Emerging Markets Stocks vs Bill Bernstein Sheltered Sam 50/50 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 50/50 Portfolio obtained a 6.77% compound annual return, with a 7.82% standard deviation, in the last 30 Years.

Summary

Swipe left to see all data
Emerging Markets Stocks Portfolio Bill Bernstein Sheltered Sam 50/50 Portfolio
Portfolio Risk Very High Medium
Asset Allocation Stocks 100% 48.5%
Fixed Income 0% 50%
Commodities 0% 1.5%
30 Years Stats Return +4.45% +6.77%
Std Dev 22.53% 7.82%
Max Drawdown -60.44% -28.23%
All time Stats
(Since Jan 1985)
Return +8.66% +8.43%
Std Dev 25.51% 7.97%
Max Drawdown -60.44% -28.23%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

Swipe left to see all data
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 50/50 Portfolio +1.26 +5.46 +8.30 +5.37 +4.90 +6.77 +8.43
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 50/50 Portfolio: an investment of 1$, since March 1994, now would be worth 7.14$, with a total return of 614.24% (6.77% 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 50/50 Portfolio: an investment of 1$, since January 1985, now would be worth 23.82$, with a total return of 2281.98% (8.43% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

Swipe left to see all data
Emerging Markets Stocks 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
-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
-28.23% Nov 2007 Feb 2009 (16) Oct 2010 (36) 11.60
-27.16% Sep 1994 Mar 1995 (7) Jan 1997 (29) 14.80
-15.17% Jan 2022 Sep 2022 (9) In progress (26) 7.37
-14.20% Mar 1994 Mar 1994 (1) Aug 1994 (6) 7.46
-11.63% Jan 2020 Mar 2020 (3) Aug 2020 (8) 5.34
-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
-8.99% 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
-6.63% Sep 2018 Dec 2018 (4) Apr 2019 (8) 2.91
-6.34% Oct 2005 Oct 2005 (1) Dec 2005 (3) 3.20
-5.55% Feb 2001 Sep 2001 (8) Mar 2002 (14) 2.41
-5.30% Jun 2015 Jan 2016 (8) Jun 2016 (13) 2.96
-4.74% Mar 1997 Apr 1997 (2) Jun 1997 (4) 2.55

Drawdown comparison chart since January 1985.

Swipe left to see all data
Emerging Markets Stocks 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
-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
-28.23% Nov 2007 Feb 2009 (16) Oct 2010 (36) 11.60
-23.01% Jun 1992 Dec 1992 (7) Apr 1993 (11) 13.98
-15.17% Jan 2022 Sep 2022 (9) In progress (26) 7.37
-13.42% Sep 1987 Nov 1987 (3) Oct 1988 (14) 6.31
-11.63% Jan 2020 Mar 2020 (3) Aug 2020 (8) 5.34
-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
-9.07% Sep 1986 Sep 1986 (1) Jan 1987 (5) 4.68
-9.06% Mar 2005 Apr 2005 (2) Jul 2005 (5) 5.61
-8.99% May 2011 Sep 2011 (5) Feb 2012 (10) 3.68
-8.55% May 1998 Aug 1998 (4) Dec 1998 (8) 3.53
-7.88% Aug 1990 Sep 1990 (2) Jan 1991 (6) 4.79
-7.79% Jun 2002 Sep 2002 (4) May 2003 (12) 5.18

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.
Swipe left to see all data
Year Return Drawdown Return Drawdown
2024
-0.55%
-4.53%
+0.69%
-0.56%
2023
+8.99%
-12.51%
+9.63%
-6.00%
2022
-20.56%
-29.40%
-10.08%
-15.17%
2021
-3.61%
-11.44%
+12.55%
-2.18%
2020
+17.03%
-23.94%
+7.04%
-11.63%
2019
+18.20%
-7.82%
+15.24%
-2.72%
2018
-15.31%
-22.75%
-4.12%
-6.63%
2017
+37.28%
-0.39%
+9.70%
0.00%
2016
+10.87%
-5.81%
+8.66%
-1.99%
2015
-16.18%
-23.20%
-1.51%
-5.30%
2014
-3.93%
-11.58%
+5.32%
-2.47%
2013
-3.69%
-13.17%
+11.17%
-2.24%
2012
+19.10%
-14.96%
+9.72%
-3.50%
2011
-18.82%
-29.09%
+2.12%
-8.99%
2010
+16.51%
-10.81%
+10.93%
-6.18%
2009
+68.93%
-14.98%
+16.09%
-12.02%
2008
-48.88%
-53.98%
-16.49%
-20.24%
2007
+33.31%
-8.97%
+5.90%
-2.35%
2006
+31.19%
-11.14%
+12.64%
-1.91%
2005
+32.62%
-9.06%
+6.50%
-1.80%
2004
+24.63%
-11.25%
+11.37%
-3.69%
2003
+57.65%
-5.76%
+20.88%
-1.95%
2002
-7.43%
-24.27%
-0.98%
-7.79%
2001
-2.88%
-30.79%
+1.33%
-5.55%
2000
-27.56%
-31.63%
+7.28%
-2.16%
1999
+61.57%
-4.87%
+8.35%
-2.52%
1998
-18.12%
-40.98%
+8.46%
-8.55%
1997
-16.82%
-27.85%
+14.60%
-2.41%
1996
+15.83%
-6.73%
+11.34%
-2.06%
1995
+0.56%
-11.22%
+21.19%
-0.68%
1994
-20.17%
-25.83%
-1.95%
-5.96%
1993
+100.42%
-5.91%
+17.86%
-1.94%
1992
-10.90%
-23.01%
+8.64%
-1.26%
1991
+111.70%
-7.61%
+23.09%
-2.50%
1990
-1.92%
-34.47%
-1.30%
-7.88%
1989
+98.20%
-6.54%
+19.77%
-0.79%
1988
+36.81%
-6.67%
+13.45%
-1.64%
1987
-46.69%
-55.33%
+3.26%
-13.42%
1986
+11.58%
-9.07%
+19.83%
-3.33%
1985
+27.58%
-4.87%
+26.90%
-1.21%