Last Update: 31 March 2024
The Stocks/Bonds 40/60 2x Leveraged Portfolio obtained a 8.43% compound annual return, with a 14.64% standard deviation, in the last 10 Years.
The Bill Bernstein Sheltered Sam 100/0 Portfolio obtained a 8.58% compound annual return, with a 14.86% standard deviation, in the last 10 Years.
Summary
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| Stocks/Bonds 40/60 2x Leveraged Portfolio | Bill Bernstein Sheltered Sam 100/0 Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Medium | Very High | |
| Asset Allocation | Stocks | 40% | 97% |
| Fixed Income | 60% | 0% | |
| Commodities | 0% | 3% | |
| 10 Years Stats | Return | +8.43% | +8.58% |
| Std Dev | 14.64% | 14.86% | |
| Max Drawdown | -36.46% | -25.40% | |
| All time Stats (Since Mar 2010) |
Return | +11.48% | +10.34% |
| Std Dev | 13.27% | 14.95% | |
| Max Drawdown | -36.46% | -25.40% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from March 2010
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| 1M | 6M | 1Y | 5Y | 10Y | MAX | |
|---|---|---|---|---|---|---|
| Stocks/Bonds 40/60 2x Leveraged Portfolio | +3.56 | +22.47 | +14.99 | +6.83 | +8.43 | +11.48 |
| Bill Bernstein Sheltered Sam 100/0 Portfolio | +3.64 | +17.94 | +17.73 | +9.69 | +8.58 | +10.34 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Stocks/Bonds 40/60 2x Leveraged Portfolio: an investment of 1$, since April 2014,
now would be worth 2.25$, with a total return of 124.72%
(8.43% annualized).
Bill Bernstein Sheltered Sam 100/0 Portfolio: an investment of 1$, since April 2014, now would be worth 2.28$, with a total return of 127.78% (8.58% annualized).
Bill Bernstein Sheltered Sam 100/0 Portfolio: an investment of 1$, since April 2014, now would be worth 2.28$, with a total return of 127.78% (8.58% annualized).
Stocks/Bonds 40/60 2x Leveraged Portfolio: an investment of 1$, since March 2010,
now would be worth 4.62$, with a total return of 362.33%
(11.48% annualized).
Bill Bernstein Sheltered Sam 100/0 Portfolio: an investment of 1$, since March 2010, now would be worth 4.00$, with a total return of 299.79% (10.34% annualized).
Bill Bernstein Sheltered Sam 100/0 Portfolio: an investment of 1$, since March 2010, now would be worth 4.00$, with a total return of 299.79% (10.34% annualized).
Drawdowns
Drawdown comparison chart since April 2014.
Swipe left to see all data
|
Stocks/Bonds 40/60 2x Leveraged 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 |
| -36.46% | Jan 2022 | Sep 2022 (9) | In progress (27) | 25.55 | |||||
| -25.40% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 11.92 | |||||
| -21.73% | Jan 2022 | Sep 2022 (9) | Dec 2023 (24) | 9.87 | |||||
| -13.05% | Sep 2018 | Dec 2018 (4) | Jul 2019 (11) | 5.28 | |||||
| -10.21% | Jun 2015 | Feb 2016 (9) | Jul 2016 (14) | 5.42 | |||||
| -9.59% | Sep 2018 | Dec 2018 (4) | Mar 2019 (7) | 4.96 | |||||
| -7.29% | Feb 2020 | Mar 2020 (2) | May 2020 (4) | 3.46 | |||||
| -7.11% | Feb 2018 | Apr 2018 (3) | Aug 2018 (7) | 4.21 | |||||
| -6.54% | Aug 2016 | Nov 2016 (4) | Feb 2017 (7) | 3.58 | |||||
| -6.16% | Sep 2021 | Sep 2021 (1) | Nov 2021 (3) | 3.08 | |||||
| -6.13% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 3.32 | |||||
| -5.62% | Mar 2015 | Sep 2015 (7) | Mar 2016 (13) | 2.68 | |||||
| -5.22% | Feb 2018 | Mar 2018 (2) | Jul 2018 (6) | 3.54 | |||||
| -3.76% | Sep 2014 | Sep 2014 (1) | Nov 2014 (3) | 1.90 | |||||
| -3.71% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 2.14 | |||||
| -2.97% | Jan 2021 | Feb 2021 (2) | Apr 2021 (4) | 1.88 | |||||
| -2.86% | May 2019 | May 2019 (1) | Jun 2019 (2) | 1.65 | |||||
| -2.82% | Nov 2021 | Nov 2021 (1) | Dec 2021 (2) | 1.63 | |||||
| -2.54% | Sep 2014 | Sep 2014 (1) | Oct 2014 (2) | 1.47 | |||||
| -2.44% | Oct 2016 | Oct 2016 (1) | Nov 2016 (2) | 1.41 | |||||
Drawdown comparison chart since March 2010.
