Total Bond US vs Bill Bernstein Sheltered Sam 20/80 Portfolio Comparison

Last Update: 31 March 2024

The Total Bond US Portfolio obtained a 4.30% compound annual return, with a 4.21% standard deviation, in the last 30 Years.

The Bill Bernstein Sheltered Sam 20/80 Portfolio obtained a 5.23% compound annual return, with a 4.08% standard deviation, in the last 30 Years.

Summary

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Total Bond US Portfolio Bill Bernstein Sheltered Sam 20/80 Portfolio
Portfolio Risk Low Low
Asset Allocation Stocks 0% 19.4%
Fixed Income 100% 80%
Commodities 0% 0.6%
30 Years Stats Return +4.30% +5.23%
Std Dev 4.21% 4.08%
Max Drawdown -17.28% -11.24%
All time Stats
(Since Jan 1985)		 Return +5.71% +6.64%
Std Dev 4.52% 4.49%
Max Drawdown -17.28% -11.24%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Total Bond US Portfolio +0.85 +5.87 +1.62 +0.32 +1.49 +4.30 +5.71
Bill Bernstein Sheltered Sam 20/80 Portfolio +1.11 +6.30 +4.68 +3.15 +2.86 +5.23 +6.64
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Total Bond US Portfolio: an investment of 1$, since April 1994, now would be worth 3.54$, with a total return of 253.70% (4.30% annualized).

Bill Bernstein Sheltered Sam 20/80 Portfolio: an investment of 1$, since April 1994, now would be worth 4.61$, with a total return of 361.39% (5.23% annualized).

Total Bond US Portfolio: an investment of 1$, since January 1985, now would be worth 8.83$, with a total return of 782.62% (5.71% annualized).

Bill Bernstein Sheltered Sam 20/80 Portfolio: an investment of 1$, since January 1985, now would be worth 12.48$, with a total return of 1147.82% (6.64% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Total Bond US Portfolio
Bill Bernstein Sheltered Sam 20/80 Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-17.28% Aug 2020 Oct 2022 (27) In progress (44) 9.87
-11.24% Jan 2022 Sep 2022 (9) In progress (27) 6.17
-11.12% Jun 2008 Feb 2009 (9) Sep 2009 (16) 5.60
-4.01% May 2013 Aug 2013 (4) May 2014 (13) 2.32
-3.88% Apr 2008 Oct 2008 (7) Dec 2008 (9) 1.46
-3.84% Feb 2020 Mar 2020 (2) Jun 2020 (5) 1.69
-3.68% Aug 2016 Nov 2016 (4) Aug 2017 (13) 2.01
-3.47% Jun 2003 Jul 2003 (2) Jan 2004 (8) 1.59
-3.16% Feb 1996 May 1996 (4) Oct 1996 (9) 1.96
-3.04% Apr 2004 Apr 2004 (1) Sep 2004 (6) 1.63
-3.03% Apr 2004 May 2004 (2) Aug 2004 (5) 2.03
-2.85% May 2013 Jun 2013 (2) Nov 2013 (7) 1.60
-2.74% Aug 2011 Sep 2011 (2) Dec 2011 (5) 1.18
-2.69% May 2015 Sep 2015 (5) Apr 2016 (12) 1.60
-2.67% Feb 2015 Jun 2015 (5) Feb 2016 (13) 1.47
-2.65% Jan 2009 Feb 2009 (2) Jun 2009 (6) 1.48
-2.64% Feb 1999 Aug 1999 (7) Mar 2000 (14) 1.55
-2.63% Sep 2017 Oct 2018 (14) Jan 2019 (17) 1.55
-2.63% Sep 2018 Dec 2018 (4) Feb 2019 (6) 1.45
-2.46% Sep 1994 Nov 1994 (3) Feb 1995 (6) 1.35

Drawdown comparison chart since January 1985.

