Last Update: 31 March 2024
The European Stocks Portfolio obtained a 7.14% compound annual return, with a 17.87% standard deviation, in the last 30 Years.
The Bill Bernstein Sheltered Sam 100/0 Portfolio obtained a 9.33% compound annual return, with a 15.28% standard deviation, in the last 30 Years.
Summary
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| European Stocks Portfolio | Bill Bernstein Sheltered Sam 100/0 Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | Very High | |
| Asset Allocation | Stocks | 100% | 97% |
| Fixed Income | 0% | 0% | |
| Commodities | 0% | 3% | |
| 30 Years Stats | Return | +7.14% | +9.33% |
| Std Dev | 17.87% | 15.28% | |
| Max Drawdown | -59.77% | -54.91% | |
| All time Stats (Since Jan 1976) |
Return | +9.44% | +12.13% |
| Std Dev | 17.34% | 14.84% | |
| Max Drawdown | -59.77% | -54.91% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1976
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| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| European Stocks Portfolio | +3.82 | +17.73 | +14.41 | +8.17 | +4.70 | +7.14 | +9.44 |
| Bill Bernstein Sheltered Sam 100/0 Portfolio | +3.64 | +17.94 | +17.73 | +9.69 | +8.58 | +9.33 | +12.13 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
European Stocks Portfolio: an investment of 1$, since April 1994,
now would be worth 7.91$, with a total return of 690.82%
(7.14% annualized).
Bill Bernstein Sheltered Sam 100/0 Portfolio: an investment of 1$, since April 1994, now would be worth 14.54$, with a total return of 1354.42% (9.33% annualized).
Bill Bernstein Sheltered Sam 100/0 Portfolio: an investment of 1$, since April 1994, now would be worth 14.54$, with a total return of 1354.42% (9.33% annualized).
European Stocks Portfolio: an investment of 1$, since January 1976,
now would be worth 77.58$, with a total return of 7657.68%
(9.44% annualized).
Bill Bernstein Sheltered Sam 100/0 Portfolio: an investment of 1$, since January 1976, now would be worth 251.13$, with a total return of 25013.30% (12.13% annualized).
Bill Bernstein Sheltered Sam 100/0 Portfolio: an investment of 1$, since January 1976, now would be worth 251.13$, with a total return of 25013.30% (12.13% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
European Stocks Portfolio
|
Bill Bernstein Sheltered Sam 100/0 Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -59.77% | Nov 2007 | Feb 2009 (16) | Apr 2014 (78) | 30.21 | |||||
| -54.91% | Nov 2007 | Feb 2009 (16) | Dec 2012 (62) | 23.19 | |||||
| -45.88% | Apr 2000 | Sep 2002 (30) | Dec 2004 (57) | 25.84 | |||||
| -30.98% | Sep 2021 | Sep 2022 (13) | Dec 2023 (28) | 12.78 | |||||
| -25.69% | Feb 2001 | Sep 2002 (20) | Oct 2003 (33) | 13.89 | |||||
| -25.65% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 13.06 | |||||
| -25.40% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 11.92 | |||||
| -21.73% | Jan 2022 | Sep 2022 (9) | Dec 2023 (24) | 9.87 | |||||
| -20.91% | Jun 2014 | Feb 2016 (21) | May 2017 (36) | 11.28 | |||||
| -19.86% | May 1998 | Aug 1998 (4) | Apr 1999 (12) | 8.09 | |||||
| -19.44% | Feb 2018 | Dec 2018 (11) | Dec 2019 (23) | 9.54 | |||||
| -16.03% | Aug 1998 | Sep 1998 (2) | Apr 1999 (9) | 7.40 | |||||
| -13.05% | Sep 2018 | Dec 2018 (4) | Jul 2019 (11) | 5.28 | |||||
| -10.21% | Jun 2015 | Feb 2016 (9) | Jul 2016 (14) | 5.42 | |||||
| -7.66% | Sep 2000 | Nov 2000 (3) | Jan 2001 (5) | 3.55 | |||||
| -7.18% | Jan 2000 | Jan 2000 (1) | Mar 2000 (3) | 3.76 | |||||
| -6.09% | Jun 2007 | Jul 2007 (2) | Oct 2007 (5) | 3.28 | |||||
| -5.95% | Sep 1994 | Nov 1994 (3) | Mar 1995 (7) | 3.49 | |||||
| -5.68% | Aug 1997 | Aug 1997 (1) | Sep 1997 (2) | 3.28 | |||||
| -5.22% | Feb 2018 | Mar 2018 (2) | Jul 2018 (6) | 3.54 | |||||
Drawdown comparison chart since January 1976.
