Developed World ex-US 60/40 vs Bill Bernstein Sheltered Sam 40/60 Portfolio Comparison

Last Update: 29 February 2024

The Developed World ex-US 60/40 Portfolio obtained a 5.29% compound annual return, with a 10.17% standard deviation, in the last 30 Years.

The Bill Bernstein Sheltered Sam 40/60 Portfolio obtained a 6.24% compound annual return, with a 6.46% standard deviation, in the last 30 Years.

Summary

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Developed World ex-US 60/40 Portfolio Bill Bernstein Sheltered Sam 40/60 Portfolio
Portfolio Risk High Medium
Asset Allocation Stocks 60% 38.8%
Fixed Income 40% 60%
Commodities 0% 1.2%
30 Years Stats Return +5.29% +6.24%
Std Dev 10.17% 6.46%
Max Drawdown -37.49% -22.05%
All time Stats
(Since Jan 1985)
Return +7.90% +7.85%
Std Dev 10.99% 6.68%
Max Drawdown -37.49% -22.05%
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
Developed World ex-US 60/40 Portfolio +1.43 +6.56 +11.02 +4.28 +3.79 +5.29 +7.90
Bill Bernstein Sheltered Sam 40/60 Portfolio +0.87 +4.80 +7.29 +4.63 +4.19 +6.24 +7.85
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Developed World ex-US 60/40 Portfolio: an investment of 1$, since March 1994, now would be worth 4.70$, with a total return of 370.02% (5.29% annualized).

Bill Bernstein Sheltered Sam 40/60 Portfolio: an investment of 1$, since March 1994, now would be worth 6.14$, with a total return of 514.47% (6.24% annualized).

Developed World ex-US 60/40 Portfolio: an investment of 1$, since January 1985, now would be worth 19.67$, with a total return of 1867.49% (7.90% annualized).

Bill Bernstein Sheltered Sam 40/60 Portfolio: an investment of 1$, since January 1985, now would be worth 19.31$, with a total return of 1831.32% (7.85% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Developed World ex-US 60/40 Portfolio
Bill Bernstein Sheltered Sam 40/60 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-37.49% Nov 2007 Feb 2009 (16) Apr 2011 (42) 16.83
-22.54% Apr 2000 Sep 2002 (30) Dec 2003 (45) 13.10
-22.40% Sep 2021 Sep 2022 (13) In progress (30) 10.46
-22.05% Nov 2007 Feb 2009 (16) Mar 2010 (29) 9.27
-14.56% Jan 2020 Mar 2020 (3) Nov 2020 (11) 6.33
-13.86% Jan 2022 Sep 2022 (9) In progress (26) 6.98
-13.28% May 2011 Sep 2011 (5) Nov 2012 (19) 6.34
-10.09% Feb 2018 Dec 2018 (11) Sep 2019 (20) 4.26
-9.44% May 2015 Feb 2016 (10) Feb 2017 (22) 4.41
-8.88% Jan 2020 Mar 2020 (3) Aug 2020 (8) 3.84
-7.33% Nov 1994 Feb 1995 (4) Jul 1995 (9) 3.33
-7.06% Jul 1997 Dec 1997 (6) Mar 1998 (9) 3.90
-6.93% Jun 1998 Aug 1998 (3) Oct 1998 (5) 3.66
-6.70% May 2011 Sep 2011 (5) Jan 2012 (9) 2.68
-6.16% May 1998 Aug 1998 (4) Nov 1998 (7) 2.51
-5.78% Dec 1996 Apr 1997 (5) Jun 1997 (7) 3.79
-5.31% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.50
-5.09% May 2013 Jun 2013 (2) Sep 2013 (5) 2.77
-4.92% Jun 2002 Sep 2002 (4) May 2003 (12) 3.07
-4.76% May 2010 Jun 2010 (2) Sep 2010 (5) 2.76

Drawdown comparison chart since January 1985.