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Total Bond US Portfolio
Bill Bernstein Sheltered Sam 20/80 Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-17.28% Aug 2020 Oct 2022 (27) In progress (44) 9.87
-11.24% Jan 2022 Sep 2022 (9) In progress (27) 6.17
-11.12% Jun 2008 Feb 2009 (9) Sep 2009 (16) 5.60
-5.86% Mar 1987 Sep 1987 (7) Jan 1988 (11) 3.00
-5.52% Feb 1994 Jun 1994 (5) Mar 1995 (14) 3.89
-5.01% Feb 1994 Jun 1994 (5) Mar 1995 (14) 3.62
-4.40% Sep 1987 Nov 1987 (3) Jan 1988 (5) 2.67
-4.01% May 2013 Aug 2013 (4) May 2014 (13) 2.32
-3.88% Apr 2008 Oct 2008 (7) Dec 2008 (9) 1.46
-3.84% Feb 2020 Mar 2020 (2) Jun 2020 (5) 1.69
-3.68% Aug 2016 Nov 2016 (4) Aug 2017 (13) 2.01
-3.47% Jun 2003 Jul 2003 (2) Jan 2004 (8) 1.59
-3.16% Feb 1996 May 1996 (4) Oct 1996 (9) 1.96
-3.05% Aug 1990 Sep 1990 (2) Nov 1990 (4) 1.95
-3.04% Apr 2004 Apr 2004 (1) Sep 2004 (6) 1.63
-3.03% Apr 2004 May 2004 (2) Aug 2004 (5) 2.03
-2.85% May 2013 Jun 2013 (2) Nov 2013 (7) 1.60
-2.74% Aug 2011 Sep 2011 (2) Dec 2011 (5) 1.18
-2.69% May 2015 Sep 2015 (5) Apr 2016 (12) 1.60
-2.67% Feb 2015 Jun 2015 (5) Feb 2016 (13) 1.47

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
-0.69%
 -1.53%
+1.19%
 -0.03%
2023
+5.41%
 -6.02%
+6.07%
 -3.04%
2022
-13.11%
 -15.50%
-8.57%
 -11.24%
2021
-1.86%
 -3.64%
+6.12%
 -1.13%
2020
+7.71%
 -1.59%
+6.51%
 -3.84%
2019
+8.83%
 -0.57%
+9.31%
 -0.46%
2018
-0.12%
 -2.57%
-1.46%
 -2.63%
2017
+3.57%
 -0.60%
+4.67%
 -0.02%
2016
+2.52%
 -3.68%
+4.89%
 -0.76%
2015
+0.56%
 -2.67%
-0.87%
 -2.69%
2014
+5.82%
 -0.57%
+3.15%
 -1.67%
2013
-2.10%
 -4.01%
+2.51%
 -2.85%
2012
+3.16%
 -0.88%
+5.52%
 -0.90%
2011
+7.92%
 -0.38%
+4.55%
 -2.74%
2010
+6.20%
 -1.70%
+6.66%
 -1.86%
2009
+3.64%
 -2.65%
+8.71%
 -5.55%
2008
+6.86%
 -3.88%
-4.20%
 -8.77%
2007
+6.92%
 -1.16%
+7.87%
 -0.26%
2006
+4.27%
 -1.30%
+6.52%
 -0.66%
2005
+2.40%
 -1.90%
+3.75%
 -1.08%
2004
+4.24%
 -3.03%
+6.77%
 -3.04%
2003
+3.97%
 -3.47%
+11.07%
 -1.00%
2002
+8.26%
 -1.46%
+6.48%
 -0.84%
2001
+8.43%
 -1.91%
+5.17%
 -0.79%
2000
+11.39%
 -0.65%
+10.33%
 -0.80%
1999
-0.76%
 -2.64%
+2.93%
 -2.01%
1998
+8.58%
 -0.55%
+8.26%
 -1.97%
1997
+9.44%
 -0.97%
+11.23%
 -1.41%
1996
+3.58%
 -3.16%
+6.44%
 -1.47%
1995
+18.18%
 -0.25%
+18.36%
 0.00%
1994
-2.66%
 -5.01%
-2.45%
 -5.52%
1993
+9.68%
 -0.97%
+13.19%
 -1.20%
1992
+7.14%
 -1.39%
+7.98%
 -1.39%
1991
+15.25%
 -0.06%
+17.84%
 -1.06%
1990
+8.65%
 -1.97%
+5.02%
 -3.05%
1989
+13.64%
 -1.60%
+15.82%
 -0.71%
1988
+7.35%
 -2.64%
+8.98%
 -1.35%
1987
+1.54%
 -5.86%
+2.97%
 -4.40%
1986
+15.10%
 -2.05%
+16.07%
 -2.27%
1985
+22.24%
 -2.00%
+21.99%
 -0.96%