Swipe left to see all data
|
European Stocks Portfolio
|
Bill Bernstein Sheltered Sam 100/0 Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -59.77% | Nov 2007 | Feb 2009 (16) | Apr 2014 (78) | 30.21 | |||||
| -54.91% | Nov 2007 | Feb 2009 (16) | Dec 2012 (62) | 23.19 | |||||
| -45.88% | Apr 2000 | Sep 2002 (30) | Dec 2004 (57) | 25.84 | |||||
| -33.23% | Dec 1980 | Jul 1982 (20) | Apr 1983 (29) | 17.61 | |||||
| -30.98% | Sep 2021 | Sep 2022 (13) | Dec 2023 (28) | 12.78 | |||||
| -25.69% | Feb 2001 | Sep 2002 (20) | Oct 2003 (33) | 13.89 | |||||
| -25.65% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 13.06 | |||||
| -25.44% | Sep 1987 | Nov 1987 (3) | Jan 1989 (17) | 13.08 | |||||
| -25.40% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 11.92 | |||||
| -23.15% | Oct 1987 | Nov 1987 (2) | Jul 1989 (22) | 13.00 | |||||
| -21.73% | Jan 2022 | Sep 2022 (9) | Dec 2023 (24) | 9.87 | |||||
| -20.91% | Jun 2014 | Feb 2016 (21) | May 2017 (36) | 11.28 | |||||
| -20.21% | Aug 1990 | Sep 1990 (2) | May 1992 (22) | 10.46 | |||||
| -19.86% | May 1998 | Aug 1998 (4) | Apr 1999 (12) | 8.09 | |||||
| -19.44% | Feb 2018 | Dec 2018 (11) | Dec 2019 (23) | 9.54 | |||||
| -19.23% | Feb 1976 | Nov 1976 (10) | Dec 1977 (23) | 11.06 | |||||
| -17.87% | Jan 1990 | Sep 1990 (9) | Mar 1991 (15) | 9.07 | |||||
| -16.03% | Aug 1998 | Sep 1998 (2) | Apr 1999 (9) | 7.40 | |||||
| -14.00% | Jul 1981 | Jul 1982 (13) | Oct 1982 (16) | 7.40 | |||||
| -13.05% | Sep 2018 | Dec 2018 (4) | Jul 2019 (11) | 5.28 | |||||
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.
The highlighted returns represent the highest values for that specific year.
Swipe left to see all data
| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+5.01%
|
-1.23% |
+5.41%
|
-1.44% |
| 2023 |
+20.21%
|
-11.19% |
+15.58%
|
-10.56% |
| 2022 |
-16.00%
|
-30.58% |
-12.59%
|
-21.73% |
| 2021 |
+16.88%
|
-5.48% |
+23.26%
|
-3.71% |
| 2020 |
+6.11%
|
-25.65% |
+7.92%
|
-25.40% |
| 2019 |
+24.86%
|
-5.67% |
+25.10%
|
-6.15% |
| 2018 |
-14.91%
|
-19.44% |
-8.54%
|
-13.05% |
| 2017 |
+26.99%
|
-0.51% |
+18.07%
|
-0.33% |
| 2016 |
-0.37%
|
-8.60% |
+14.96%
|
-5.02% |
| 2015 |
-1.94%
|
-11.47% |
-2.58%
|
-9.91% |
| 2014 |
-7.10%
|
-11.75% |
+8.93%
|
-3.76% |
| 2013 |
+24.38%
|
-4.42% |
+25.60%
|
-3.08% |
| 2012 |
+21.57%
|
-14.17% |
+16.72%
|
-8.15% |
| 2011 |
-11.64%
|
-27.74% |
-1.94%
|
-19.96% |
| 2010 |
+6.05%
|
-17.10% |
+18.03%
|
-13.01% |
| 2009 |
+31.33%
|
-22.78% |
+28.40%
|
-22.79% |
| 2008 |
-44.71%
|
-48.36% |
-36.97%
|
-40.41% |
| 2007 |
+13.24%
|
-5.77% |
+2.63%
|
-7.36% |
| 2006 |
+33.06%
|
-2.93% |
+22.83%
|
-3.80% |
| 2005 |
+9.26%
|
-4.49% |
+11.09%
|
-4.34% |
| 2004 |
+20.86%
|
-3.93% |
+19.02%
|
-4.74% |
| 2003 |
+38.70%
|
-9.25% |
+37.23%
|
-5.25% |
| 2002 |
-17.95%
|
-25.96% |
-13.43%
|
-22.61% |
| 2001 |
-20.30%
|
-27.21% |
-5.06%
|
-17.43% |
| 2000 |
-8.21%
|
-14.23% |
+2.19%
|
-7.66% |
| 1999 |
+16.66%
|
-4.90% |
+17.38%
|
-4.45% |
| 1998 |
+28.86%
|
-16.03% |
+8.80%
|
-19.86% |
| 1997 |
+24.23%
|
-5.68% |
+20.21%
|
-4.83% |
| 1996 |
+21.25%
|
-1.20% |
+19.51%
|
-4.76% |
| 1995 |
+22.28%
|
-3.97% |
+25.90%
|
-2.38% |
| 1994 |
+1.88%
|
-7.00% |
-1.11%
|
-7.23% |
| 1993 |
+29.13%
|
-2.19% |
+25.63%
|
-3.08% |
| 1992 |
-3.32%
|
-12.85% |
+9.73%
|
-2.45% |
| 1991 |
+12.40%
|
-12.16% |
+31.84%
|
-4.60% |
| 1990 |
-3.87%
|
-20.21% |
-11.83%
|
-17.87% |
| 1989 |
+28.18%
|
-6.85% |
+26.34%
|
-3.57% |
| 1988 |
+13.69%
|
-6.81% |
+20.88%
|
-2.67% |
| 1987 |
+7.05%
|
-23.15% |
+3.74%
|
-25.44% |
| 1986 |
+40.96%
|
-8.83% |
+26.09%
|
-4.93% |
| 1985 |
+78.72%
|
0.00% |
+35.09%
|
-3.17% |
| 1984 |
+0.52%
|
-9.51% |
+7.75%
|
-6.32% |
| 1983 |
+20.82%
|
-3.29% |
+26.03%
|
-1.94% |
| 1982 |
+3.86%
|
-19.58% |
+18.67%
|
-10.66% |
| 1981 |
-12.54%
|
-16.77% |
-0.04%
|
-10.30% |
| 1980 |
+11.80%
|
-12.84% |
+28.25%
|
-12.26% |
| 1979 |
+12.18%
|
-7.42% |
+25.49%
|
-8.19% |
| 1978 |
+21.77%
|
-6.97% |
+14.91%
|
-9.70% |
| 1977 |
+21.77%
|
-2.49% |
+7.35%
|
-3.04% |
| 1976 |
-7.88%
|
-19.23% |
+29.03%
|
-2.46% |
