Bill Bernstein No Brainer vs Bill Bernstein Sheltered Sam 70/30 Portfolio Comparison

Last Update: 29 February 2024

The Bill Bernstein No Brainer Portfolio obtained a 7.48% compound annual return, with a 11.75% standard deviation, in the last 30 Years.

The Bill Bernstein Sheltered Sam 70/30 Portfolio obtained a 7.76% compound annual return, with a 10.70% standard deviation, in the last 30 Years.

Summary

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Bill Bernstein No Brainer Portfolio Bill Bernstein Sheltered Sam 70/30 Portfolio
Portfolio Risk High High
Asset Allocation Stocks 75% 67.9%
Fixed Income 25% 30%
Commodities 0% 2.1%
30 Years Stats Return +7.48% +7.76%
Std Dev 11.75% 10.70%
Max Drawdown -40.40% -39.73%
All time Stats
(Since Jan 1985)
Return +9.17% +9.52%
Std Dev 11.74% 10.70%
Max Drawdown -40.40% -39.73%
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
Bill Bernstein No Brainer Portfolio +2.81 +7.97 +13.50 +7.50 +6.76 +7.48 +9.17
Bill Bernstein Sheltered Sam 70/30 Portfolio +2.03 +6.76 +10.33 +6.83 +6.29 +7.76 +9.52
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Bill Bernstein No Brainer Portfolio: an investment of 1$, since March 1994, now would be worth 8.71$, with a total return of 770.61% (7.48% annualized).

Bill Bernstein Sheltered Sam 70/30 Portfolio: an investment of 1$, since March 1994, now would be worth 9.42$, with a total return of 841.67% (7.76% annualized).

Bill Bernstein No Brainer Portfolio: an investment of 1$, since January 1985, now would be worth 31.05$, with a total return of 3005.23% (9.17% annualized).

Bill Bernstein Sheltered Sam 70/30 Portfolio: an investment of 1$, since January 1985, now would be worth 35.21$, with a total return of 3420.72% (9.52% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Bill Bernstein No Brainer Portfolio
Bill Bernstein Sheltered Sam 70/30 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-40.40% Nov 2007 Feb 2009 (16) Feb 2011 (40) 18.40
-39.73% Nov 2007 Feb 2009 (16) Jan 2011 (39) 17.81
-24.46% Apr 2000 Sep 2002 (30) Dec 2003 (45) 13.30
-19.76% Jan 2022 Sep 2022 (9) Feb 2024 (26) 9.75
-18.24% Jan 2020 Mar 2020 (3) Aug 2020 (8) 8.70
-17.80% Jan 2022 Sep 2022 (9) Feb 2024 (26) 8.19
-17.14% Jan 2020 Mar 2020 (3) Nov 2020 (11) 7.51
-16.20% May 2011 Sep 2011 (5) Sep 2012 (17) 6.47
-13.95% May 1998 Aug 1998 (4) Dec 1998 (8) 6.45
-13.73% Feb 2001 Sep 2002 (20) Jul 2003 (30) 7.20
-13.47% May 2011 Sep 2011 (5) Mar 2012 (11) 5.71
-13.19% May 1998 Aug 1998 (4) Jan 1999 (9) 5.63
-11.92% Sep 2018 Dec 2018 (4) Oct 2019 (14) 4.83
-9.24% Sep 2018 Dec 2018 (4) Apr 2019 (8) 4.03
-9.17% Jun 2015 Feb 2016 (9) Jul 2016 (14) 4.70
-7.28% Jun 2015 Jan 2016 (8) Jun 2016 (13) 4.02
-5.42% Apr 2012 May 2012 (2) Aug 2012 (5) 2.48
-4.68% Sep 1994 Nov 1994 (3) Mar 1995 (7) 2.55
-4.66% Jun 1996 Jul 1996 (2) Sep 1996 (4) 2.42
-4.34% Sep 2000 Nov 2000 (3) Dec 2000 (4) 2.15

Drawdown comparison chart since January 1985.

