Gold vs Bill Bernstein Sheltered Sam 30/70 Portfolio Comparison

Last Update: 29 February 2024

The Gold Portfolio obtained a 5.46% compound annual return, with a 15.44% standard deviation, in the last 30 Years.

The Bill Bernstein Sheltered Sam 30/70 Portfolio obtained a 5.68% compound annual return, with a 5.20% standard deviation, in the last 30 Years.

Summary

Swipe left to see all data
Gold Portfolio Bill Bernstein Sheltered Sam 30/70 Portfolio
Portfolio Risk Very High Medium
Asset Allocation Stocks 0% 29.1%
Fixed Income 0% 70%
Commodities 100% 0.9%
30 Years Stats Return +5.46% +5.68%
Std Dev 15.44% 5.20%
Max Drawdown -42.91% -16.58%
All time Stats
(Since Jan 1985)
Return +4.73% +7.25%
Std Dev 15.06% 5.50%
Max Drawdown -48.26% -16.58%
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
Gold Portfolio +0.46 +5.16 +11.50 +8.83 +4.02 +5.46 +4.73
Bill Bernstein Sheltered Sam 30/70 Portfolio +0.49 +4.14 +6.27 +3.88 +3.47 +5.68 +7.25
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Gold Portfolio: an investment of 1$, since March 1994, now would be worth 4.93$, with a total return of 393.44% (5.46% annualized).

Bill Bernstein Sheltered Sam 30/70 Portfolio: an investment of 1$, since March 1994, now would be worth 5.24$, with a total return of 424.39% (5.68% annualized).

Gold Portfolio: an investment of 1$, since January 1985, now would be worth 6.11$, with a total return of 510.68% (4.73% annualized).

Bill Bernstein Sheltered Sam 30/70 Portfolio: an investment of 1$, since January 1985, now would be worth 15.51$, with a total return of 1451.16% (7.25% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

Swipe left to see all data
Gold Portfolio
Bill Bernstein Sheltered Sam 30/70 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
-16.58% Jun 2008 Feb 2009 (9) Nov 2009 (18) 8.33
-12.55% Jan 2022 Sep 2022 (9) In progress (26) 6.62
-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
-6.24% Feb 2020 Mar 2020 (2) Jul 2020 (6) 2.82
-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
-4.37% May 2011 Sep 2011 (5) Jan 2012 (9) 1.55
-4.20% May 2007 Jun 2007 (2) Sep 2007 (5) 2.14
-4.18% May 2011 Jun 2011 (2) Jul 2011 (3) 2.27
-4.01% Jul 1998 Aug 1998 (2) Oct 1998 (4) 1.90

Drawdown comparison chart since January 1985.

Swipe left to see all data
Gold Portfolio
Bill Bernstein Sheltered Sam 30/70 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
-16.58% Jun 2008 Feb 2009 (9) Nov 2009 (18) 8.33
-12.55% Jan 2022 Sep 2022 (9) In progress (26) 6.62
-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
-7.59% Sep 1987 Nov 1987 (3) Jun 1988 (10) 3.58
-6.67% Jan 1985 Feb 1985 (2) Mar 1985 (3) 3.34
-6.38% Jan 2011 Jan 2011 (1) Mar 2011 (3) 3.21
-6.24% Feb 2020 Mar 2020 (2) Jul 2020 (6) 2.82
-5.67% Feb 1994 Jun 1994 (5) Apr 1995 (15) 3.82
-5.22% Jun 2009 Jun 2009 (1) Sep 2009 (4) 2.98
-5.09% Jul 2010 Jul 2010 (1) Aug 2010 (2) 2.94
-4.64% Aug 1990 Sep 1990 (2) Dec 1990 (5) 2.79
-4.63% Apr 1985 May 1985 (2) Aug 1985 (5) 2.57
-4.37% May 2011 Sep 2011 (5) Jan 2012 (9) 1.55
-4.20% May 2007 Jun 2007 (2) Sep 2007 (5) 2.14

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
-0.97%
-1.42%
+0.28%
-0.21%
2023
+12.69%
-7.22%
+7.25%
-4.05%
2022
-0.77%
-15.91%
-9.07%
-12.55%
2021
-4.15%
-10.32%
+8.27%
-1.49%
2020
+24.81%
-10.12%
+6.68%
-6.24%
2019
+17.86%
-4.10%
+11.29%
-1.23%
2018
-1.94%
-11.66%
-2.35%
-3.98%
2017
+12.81%
-4.09%
+6.35%
0.00%
2016
+8.03%
-15.02%
+6.14%
-0.94%
2015
-10.67%
-17.81%
-1.08%
-3.54%
2014
-2.19%
-12.44%
+3.87%
-1.94%
2013
-28.33%
-28.33%
+5.39%
-2.64%
2012
+6.60%
-10.45%
+6.92%
-1.73%
2011
+9.57%
-14.48%
+3.74%
-4.37%
2010
+29.27%
-5.09%
+8.08%
-3.32%
2009
+24.03%
-7.20%
+11.17%
-7.71%
2008
+4.92%
-25.83%
-8.30%
-12.57%
2007
+30.45%
-4.20%
+7.21%
-0.78%
2006
+22.55%
-8.63%
+8.56%
-1.09%
2005
+17.76%
-4.91%
+4.67%
-1.32%
2004
+4.65%
-8.31%
+8.30%
-3.26%
2003
+19.89%
-8.88%
+14.34%
-0.69%
2002
+25.57%
-6.72%
+3.99%
-2.62%
2001
+0.75%
-6.10%
+3.89%
-2.11%
2000
-5.44%
-9.93%
+9.31%
-1.23%
1999
+0.85%
-11.47%
+4.74%
-2.18%
1998
-0.83%
-12.01%
+8.32%
-4.01%
1997
-21.41%
-21.41%
+12.35%
-1.75%
1996
-4.59%
-8.95%
+8.07%
-1.16%
1995
+0.98%
-2.46%
+19.30%
0.00%
1994
-2.17%
-3.91%
-2.28%
-5.67%
1993
+17.68%
-11.51%
+14.75%
-1.45%
1992
-5.73%
-6.97%
+8.20%
-1.27%
1991
-8.56%
-10.05%
+19.59%
-1.56%
1990
-3.11%
-15.14%
+2.91%
-4.64%
1989
-2.84%
-12.30%
+17.14%
-0.61%
1988
-15.26%
-18.05%
+10.47%
-1.19%
1987
+24.53%
-1.97%
+3.06%
-7.59%
1986
+18.96%
-8.14%
+17.32%
-2.63%
1985
+6.00%
-6.67%
+23.63%
-0.55%