Gretchen Tai vs Bill Bernstein Sheltered Sam 60/40 Portfolio Comparison

Last Update: 29 February 2024

The Gretchen Tai Portfolio obtained a 7.11% compound annual return, with a 11.65% standard deviation, in the last 30 Years.

The Bill Bernstein Sheltered Sam 60/40 Portfolio obtained a 7.28% compound annual return, with a 9.24% standard deviation, in the last 30 Years.

Summary

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Gretchen Tai Portfolio Bill Bernstein Sheltered Sam 60/40 Portfolio
Portfolio Risk High High
Asset Allocation Stocks 70% 58.2%
Fixed Income 30% 40%
Commodities 0% 1.8%
30 Years Stats Return +7.11% +7.28%
Std Dev 11.65% 9.24%
Max Drawdown -41.80% -34.12%
All time Stats
(Since Jan 1986)
Return +8.78% +8.52%
Std Dev 11.87% 9.33%
Max Drawdown -41.80% -34.12%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1986

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1M 6M 1Y 5Y 10Y 30Y MAX
Gretchen Tai Portfolio +2.33 +7.44 +13.06 +6.27 +5.77 +7.11 +8.78
Bill Bernstein Sheltered Sam 60/40 Portfolio +1.65 +6.11 +9.32 +6.10 +5.60 +7.28 +8.52
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Gretchen Tai Portfolio: an investment of 1$, since March 1994, now would be worth 7.85$, with a total return of 684.95% (7.11% annualized).

Bill Bernstein Sheltered Sam 60/40 Portfolio: an investment of 1$, since March 1994, now would be worth 8.24$, with a total return of 723.50% (7.28% annualized).

Gretchen Tai Portfolio: an investment of 1$, since January 1986, now would be worth 24.87$, with a total return of 2386.88% (8.78% annualized).

Bill Bernstein Sheltered Sam 60/40 Portfolio: an investment of 1$, since January 1986, now would be worth 22.64$, with a total return of 2163.85% (8.52% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Gretchen Tai Portfolio
Bill Bernstein Sheltered Sam 60/40 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-41.80% Nov 2007 Feb 2009 (16) Feb 2011 (40) 18.94
-34.12% Nov 2007 Feb 2009 (16) Dec 2010 (38) 14.61
-23.59% Jan 2022 Sep 2022 (9) In progress (26) 12.57
-22.92% Apr 2000 Sep 2002 (30) Nov 2003 (44) 12.59
-16.48% Jan 2022 Sep 2022 (9) In progress (26) 7.78
-16.24% Jan 2020 Mar 2020 (3) Aug 2020 (8) 7.25
-14.38% Jan 2020 Mar 2020 (3) Nov 2020 (11) 6.07
-14.25% May 2011 Sep 2011 (5) Sep 2012 (17) 5.39
-12.86% May 1998 Aug 1998 (4) Dec 1998 (8) 5.93
-11.25% May 2011 Sep 2011 (5) Feb 2012 (10) 4.82
-10.89% May 1998 Aug 1998 (4) Dec 1998 (8) 4.73
-10.65% Jun 2002 Sep 2002 (4) Jun 2003 (13) 7.06
-10.37% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.33
-10.09% May 2015 Feb 2016 (10) Jul 2016 (15) 5.43
-7.95% Feb 2001 Sep 2001 (8) Mar 2002 (14) 3.70
-7.94% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.47
-6.29% Jun 2015 Jan 2016 (8) Jun 2016 (13) 3.49
-5.27% Sep 1994 Jan 1995 (5) Apr 1995 (8) 3.35
-4.65% Mar 1994 Mar 1994 (1) Aug 1994 (6) 2.77
-4.47% Apr 2012 May 2012 (2) Aug 2012 (5) 2.00

Drawdown comparison chart since January 1986.

