Aggressive Global Income vs Bill Bernstein Sheltered Sam 90/10 Portfolio Comparison

Last Update: 29 February 2024

The Aggressive Global Income Portfolio obtained a 8.62% compound annual return, with a 14.42% standard deviation, in the last 30 Years.

The Bill Bernstein Sheltered Sam 90/10 Portfolio obtained a 8.64% compound annual return, with a 13.74% standard deviation, in the last 30 Years.

Summary

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Aggressive Global Income Portfolio Bill Bernstein Sheltered Sam 90/10 Portfolio
Portfolio Risk Very High Very High
Asset Allocation Stocks 80% 87.3%
Fixed Income 20% 10%
Commodities 0% 2.7%
30 Years Stats Return +8.62% +8.64%
Std Dev 14.42% 13.74%
Max Drawdown -52.63% -50.12%
All time Stats
(Since Jan 1985)
Return +10.29% +10.51%
Std Dev 14.10% 13.58%
Max Drawdown -52.63% -50.12%
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
Aggressive Global Income Portfolio +0.75 +6.19 +8.63 +5.27 +5.36 +8.62 +10.29
Bill Bernstein Sheltered Sam 90/10 Portfolio +2.81 +8.05 +12.35 +8.24 +7.64 +8.64 +10.51
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Aggressive Global Income Portfolio: an investment of 1$, since March 1994, now would be worth 11.93$, with a total return of 1093.25% (8.62% annualized).

Bill Bernstein Sheltered Sam 90/10 Portfolio: an investment of 1$, since March 1994, now would be worth 12.00$, with a total return of 1100.23% (8.64% annualized).

Aggressive Global Income Portfolio: an investment of 1$, since January 1985, now would be worth 46.36$, with a total return of 4536.38% (10.29% annualized).

Bill Bernstein Sheltered Sam 90/10 Portfolio: an investment of 1$, since January 1985, now would be worth 50.03$, with a total return of 4902.64% (10.51% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Aggressive Global Income Portfolio
Bill Bernstein Sheltered Sam 90/10 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-52.63% Nov 2007 Feb 2009 (16) Apr 2011 (42) 23.73
-50.12% Nov 2007 Feb 2009 (16) Apr 2011 (42) 23.90
-27.39% Mar 2000 Sep 2002 (31) Dec 2003 (46) 15.98
-23.84% Jan 2020 Mar 2020 (3) Feb 2021 (14) 11.83
-22.65% Jan 2020 Mar 2020 (3) Nov 2020 (11) 10.44
-21.79% Feb 2001 Sep 2002 (20) Oct 2003 (33) 11.53
-20.42% Jan 2022 Sep 2022 (9) Dec 2023 (24) 9.41
-18.06% Jan 2022 Sep 2022 (9) Dec 2023 (24) 7.09
-17.83% May 2011 Sep 2011 (5) Mar 2012 (11) 7.88
-17.68% May 1998 Aug 1998 (4) Apr 1999 (12) 7.05
-17.13% May 2011 Sep 2011 (5) Sep 2012 (17) 6.79
-15.46% May 1998 Aug 1998 (4) Jun 1999 (14) 7.15
-13.63% May 2015 Jan 2016 (9) Jul 2016 (15) 7.95
-11.79% Sep 2018 Dec 2018 (4) Apr 2019 (8) 5.17
-9.93% Feb 2018 Dec 2018 (11) Apr 2019 (15) 3.94
-9.22% Jun 2015 Jan 2016 (8) Jun 2016 (13) 5.08
-7.26% Apr 2012 May 2012 (2) Sep 2012 (6) 3.15
-6.55% Sep 2000 Nov 2000 (3) Jan 2001 (5) 3.00
-5.53% Sep 1994 Nov 1994 (3) Mar 1995 (7) 3.17
-5.49% May 2019 May 2019 (1) Jul 2019 (3) 2.75

Drawdown comparison chart since January 1985.

