Last Update: 31 March 2024
The All Country World Bonds Portfolio obtained a 5.30% compound annual return, with a 4.59% standard deviation, in the last 30 Years.
The Bill Bernstein Sheltered Sam 30/70 Portfolio obtained a 5.84% compound annual return, with a 5.17% standard deviation, in the last 30 Years.
Summary
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| All Country World Bonds Portfolio | Bill Bernstein Sheltered Sam 30/70 Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Low | Medium | |
| Asset Allocation | Stocks | 0% | 29.1% |
| Fixed Income | 100% | 70% | |
| Commodities | 0% | 0.9% | |
| 30 Years Stats | Return | +5.30% | +5.84% |
| Std Dev | 4.59% | 5.17% | |
| Max Drawdown | -17.60% | -16.58% | |
| All time Stats (Since Jan 1985) |
Return | +6.66% | +7.27% |
| Std Dev | 4.90% | 5.50% | |
| Max Drawdown | -17.60% | -16.58% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1985
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| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| All Country World Bonds Portfolio | +1.12 | +6.95 | +4.00 | +0.33 | +1.89 | +5.30 | +6.66 |
| Bill Bernstein Sheltered Sam 30/70 Portfolio | +1.43 | +7.74 | +6.29 | +4.00 | +3.60 | +5.84 | +7.27 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
All Country World Bonds Portfolio: an investment of 1$, since April 1994,
now would be worth 4.71$, with a total return of 370.62%
(5.30% annualized).
Bill Bernstein Sheltered Sam 30/70 Portfolio: an investment of 1$, since April 1994, now would be worth 5.48$, with a total return of 448.16% (5.84% annualized).
Bill Bernstein Sheltered Sam 30/70 Portfolio: an investment of 1$, since April 1994, now would be worth 5.48$, with a total return of 448.16% (5.84% annualized).
All Country World Bonds Portfolio: an investment of 1$, since January 1985,
now would be worth 12.55$, with a total return of 1155.18%
(6.66% annualized).
Bill Bernstein Sheltered Sam 30/70 Portfolio: an investment of 1$, since January 1985, now would be worth 15.73$, with a total return of 1473.34% (7.27% annualized).
Bill Bernstein Sheltered Sam 30/70 Portfolio: an investment of 1$, since January 1985, now would be worth 15.73$, with a total return of 1473.34% (7.27% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
All Country World Bonds Portfolio
|
Bill Bernstein Sheltered Sam 30/70 Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -17.60% | Jan 2021 | Oct 2022 (22) | In progress (39) | 10.55 | |||||
| -16.58% | Jun 2008 | Feb 2009 (9) | Nov 2009 (18) | 8.33 | |||||
| -12.55% | Jan 2022 | Sep 2022 (9) | In progress (27) | 6.50 | |||||
| -8.82% | Mar 2008 | Oct 2008 (8) | Dec 2008 (10) | 3.50 | |||||
| -6.24% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 2.82 | |||||
| -5.16% | May 2013 | Aug 2013 (4) | May 2014 (13) | 3.09 | |||||
| -4.37% | May 2011 | Sep 2011 (5) | Jan 2012 (9) | 1.55 | |||||
| -4.01% | Jul 1998 | Aug 1998 (2) | Oct 1998 (4) | 1.90 | |||||
| -3.98% | Sep 2018 | Dec 2018 (4) | Mar 2019 (7) | 1.92 | |||||
| -3.92% | Mar 2020 | Mar 2020 (1) | Jun 2020 (4) | 1.86 | |||||
| -3.54% | May 2015 | Sep 2015 (5) | Apr 2016 (12) | 2.07 | |||||
| -3.54% | Oct 2016 | Nov 2016 (2) | Aug 2017 (11) | 1.91 | |||||
| -3.32% | May 2010 | Jun 2010 (2) | Sep 2010 (5) | 1.87 | |||||
| -3.26% | Apr 2004 | Apr 2004 (1) | Sep 2004 (6) | 1.71 | |||||
| -3.22% | Jun 2003 | Jul 2003 (2) | Sep 2003 (4) | 1.81 | |||||
| -3.02% | Apr 2004 | May 2004 (2) | Aug 2004 (5) | 2.02 | |||||
| -3.00% | Jan 2009 | Feb 2009 (2) | Apr 2009 (4) | 1.69 | |||||
| -2.92% | Sep 1994 | Nov 1994 (3) | Feb 1995 (6) | 1.59 | |||||
| -2.69% | May 1999 | Aug 1999 (4) | Nov 1999 (7) | 1.71 | |||||
| -2.64% | May 2013 | Jun 2013 (2) | Oct 2013 (6) | 1.42 | |||||
Drawdown comparison chart since January 1985.