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Gretchen Tai Portfolio
Bill Bernstein Sheltered Sam 60/40 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-41.80% Nov 2007 Feb 2009 (16) Feb 2011 (40) 18.94
-34.12% Nov 2007 Feb 2009 (16) Dec 2010 (38) 14.61
-23.59% Jan 2022 Sep 2022 (9) In progress (26) 12.57
-22.92% Apr 2000 Sep 2002 (30) Nov 2003 (44) 12.59
-17.50% Sep 1987 Nov 1987 (3) Nov 1988 (15) 8.27
-16.48% Jan 2022 Sep 2022 (9) In progress (26) 7.78
-16.24% Jan 2020 Mar 2020 (3) Aug 2020 (8) 7.25
-16.12% Jan 1990 Sep 1990 (9) Feb 1991 (14) 7.89
-16.09% Sep 1987 Nov 1987 (3) Jan 1989 (17) 7.29
-14.38% Jan 2020 Mar 2020 (3) Nov 2020 (11) 6.07
-14.25% May 2011 Sep 2011 (5) Sep 2012 (17) 5.39
-12.86% May 1998 Aug 1998 (4) Dec 1998 (8) 5.93
-11.25% May 2011 Sep 2011 (5) Feb 2012 (10) 4.82
-10.89% May 1998 Aug 1998 (4) Dec 1998 (8) 4.73
-10.65% Jun 2002 Sep 2002 (4) Jun 2003 (13) 7.06
-10.37% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.33
-10.09% May 2015 Feb 2016 (10) Jul 2016 (15) 5.43
-9.53% Aug 1990 Sep 1990 (2) Feb 1991 (7) 5.62
-7.95% Feb 2001 Sep 2001 (8) Mar 2002 (14) 3.70
-7.94% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.47

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
+1.47%
-0.85%
+0.90%
-0.74%
2023
+15.12%
-9.19%
+10.82%
-6.95%
2022
-17.30%
-23.59%
-10.58%
-16.48%
2021
+12.15%
-3.19%
+14.69%
-2.50%
2020
+12.24%
-16.24%
+7.21%
-14.38%
2019
+20.82%
-3.77%
+17.21%
-3.44%
2018
-7.59%
-10.37%
-5.00%
-7.94%
2017
+18.32%
0.00%
+11.37%
0.00%
2016
+7.93%
-3.80%
+9.92%
-2.59%
2015
-2.21%
-8.93%
-1.72%
-6.23%
2014
+4.44%
-3.36%
+6.04%
-2.73%
2013
+14.58%
-4.17%
+14.05%
-2.24%
2012
+14.85%
-6.38%
+11.12%
-4.47%
2011
-1.45%
-14.25%
+1.31%
-11.25%
2010
+12.51%
-8.38%
+12.35%
-7.59%
2009
+26.58%
-15.87%
+18.56%
-14.17%
2008
-27.67%
-32.64%
-20.58%
-24.12%
2007
+9.39%
-4.36%
+5.25%
-3.35%
2006
+17.39%
-3.34%
+14.67%
-2.30%
2005
+10.26%
-3.11%
+7.42%
-2.17%
2004
+15.60%
-4.14%
+12.90%
-3.90%
2003
+29.40%
-2.98%
+24.15%
-2.61%
2002
-7.43%
-14.03%
-3.47%
-10.65%
2001
-6.29%
-15.42%
+0.06%
-7.95%
2000
-4.67%
-9.28%
+6.26%
-3.25%
1999
+22.01%
-2.31%
+10.16%
-2.69%
1998
+10.02%
-12.86%
+8.53%
-10.89%
1997
+11.39%
-4.43%
+15.72%
-2.73%
1996
+10.62%
-3.29%
+12.97%
-2.50%
1995
+17.98%
-1.12%
+22.13%
-1.03%
1994
-0.51%
-7.04%
-1.78%
-6.11%
1993
+26.87%
-4.15%
+19.41%
-2.18%
1992
+0.50%
-4.36%
+8.86%
-1.38%
1991
+30.31%
-4.13%
+24.84%
-2.94%
1990
-8.54%
-16.12%
-3.41%
-9.53%
1989
+25.15%
-2.12%
+21.08%
-1.37%
1988
+19.39%
-3.11%
+14.93%
-1.85%
1987
+4.96%
-17.50%
+3.35%
-16.09%
1986
+29.74%
-4.54%
+21.08%
-3.67%