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Aggressive Global Income Portfolio
Bill Bernstein Sheltered Sam 90/10 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-52.63% Nov 2007 Feb 2009 (16) Apr 2011 (42) 23.73
-50.12% Nov 2007 Feb 2009 (16) Apr 2011 (42) 23.90
-27.39% Mar 2000 Sep 2002 (31) Dec 2003 (46) 15.98
-23.84% Jan 2020 Mar 2020 (3) Feb 2021 (14) 11.83
-23.28% Sep 1987 Nov 1987 (3) Jan 1989 (17) 11.71
-22.65% Jan 2020 Mar 2020 (3) Nov 2020 (11) 10.44
-21.79% Feb 2001 Sep 2002 (20) Oct 2003 (33) 11.53
-21.38% Sep 1987 Nov 1987 (3) Jan 1989 (17) 10.01
-20.42% Jan 2022 Sep 2022 (9) Dec 2023 (24) 9.41
-19.23% Jan 1990 Sep 1990 (9) May 1991 (17) 9.50
-18.06% Jan 2022 Sep 2022 (9) Dec 2023 (24) 7.09
-17.83% May 2011 Sep 2011 (5) Mar 2012 (11) 7.88
-17.68% May 1998 Aug 1998 (4) Apr 1999 (12) 7.05
-17.13% May 2011 Sep 2011 (5) Sep 2012 (17) 6.79
-15.69% Jan 1990 Sep 1990 (9) Feb 1991 (14) 8.10
-15.46% May 1998 Aug 1998 (4) Jun 1999 (14) 7.15
-13.63% May 2015 Jan 2016 (9) Jul 2016 (15) 7.95
-11.79% Sep 2018 Dec 2018 (4) Apr 2019 (8) 5.17
-9.93% Feb 2018 Dec 2018 (11) Apr 2019 (15) 3.94
-9.22% Jun 2015 Jan 2016 (8) Jun 2016 (13) 5.08

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
-0.21%
-0.95%
+1.51%
-1.27%
2023
+11.91%
-7.58%
+14.39%
-9.69%
2022
-8.43%
-18.06%
-12.09%
-20.42%
2021
+17.07%
-3.13%
+21.12%
-3.42%
2020
-1.13%
-23.84%
+7.74%
-22.65%
2019
+19.97%
-4.74%
+23.13%
-5.49%
2018
-8.07%
-9.93%
-7.66%
-11.79%
2017
+13.53%
-0.18%
+16.40%
-0.25%
2016
+18.29%
-3.34%
+13.70%
-4.40%
2015
-6.99%
-13.07%
-2.36%
-9.00%
2014
+3.96%
-4.21%
+8.20%
-3.50%
2013
+19.30%
-3.15%
+22.71%
-2.88%
2012
+12.95%
-7.73%
+15.32%
-7.26%
2011
+0.62%
-17.13%
-1.13%
-17.83%
2010
+14.37%
-10.71%
+16.61%
-11.68%
2009
+33.97%
-22.88%
+25.94%
-20.63%
2008
-34.21%
-38.73%
-32.87%
-36.25%
2007
+3.78%
-6.63%
+3.28%
-6.37%
2006
+21.69%
-3.86%
+20.79%
-3.44%
2005
+12.70%
-5.15%
+10.17%
-3.80%
2004
+16.76%
-2.82%
+17.49%
-4.53%
2003
+32.98%
-2.92%
+33.96%
-4.59%
2002
-7.54%
-18.13%
-10.94%
-19.49%
2001
-4.83%
-16.72%
-3.78%
-15.07%
2000
-0.62%
-14.41%
+3.21%
-6.55%
1999
+48.88%
-3.02%
+15.58%
-3.98%
1998
+8.84%
-15.46%
+8.73%
-17.68%
1997
+18.82%
-3.75%
+19.08%
-4.29%
1996
+13.71%
-4.27%
+17.88%
-4.19%
1995
+24.10%
-1.27%
+24.96%
-2.05%
1994
+2.10%
-5.06%
-1.28%
-6.92%
1993
+19.15%
-4.01%
+24.08%
-2.86%
1992
+3.24%
-3.34%
+9.51%
-2.08%
1991
+24.91%
-4.27%
+30.09%
-4.21%
1990
-13.87%
-19.23%
-9.73%
-15.69%
1989
+17.94%
-3.26%
+25.02%
-3.04%
1988
+21.28%
-3.17%
+19.40%
-2.48%
1987
+8.36%
-21.38%
+3.64%
-23.28%
1986
+32.40%
-3.91%
+24.84%
-4.63%
1985
+37.47%
-2.20%
+33.45%
-2.68%