Last Update: 31 December 2022
The Developed World ex-US 20/80 Portfolio obtained a 5.36% compound annual return, with a 5.20% standard deviation, in the last 30 Years.
The Bill Bernstein Sheltered Sam 30/70 Portfolio obtained a 5.91% compound annual return, with a 5.14% standard deviation, in the last 30 Years.
Summary
| Developed World ex-US 20/80 Portfolio | Bill Bernstein Sheltered Sam 30/70 Portfolio | ||
|---|---|---|---|
| Risk | Low | Medium | |
| Asset Allocation | Stocks | 20% | 29.1% |
| Fixed Income | 80% | 70% | |
| Commodities | 0% | 0.9% | |
| 30 Years Stats | Return | +5.36% | +5.91% |
| Std Dev | 5.20% | 5.14% | |
| Max Drawdown | -16.80% | -16.58% | |
Last Update: 31 December 2022
Historical Returns as of Dec 31, 2022
Comparison period starts from January 1985
| 1M | 6M | 1Y | 5Y(*) | 10Y(*) | 30Y(*) | MAX(*) | |
|---|---|---|---|---|---|---|---|
| Developed World ex-US 20/80 Portfolio | -2.64 | -1.83 | -13.28 | +0.27 | +2.28 | +5.36 | +7.14 |
| Bill Bernstein Sheltered Sam 30/70 Portfolio | -1.48 | -0.70 | -9.07 | +2.68 | +3.39 | +5.91 | +7.28 |
Capital Growth as of Dec 31, 2022
Developed World ex-US 20/80 Portfolio: an investment of 1000$, since January 1993, now would be worth 4786.42$, with a total return of 378.64% (5.36% annualized).
Bill Bernstein Sheltered Sam 30/70 Portfolio: an investment of 1000$, since January 1993, now would be worth 5598.73$, with a total return of 459.87% (5.91% annualized).
Developed World ex-US 20/80 Portfolio: an investment of 1000$, since January 1985, now would be worth 13740.49$, with a total return of 1274.05% (7.14% annualized).
Bill Bernstein Sheltered Sam 30/70 Portfolio: an investment of 1000$, since January 1985, now would be worth 14421.47$, with a total return of 1342.15% (7.28% annualized).
Drawdowns
Drawdown comparison chart since December 1992.
Developed World ex-US 20/80 Portfolio |
Bill Bernstein Sheltered Sam 30/70 Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -16.80% | Aug 2021 | Sep 2022 | |||
| -16.58% | Jun 2008 | Feb 2009 | |||
| -15.55% | Mar 2008 | Nov 2008 | |||
| -12.55% | Jan 2022 | Sep 2022 | |||
| -7.46% | Dec 1996 | Apr 1997 | |||
| -6.51% | Feb 1994 | Feb 1995 | |||
| -6.24% | Feb 2020 | Mar 2020 | |||
| -5.99% | Feb 2020 | Mar 2020 | |||
| -5.67% | Feb 1994 | Jun 1994 | |||
| -4.48% | May 2013 | Jun 2013 | |||
| -4.37% | May 2011 | Sep 2011 | |||
| -4.01% | Jul 1998 | Aug 1998 | |||
| -3.98% | Sep 2018 | Dec 2018 | |||
| -3.54% | May 2015 | Sep 2015 | |||
| -3.32% | May 2010 | Jun 2010 | |||
| -3.26% | Apr 2004 | Apr 2004 | |||
| -3.06% | Apr 2015 | Sep 2015 | |||
| -2.76% | Oct 2016 | Nov 2016 | |||
| -2.68% | Aug 2011 | Sep 2011 | |||
| -2.64% | May 2013 | Jun 2013 | |||
Drawdown comparison chart since January 1985.
Developed World ex-US 20/80 Portfolio |
Bill Bernstein Sheltered Sam 30/70 Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -16.80% | Aug 2021 | Sep 2022 | |||
| -16.58% | Jun 2008 | Feb 2009 | |||
| -15.55% | Mar 2008 | Nov 2008 | |||
| -12.55% | Jan 2022 | Sep 2022 | |||
| -7.59% | Sep 1987 | Nov 1987 | |||
| -7.46% | Dec 1996 | Apr 1997 | |||
| -7.02% | Jan 1990 | Apr 1990 | |||
| -6.51% | Feb 1994 | Feb 1995 | |||
| -6.31% | Aug 1990 | Sep 1990 | |||
| -6.24% | Feb 2020 | Mar 2020 | |||
| -5.99% | Feb 2020 | Mar 2020 | |||
| -5.67% | Feb 1994 | Jun 1994 | |||
| -4.64% | Aug 1990 | Sep 1990 | |||
| -4.48% | May 2013 | Jun 2013 | |||
| -4.37% | May 2011 | Sep 2011 | |||
| -4.18% | Jan 1992 | Mar 1992 | |||
| -4.01% | Jul 1998 | Aug 1998 | |||
| -3.98% | Sep 2018 | Dec 2018 | |||
| -3.54% | May 2015 | Sep 2015 | |||
| -3.35% | Jan 1990 | Apr 1990 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from January 1985.
| Year | Developed World ex-US 20/80 Portfolio | Bill Bernstein Sheltered Sam 30/70 Portfolio |
|---|---|---|
| 2022 |
-13.28% | -9.07% |
| 2021 |
+0.51% | +8.27% |
| 2020 |
+5.67% | +6.68% |
| 2019 |
+10.82% | +11.29% |
| 2018 |
-0.71% | -2.35% |
| 2017 |
+7.20% | +6.35% |
| 2016 |
+4.23% | +6.14% |
| 2015 |
+0.88% | -1.08% |
| 2014 |
+5.80% | +3.87% |
| 2013 |
+3.72% | +5.39% |
| 2012 |
+11.34% | +6.92% |
| 2011 |
+4.42% | +3.74% |
| 2010 |
+8.49% | +8.08% |
| 2009 |
+17.74% | +11.17% |
| 2008 |
-10.01% | -8.30% |
| 2007 |
+6.22% | +7.21% |
| 2006 |
+7.61% | +8.56% |
| 2005 |
+6.71% | +4.67% |
| 2004 |
+8.93% | +8.30% |
| 2003 |
+10.88% | +14.34% |
| 2002 |
+4.31% | +3.99% |
| 2001 |
+4.28% | +3.89% |
| 2000 |
+4.50% | +9.31% |
| 1999 |
+7.82% | +4.74% |
| 1998 |
+16.99% | +8.32% |
| 1997 |
-4.15% | +12.35% |
| 1996 |
+4.66% | +8.07% |
| 1995 |
+17.78% | +19.30% |
| 1994 |
-3.88% | -2.28% |
| 1993 |
+19.11% | +14.75% |
| 1992 |
+6.56% | +8.20% |
| 1991 |
+19.03% | +19.59% |
| 1990 |
+0.80% | +2.91% |
| 1989 |
+11.45% | +17.14% |
| 1988 |
+12.16% | +10.47% |
| 1987 |
+8.87% | +3.06% |
| 1986 |
+25.77% | +17.32% |
| 1985 |
+31.17% | +23.63% |