10-year Treasury vs Bill Bernstein Sheltered Sam 40/60 Portfolio Comparison

Last Update: 30 June 2024

The 10-year Treasury Portfolio obtained a 4.92% compound annual return, with a 6.80% standard deviation, in the last 30 Years.

The Bill Bernstein Sheltered Sam 40/60 Portfolio obtained a 6.45% compound annual return, with a 6.45% standard deviation, in the last 30 Years.

Summary

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10-year Treasury Portfolio Bill Bernstein Sheltered Sam 40/60 Portfolio
Portfolio Risk Low Medium
Asset Allocation Stocks 0% 38.8%
Fixed Income 100% 60%
Commodities 0% 1.2%
30 Years Stats Return +4.92% +6.45%
Std Dev 6.80% 6.45%
Max Drawdown -23.19% -22.05%
All time Stats
(Since Jan 1985)		 Return +6.43% +7.85%
Std Dev 7.23% 6.68%
Max Drawdown -23.19% -22.05%
Last Update: 30 June 2024

Historical Returns as of Jun 30, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
10-year Treasury Portfolio +1.22 -1.48 +0.15 -1.38 +0.91 +4.92 +6.43
Bill Bernstein Sheltered Sam 40/60 Portfolio +0.47 +2.83 +7.60 +4.49 +4.11 +6.45 +7.85
Return over 1 year are annualized.

Capital Growth as of Jun 30, 2024

10-year Treasury Portfolio: an investment of 1$, since July 1994, now would be worth 4.23$, with a total return of 322.92% (4.92% annualized).

Bill Bernstein Sheltered Sam 40/60 Portfolio: an investment of 1$, since July 1994, now would be worth 6.53$, with a total return of 552.75% (6.45% annualized).


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10-year Treasury Portfolio: an investment of 1$, since January 1985, now would be worth 11.74$, with a total return of 1073.55% (6.43% annualized).

Bill Bernstein Sheltered Sam 40/60 Portfolio: an investment of 1$, since January 1985, now would be worth 19.76$, with a total return of 1876.32% (7.85% annualized).


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Drawdowns

Drawdown comparison chart since July 1994.


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10-year Treasury 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
-23.19% Aug 2020 Oct 2023 (39) In progress (47) 14.01
-22.05% Nov 2007 Feb 2009 (16) Mar 2010 (29) 9.27
-13.86% Jan 2022 Sep 2022 (9) Mar 2024 (27) 6.86
-9.34% Oct 1998 Jan 2000 (16) Aug 2000 (23) 5.17
-8.88% Jan 2020 Mar 2020 (3) Aug 2020 (8) 3.84
-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
-6.70% May 2011 Sep 2011 (5) Jan 2012 (9) 2.68
-6.65% Jan 2009 Jun 2009 (6) Jun 2010 (18) 4.33
-6.60% Nov 2001 Mar 2002 (5) Jul 2002 (9) 3.77
-6.16% May 1998 Aug 1998 (4) Nov 1998 (7) 2.51
-5.68% Jun 2003 Jul 2003 (2) Dec 2003 (7) 2.83
-5.31% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.50
-4.92% Jun 2002 Sep 2002 (4) May 2003 (12) 3.07
-4.85% Apr 2004 May 2004 (2) Oct 2004 (7) 2.96
-4.76% May 2010 Jun 2010 (2) Sep 2010 (5) 2.76
-4.67% Sep 2010 Mar 2011 (7) Jul 2011 (11) 2.74
-4.40% May 2015 Sep 2015 (5) Jun 2016 (14) 2.37
-4.25% Feb 2015 Jun 2015 (5) Jan 2016 (12) 2.34

Drawdown comparison chart since January 1985.


