Last Update: 31 March 2024
The Gold Portfolio obtained a 5.69% compound annual return, with a 15.51% standard deviation, in the last 30 Years.
The Bill Bernstein Sheltered Sam 20/80 Portfolio obtained a 5.23% compound annual return, with a 4.08% standard deviation, in the last 30 Years.
Summary
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| Gold Portfolio | Bill Bernstein Sheltered Sam 20/80 Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | Low | |
| Asset Allocation | Stocks | 0% | 19.4% |
| Fixed Income | 0% | 80% | |
| Commodities | 100% | 0.6% | |
| 30 Years Stats | Return | +5.69% | +5.23% |
| Std Dev | 15.51% | 4.08% | |
| Max Drawdown | -42.91% | -11.24% | |
| All time Stats (Since Jan 1985) |
Return | +4.94% | +6.64% |
| Std Dev | 15.10% | 4.49% | |
| Max Drawdown | -48.26% | -11.24% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1985
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| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Gold Portfolio | +8.67 | +19.99 | +12.28 | +11.01 | +5.23 | +5.69 | +4.94 |
| Bill Bernstein Sheltered Sam 20/80 Portfolio | +1.11 | +6.30 | +4.68 | +3.15 | +2.86 | +5.23 | +6.64 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Gold Portfolio: an investment of 1$, since April 1994,
now would be worth 5.26$, with a total return of 425.67%
(5.69% annualized).
Bill Bernstein Sheltered Sam 20/80 Portfolio: an investment of 1$, since April 1994, now would be worth 4.61$, with a total return of 361.39% (5.23% annualized).
Bill Bernstein Sheltered Sam 20/80 Portfolio: an investment of 1$, since April 1994, now would be worth 4.61$, with a total return of 361.39% (5.23% annualized).
Gold Portfolio: an investment of 1$, since January 1985,
now would be worth 6.64$, with a total return of 563.62%
(4.94% annualized).
Bill Bernstein Sheltered Sam 20/80 Portfolio: an investment of 1$, since January 1985, now would be worth 12.48$, with a total return of 1147.82% (6.64% annualized).
Bill Bernstein Sheltered Sam 20/80 Portfolio: an investment of 1$, since January 1985, now would be worth 12.48$, with a total return of 1147.82% (6.64% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Gold Portfolio
|
Bill Bernstein Sheltered Sam 20/80 Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -42.91% | Sep 2011 | Dec 2015 (52) | Jul 2020 (107) | 28.29 | |||||
| -37.17% | Feb 1996 | Aug 1999 (43) | Dec 2003 (95) | 24.75 | |||||
| -25.83% | Mar 2008 | Oct 2008 (8) | May 2009 (15) | 10.74 | |||||
| -18.08% | Aug 2020 | Oct 2022 (27) | Nov 2023 (40) | 8.45 | |||||
| -11.24% | Jan 2022 | Sep 2022 (9) | In progress (27) | 6.17 | |||||
| -11.12% | Jun 2008 | Feb 2009 (9) | Sep 2009 (16) | 5.60 | |||||
| -8.64% | Dec 2004 | May 2005 (6) | Sep 2005 (10) | 5.30 | |||||
| -8.63% | May 2006 | Sep 2006 (5) | Feb 2007 (10) | 4.31 | |||||
| -8.37% | Dec 2009 | Jan 2010 (2) | May 2010 (6) | 5.13 | |||||
| -8.31% | Apr 2004 | Apr 2004 (1) | Oct 2004 (7) | 5.49 | |||||
| -6.38% | Jan 2011 | Jan 2011 (1) | Mar 2011 (3) | 3.21 | |||||
| -5.22% | Jun 2009 | Jun 2009 (1) | Sep 2009 (4) | 2.98 | |||||
| -5.09% | Jul 2010 | Jul 2010 (1) | Aug 2010 (2) | 2.94 | |||||
| -5.05% | Oct 1994 | Jan 1995 (4) | Jan 1996 (16) | 2.75 | |||||
| -4.90% | Jan 2004 | Feb 2004 (2) | Mar 2004 (3) | 3.15 | |||||
| -4.20% | May 2007 | Jun 2007 (2) | Sep 2007 (5) | 2.14 | |||||
| -4.18% | May 2011 | Jun 2011 (2) | Jul 2011 (3) | 2.27 | |||||
| -3.84% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 1.69 | |||||
| -3.28% | Apr 1994 | Apr 1994 (1) | Sep 1994 (6) | 1.39 | |||||
| -3.04% | Apr 2004 | Apr 2004 (1) | Sep 2004 (6) | 1.63 | |||||
Drawdown comparison chart since January 1985.
