Last Update: 31 May 2023
The All Country World 80/20 Portfolio obtained a 6.32% compound annual return, with a 12.69% standard deviation, in the last 30 Years.
The Bill Bernstein Sheltered Sam 50/50 Portfolio obtained a 6.77% compound annual return, with a 7.75% standard deviation, in the last 30 Years.
Summary
| All Country World 80/20 Portfolio | Bill Bernstein Sheltered Sam 50/50 Portfolio | ||
|---|---|---|---|
| Risk | Very High | Medium | |
| Asset Allocation | Stocks | 80% | 48.5% |
| Fixed Income | 20% | 50% | |
| Commodities | 0% | 1.5% | |
| 30 Years Stats | Return | +6.32% | +6.77% |
| Std Dev | 12.69% | 7.75% | |
| Max Drawdown | -47.32% | -28.23% | |
Last Update: 31 May 2023
Historical Returns as of May 31, 2023
Comparison period starts from January 1985
| 1M | 6M | 1Y | 5Y(*) | 10Y(*) | 30Y(*) | MAX(*) | |
|---|---|---|---|---|---|---|---|
| All Country World 80/20 Portfolio | -1.11 | +2.37 | +0.29 | +5.56 | +6.85 | +6.32 | +8.16 |
| Bill Bernstein Sheltered Sam 50/50 Portfolio | -1.86 | -0.77 | -2.97 | +3.94 | +4.74 | +6.77 | +8.36 |
Capital Growth as of May 31, 2023
All Country World 80/20 Portfolio: an investment of 1000$, since June 1993, now would be worth 6285.17$, with a total return of 528.52% (6.32% annualized).
Bill Bernstein Sheltered Sam 50/50 Portfolio: an investment of 1000$, since June 1993, now would be worth 7130.64$, with a total return of 613.06% (6.77% annualized).
All Country World 80/20 Portfolio: an investment of 1000$, since January 1985, now would be worth 20324.20$, with a total return of 1932.42% (8.16% annualized).
Bill Bernstein Sheltered Sam 50/50 Portfolio: an investment of 1000$, since January 1985, now would be worth 21891.09$, with a total return of 2089.11% (8.36% annualized).
Drawdowns
Drawdown comparison chart since May 1993.
All Country World 80/20 Portfolio |
Bill Bernstein Sheltered Sam 50/50 Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -47.32% | Nov 2007 | Feb 2009 | |||
| -36.69% | Apr 2000 | Sep 2002 | |||
| -28.23% | Nov 2007 | Feb 2009 | |||
| -23.52% | Jan 2022 | Sep 2022 | |||
| -17.97% | Jan 2020 | Mar 2020 | |||
| -15.17% | Jan 2022 | Sep 2022 | |||
| -12.27% | May 1998 | Aug 1998 | |||
| -11.63% | Jan 2020 | Mar 2020 | |||
| -11.51% | Feb 2018 | Dec 2018 | |||
| -10.78% | Jun 2015 | Feb 2016 | |||
| -8.99% | May 2011 | Sep 2011 | |||
| -8.55% | May 1998 | Aug 1998 | |||
| -7.79% | Jun 2002 | Sep 2002 | |||
| -6.63% | Sep 2018 | Dec 2018 | |||
| -6.57% | Aug 1997 | Oct 1997 | |||
| -5.96% | Feb 1994 | Jun 1994 | |||
| -5.88% | Feb 1994 | Mar 1994 | |||
| -5.55% | Feb 2001 | Sep 2001 | |||
| -5.30% | Jun 2015 | Jan 2016 | |||
| -4.62% | May 2019 | May 2019 | |||
Drawdown comparison chart since January 1985.
All Country World 80/20 Portfolio |
Bill Bernstein Sheltered Sam 50/50 Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -47.32% | Nov 2007 | Feb 2009 | |||
| -36.69% | Apr 2000 | Sep 2002 | |||
| -28.23% | Nov 2007 | Feb 2009 | |||
| -23.52% | Jan 2022 | Sep 2022 | |||
| -22.19% | Sep 1987 | Nov 1987 | |||
| -19.99% | Jan 1990 | Sep 1990 | |||
| -17.97% | Jan 2020 | Mar 2020 | |||
| -15.17% | Jan 2022 | Sep 2022 | |||
| -13.42% | Sep 1987 | Nov 1987 | |||
| -12.27% | May 1998 | Aug 1998 | |||
| -11.63% | Jan 2020 | Mar 2020 | |||
| -11.51% | Feb 2018 | Dec 2018 | |||
| -10.78% | Jun 2015 | Feb 2016 | |||
| -8.99% | May 2011 | Sep 2011 | |||
| -8.55% | May 1998 | Aug 1998 | |||
| -7.88% | Aug 1990 | Sep 1990 | |||
| -7.79% | Jun 2002 | Sep 2002 | |||
| -6.64% | Jan 1992 | Mar 1992 | |||
| -6.63% | Sep 2018 | Dec 2018 | |||
| -6.57% | Aug 1997 | Oct 1997 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from January 1985.
| Year | All Country World 80/20 Portfolio | Bill Bernstein Sheltered Sam 50/50 Portfolio |
|---|---|---|
| 2023 |
+6.47% | +1.45% |
| 2022 |
-17.17% | -10.08% |
| 2021 |
+14.21% | +12.55% |
| 2020 |
+14.55% | +7.04% |
| 2019 |
+23.35% | +15.24% |
| 2018 |
-7.79% | -4.12% |
| 2017 |
+20.43% | +9.70% |
| 2016 |
+7.66% | +8.66% |
| 2015 |
-1.32% | -1.51% |
| 2014 |
+4.31% | +5.32% |
| 2013 |
+17.86% | +11.17% |
| 2012 |
+15.19% | +9.72% |
| 2011 |
-4.38% | +2.12% |
| 2010 |
+12.00% | +10.93% |
| 2009 |
+28.02% | +16.09% |
| 2008 |
-34.37% | -16.49% |
| 2007 |
+8.92% | +5.90% |
| 2006 |
+15.95% | +12.64% |
| 2005 |
+8.00% | +6.50% |
| 2004 |
+11.86% | +11.37% |
| 2003 |
+26.95% | +20.88% |
| 2002 |
-14.55% | -0.98% |
| 2001 |
-11.36% | +1.33% |
| 2000 |
-9.84% | +7.28% |
| 1999 |
+20.74% | +8.35% |
| 1998 |
+17.65% | +8.46% |
| 1997 |
+11.46% | +14.60% |
| 1996 |
+10.54% | +11.34% |
| 1995 |
+17.60% | +21.19% |
| 1994 |
+1.26% | -1.95% |
| 1993 |
+20.51% | +17.86% |
| 1992 |
-3.52% | +8.64% |
| 1991 |
+17.30% | +23.09% |
| 1990 |
-13.44% | -1.30% |
| 1989 |
+14.69% | +19.77% |
| 1988 |
+18.54% | +13.45% |
| 1987 |
+13.56% | +3.26% |
| 1986 |
+37.13% | +19.83% |
| 1985 |
+37.92% | +26.90% |
