10-year Treasury vs Bill Bernstein Sheltered Sam 30/70 Portfolio Comparison

Last Update: 31 March 2024

The 10-year Treasury Portfolio obtained a 4.85% compound annual return, with a 6.78% standard deviation, in the last 30 Years.

The Bill Bernstein Sheltered Sam 30/70 Portfolio obtained a 5.84% compound annual return, with a 5.17% standard deviation, in the last 30 Years.

Summary

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10-year Treasury Portfolio Bill Bernstein Sheltered Sam 30/70 Portfolio
Portfolio Risk Low Medium
Asset Allocation Stocks 0% 29.1%
Fixed Income 100% 70%
Commodities 0% 0.9%
30 Years Stats Return +4.85% +5.84%
Std Dev 6.78% 5.17%
Max Drawdown -23.18% -16.58%
All time Stats
(Since Jan 1985)		 Return +6.48% +7.27%
Std Dev 7.23% 5.50%
Max Drawdown -23.18% -16.58%
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
10-year Treasury Portfolio +0.73 +5.02 -1.56 -0.61 +1.16 +4.85 +6.48
Bill Bernstein Sheltered Sam 30/70 Portfolio +1.43 +7.74 +6.29 +4.00 +3.60 +5.84 +7.27
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

10-year Treasury Portfolio: an investment of 1$, since April 1994, now would be worth 4.14$, with a total return of 314.12% (4.85% annualized).

Bill Bernstein Sheltered Sam 30/70 Portfolio: an investment of 1$, since April 1994, now would be worth 5.48$, with a total return of 448.16% (5.84% annualized).

10-year Treasury Portfolio: an investment of 1$, since January 1985, now would be worth 11.76$, with a total return of 1075.68% (6.48% annualized).

Bill Bernstein Sheltered Sam 30/70 Portfolio: an investment of 1$, since January 1985, now would be worth 15.73$, with a total return of 1473.34% (7.27% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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10-year Treasury 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
-23.18% Aug 2020 Oct 2023 (39) In progress (44) 13.61
-16.58% Jun 2008 Feb 2009 (9) Nov 2009 (18) 8.33
-12.55% Jan 2022 Sep 2022 (9) In progress (27) 6.50
-9.34% Oct 1998 Jan 2000 (16) Aug 2000 (23) 5.17
-7.60% May 2013 Dec 2013 (8) Nov 2014 (19) 4.38
-7.18% Aug 2016 Apr 2018 (21) May 2019 (34) 4.82
-6.90% Feb 1996 May 1996 (4) Nov 1996 (10) 4.58
-6.65% Jan 2009 Jun 2009 (6) Jun 2010 (18) 4.33
-6.60% Nov 2001 Mar 2002 (5) Jul 2002 (9) 3.77
-6.24% Feb 2020 Mar 2020 (2) Jul 2020 (6) 2.82
-5.68% Jun 2003 Jul 2003 (2) Dec 2003 (7) 2.83
-4.85% Apr 2004 May 2004 (2) Oct 2004 (7) 2.96
-4.67% Sep 2010 Mar 2011 (7) Jul 2011 (11) 2.74
-4.37% May 2011 Sep 2011 (5) Jan 2012 (9) 1.55
-4.25% Feb 2015 Jun 2015 (5) Jan 2016 (12) 2.34
-4.15% Apr 2008 May 2008 (2) Nov 2008 (8) 2.19
-4.13% Oct 2002 Nov 2002 (2) Feb 2003 (5) 2.02
-4.08% Jul 2005 May 2006 (11) Sep 2006 (15) 2.49
-4.04% Dec 1996 Mar 1997 (4) Jun 1997 (7) 2.15
-4.01% Jul 1998 Aug 1998 (2) Oct 1998 (4) 1.90

Drawdown comparison chart since January 1985.

