Larry Swedroe Eliminate Fat Tails vs Bill Bernstein Sheltered Sam 30/70 Portfolio Comparison

Last Update: 29 February 2024

The Larry Swedroe Eliminate Fat Tails Portfolio obtained a 5.29% compound annual return, with a 6.29% 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
Larry Swedroe Eliminate Fat Tails Portfolio Bill Bernstein Sheltered Sam 30/70 Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 30% 29.1%
Fixed Income 70% 70%
Commodities 0% 0.9%
30 Years Stats Return +5.29% +5.68%
Std Dev 6.29% 5.20%
Max Drawdown -18.42% -16.58%
All time Stats
(Since Jan 1985)
Return +7.16% +7.25%
Std Dev 6.99% 5.50%
Max Drawdown -18.42% -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
Larry Swedroe Eliminate Fat Tails Portfolio +0.86 +3.30 +4.56 +2.95 +2.89 +5.29 +7.16
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

Larry Swedroe Eliminate Fat Tails Portfolio: an investment of 1$, since March 1994, now would be worth 4.69$, with a total return of 368.86% (5.29% 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).

Larry Swedroe Eliminate Fat Tails Portfolio: an investment of 1$, since January 1985, now would be worth 15.00$, with a total return of 1400.02% (7.16% 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
Larry Swedroe Eliminate Fat Tails 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
-18.42% Jun 2008 Feb 2009 (9) Nov 2009 (18) 9.58
-16.58% Jun 2008 Feb 2009 (9) Nov 2009 (18) 8.33
-12.62% Jan 2022 Sep 2022 (9) In progress (26) 7.11
-12.55% Jan 2022 Sep 2022 (9) In progress (26) 6.62
-8.68% May 1998 Aug 1998 (4) Apr 1999 (12) 3.71
-7.91% Jan 2020 Mar 2020 (3) Jul 2020 (7) 3.66
-6.64% May 2015 Jan 2016 (9) Jul 2016 (15) 3.83
-6.24% Feb 2020 Mar 2020 (2) Jul 2020 (6) 2.82
-6.05% Aug 2011 Sep 2011 (2) Jan 2012 (6) 2.70
-5.32% Sep 2018 Dec 2018 (4) Apr 2019 (8) 2.68
-4.47% Jul 2001 Sep 2001 (3) Dec 2001 (6) 1.91
-4.43% Mar 1994 Jun 1994 (4) Apr 1995 (14) 2.76
-4.37% May 2011 Sep 2011 (5) Jan 2012 (9) 1.55
-4.31% May 2002 Jul 2002 (3) May 2003 (13) 2.36
-4.01% Jul 1998 Aug 1998 (2) Oct 1998 (4) 1.90
-3.98% Sep 2018 Dec 2018 (4) Mar 2019 (7) 1.92
-3.79% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.19
-3.62% Mar 2000 May 2000 (3) Aug 2000 (6) 1.67
-3.59% Mar 1994 Jun 1994 (4) Feb 1995 (12) 2.32
-3.54% May 2015 Sep 2015 (5) Apr 2016 (12) 2.07

Drawdown comparison chart since January 1985.

Swipe left to see all data
Larry Swedroe Eliminate Fat Tails 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
-18.42% Jun 2008 Feb 2009 (9) Nov 2009 (18) 9.58
-16.58% Jun 2008 Feb 2009 (9) Nov 2009 (18) 8.33
-13.68% Mar 1987 Nov 1987 (9) Jan 1989 (23) 6.12
-12.62% Jan 2022 Sep 2022 (9) In progress (26) 7.11
-12.55% Jan 2022 Sep 2022 (9) In progress (26) 6.62
-8.81% Aug 1990 Sep 1990 (2) Jan 1991 (6) 4.97
-8.68% May 1998 Aug 1998 (4) Apr 1999 (12) 3.71
-7.91% Jan 2020 Mar 2020 (3) Jul 2020 (7) 3.66
-7.61% Feb 1994 Jun 1994 (5) Jun 1995 (17) 5.27
-7.59% Sep 1987 Nov 1987 (3) Jun 1988 (10) 3.58
-6.64% May 2015 Jan 2016 (9) Jul 2016 (15) 3.83
-6.24% Feb 2020 Mar 2020 (2) Jul 2020 (6) 2.82
-6.05% Aug 2011 Sep 2011 (2) Jan 2012 (6) 2.70
-5.67% Feb 1994 Jun 1994 (5) Apr 1995 (15) 3.82
-5.32% Sep 2018 Dec 2018 (4) Apr 2019 (8) 2.68
-4.64% Aug 1990 Sep 1990 (2) Dec 1990 (5) 2.79
-4.47% Jul 2001 Sep 2001 (3) Dec 2001 (6) 1.91
-4.37% May 2011 Sep 2011 (5) Jan 2012 (9) 1.55
-4.31% May 2002 Jul 2002 (3) May 2003 (13) 2.36
-4.01% Jul 1998 Aug 1998 (2) Oct 1998 (4) 1.90

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
-0.15%
-1.00%
+0.28%
-0.21%
2023
+6.63%
-5.10%
+7.25%
-4.05%
2022
-9.61%
-12.62%
-9.07%
-12.55%
2021
+5.40%
-1.26%
+8.27%
-1.49%
2020
+8.18%
-7.91%
+6.68%
-6.24%
2019
+9.79%
-1.93%
+11.29%
-1.23%
2018
-3.46%
-5.32%
-2.35%
-3.98%
2017
+8.83%
0.00%
+6.35%
0.00%
2016
+7.30%
-1.12%
+6.14%
-0.94%
2015
-3.40%
-5.77%
-1.08%
-3.54%
2014
+1.52%
-2.92%
+3.87%
-1.94%
2013
+2.64%
-3.45%
+5.39%
-2.64%
2012
+7.53%
-2.29%
+6.92%
-1.73%
2011
+1.93%
-6.05%
+3.74%
-4.37%
2010
+8.60%
-3.33%
+8.08%
-3.32%
2009
+17.45%
-6.28%
+11.17%
-7.71%
2008
-11.49%
-16.27%
-8.30%
-12.57%
2007
+10.73%
-1.33%
+7.21%
-0.78%
2006
+8.72%
-2.40%
+8.56%
-1.09%
2005
+7.94%
-2.01%
+4.67%
-1.32%
2004
+10.37%
-3.79%
+8.30%
-3.26%
2003
+17.58%
-0.78%
+14.34%
-0.69%
2002
+3.12%
-4.31%
+3.99%
-2.62%
2001
+4.53%
-4.47%
+3.89%
-2.11%
2000
+3.70%
-3.62%
+9.31%
-1.23%
1999
+12.78%
-1.79%
+4.74%
-2.18%
1998
+1.83%
-8.68%
+8.32%
-4.01%
1997
+7.45%
-2.49%
+12.35%
-1.75%
1996
+7.38%
-2.25%
+8.07%
-1.16%
1995
+14.41%
-0.69%
+19.30%
0.00%
1994
-3.92%
-7.61%
-2.28%
-5.67%
1993
+24.39%
-1.41%
+14.75%
-1.45%
1992
+5.38%
-2.50%
+8.20%
-1.27%
1991
+32.01%
-2.36%
+19.59%
-1.56%
1990
+2.61%
-8.81%
+2.91%
-4.64%
1989
+26.09%
-0.58%
+17.14%
-0.61%
1988
+13.59%
-1.87%
+10.47%
-1.19%
1987
-6.14%
-13.68%
+3.06%
-7.59%
1986
+11.79%
-3.42%
+17.32%
-2.63%
1985
+21.01%
-1.07%
+23.63%
-0.55%