Last Update: 31 March 2024
The Developed World ex-US Stocks Portfolio obtained a 5.15% compound annual return, with a 16.50% standard deviation, in the last 30 Years.
The Bill Bernstein Sheltered Sam 50/50 Portfolio obtained a 6.97% compound annual return, with a 7.79% standard deviation, in the last 30 Years.
Summary
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| Developed World ex-US Stocks Portfolio | Bill Bernstein Sheltered Sam 50/50 Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | Medium | |
| Asset Allocation | Stocks | 100% | 48.5% |
| Fixed Income | 0% | 50% | |
| Commodities | 0% | 1.5% | |
| 30 Years Stats | Return | +5.15% | +6.97% |
| Std Dev | 16.50% | 7.79% | |
| Max Drawdown | -57.00% | -28.23% | |
| All time Stats (Since Jan 1985) |
Return | +8.04% | +8.47% |
| Std Dev | 17.53% | 7.96% | |
| Max Drawdown | -57.00% | -28.23% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1985
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| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Developed World ex-US Stocks Portfolio | +3.66 | +16.93 | +15.02 | +7.39 | +5.05 | +5.15 | +8.04 |
| Bill Bernstein Sheltered Sam 50/50 Portfolio | +2.07 | +10.64 | +9.51 | +5.67 | +5.07 | +6.97 | +8.47 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Developed World ex-US Stocks Portfolio: an investment of 1$, since April 1994,
now would be worth 4.52$, with a total return of 351.61%
(5.15% annualized).
Bill Bernstein Sheltered Sam 50/50 Portfolio: an investment of 1$, since April 1994, now would be worth 7.55$, with a total return of 655.26% (6.97% annualized).
Bill Bernstein Sheltered Sam 50/50 Portfolio: an investment of 1$, since April 1994, now would be worth 7.55$, with a total return of 655.26% (6.97% annualized).
Developed World ex-US Stocks Portfolio: an investment of 1$, since January 1985,
now would be worth 20.79$, with a total return of 1979.01%
(8.04% annualized).
Bill Bernstein Sheltered Sam 50/50 Portfolio: an investment of 1$, since January 1985, now would be worth 24.31$, with a total return of 2331.21% (8.47% annualized).
Bill Bernstein Sheltered Sam 50/50 Portfolio: an investment of 1$, since January 1985, now would be worth 24.31$, with a total return of 2331.21% (8.47% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Developed World ex-US Stocks Portfolio
|
Bill Bernstein Sheltered Sam 50/50 Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -57.00% | Nov 2007 | Feb 2009 (16) | May 2014 (79) | 27.54 | |||||
| -48.19% | Jan 2000 | Mar 2003 (39) | Sep 2005 (69) | 26.73 | |||||
| -28.23% | Nov 2007 | Feb 2009 (16) | Oct 2010 (36) | 11.60 | |||||
| -28.08% | Sep 2021 | Sep 2022 (13) | Feb 2024 (30) | 11.60 | |||||
| -24.14% | Feb 2018 | Mar 2020 (26) | Nov 2020 (34) | 10.04 | |||||
| -17.94% | Jul 2014 | Feb 2016 (20) | Apr 2017 (34) | 8.32 | |||||
| -15.17% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 7.24 | |||||
| -14.47% | Jun 1998 | Sep 1998 (4) | Dec 1998 (7) | 7.17 | |||||
| -13.15% | Sep 1994 | Feb 1995 (6) | Mar 1996 (19) | 5.48 | |||||
| -11.63% | Jan 2020 | Mar 2020 (3) | Aug 2020 (8) | 5.34 | |||||
| -11.23% | Aug 1997 | Dec 1997 (5) | Mar 1998 (8) | 6.96 | |||||
| -8.99% | May 2011 | Sep 2011 (5) | Feb 2012 (10) | 3.68 | |||||
| -8.55% | May 1998 | Aug 1998 (4) | Dec 1998 (8) | 3.53 | |||||
| -7.79% | Jun 2002 | Sep 2002 (4) | May 2003 (12) | 5.18 | |||||
| -6.63% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 2.91 | |||||
| -5.79% | May 1996 | Jan 1997 (9) | May 1997 (13) | 3.32 | |||||
| -5.55% | Feb 2001 | Sep 2001 (8) | Mar 2002 (14) | 2.41 | |||||
| -5.30% | Jun 2015 | Jan 2016 (8) | Jun 2016 (13) | 2.96 | |||||
| -4.28% | May 1999 | May 1999 (1) | Jun 1999 (2) | 2.47 | |||||
| -3.81% | Sep 1994 | Nov 1994 (3) | Feb 1995 (6) | 2.13 | |||||
Drawdown comparison chart since January 1985.
