Total Bond Developed World ex-US vs Bill Bernstein Sheltered Sam 20/80 Portfolio Comparison

Last Update: 29 February 2024

The Total Bond Developed World ex-US Portfolio obtained a 4.76% compound annual return, with a 4.56% standard deviation, in the last 30 Years.

The Bill Bernstein Sheltered Sam 20/80 Portfolio obtained a 5.09% compound annual return, with a 4.12% standard deviation, in the last 30 Years.

Summary

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Total Bond Developed World ex-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 +4.76% +5.09%
Std Dev 4.56% 4.12%
Max Drawdown -14.88% -11.24%
All time Stats
(Since Jan 1985)
Return +6.58% +6.63%
Std Dev 5.09% 4.50%
Max Drawdown -14.88% -11.24%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Total Bond Developed World ex-US Portfolio -0.54 +3.57 +6.68 +0.45 +2.10 +4.76 +6.58
Bill Bernstein Sheltered Sam 20/80 Portfolio +0.11 +3.47 +5.25 +3.12 +2.74 +5.09 +6.63
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Total Bond Developed World ex-US Portfolio: an investment of 1$, since March 1994, now would be worth 4.04$, with a total return of 303.65% (4.76% annualized).

Bill Bernstein Sheltered Sam 20/80 Portfolio: an investment of 1$, since March 1994, now would be worth 4.44$, with a total return of 343.95% (5.09% annualized).

Total Bond Developed World ex-US Portfolio: an investment of 1$, since January 1985, now would be worth 12.13$, with a total return of 1113.10% (6.58% annualized).

Bill Bernstein Sheltered Sam 20/80 Portfolio: an investment of 1$, since January 1985, now would be worth 12.34$, with a total return of 1134.13% (6.63% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Total Bond Developed World ex-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
-14.88% Jan 2021 Sep 2022 (21) In progress (38) 9.21
-11.24% Jan 2022 Sep 2022 (9) In progress (26) 6.27
-11.12% Jun 2008 Feb 2009 (9) Sep 2009 (16) 5.60
-10.03% Mar 2008 Nov 2008 (9) Jul 2009 (17) 4.88
-8.31% Dec 1996 Apr 1997 (5) Sep 1998 (22) 4.42
-6.19% Mar 1994 Aug 1994 (6) May 1995 (15) 4.21
-4.24% May 2013 Aug 2013 (4) May 2014 (13) 2.62
-3.84% Feb 2020 Mar 2020 (2) Jun 2020 (5) 1.69
-3.50% Mar 1994 Jun 1994 (4) Feb 1995 (12) 2.32
-3.17% May 1999 Aug 1999 (4) Mar 2000 (11) 2.19
-3.04% Apr 2004 Apr 2004 (1) Sep 2004 (6) 1.63
-3.03% Oct 2016 Jan 2017 (4) Nov 2017 (14) 1.63
-2.91% Mar 2020 Mar 2020 (1) Jul 2020 (5) 1.29
-2.88% Apr 2015 Jun 2015 (3) Jan 2016 (10) 1.48
-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
-2.63% Sep 2018 Dec 2018 (4) Feb 2019 (6) 1.45
-2.34% Jun 2003 Aug 2003 (3) Jan 2004 (8) 1.35
-2.26% Nov 1998 Nov 1998 (1) Dec 1998 (2) 1.30

Drawdown comparison chart since January 1985.

