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 90/10 Portfolio obtained a 7.90% compound annual return, with a 13.41% standard deviation, in the last 10 Years.
Summary
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| Stocks/Bonds 40/60 2x Leveraged Portfolio | Bill Bernstein Sheltered Sam 90/10 Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Medium | Very High | |
| Asset Allocation | Stocks | 40% | 87.3% |
| Fixed Income | 60% | 10% | |
| Commodities | 0% | 2.7% | |
| 10 Years Stats | Return | +8.43% | +7.90% |
| Std Dev | 14.64% | 13.41% | |
| Max Drawdown | -36.46% | -22.65% | |
| All time Stats (Since Mar 2010) |
Return | +11.48% | +9.52% |
| Std Dev | 13.27% | 13.48% | |
| Max Drawdown | -36.46% | -22.65% | |
| 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 90/10 Portfolio | +3.33 | +16.47 | +16.07 | +8.90 | +7.90 | +9.52 |
| 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 90/10 Portfolio: an investment of 1$, since April 2014, now would be worth 2.14$, with a total return of 113.82% (7.90% annualized).
Bill Bernstein Sheltered Sam 90/10 Portfolio: an investment of 1$, since April 2014, now would be worth 2.14$, with a total return of 113.82% (7.90% 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 90/10 Portfolio: an investment of 1$, since March 2010, now would be worth 3.60$, with a total return of 259.79% (9.52% annualized).
Bill Bernstein Sheltered Sam 90/10 Portfolio: an investment of 1$, since March 2010, now would be worth 3.60$, with a total return of 259.79% (9.52% 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 90/10 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 | |||||
| -22.65% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 10.44 | |||||
| -20.42% | Jan 2022 | Sep 2022 (9) | Dec 2023 (24) | 9.41 | |||||
| -11.79% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 5.17 | |||||
| -9.59% | Sep 2018 | Dec 2018 (4) | Mar 2019 (7) | 4.96 | |||||
| -9.22% | Jun 2015 | Jan 2016 (8) | Jun 2016 (13) | 5.08 | |||||
| -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 | |||||
| -5.49% | May 2019 | May 2019 (1) | Jul 2019 (3) | 2.75 | |||||
| -4.71% | Feb 2018 | Mar 2018 (2) | Jul 2018 (6) | 3.20 | |||||
| -3.50% | Sep 2014 | Sep 2014 (1) | Nov 2014 (3) | 1.77 | |||||
| -3.42% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 1.97 | |||||
| -2.97% | Jan 2021 | Feb 2021 (2) | Apr 2021 (4) | 1.88 | |||||
| -2.86% | May 2019 | May 2019 (1) | Jun 2019 (2) | 1.65 | |||||
| -2.55% | Nov 2021 | Nov 2021 (1) | Dec 2021 (2) | 1.47 | |||||
| -2.54% | Sep 2014 | Sep 2014 (1) | Oct 2014 (2) | 1.47 | |||||
Drawdown comparison chart since March 2010.
Swipe left to see all data
|
Stocks/Bonds 40/60 2x Leveraged Portfolio
|
Bill Bernstein Sheltered Sam 90/10 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 | |||||
| -22.65% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 10.44 | |||||
| -20.42% | Jan 2022 | Sep 2022 (9) | Dec 2023 (24) | 9.41 | |||||
| -17.83% | May 2011 | Sep 2011 (5) | Mar 2012 (11) | 7.88 | |||||
| -11.79% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 5.17 | |||||
| -11.69% | May 2010 | Jun 2010 (2) | Oct 2010 (6) | 6.59 | |||||
| -9.59% | Sep 2018 | Dec 2018 (4) | Mar 2019 (7) | 4.96 | |||||
| -9.22% | Jun 2015 | Jan 2016 (8) | Jun 2016 (13) | 5.08 | |||||
| -7.29% | Feb 2020 | Mar 2020 (2) | May 2020 (4) | 3.46 | |||||
| -7.26% | Apr 2012 | May 2012 (2) | Sep 2012 (6) | 3.15 | |||||
| -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 | |||||
| -5.49% | May 2019 | May 2019 (1) | Jul 2019 (3) | 2.75 | |||||
| -4.71% | Feb 2018 | Mar 2018 (2) | Jul 2018 (6) | 3.20 | |||||
| -4.27% | May 2010 | Jun 2010 (2) | Jul 2010 (3) | 2.87 | |||||
| -3.50% | Sep 2014 | Sep 2014 (1) | Nov 2014 (3) | 1.77 | |||||
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% |
+4.89%
|
-1.27% |
| 2023 |
+18.74%
|
-14.99% |
+14.39%
|
-9.69% |
| 2022 |
-33.70%
|
-36.46% |
-12.09%
|
-20.42% |
| 2021 |
+19.46%
|
-6.16% |
+21.12%
|
-3.42% |
| 2020 |
+19.91%
|
-7.29% |
+7.74%
|
-22.65% |
| 2019 |
+33.39%
|
-2.86% |
+23.13%
|
-5.49% |
| 2018 |
-6.50%
|
-9.59% |
-7.66%
|
-11.79% |
| 2017 |
+19.66%
|
-0.19% |
+16.40%
|
-0.25% |
| 2016 |
+8.94%
|
-6.54% |
+13.70%
|
-4.40% |
| 2015 |
+0.67%
|
-5.62% |
-2.36%
|
-9.00% |
| 2014 |
+20.80%
|
-2.54% |
+8.20%
|
-3.50% |
| 2013 |
+20.66%
|
-5.58% |
+22.71%
|
-2.88% |
| 2012 |
+16.43%
|
-2.46% |
+15.32%
|
-7.26% |
| 2011 |
+17.29%
|
-1.97% |
-1.13%
|
-17.83% |
