All Country World 40/60 vs Bill Bernstein Sheltered Sam 40/60 Portfolio Comparison

Last Update: 29 February 2024

The All Country World 40/60 Portfolio obtained a 6.10% compound annual return, with a 7.62% 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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All Country World 40/60 Portfolio Bill Bernstein Sheltered Sam 40/60 Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 40% 38.8%
Fixed Income 60% 60%
Commodities 0% 1.2%
30 Years Stats Return +6.10% +6.24%
Std Dev 7.62% 6.46%
Max Drawdown -25.16% -22.05%
All time Stats
(Since Jan 1985)
Return +7.77% +7.85%
Std Dev 7.92% 6.68%
Max Drawdown -25.16% -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
All Country World 40/60 Portfolio +1.35 +6.53 +12.12 +4.57 +4.59 +6.10 +7.77
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

All Country World 40/60 Portfolio: an investment of 1$, since March 1994, now would be worth 5.90$, with a total return of 490.13% (6.10% 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).

All Country World 40/60 Portfolio: an investment of 1$, since January 1985, now would be worth 18.72$, with a total return of 1771.58% (7.77% 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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All Country World 40/60 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
-25.16% Nov 2007 Feb 2009 (16) Mar 2010 (29) 11.64
-22.05% Nov 2007 Feb 2009 (16) Mar 2010 (29) 9.27
-19.51% Jan 2022 Sep 2022 (9) In progress (26) 11.16
-13.86% Jan 2022 Sep 2022 (9) In progress (26) 6.98
-10.07% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.52
-9.09% Feb 2001 Sep 2002 (20) May 2003 (28) 4.14
-8.88% Jan 2020 Mar 2020 (3) Aug 2020 (8) 3.84
-7.33% May 1998 Aug 1998 (4) Oct 1998 (6) 3.23
-6.92% May 2011 Sep 2011 (5) Jan 2012 (9) 2.89
-6.70% May 2011 Sep 2011 (5) Jan 2012 (9) 2.68
-6.16% May 1998 Aug 1998 (4) Nov 1998 (7) 2.51
-5.40% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.53
-5.31% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.50
-5.18% May 2015 Sep 2015 (5) Jun 2016 (14) 2.81
-4.92% Jun 2002 Sep 2002 (4) May 2003 (12) 3.07
-4.76% May 2010 Jun 2010 (2) Sep 2010 (5) 2.76
-4.40% May 2015 Sep 2015 (5) Jun 2016 (14) 2.37
-4.01% May 2013 Jun 2013 (2) Oct 2013 (6) 2.16
-3.78% Sep 2000 Nov 2000 (3) Jan 2001 (5) 2.14
-3.72% Mar 1994 Jun 1994 (4) Apr 1995 (14) 2.36

Drawdown comparison chart since January 1985.

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All Country World 40/60 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
-25.16% Nov 2007 Feb 2009 (16) Mar 2010 (29) 11.64
-22.05% Nov 2007 Feb 2009 (16) Mar 2010 (29) 9.27
-19.51% Jan 2022 Sep 2022 (9) In progress (26) 11.16
-13.86% Jan 2022 Sep 2022 (9) In progress (26) 6.98
-12.43% Sep 1987 Nov 1987 (3) Oct 1988 (14) 5.50
-10.59% Sep 1987 Nov 1987 (3) Sep 1988 (13) 4.81
-10.07% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.52
-9.41% Jan 1990 Sep 1990 (9) Feb 1991 (14) 4.82
-9.09% Feb 2001 Sep 2002 (20) May 2003 (28) 4.14
-8.88% Jan 2020 Mar 2020 (3) Aug 2020 (8) 3.84
-7.33% May 1998 Aug 1998 (4) Oct 1998 (6) 3.23
-6.92% May 2011 Sep 2011 (5) Jan 2012 (9) 2.89
-6.70% May 2011 Sep 2011 (5) Jan 2012 (9) 2.68
-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
-5.70% Feb 1994 Jun 1994 (5) Apr 1995 (15) 4.06
-5.40% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.53
-5.31% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.50
-5.18% May 2015 Sep 2015 (5) Jun 2016 (14) 2.81

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
+1.06%
-0.28%
+0.49%
-0.38%
2023
+13.20%
-6.36%
+8.44%
-5.04%
2022
-15.50%
-19.51%
-9.58%
-13.86%
2021
+6.07%
-2.52%
+10.41%
-1.84%
2020
+10.42%
-10.07%
+6.86%
-8.88%
2019
+16.42%
-1.74%
+13.26%
-1.99%
2018
-3.84%
-5.40%
-3.23%
-5.31%
2017
+12.29%
0.00%
+8.02%
0.00%
2016
+5.97%
-2.44%
+7.40%
-1.39%
2015
-0.23%
-5.18%
-1.30%
-4.40%
2014
+5.59%
-1.74%
+4.59%
-2.20%
2013
+7.68%
-4.01%
+8.28%
-2.44%
2012
+11.32%
-3.61%
+8.32%
-2.56%
2011
+1.87%
-6.92%
+2.93%
-6.70%
2010
+9.86%
-3.62%
+9.51%
-4.76%
2009
+18.75%
-9.54%
+13.63%
-9.86%
2008
-16.04%
-20.68%
-12.39%
-16.39%
2007
+7.49%
-1.46%
+6.56%
-1.57%
2006
+10.29%
-2.01%
+10.60%
-1.50%
2005
+6.35%
-1.68%
+5.58%
-1.56%
2004
+8.97%
-2.61%
+9.83%
-3.47%
2003
+17.60%
-0.91%
+17.61%
-1.29%
2002
-2.62%
-8.15%
+1.50%
-4.92%
2001
+0.44%
-6.23%
+2.61%
-3.56%
2000
+0.63%
-3.78%
+8.29%
-1.66%
1999
+12.23%
-2.66%
+6.55%
-2.35%
1998
+13.08%
-7.33%
+8.39%
-6.16%
1997
+8.51%
-3.35%
+13.48%
-2.09%
1996
+9.74%
-1.02%
+9.71%
-1.62%
1995
+19.00%
-0.12%
+20.24%
-0.33%
1994
-1.94%
-5.70%
-2.11%
-5.82%
1993
+17.30%
-2.48%
+16.30%
-1.70%
1992
+2.84%
-4.16%
+8.42%
-1.15%
1991
+18.05%
-2.86%
+21.34%
-2.03%
1990
-3.06%
-9.41%
+0.80%
-6.25%
1989
+13.76%
-1.93%
+18.45%
-0.62%
1988
+13.22%
-2.25%
+11.96%
-1.41%
1987
+7.38%
-12.43%
+3.16%
-10.59%
1986
+26.10%
-3.68%
+18.58%
-2.98%
1985
+30.46%
-0.76%
+25.27%
-0.84%