.51%
+8.44%
-5.04%
2022
-20.56%
-29.40%
-9.58%
-13.86%
2021
-3.61%
-11.44%
+10.41%
-1.84%
2020
+17.03%
-23.94%
+6.86%
-8.88%
2019
+18.20%
-7.82%
+13.26%
-1.99%
2018
-15.31%
-22.75%
-3.23%
-5.31%
2017
+37.28%
-0.39%
+8.02%
0.00%
2016
+10.87%
-5.81%
+7.40%
-1.39%
2015
-16.18%
-23.20%
-1.30%
-4.40%
2014
-3.93%
-11.58%
+4.59%
-2.20%
2013
-3.69%
-13.17%
+8.28%
-2.44%
2012
+19.10%
-14.96%
+8.32%
-2.56%
2011
-18.82%
-29.09%
+2.93%
-6.70%
2010
+16.51%
-10.81%
+9.51%
-4.76%
2009
+68.93%
-14.98%
+13.63%
-9.86%
2008
-48.88%
-53.98%
-12.39%
-16.39%
2007
+33.31%
-8.97%
+6.56%
-1.57%
2006
+31.19%
-11.14%
+10.60%
-1.50%
2005
+32.62%
-9.06%
+5.58%
-1.56%
2004
+24.63%
-11.25%
+9.83%
-3.47%
2003
+57.65%
-5.76%
+17.61%
-1.29%
2002
-7.43%
-24.27%
+1.50%
-4.92%
2001
-2.88%
-30.79%
+2.61%
-3.56%
2000
-27.56%
-31.63%
+8.29%
-1.66%
1999
+61.57%
-4.87%
+6.55%
-2.35%
1998
-18.12%
-40.98%
+8.39%
-6.16%
1997
-16.82%
-27.85%
+13.48%
-2.09%
1996
+15.83%
-6.73%
+9.71%
-1.62%
1995
+0.56%
-11.22%
+20.24%
-0.33%
1994
-20.17%
-25.83%
-2.11%
-5.82%
1993
+100.42%
-5.91%
+16.30%
-1.70%
1992
-10.90%
-23.01%
+8.42%
-1.15%
1991
+111.70%
-7.61%
+21.34%
-2.03%
1990
-1.92%
-34.47%
+0.80%
-6.25%
1989
+98.20%
-6.54%
+18.45%
-0.62%
1988
+36.81%
-6.67%
+11.96%
-1.41%
1987
-46.69%
-55.33%
+3.16%
-10.59%
1986
+11.58%
-9.07%
+18.58%
-2.98%
1985
+27.58%
-4.87%
+25.27%
-0.84%