Emerging Markets Stocks vs Bill Bernstein Sheltered Sam 70/30 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 70/30 Portfolio obtained a 7.76% compound annual return, with a 10.70% standard deviation, in the last 30 Years.

Summary

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Emerging Markets Stocks Portfolio Bill Bernstein Sheltered Sam 70/30 Portfolio
Portfolio Risk Very High High
Asset Allocation Stocks 100% 67.9%
Fixed Income 0% 30%
Commodities 0% 2.1%
30 Years Stats Return +4.45% +7.76%
Std Dev 22.53% 10.70%
Max Drawdown -60.44% -39.73%
All time Stats
(Since Jan 1985)
Return +8.66% +9.52%
Std Dev 25.51% 10.70%
Max Drawdown -60.44% -39.73%
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 70/30 Portfolio +2.03 +6.76 +10.33 +6.83 +6.29 +7.76 +9.52
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 70/30 Portfolio: an investment of 1$, since March 1994, now would be worth 9.42$, with a total return of 841.67% (7.76% 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 70/30 Portfolio: an investment of 1$, since January 1985, now would be worth 35.21$, with a total return of 3420.72% (9.52% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Emerging Markets Stocks 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
-60.44% Nov 2007 Feb 2009 (16) Oct 2017 (120) 23.73
-53.99% Aug 1997 Aug 1998 (13) Jan 2004 (78) 29.43
-39.73% Nov 2007 Feb 2009 (16) Jan 2011 (39) 17.81
-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
-17.80% Jan 2022 Sep 2022 (9) Feb 2024 (26) 8.19
-17.14% Jan 2020 Mar 2020 (3) Nov 2020 (11) 7.51
-14.20% Mar 1994 Mar 1994 (1) Aug 1994 (6) 7.46
-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
-11.25% Apr 2004 Jul 2004 (4) Oct 2004 (7) 7.34
-11.14% May 2006 May 2006 (1) Nov 2006 (7) 7.49
-9.24% Sep 2018 Dec 2018 (4) Apr 2019 (8) 4.03
-9.06% Mar 2005 Apr 2005 (2) Jul 2005 (5) 5.61
-7.28% Jun 2015 Jan 2016 (8) Jun 2016 (13) 4.02
-6.34% Oct 2005 Oct 2005 (1) Dec 2005 (3) 3.20
-5.42% Apr 2012 May 2012 (2) Aug 2012 (5) 2.48
-4.74% Mar 1997 Apr 1997 (2) Jun 1997 (4) 2.55

Drawdown comparison chart since January 1985.

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Emerging Markets Stocks 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
-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
-39.73% Nov 2007 Feb 2009 (16) Jan 2011 (39) 17.81
-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
-18.62% Sep 1987 Nov 1987 (3) Jan 1989 (17) 8.81
-17.80% Jan 2022 Sep 2022 (9) Feb 2024 (26) 8.19
-17.14% Jan 2020 Mar 2020 (3) Nov 2020 (11) 7.51
-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
-11.32% Jan 1990 Sep 1990 (9) Feb 1991 (14) 5.61
-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
-9.24% Sep 2018 Dec 2018 (4) Apr 2019 (8) 4.03
-9.07% Sep 1986 Sep 1986 (1) Jan 1987 (5) 4.68

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%
+1.10%
-0.91%
2023
+8.99%
-12.51%
+12.01%
-7.88%
2022
-20.56%
-29.40%
-11.08%
-17.80%
2021
-3.61%
-11.44%
+16.83%
-2.82%
2020
+17.03%
-23.94%
+7.39%
-17.14%
2019
+18.20%
-7.82%
+19.18%
-4.14%
2018
-15.31%
-22.75%
-5.89%
-9.24%
2017
+37.28%
-0.39%
+13.05%
-0.08%
2016
+10.87%
-5.81%
+11.18%
-3.19%
2015
-16.18%
-23.20%
-1.94%
-7.16%
2014
-3.93%
-11.58%
+6.76%
-2.99%
2013
-3.69%
-13.17%
+16.94%
-2.46%
2012
+19.10%
-14.96%
+12.52%
-5.42%
2011
-18.82%
-29.09%
+0.50%
-13.47%
2010
+16.51%
-10.81%
+13.77%
-8.97%
2009
+68.93%
-14.98%
+21.02%
-16.33%
2008
-48.88%
-53.98%
-24.68%
-28.02%
2007
+33.31%
-8.97%
+4.59%
-4.37%
2006
+31.19%
-11.14%
+16.71%
-2.69%
2005
+32.62%
-9.06%
+8.34%
-2.72%
2004
+24.63%
-11.25%
+14.43%
-4.11%
2003
+57.65%
-5.76%
+27.42%
-3.27%
2002
-7.43%
-24.27%
-5.96%
-13.51%
2001
-2.88%
-30.79%
-1.22%
-10.33%
2000
-27.56%
-31.63%
+5.24%
-4.34%
1999
+61.57%
-4.87%
+11.96%
-3.00%
1998
-18.12%
-40.98%
+8.60%
-13.19%
1997
-16.82%
-27.85%
+16.84%
-3.17%
1996
+15.83%
-6.73%
+14.61%
-3.02%
1995
+0.56%
-11.22%
+23.07%
-1.38%
1994
-20.17%
-25.83%
-1.61%
-6.31%
1993
+100.42%
-5.91%
+20.97%
-2.41%
1992
-10.90%
-23.01%
+9.07%
-1.49%
1991
+111.70%
-7.61%
+26.59%
-3.38%
1990
-1.92%
-34.47%
-5.51%
-11.32%
1989
+98.20%
-6.54%
+22.39%
-1.95%
1988
+36.81%
-6.67%
+16.42%
-2.07%
1987
-46.69%
-55.33%
+3.45%
-18.62%
1986
+11.58%
-9.07%
+22.33%
-3.99%
1985
+27.58%
-4.87%
+30.18%
-1.92%