Swipe left to see all data
|
Stocks/Bonds 40/60 2x Leveraged 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 |
| -36.46% | Jan 2022 | Sep 2022 (9) | In progress (27) | 25.55 | |||||
| -25.40% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 11.92 | |||||
| -21.73% | Jan 2022 | Sep 2022 (9) | Dec 2023 (24) | 9.87 | |||||
| -19.96% | May 2011 | Sep 2011 (5) | Sep 2012 (17) | 7.68 | |||||
| -13.05% | Sep 2018 | Dec 2018 (4) | Jul 2019 (11) | 5.28 | |||||
| -13.00% | May 2010 | Jun 2010 (2) | Oct 2010 (6) | 7.37 | |||||
| -10.21% | Jun 2015 | Feb 2016 (9) | Jul 2016 (14) | 5.42 | |||||
| -9.59% | Sep 2018 | Dec 2018 (4) | Mar 2019 (7) | 4.96 | |||||
| -7.29% | Feb 2020 | Mar 2020 (2) | May 2020 (4) | 3.46 | |||||
| -7.11% | Feb 2018 | Apr 2018 (3) | Aug 2018 (7) | 4.21 | |||||
| -6.54% | Aug 2016 | Nov 2016 (4) | Feb 2017 (7) | 3.58 | |||||
| -6.16% | Sep 2021 | Sep 2021 (1) | Nov 2021 (3) | 3.08 | |||||
| -6.13% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 3.32 | |||||
| -5.62% | Mar 2015 | Sep 2015 (7) | Mar 2016 (13) | 2.68 | |||||
| -5.58% | May 2013 | Aug 2013 (4) | Oct 2013 (6) | 3.04 | |||||
| -5.22% | Feb 2018 | Mar 2018 (2) | Jul 2018 (6) | 3.54 | |||||
| -4.27% | May 2010 | Jun 2010 (2) | Jul 2010 (3) | 2.87 | |||||
| -3.76% | Sep 2014 | Sep 2014 (1) | Nov 2014 (3) | 1.90 | |||||
| -3.71% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 2.14 | |||||
| -3.18% | Jan 2014 | Jan 2014 (1) | Feb 2014 (2) | 1.84 | |||||
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 |
+5.22%
|
0.00% |
+5.41%
|
-1.44% |
| 2023 |
+18.74%
|
-14.99% |
+15.58%
|
-10.56% |
| 2022 |
-33.70%
|
-36.46% |
-12.59%
|
-21.73% |
| 2021 |
+19.46%
|
-6.16% |
+23.26%
|
-3.71% |
| 2020 |
+19.91%
|
-7.29% |
+7.92%
|
-25.40% |
| 2019 |
+33.39%
|
-2.86% |
+25.10%
|
-6.15% |
| 2018 |
-6.50%
|
-9.59% |
-8.54%
|
-13.05% |
| 2017 |
+19.66%
|
-0.19% |
+18.07%
|
-0.33% |
| 2016 |
+8.94%
|
-6.54% |
+14.96%
|
-5.02% |
| 2015 |
+0.67%
|
-5.62% |
-2.58%
|
-9.91% |
| 2014 |
+20.80%
|
-2.54% |
+8.93%
|
-3.76% |
| 2013 |
+20.66%
|
-5.58% |
+25.60%
|
-3.08% |
| 2012 |
+16.43%
|
-2.46% |
+16.72%
|
-8.15% |
| 2011 |
+17.29%
|
-1.97% |
-1.94%
|
-19.96% |