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Bill Bernstein No Brainer Portfolio
Bill Bernstein Sheltered Sam 70/30 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-40.40% Nov 2007 Feb 2009 (16) Feb 2011 (40) 18.40
-39.73% Nov 2007 Feb 2009 (16) Jan 2011 (39) 17.81
-24.46% Apr 2000 Sep 2002 (30) Dec 2003 (45) 13.30
-19.76% Jan 2022 Sep 2022 (9) Feb 2024 (26) 9.75
-19.71% Sep 1987 Nov 1987 (3) Jan 1989 (17) 9.28
-18.62% Sep 1987 Nov 1987 (3) Jan 1989 (17) 8.81
-18.24% Jan 2020 Mar 2020 (3) Aug 2020 (8) 8.70
-17.80% Jan 2022 Sep 2022 (9) Feb 2024 (26) 8.19
-17.14% Jan 2020 Mar 2020 (3) Nov 2020 (11) 7.51
-16.20% May 2011 Sep 2011 (5) Sep 2012 (17) 6.47
-14.76% Jan 1990 Sep 1990 (9) Feb 1991 (14) 7.56
-13.95% May 1998 Aug 1998 (4) Dec 1998 (8) 6.45
-13.73% Feb 2001 Sep 2002 (20) Jul 2003 (30) 7.20
-13.47% May 2011 Sep 2011 (5) Mar 2012 (11) 5.71
-13.19% May 1998 Aug 1998 (4) Jan 1999 (9) 5.63
-11.92% Sep 2018 Dec 2018 (4) Oct 2019 (14) 4.83
-11.32% Jan 1990 Sep 1990 (9) Feb 1991 (14) 5.61
-9.24% Sep 2018 Dec 2018 (4) Apr 2019 (8) 4.03
-9.17% Jun 2015 Feb 2016 (9) Jul 2016 (14) 4.70
-7.28% Jun 2015 Jan 2016 (8) Jun 2016 (13) 4.02

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
+1.91%
-0.87%
+1.10%
-0.91%
2023
+15.77%
-8.54%
+12.01%
-7.88%
2022
-13.89%
-19.76%
-11.08%
-17.80%
2021
+15.39%
-2.73%
+16.83%
-2.82%
2020
+11.61%
-18.24%
+7.39%
-17.14%
2019
+19.82%
-5.15%
+19.18%
-4.14%
2018
-6.41%
-11.92%
-5.89%
-9.24%
2017
+15.70%
-0.29%
+13.05%
-0.08%
2016
+11.03%
-4.44%
+11.18%
-3.19%
2015
-1.35%
-7.81%
-1.94%
-7.16%
2014
+3.78%
-3.16%
+6.76%
-2.99%
2013
+22.10%
-1.89%
+16.94%
-2.46%
2012
+12.91%
-6.94%
+12.52%
-5.42%
2011
-2.59%
-16.20%
+0.50%
-13.47%
2010
+14.15%
-9.69%
+13.77%
-8.97%
2009
+22.80%
-15.37%
+21.02%
-16.33%
2008
-26.26%
-28.63%
-24.68%
-28.02%
2007
+7.14%
-4.50%
+4.59%
-4.37%
2006
+15.27%
-3.41%
+16.71%
-2.69%
2005
+7.66%
-4.07%
+8.34%
-2.72%
2004
+13.66%
-3.04%
+14.43%
-4.11%
2003
+27.39%
-4.14%
+27.42%
-3.27%
2002
-10.88%
-16.92%
-5.96%
-13.51%
2001
-4.49%
-14.84%
-1.22%
-10.33%
2000
-4.63%
-10.08%
+5.24%
-4.34%
1999
+18.99%
-3.58%
+11.96%
-3.00%
1998
+12.24%
-13.95%
+8.60%
-13.19%
1997
+15.88%
-4.06%
+16.84%
-3.17%
1996
+12.52%
-4.66%
+14.61%
-3.02%
1995
+20.57%
-1.62%
+23.07%
-1.38%
1994
+2.49%
-4.18%
-1.61%
-6.31%
1993
+16.21%
-3.68%
+20.97%
-2.41%
1992
+4.40%
-3.33%
+9.07%
-1.49%
1991
+24.11%
-4.26%
+26.59%
-3.38%
1990
-9.08%
-14.76%
-5.51%
-11.32%
1989
+18.78%
-2.53%
+22.39%
-1.95%
1988
+17.83%
-3.06%
+16.42%
-2.07%
1987
+8.39%
-19.71%
+3.45%
-18.62%
1986
+25.39%
-4.13%
+22.33%
-3.99%
1985
+32.35%
-2.40%
+30.18%
-1.92%