Swipe left to see all data
|
Gold Portfolio
|
Bill Bernstein Sheltered Sam 20/80 Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -48.26% | Dec 1987 | Aug 1999 (141) | Dec 2005 (217) | 29.64 | |||||
| -42.91% | Sep 2011 | Dec 2015 (52) | Jul 2020 (107) | 28.29 | |||||
| -25.83% | Mar 2008 | Oct 2008 (8) | May 2009 (15) | 10.74 | |||||
| -18.08% | Aug 2020 | Oct 2022 (27) | Nov 2023 (40) | 8.45 | |||||
| -11.24% | Jan 2022 | Sep 2022 (9) | In progress (27) | 6.17 | |||||
| -11.12% | Jun 2008 | Feb 2009 (9) | Sep 2009 (16) | 5.60 | |||||
| -8.63% | May 2006 | Sep 2006 (5) | Feb 2007 (10) | 4.31 | |||||
| -8.37% | Dec 2009 | Jan 2010 (2) | May 2010 (6) | 5.13 | |||||
| -8.14% | Oct 1986 | Dec 1986 (3) | Apr 1987 (7) | 5.04 | |||||
| -6.67% | Jan 1985 | Feb 1985 (2) | Mar 1985 (3) | 3.34 | |||||
| -6.38% | Jan 2011 | Jan 2011 (1) | Mar 2011 (3) | 3.21 | |||||
| -5.52% | Feb 1994 | Jun 1994 (5) | Mar 1995 (14) | 3.89 | |||||
| -5.22% | Jun 2009 | Jun 2009 (1) | Sep 2009 (4) | 2.98 | |||||
| -5.09% | Jul 2010 | Jul 2010 (1) | Aug 2010 (2) | 2.94 | |||||
| -4.63% | Apr 1985 | May 1985 (2) | Aug 1985 (5) | 2.57 | |||||
| -4.40% | Sep 1987 | Nov 1987 (3) | Jan 1988 (5) | 2.67 | |||||
| -4.20% | May 2007 | Jun 2007 (2) | Sep 2007 (5) | 2.14 | |||||
| -4.18% | May 2011 | Jun 2011 (2) | Jul 2011 (3) | 2.27 | |||||
| -3.84% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 1.69 | |||||
| -3.52% | Feb 1986 | Feb 1986 (1) | Jul 1986 (6) | 1.82 | |||||
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.
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| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+7.61%
|
-1.42% |
+1.19%
|
-0.03% |
| 2023 |
+12.69%
|
-7.22% |
+6.07%
|
-3.04% |
| 2022 |
-0.77%
|
-15.91% |
-8.57%
|
-11.24% |
| 2021 |
-4.15%
|
-10.32% |
+6.12%
|
-1.13% |
| 2020 |
+24.81%
|
-10.12% |
+6.51%
|
-3.84% |
| 2019 |
+17.86%
|
-4.10% |
+9.31%
|
-0.46% |
| 2018 |
-1.94%
|
-11.66% |
-1.46%
|
-2.63% |
| 2017 |
+12.81%
|
-4.09% |
+4.67%
|
-0.02% |
| 2016 |
+8.03%
|
-15.02% |
+4.89%
|
-0.76% |
| 2015 |
-10.67%
|
-17.81% |
-0.87%
|
-2.69% |
| 2014 |
-2.19%
|
-12.44% |
+3.15%
|
-1.67% |
| 2013 |
-28.33%
|
-28.33% |
+2.51%
|
-2.85% |
| 2012 |
+6.60%
|
-10.45% |
+5.52%
|
-0.90% |
| 2011 |
+9.57%
|
-14.48% |
+4.55%
|
-2.74% |
| 2010 |
+29.27%
|
-5.09% |
+6.66%
|
-1.86% |
| 2009 |
+24.03%
|
-7.20% |
+8.71%
|
-5.55% |
| 2008 |
+4.92%
|
-25.83% |
-4.20%
|
-8.77% |
| 2007 |
+30.45%
|
-4.20% |
+7.87%
|
-0.26% |
| 2006 |
+22.55%
|
-8.63% |
+6.52%
|
-0.66% |
| 2005 |
+17.76%
|
-4.91% |
+3.75%
|
-1.08% |
| 2004 |
+4.65%
|
-8.31% |
+6.77%
|
-3.04% |
| 2003 |
+19.89%
|
-8.88% |
+11.07%
|
-1.00% |
| 2002 |
+25.57%
|
-6.72% |
+6.48%
|
-0.84% |
| 2001 |
+0.75%
|
-6.10% |
+5.17%
|
-0.79% |
| 2000 |
-5.44%
|
-9.93% |
+10.33%
|
-0.80% |
| 1999 |
+0.85%
|
-11.47% |
+2.93%
|
-2.01% |
| 1998 |
-0.83%
|
-12.01% |
+8.26%
|
-1.97% |
| 1997 |
-21.41%
|
-21.41% |
+11.23%
|
-1.41% |
| 1996 |
-4.59%
|
-8.95% |
+6.44%
|
-1.47% |
| 1995 |
+0.98%
|
-2.46% |
+18.36%
|
0.00% |
| 1994 |
-2.17%
|
-3.91% |
-2.45%
|
-5.52% |
| 1993 |
+17.68%
|
-11.51% |
+13.19%
|
-1.20% |
| 1992 |
-5.73%
|
-6.97% |
+7.98%
|
-1.39% |
| 1991 |
-8.56%
|
-10.05% |
+17.84%
|
-1.06% |
| 1990 |
-3.11%
|
-15.14% |
+5.02%
|
-3.05% |
| 1989 |
-2.84%
|
-12.30% |
+15.82%
|
-0.71% |
| 1988 |
-15.26%
|
-18.05% |
+8.98%
|
-1.35% |
| 1987 |
+24.53%
|
-1.97% |
+2.97%
|
-4.40% |
| 1986 |
+18.96%
|
-8.14% |
+16.07%
|
-2.27% |
| 1985 |
+6.00%
|
-6.67% |
+21.99%
|
-0.96% |
