Last Update: 31 March 2024
The Developed World ex-US 40/60 Momentum Portfolio obtained a 3.79% compound annual return, with a 6.84% standard deviation, in the last 10 Years.
The Bill Bernstein Sheltered Sam 30/70 Portfolio obtained a 3.60% compound annual return, with a 5.32% standard deviation, in the last 10 Years.
Summary
Swipe left to see all data
| Developed World ex-US 40/60 Momentum Portfolio | Bill Bernstein Sheltered Sam 30/70 Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Medium | Medium | |
| Asset Allocation | Stocks | 40% | 29.1% |
| Fixed Income | 60% | 70% | |
| Commodities | 0% | 0.9% | |
| 10 Years Stats | Return | +3.79% | +3.60% |
| Std Dev | 6.84% | 5.32% | |
| Max Drawdown | -19.40% | -12.55% | |
| All time Stats (Since Aug 2009) |
Return | +5.25% | +4.61% |
| Std Dev | 6.97% | 5.14% | |
| Max Drawdown | -19.40% | -12.55% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from August 2009
Swipe left to see all data
| 1M | 6M | 1Y | 5Y | 10Y | MAX | |
|---|---|---|---|---|---|---|
| Developed World ex-US 40/60 Momentum Portfolio | +2.89 | +14.22 | +12.73 | +4.08 | +3.79 | +5.25 |
| Bill Bernstein Sheltered Sam 30/70 Portfolio | +1.43 | +7.74 | +6.29 | +4.00 | +3.60 | +4.61 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since April 2014,
now would be worth 1.45$, with a total return of 45.07%
(3.79% annualized).
Bill Bernstein Sheltered Sam 30/70 Portfolio: an investment of 1$, since April 2014, now would be worth 1.42$, with a total return of 42.47% (3.60% annualized).
Bill Bernstein Sheltered Sam 30/70 Portfolio: an investment of 1$, since April 2014, now would be worth 1.42$, with a total return of 42.47% (3.60% annualized).
Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since August 2009,
now would be worth 2.12$, with a total return of 111.67%
(5.25% annualized).
Bill Bernstein Sheltered Sam 30/70 Portfolio: an investment of 1$, since August 2009, now would be worth 1.94$, with a total return of 93.64% (4.61% annualized).
Bill Bernstein Sheltered Sam 30/70 Portfolio: an investment of 1$, since August 2009, now would be worth 1.94$, with a total return of 93.64% (4.61% annualized).
Drawdowns
Drawdown comparison chart since April 2014.
Swipe left to see all data
|
Developed World ex-US 40/60 Momentum Portfolio
|
Bill Bernstein Sheltered Sam 30/70 Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -19.40% | Sep 2021 | Sep 2022 (13) | In progress (31) | 10.23 | |||||
| -12.55% | Jan 2022 | Sep 2022 (9) | In progress (27) | 6.50 | |||||
| -7.72% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 3.78 | |||||
| -6.24% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 2.82 | |||||
| -6.00% | Feb 2018 | Dec 2018 (11) | Mar 2019 (14) | 2.72 | |||||
| -5.38% | May 2015 | Sep 2015 (5) | Jun 2016 (14) | 2.83 | |||||
| -4.27% | Aug 2016 | Nov 2016 (4) | Mar 2017 (8) | 2.09 | |||||
| -3.98% | Sep 2018 | Dec 2018 (4) | Mar 2019 (7) | 1.92 | |||||
| -3.54% | May 2015 | Sep 2015 (5) | Apr 2016 (12) | 2.07 | |||||
| -1.94% | Sep 2014 | Sep 2014 (1) | Jan 2015 (5) | 0.85 | |||||
| -1.76% | Feb 2018 | Feb 2018 (1) | Jul 2018 (6) | 1.11 | |||||
| -1.62% | Jan 2021 | Feb 2021 (2) | May 2021 (5) | 0.94 | |||||
| -1.58% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 0.94 | |||||
| -1.52% | Sep 2014 | Dec 2014 (4) | Feb 2015 (6) | 1.05 | |||||
| -1.49% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 0.86 | |||||
| -1.33% | Oct 2020 | Oct 2020 (1) | Nov 2020 (2) | 0.77 | |||||
| -1.23% | May 2019 | May 2019 (1) | Jun 2019 (2) | 0.71 | |||||
| -0.94% | Oct 2016 | Oct 2016 (1) | Dec 2016 (3) | 0.52 | |||||
| -0.78% | Jul 2014 | Jul 2014 (1) | Aug 2014 (2) | 0.45 | |||||
| -0.74% | Nov 2021 | Nov 2021 (1) | Dec 2021 (2) | 0.43 | |||||
Drawdown comparison chart since August 2009.