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10-year Treasury 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
-23.19% Aug 2020 Oct 2023 (39) In progress (47) 14.01
-22.05% Nov 2007 Feb 2009 (16) Mar 2010 (29) 9.27
-13.86% Jan 2022 Sep 2022 (9) Mar 2024 (27) 6.86
-10.87% Mar 1987 Sep 1987 (7) Jan 1988 (11) 5.88
-10.59% Sep 1987 Nov 1987 (3) Sep 1988 (13) 4.81
-10.14% Nov 1993 Nov 1994 (13) May 1995 (19) 6.64
-9.34% Oct 1998 Jan 2000 (16) Aug 2000 (23) 5.17
-8.88% Jan 2020 Mar 2020 (3) Aug 2020 (8) 3.84
-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
-6.70% May 2011 Sep 2011 (5) Jan 2012 (9) 2.68
-6.65% Jan 2009 Jun 2009 (6) Jun 2010 (18) 4.33
-6.60% Nov 2001 Mar 2002 (5) Jul 2002 (9) 3.77
-6.25% Aug 1990 Sep 1990 (2) Jan 1991 (6) 3.64
-6.16% May 1998 Aug 1998 (4) Nov 1998 (7) 2.51
-5.82% Feb 1994 Jun 1994 (5) Apr 1995 (15) 3.88
-5.68% Jun 2003 Jul 2003 (2) Dec 2003 (7) 2.83
-5.31% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.50
-4.92% Jun 2002 Sep 2002 (4) May 2003 (12) 3.07

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
-1.48%
 -4.45%
+2.83%
 -2.28%
2023
+3.65%
 -8.82%
+8.44%
 -5.04%
2022
-15.19%
 -16.91%
-9.58%
 -13.86%
2021
-3.33%
 -5.73%
+10.41%
 -1.84%
2020
+10.01%
 -2.02%
+6.86%
 -8.88%
2019
+8.03%
 -2.59%
+13.26%
 -1.99%
2018
+0.99%
 -3.19%
-3.23%
 -5.31%
2017
+2.55%
 -1.90%
+8.02%
 0.00%
2016
+1.00%
 -6.50%
+7.40%
 -1.39%
2015
+1.51%
 -4.25%
-1.30%
 -4.40%
2014
+9.07%
 -1.05%
+4.59%
 -2.20%
2013
-6.09%
 -7.60%
+8.28%
 -2.44%
2012
+3.66%
 -2.67%
+8.32%
 -2.56%
2011
+15.64%
 -1.29%
+2.93%
 -6.70%
2010
+9.37%
 -4.30%
+9.51%
 -4.76%
2009
-6.59%
 -6.65%
+13.63%
 -9.86%
2008
+17.91%
 -4.15%
-12.39%
 -16.39%
2007
+10.37%
 -1.85%
+6.56%
 -1.57%
2006
+2.52%
 -2.87%
+10.60%
 -1.50%
2005
+2.64%
 -3.19%
+5.58%
 -1.56%
2004
+4.12%
 -4.85%
+9.83%
 -3.47%
2003
+5.29%
 -5.68%
+17.61%
 -1.29%
2002
+15.45%
 -4.13%
+1.50%
 -4.92%
2001
+5.40%
 -5.21%
+2.61%
 -3.56%
2000
+17.28%
 -1.12%
+8.29%
 -1.66%
1999
-7.83%
 -8.11%
+6.55%
 -2.35%
1998
+14.64%
 -1.61%
+8.39%
 -6.16%
1997
+11.97%
 -2.02%
+13.48%
 -2.09%
1996
-0.00%
 -6.90%
+9.71%
 -1.62%
1995
+25.55%
 -1.23%
+20.24%
 -0.33%
1994
-7.19%
 -9.56%
-2.11%
 -5.82%
1993
+12.97%
 -2.55%
+16.30%
 -1.70%
1992
+7.23%
 -4.02%
+8.42%
 -1.15%
1991
+18.91%
 -0.54%
+21.34%
 -2.03%
1990
+7.70%
 -4.48%
+0.80%
 -6.25%
1989
+17.84%
 -2.30%
+18.45%
 -0.62%
1988
+6.90%
 -4.60%
+11.96%
 -1.41%
1987
-2.64%
 -10.87%
+3.16%
 -10.59%
1986
+21.35%
 -3.93%
+18.58%
 -2.98%
1985
+29.85%
 -3.33%
+25.27%
 -0.84%