Swipe left to see all data
|
All Country World Bonds Portfolio
|
Bill Bernstein Sheltered Sam 30/70 Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -17.60% | Jan 2021 | Oct 2022 (22) | In progress (39) | 10.55 | |||||
| -16.58% | Jun 2008 | Feb 2009 (9) | Nov 2009 (18) | 8.33 | |||||
| -12.55% | Jan 2022 | Sep 2022 (9) | In progress (27) | 6.50 | |||||
| -8.82% | Mar 2008 | Oct 2008 (8) | Dec 2008 (10) | 3.50 | |||||
| -7.59% | Sep 1987 | Nov 1987 (3) | Jun 1988 (10) | 3.58 | |||||
| -6.85% | Feb 1994 | Jun 1994 (5) | May 1995 (16) | 4.92 | |||||
| -6.24% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 2.82 | |||||
| -5.71% | Mar 1987 | Sep 1987 (7) | Jan 1988 (11) | 3.06 | |||||
| -5.67% | Feb 1994 | Jun 1994 (5) | Apr 1995 (15) | 3.82 | |||||
| -5.16% | May 2013 | Aug 2013 (4) | May 2014 (13) | 3.09 | |||||
| -4.64% | Aug 1990 | Sep 1990 (2) | Dec 1990 (5) | 2.79 | |||||
| -4.37% | May 2011 | Sep 2011 (5) | Jan 2012 (9) | 1.55 | |||||
| -4.01% | Jul 1998 | Aug 1998 (2) | Oct 1998 (4) | 1.90 | |||||
| -3.98% | Sep 2018 | Dec 2018 (4) | Mar 2019 (7) | 1.92 | |||||
| -3.92% | Mar 2020 | Mar 2020 (1) | Jun 2020 (4) | 1.86 | |||||
| -3.54% | May 2015 | Sep 2015 (5) | Apr 2016 (12) | 2.07 | |||||
| -3.54% | Oct 2016 | Nov 2016 (2) | Aug 2017 (11) | 1.91 | |||||
| -3.35% | Jan 1990 | Apr 1990 (4) | May 1990 (5) | 2.11 | |||||
| -3.32% | May 2010 | Jun 2010 (2) | Sep 2010 (5) | 1.87 | |||||
| -3.26% | Apr 2004 | Apr 2004 (1) | Sep 2004 (6) | 1.71 | |||||
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.
The highlighted returns represent the highest values for that specific year.
Swipe left to see all data
| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
-0.12%
|
-1.22% |
+1.72%
|
-0.21% |
| 2023 |
+7.31%
|
-4.10% |
+7.25%
|
-4.05% |
| 2022 |
-13.82%
|
-15.86% |
-9.07%
|
-12.55% |
| 2021 |
-2.06%
|
-3.44% |
+8.27%
|
-1.49% |
| 2020 |
+6.30%
|
-3.92% |
+6.68%
|
-6.24% |
| 2019 |
+9.49%
|
-0.86% |
+11.29%
|
-1.23% |
| 2018 |
+0.10%
|
-1.92% |
-2.35%
|
-3.98% |
| 2017 |
+4.16%
|
-0.40% |
+6.35%
|
0.00% |
| 2016 |
+4.27%
|
-3.54% |
+6.14%
|
-0.94% |
| 2015 |
+0.85%
|
-2.23% |
-1.08%
|
-3.54% |
| 2014 |
+6.88%
|
-0.66% |
+3.87%
|
-1.94% |
| 2013 |
-2.50%
|
-5.16% |
+5.39%
|
-2.64% |
| 2012 |
+7.45%
|
-0.22% |
+6.92%
|
-1.73% |
| 2011 |
+8.12%
|
-0.42% |
+3.74%
|
-4.37% |
| 2010 |
+7.71%
|
-2.17% |
+8.08%
|
-3.32% |
| 2009 |
+9.48%
|
-3.00% |
+11.17%
|
-7.71% |
| 2008 |
+2.29%
|
-8.82% |
-8.30%
|
-12.57% |
| 2007 |
+6.05%
|
-1.42% |
+7.21%
|
-0.78% |
| 2006 |
+4.63%
|
-1.46% |
+8.56%
|
-1.09% |
| 2005 |
+4.71%
|
-1.32% |
+4.67%
|
-1.32% |
| 2004 |
+6.09%
|
-3.02% |
+8.30%
|
-3.26% |
| 2003 |
+8.25%
|
-3.22% |
+14.34%
|
-0.69% |
| 2002 |
+9.30%
|
-1.07% |
+3.99%
|
-2.62% |
| 2001 |
+12.23%
|
-0.35% |
+3.89%
|
-2.11% |
| 2000 |
+11.10%
|
-0.72% |
+9.31%
|
-1.23% |
| 1999 |
+3.71%
|
-2.69% |
+4.74%
|
-2.18% |
| 1998 |
+8.51%
|
-2.13% |
+8.32%
|
-4.01% |
| 1997 |
+5.56%
|
-2.07% |
+12.35%
|
-1.75% |
| 1996 |
+8.94%
|
-2.00% |
+8.07%
|
-1.16% |
| 1995 |
+20.40%
|
-0.22% |
+19.30%
|
0.00% |
| 1994 |
-5.13%
|
-6.85% |
-2.28%
|
-5.67% |
| 1993 |
+14.09%
|
-0.38% |
+14.75%
|
-1.45% |
| 1992 |
+9.20%
|
-1.73% |
+8.20%
|
-1.27% |
| 1991 |
+18.81%
|
-0.40% |
+19.59%
|
-1.56% |
| 1990 |
+7.31%
|
-2.97% |
+2.91%
|
-4.64% |
| 1989 |
+12.84%
|
-1.53% |
+17.14%
|
-0.61% |
| 1988 |
+7.90%
|
-2.11% |
+10.47%
|
-1.19% |
| 1987 |
+1.20%
|
-5.71% |
+3.06%
|
-7.59% |
| 1986 |
+15.08%
|
-2.62% |
+17.32%
|
-2.63% |
| 1985 |
+22.99%
|
-2.83% |
+23.63%
|
-0.55% |