Swipe left to see all data
|
Developed World ex-US 40/60 Momentum Portfolio
|
Bill Bernstein Sheltered Sam 30/70 Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -19.40% | Sep 2021 | Sep 2022 (13) | In progress (31) | 10.23 | |||||
| -12.55% | Jan 2022 | Sep 2022 (9) | In progress (27) | 6.50 | |||||
| -8.94% | May 2011 | Sep 2011 (5) | Jul 2012 (15) | 3.88 | |||||
| -7.72% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 3.78 | |||||
| -6.24% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 2.82 | |||||
| -6.00% | Feb 2018 | Dec 2018 (11) | Mar 2019 (14) | 2.72 | |||||
| -5.38% | May 2015 | Sep 2015 (5) | Jun 2016 (14) | 2.83 | |||||
| -5.17% | May 2013 | Jun 2013 (2) | Oct 2013 (6) | 3.27 | |||||
| -4.37% | May 2011 | Sep 2011 (5) | Jan 2012 (9) | 1.55 | |||||
| -4.27% | Aug 2016 | Nov 2016 (4) | Mar 2017 (8) | 2.09 | |||||
| -4.04% | May 2010 | May 2010 (1) | Jul 2010 (3) | 2.68 | |||||
| -3.98% | Sep 2018 | Dec 2018 (4) | Mar 2019 (7) | 1.92 | |||||
| -3.54% | May 2015 | Sep 2015 (5) | Apr 2016 (12) | 2.07 | |||||
| -3.32% | May 2010 | Jun 2010 (2) | Sep 2010 (5) | 1.87 | |||||
| -2.64% | May 2013 | Jun 2013 (2) | Oct 2013 (6) | 1.42 | |||||
| -2.00% | Nov 2010 | Nov 2010 (1) | Dec 2010 (2) | 1.16 | |||||
| -1.94% | Sep 2014 | Sep 2014 (1) | Jan 2015 (5) | 0.85 | |||||
| -1.76% | Feb 2018 | Feb 2018 (1) | Jul 2018 (6) | 1.11 | |||||
| -1.73% | May 2012 | May 2012 (1) | Jul 2012 (3) | 0.90 | |||||
| -1.66% | Jan 2010 | Jan 2010 (1) | Mar 2010 (3) | 0.99 | |||||
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 |
+5.75%
|
0.00% |
+1.72%
|
-0.21% |
| 2023 |
+10.84%
|
-4.47% |
+7.25%
|
-4.05% |
| 2022 |
-14.37%
|
-19.07% |
-9.07%
|
-12.55% |
| 2021 |
+1.27%
|
-2.17% |
+8.27%
|
-1.49% |
| 2020 |
+11.65%
|
-7.72% |
+6.68%
|
-6.24% |
| 2019 |
+14.52%
|
-0.27% |
+11.29%
|
-1.23% |
| 2018 |
-4.03%
|
-6.00% |
-2.35%
|
-3.98% |
| 2017 |
+11.62%
|
-0.20% |
+6.35%
|
0.00% |
| 2016 |
+2.96%
|
-4.27% |
+6.14%
|
-0.94% |
| 2015 |
+0.07%
|
-5.38% |
-1.08%
|
-3.54% |
| 2014 |
+1.57%
|
-1.52% |
+3.87%
|
-1.94% |
| 2013 |
+8.39%
|
-5.17% |
+5.39%
|
-2.64% |
| 2012 |
+12.90%
|
-3.09% |
+6.92%
|
-1.73% |
| 2011 |
-0.59%
|
-8.94% |
+3.74%
|
-4.37% |
| 2010 |
+10.77%
|
-4.04% |
+8.08%
|
-3.32% |