Swipe left to see all data
|
Developed World ex-US Stocks Portfolio
|
Bill Bernstein Sheltered Sam 50/50 Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -57.00% | Nov 2007 | Feb 2009 (16) | May 2014 (79) | 27.54 | |||||
| -48.19% | Jan 2000 | Mar 2003 (39) | Sep 2005 (69) | 26.73 | |||||
| -31.21% | Jan 1990 | Sep 1990 (9) | Jan 1994 (49) | 20.31 | |||||
| -28.23% | Nov 2007 | Feb 2009 (16) | Oct 2010 (36) | 11.60 | |||||
| -28.08% | Sep 2021 | Sep 2022 (13) | Feb 2024 (30) | 11.60 | |||||
| -24.14% | Feb 2018 | Mar 2020 (26) | Nov 2020 (34) | 10.04 | |||||
| -17.94% | Jul 2014 | Feb 2016 (20) | Apr 2017 (34) | 8.32 | |||||
| -15.17% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 7.24 | |||||
| -14.47% | Jun 1998 | Sep 1998 (4) | Dec 1998 (7) | 7.17 | |||||
| -13.46% | Sep 1987 | Oct 1987 (2) | Mar 1988 (7) | 8.36 | |||||
| -13.42% | Sep 1987 | Nov 1987 (3) | Oct 1988 (14) | 6.31 | |||||
| -13.15% | Sep 1994 | Feb 1995 (6) | Mar 1996 (19) | 5.48 | |||||
| -11.63% | Jan 2020 | Mar 2020 (3) | Aug 2020 (8) | 5.34 | |||||
| -11.23% | Aug 1997 | Dec 1997 (5) | Mar 1998 (8) | 6.96 | |||||
| -9.43% | May 1988 | Aug 1988 (4) | Nov 1988 (7) | 4.81 | |||||
| -8.99% | May 2011 | Sep 2011 (5) | Feb 2012 (10) | 3.68 | |||||
| -8.70% | Sep 1986 | Oct 1986 (2) | Dec 1986 (4) | 4.29 | |||||
| -8.55% | May 1998 | Aug 1998 (4) | Dec 1998 (8) | 3.53 | |||||
| -7.94% | Mar 1989 | Jun 1989 (4) | Jul 1989 (5) | 4.12 | |||||
| -7.88% | Aug 1990 | Sep 1990 (2) | Jan 1991 (6) | 4.79 | |||||
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.
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| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+5.35%
|
-1.09% |
+2.77%
|
-0.56% |
| 2023 |
+17.94%
|
-10.71% |
+9.63%
|
-6.00% |
| 2022 |
-15.36%
|
-27.52% |
-10.08%
|
-15.17% |
| 2021 |
+11.67%
|
-4.89% |
+12.55%
|
-2.18% |
| 2020 |
+9.74%
|
-23.99% |
+7.04%
|
-11.63% |
| 2019 |
+22.62%
|
-5.21% |
+15.24%
|
-2.72% |
| 2018 |
-14.75%
|
-18.62% |
-4.12%
|
-6.63% |
| 2017 |
+26.42%
|
0.00% |
+9.70%
|
0.00% |
| 2016 |
+2.67%
|
-8.44% |
+8.66%
|
-1.99% |
| 2015 |
-0.38%
|
-12.39% |
-1.51%
|
-5.30% |
| 2014 |
-5.98%
|
-10.04% |
+5.32%
|
-2.47% |
| 2013 |
+21.83%
|
-5.66% |
+11.17%
|
-2.24% |
| 2012 |
+18.56%
|
-13.28% |
+9.72%
|
-3.50% |
| 2011 |
-12.30%
|
-23.95% |
+2.12%
|
-8.99% |
| 2010 |
+8.35%
|
-15.54% |
+10.93%
|
-6.18% |
| 2009 |
+27.49%
|
-22.68% |
+16.09%
|
-12.02% |
| 2008 |
-40.65%
|
-45.54% |
-16.49%
|
-20.24% |
| 2007 |
+11.15%
|
-6.29% |
+5.90%
|
-2.35% |
| 2006 |
+26.27%
|
-3.73% |
+12.64%
|
-1.91% |
| 2005 |
+13.60%
|
-4.72% |
+6.50%
|
-1.80% |
| 2004 |
+20.25%
|
-3.59% |
+11.37%
|
-3.69% |
| 2003 |
+38.67%
|
-8.24% |
+20.88%
|
-1.95% |
| 2002 |
-15.62%
|
-23.19% |
-0.98%
|
-7.79% |
| 2001 |
-21.94%
|
-26.63% |
+1.33%
|
-5.55% |
| 2000 |
-14.29%
|
-17.14% |
+7.28%
|
-2.16% |
| 1999 |
+37.96%
|
-4.28% |
+8.35%
|
-2.52% |
| 1998 |
+16.51%
|
-14.47% |
+8.46%
|
-8.55% |
| 1997 |
-1.39%
|
-11.23% |
+14.60%
|
-2.41% |
| 1996 |
+4.68%
|
-4.13% |
+11.34%
|
-2.06% |
| 1995 |
+3.98%
|
-8.89% |
+21.19%
|
-0.68% |
| 1994 |
+9.76%
|
-5.55% |
-1.95%
|
-5.96% |
| 1993 |
+29.92%
|
-10.94% |
+17.86%
|
-1.94% |
| 1992 |
-14.79%
|
-15.85% |
+8.64%
|
-1.26% |
| 1991 |
+9.48%
|
-9.97% |
+23.09%
|
-2.50% |
| 1990 |
-24.79%
|
-31.21% |
-1.30%
|
-7.88% |
| 1989 |
+12.85%
|
-7.94% |
+19.77%
|
-0.79% |
| 1988 |
+25.66%
|
-9.43% |
+13.45%
|
-1.64% |
| 1987 |
+30.48%
|
-13.46% |
+3.26%
|
-13.42% |
| 1986 |
+63.38%
|
-8.70% |
+19.83%
|
-3.33% |
| 1985 |
+56.04%
|
-1.19% |
+26.90%
|
-1.21% |