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Developed World ex-US 60/40 Portfolio
Bill Bernstein Sheltered Sam 40/60 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-37.49% Nov 2007 Feb 2009 (16) Apr 2011 (42) 16.83
-22.54% Apr 2000 Sep 2002 (30) Dec 2003 (45) 13.10
-22.40% Sep 2021 Sep 2022 (13) In progress (30) 10.46
-22.05% Nov 2007 Feb 2009 (16) Mar 2010 (29) 9.27
-18.51% Jan 1990 Sep 1990 (9) Dec 1991 (24) 8.68
-14.56% Jan 2020 Mar 2020 (3) Nov 2020 (11) 6.33
-13.86% Jan 2022 Sep 2022 (9) In progress (26) 6.98
-13.28% May 2011 Sep 2011 (5) Nov 2012 (19) 6.34
-10.59% Sep 1987 Nov 1987 (3) Sep 1988 (13) 4.81
-10.09% Feb 2018 Dec 2018 (11) Sep 2019 (20) 4.26
-9.44% May 2015 Feb 2016 (10) Feb 2017 (22) 4.41
-8.88% Jan 2020 Mar 2020 (3) Aug 2020 (8) 3.84
-8.82% Sep 1987 Oct 1987 (2) Feb 1988 (6) 5.47
-8.78% Jan 1992 Apr 1992 (4) Mar 1993 (15) 5.11
-7.55% Feb 1994 Feb 1995 (13) Jul 1995 (18) 2.81
-7.06% Jul 1997 Dec 1997 (6) Mar 1998 (9) 3.90
-6.93% Jun 1998 Aug 1998 (3) Oct 1998 (5) 3.66
-6.70% May 2011 Sep 2011 (5) Jan 2012 (9) 2.68
-6.35% Sep 1993 Nov 1993 (3) Jan 1994 (5) 2.82
-6.25% Aug 1990 Sep 1990 (2) Jan 1991 (6) 3.64

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
+0.53%
-0.89%
+0.49%
-0.38%
2023
+14.28%
-7.32%
+8.44%
-5.04%
2022
-14.32%
-21.67%
-9.58%
-13.86%
2021
+6.09%
-3.26%
+10.41%
-1.84%
2020
+7.71%
-14.56%
+6.86%
-8.88%
2019
+16.72%
-2.77%
+13.26%
-1.99%
2018
-7.73%
-10.09%
-3.23%
-5.31%
2017
+16.81%
0.00%
+8.02%
0.00%
2016
+3.45%
-4.03%
+7.40%
-1.39%
2015
+0.25%
-7.87%
-1.30%
-4.40%
2014
-0.09%
-4.31%
+4.59%
-2.20%
2013
+12.77%
-5.09%
+8.28%
-2.44%
2012
+14.95%
-7.61%
+8.32%
-2.56%
2011
-3.94%
-13.28%
+2.93%
-6.70%
2010
+8.42%
-7.69%
+9.51%
-4.76%
2009
+22.61%
-13.44%
+13.63%
-9.86%
2008
-25.33%
-29.87%
-12.39%
-16.39%
2007
+8.69%
-3.28%
+6.56%
-1.57%
2006
+16.94%
-2.26%
+10.60%
-1.50%
2005
+10.15%
-2.01%
+5.58%
-1.56%
2004
+14.59%
-2.01%
+9.83%
-3.47%
2003
+24.77%
-4.07%
+17.61%
-1.29%
2002
-5.65%
-12.16%
+1.50%
-4.92%
2001
-8.83%
-13.08%
+2.61%
-3.56%
2000
-4.89%
-7.85%
+8.29%
-1.66%
1999
+22.89%
-3.20%
+6.55%
-2.35%
1998
+16.75%
-6.93%
+8.39%
-6.16%
1997
-2.77%
-7.06%
+13.48%
-2.09%
1996
+4.67%
-1.39%
+9.71%
-1.62%
1995
+10.88%
-4.80%
+20.24%
-0.33%
1994
+2.94%
-3.27%
-2.11%
-5.82%
1993
+24.52%
-6.35%
+16.30%
-1.70%
1992
-4.11%
-8.78%
+8.42%
-1.15%
1991
+14.26%
-5.21%
+21.34%
-2.03%
1990
-11.99%
-18.51%
+0.80%
-6.25%
1989
+12.15%
-3.14%
+18.45%
-0.62%
1988
+18.91%
-5.35%
+11.96%
-1.41%
1987
+19.68%
-8.82%
+3.16%
-10.59%
1986
+44.57%
-5.90%
+18.58%
-2.98%
1985
+43.60%
-0.36%
+25.27%
-0.84%