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

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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

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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
(*) Returns over 1 year are annualized

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.

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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.

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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.

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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%
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