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10-year Treasury 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
-23.18% Aug 2020 Oct 2023 (39) In progress (44) 13.61
-16.58% Jun 2008 Feb 2009 (9) Nov 2009 (18) 8.33
-12.55% Jan 2022 Sep 2022 (9) In progress (27) 6.50
-10.87% Mar 1987 Sep 1987 (7) Jan 1988 (11) 5.88
-10.14% Nov 1993 Nov 1994 (13) May 1995 (19) 6.64
-9.34% Oct 1998 Jan 2000 (16) Aug 2000 (23) 5.17
-7.60% May 2013 Dec 2013 (8) Nov 2014 (19) 4.38
-7.59% Sep 1987 Nov 1987 (3) Jun 1988 (10) 3.58
-7.18% Aug 2016 Apr 2018 (21) May 2019 (34) 4.82
-6.90% Feb 1996 May 1996 (4) Nov 1996 (10) 4.58
-6.65% Jan 2009 Jun 2009 (6) Jun 2010 (18) 4.33
-6.60% Nov 2001 Mar 2002 (5) Jul 2002 (9) 3.77
-6.24% Feb 2020 Mar 2020 (2) Jul 2020 (6) 2.82
-5.68% Jun 2003 Jul 2003 (2) Dec 2003 (7) 2.83
-5.67% Feb 1994 Jun 1994 (5) Apr 1995 (15) 3.82
-4.85% Apr 2004 May 2004 (2) Oct 2004 (7) 2.96
-4.67% Sep 2010 Mar 2011 (7) Jul 2011 (11) 2.74
-4.64% Aug 1990 Sep 1990 (2) Dec 1990 (5) 2.79
-4.60% Mar 1988 May 1988 (3) Sep 1988 (7) 2.57
-4.48% Jan 1990 Apr 1990 (4) Jun 1990 (6) 2.44

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
-1.30%
 -2.08%
+1.72%
 -0.21%
2023
+3.64%
 -8.81%
+7.25%
 -4.05%
2022
-15.19%
 -16.91%
-9.07%
 -12.55%
2021
-3.33%
 -5.73%
+8.27%
 -1.49%
2020
+10.01%
 -2.02%
+6.68%
 -6.24%
2019
+8.03%
 -2.59%
+11.29%
 -1.23%
2018
+0.99%
 -3.19%
-2.35%
 -3.98%
2017
+2.55%
 -1.90%
+6.35%
 0.00%
2016
+1.00%
 -6.50%
+6.14%
 -0.94%
2015
+1.51%
 -4.25%
-1.08%
 -3.54%
2014
+9.07%
 -1.05%
+3.87%
 -1.94%
2013
-6.09%
 -7.60%
+5.39%
 -2.64%
2012
+3.66%
 -2.67%
+6.92%
 -1.73%
2011
+15.64%
 -1.29%
+3.74%
 -4.37%
2010
+9.37%
 -4.30%
+8.08%
 -3.32%
2009
-6.59%
 -6.65%
+11.17%
 -7.71%
2008
+17.91%
 -4.15%
-8.30%
 -12.57%
2007
+10.37%
 -1.85%
+7.21%
 -0.78%
2006
+2.52%
 -2.87%
+8.56%
 -1.09%
2005
+2.64%
 -3.19%
+4.67%
 -1.32%
2004
+4.12%
 -4.85%
+8.30%
 -3.26%
2003
+5.29%
 -5.68%
+14.34%
 -0.69%
2002
+15.45%
 -4.13%
+3.99%
 -2.62%
2001
+5.40%
 -5.21%
+3.89%
 -2.11%
2000
+17.28%
 -1.12%
+9.31%
 -1.23%
1999
-7.83%
 -8.11%
+4.74%
 -2.18%
1998
+14.64%
 -1.61%
+8.32%
 -4.01%
1997
+11.97%
 -2.02%
+12.35%
 -1.75%
1996
-0.00%
 -6.90%
+8.07%
 -1.16%
1995
+25.55%
 -1.23%
+19.30%
 0.00%
1994
-7.19%
 -9.56%
-2.28%
 -5.67%
1993
+12.97%
 -2.55%
+14.75%
 -1.45%
1992
+7.23%
 -4.02%
+8.20%
 -1.27%
1991
+18.91%
 -0.54%
+19.59%
 -1.56%
1990
+7.70%
 -4.48%
+2.91%
 -4.64%
1989
+17.84%
 -2.30%
+17.14%
 -0.61%
1988
+6.90%
 -4.60%
+10.47%
 -1.19%
1987
-2.64%
 -10.87%
+3.06%
 -7.59%
1986
+21.35%
 -3.93%
+17.32%
 -2.63%
1985
+29.85%
 -3.33%
+23.63%
 -0.55%