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Total Bond Developed World ex-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
-14.88% Jan 2021 Sep 2022 (21) In progress (38) 9.21
-11.24% Jan 2022 Sep 2022 (9) In progress (26) 6.27
-11.12% Jun 2008 Feb 2009 (9) Sep 2009 (16) 5.60
-10.03% Mar 2008 Nov 2008 (9) Jul 2009 (17) 4.88
-8.68% Feb 1994 Aug 1994 (7) Jul 1995 (18) 5.98
-8.31% Dec 1996 Apr 1997 (5) Sep 1998 (22) 4.42
-5.52% Feb 1994 Jun 1994 (5) Mar 1995 (14) 3.89
-4.82% Apr 1987 Sep 1987 (6) Dec 1987 (9) 2.61
-4.40% Sep 1987 Nov 1987 (3) Jan 1988 (5) 2.67
-4.24% May 2013 Aug 2013 (4) May 2014 (13) 2.62
-3.84% Feb 2020 Mar 2020 (2) Jun 2020 (5) 1.69
-3.70% Feb 1985 Feb 1985 (1) Apr 1985 (3) 1.85
-3.57% Dec 1989 Apr 1990 (5) Jun 1990 (7) 1.85
-3.35% May 1986 May 1986 (1) Jul 1986 (3) 1.72
-3.17% May 1999 Aug 1999 (4) Mar 2000 (11) 2.19
-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% Oct 2016 Jan 2017 (4) Nov 2017 (14) 1.63
-2.91% Mar 2020 Mar 2020 (1) Jul 2020 (5) 1.29
-2.88% Apr 2015 Jun 2015 (3) Jan 2016 (10) 1.48

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
-1.12%
-1.12%
+0.08%
-0.03%
2023
+8.79%
-1.89%
+6.07%
-3.04%
2022
-12.76%
-12.90%
-8.57%
-11.24%
2021
-2.28%
-2.58%
+6.12%
-1.13%
2020
+4.65%
-2.91%
+6.51%
-3.84%
2019
+7.87%
-1.68%
+9.31%
-0.46%
2018
+2.81%
-0.57%
-1.46%
-2.63%
2017
+2.40%
-0.98%
+4.67%
-0.02%
2016
+4.61%
-2.49%
+4.89%
-0.76%
2015
+1.19%
-2.88%
-0.87%
-2.69%
2014
+8.74%
-0.13%
+3.15%
-1.67%
2013
-0.81%
-4.24%
+2.51%
-2.85%
2012
+9.54%
0.00%
+5.52%
-0.90%
2011
+8.60%
-0.56%
+4.55%
-2.74%
2010
+8.53%
-1.97%
+6.66%
-1.86%
2009
+15.30%
-0.78%
+8.71%
-5.55%
2008
-2.35%
-10.03%
-4.20%
-8.77%
2007
+4.99%
-1.62%
+7.87%
-0.26%
2006
+2.94%
-0.81%
+6.52%
-0.66%
2005
+4.98%
-1.02%
+3.75%
-1.08%
2004
+6.11%
-0.89%
+6.77%
-3.04%
2003
+3.93%
-2.34%
+11.07%
-1.00%
2002
+9.29%
-1.02%
+6.48%
-0.84%
2001
+10.83%
-1.10%
+5.17%
-0.79%
2000
+9.20%
-0.42%
+10.33%
-0.80%
1999
+0.29%
-3.17%
+2.93%
-2.01%
1998
+17.11%
-2.26%
+8.26%
-1.97%
1997
-4.84%
-7.85%
+11.23%
-1.41%
1996
+4.66%
-1.82%
+6.44%
-1.47%
1995
+21.23%
-0.60%
+18.36%
0.00%
1994
-7.29%
-8.68%
-2.45%
-5.52%
1993
+16.41%
0.00%
+13.19%
-1.20%
1992
+11.90%
-2.20%
+7.98%
-1.39%
1991
+21.42%
-0.43%
+17.84%
-1.06%
1990
+7.20%
-3.40%
+5.02%
-3.05%
1989
+11.10%
-2.18%
+15.82%
-0.71%
1988
+8.79%
-1.14%
+8.98%
-1.35%
1987
+3.47%
-4.82%
+2.97%
-4.40%
1986
+16.37%
-3.35%
+16.07%
-2.27%
1985
+24.95%
-3.70%
+21.99%
-0.96%