All Country World 80/20 vs Bill Bernstein Sheltered Sam 80/20 Portfolio Comparison

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 80/20 Portfolio obtained a 8.15% compound annual return, with a 12.09% standard deviation, in the last 30 Years.

Summary

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All Country World 80/20 Portfolio Bill Bernstein Sheltered Sam 80/20 Portfolio
Risk Very High Very High
Asset Allocation Stocks 80% 77.6%
Fixed Income 20% 20%
Commodities 0% 2.4%
30 Years Stats Return +6.32% +8.15%
Std Dev 12.69% 12.09%
Max Drawdown -47.32% -45.06%

Last Update: 31 May 2023

Historical Returns as of May 31, 2023

Comparison period starts from January 1985

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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 80/20 Portfolio -2.42 -1.89 -3.34 +5.26 +6.82 +8.15 +9.88
(*) Returns over 1 year are annualized

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 80/20 Portfolio: an investment of 1000$, since June 1993, now would be worth 10482.56$, with a total return of 948.26% (8.15% 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 80/20 Portfolio: an investment of 1000$, since January 1985, now would be worth 37301.52$, with a total return of 3630.15% (9.88% annualized).

Drawdowns

Drawdown comparison chart since May 1993.

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All Country World 80/20 Portfolio
Bill Bernstein Sheltered Sam 80/20 Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-47.32% Nov 2007 Feb 2009
-45.06% Nov 2007 Feb 2009
-36.69% Apr 2000 Sep 2002
-23.52% Jan 2022 Sep 2022
-19.89% Jan 2020 Mar 2020
-19.11% Jan 2022 Sep 2022
-17.97% Jan 2020 Mar 2020
-17.81% Feb 2001 Sep 2002
-15.67% May 2011 Sep 2011
-15.46% May 1998 Aug 1998
-12.27% May 1998 Aug 1998
-11.51% Feb 2018 Dec 2018
-10.78% Jun 2015 Feb 2016
-10.52% Sep 2018 Dec 2018
-8.25% Jun 2015 Jan 2016
-6.62% Feb 1994 Mar 1994
-6.57% Aug 1997 Oct 1997
-6.35% Apr 2012 May 2012
-5.88% Feb 1994 Mar 1994
-5.44% Sep 2000 Nov 2000

Drawdown comparison chart since January 1985.

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All Country World 80/20 Portfolio
Bill Bernstein Sheltered Sam 80/20 Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-47.32% Nov 2007 Feb 2009
-45.06% Nov 2007 Feb 2009
-36.69% Apr 2000 Sep 2002
-23.52% Jan 2022 Sep 2022
-22.19% Sep 1987 Nov 1987
-21.01% Sep 1987 Nov 1987
-19.99% Jan 1990 Sep 1990
-19.89% Jan 2020 Mar 2020
-19.11% Jan 2022 Sep 2022
-17.97% Jan 2020 Mar 2020
-17.81% Feb 2001 Sep 2002
-15.67% May 2011 Sep 2011
-15.46% May 1998 Aug 1998
-13.50% Jan 1990 Sep 1990
-12.27% May 1998 Aug 1998
-11.51% Feb 2018 Dec 2018
-10.78% Jun 2015 Feb 2016
-10.52% Sep 2018 Dec 2018
-8.25% Jun 2015 Jan 2016
-6.64% Jan 1992 Mar 1992

Yearly Returns

Yearly return comparison. Common historical serie start from January 1985.

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Year All Country World 80/20 Portfolio Bill Bernstein Sheltered Sam 80/20 Portfolio
2023
 +6.47% +1.41%
2022
 -17.17% -11.58%
2021
 +14.21% +18.98%
2020
 +14.55% +7.57%
2019
 +23.35% +21.16%
2018
 -7.79% -6.77%
2017
 +20.43% +14.72%
2016
 +7.66% +12.44%
2015
 -1.32% -2.15%
2014
 +4.31% +7.48%
2013
 +17.86% +19.83%
2012
 +15.19% +13.92%
2011
 -4.38% -0.32%
2010
 +12.00% +15.19%
2009
 +28.02% +23.48%
2008
 -34.37% -28.77%
2007
 +8.92% +3.94%
2006
 +15.95% +18.75%
2005
 +8.00% +9.25%
2004
 +11.86% +15.96%
2003
 +26.95% +30.69%
2002
 -14.55% -8.45%
2001
 -11.36% -2.50%
2000
 -9.84% +4.22%
1999
 +20.74% +13.77%
1998
 +17.65% +8.66%
1997
 +11.46% +17.96%
1996
 +10.54% +16.24%
1995
 +17.60% +24.01%
1994
 +1.26% -1.44%
1993
 +20.51% +22.52%
1992
 -3.52% +9.29%
1991
 +17.30% +28.34%
1990
 -13.44% -7.62%
1989
 +14.69% +23.71%
1988
 +18.54% +17.91%
1987
 +13.56% +3.55%
1986
 +37.13% +23.59%
1985
 +37.92% +31.81%