Last Update: 31 May 2023
The Bill Bernstein Sheltered Sam 0/100 Portfolio obtained a 3.94% compound annual return, with a 3.22% standard deviation, in the last 30 Years.
The All Country World 20/80 Portfolio obtained a 5.75% compound annual return, with a 5.54% standard deviation, in the last 30 Years.
Summary
| Bill Bernstein Sheltered Sam 0/100 Portfolio | All Country World 20/80 Portfolio | ||
|---|---|---|---|
| Risk | Low | Low | |
| Asset Allocation | Stocks | 0% | 20% |
| Fixed Income | 100% | 80% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +3.94% | +5.75% |
| Std Dev | 3.22% | 5.54% | |
| Max Drawdown | -8.61% | -17.97% | |
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(*) | |
|---|---|---|---|---|---|---|---|
| Bill Bernstein Sheltered Sam 0/100 Portfolio | -0.91 | +1.08 | -2.36 | +1.46 | +1.00 | +3.94 | +5.37 |
| All Country World 20/80 Portfolio | -0.81 | +1.46 | -1.47 | +1.85 | +2.97 | +5.75 | +7.24 |
Capital Growth as of May 31, 2023
Bill Bernstein Sheltered Sam 0/100 Portfolio: an investment of 1000$, since June 1993, now would be worth 3189.11$, with a total return of 218.91% (3.94% annualized).
All Country World 20/80 Portfolio: an investment of 1000$, since June 1993, now would be worth 5349.48$, with a total return of 434.95% (5.75% annualized).
Bill Bernstein Sheltered Sam 0/100 Portfolio: an investment of 1000$, since January 1985, now would be worth 7459.01$, with a total return of 645.90% (5.37% annualized).
All Country World 20/80 Portfolio: an investment of 1000$, since January 1985, now would be worth 14657.23$, with a total return of 1365.72% (7.24% annualized).
Drawdowns
Drawdown comparison chart since May 1993.
Bill Bernstein Sheltered Sam 0/100 Portfolio |
All Country World 20/80 Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -17.97% | Sep 2021 | Sep 2022 | |||
| -14.04% | May 2008 | Oct 2008 | |||
| -8.61% | Jan 2022 | Sep 2022 | |||
| -6.55% | Feb 2020 | Mar 2020 | |||
| -6.27% | Feb 1994 | Jun 1994 | |||
| -5.22% | Feb 1994 | Jun 1994 | |||
| -4.73% | Aug 1998 | Aug 1998 | |||
| -4.30% | May 2013 | Jun 2013 | |||
| -3.67% | Sep 2008 | Oct 2008 | |||
| -3.63% | May 2013 | Dec 2013 | |||
| -3.57% | Jun 2002 | Jul 2002 | |||
| -3.19% | Feb 1996 | May 1996 | |||
| -3.05% | May 2015 | Sep 2015 | |||
| -2.99% | Oct 2016 | Nov 2016 | |||
| -2.82% | Apr 2004 | May 2004 | |||
| -2.77% | Feb 2018 | Oct 2018 | |||
| -2.61% | Aug 2011 | Sep 2011 | |||
| -2.60% | Apr 2004 | Apr 2004 | |||
| -2.40% | Jun 2003 | Jul 2003 | |||
| -2.31% | May 1999 | May 1999 | |||
Drawdown comparison chart since January 1985.
Bill Bernstein Sheltered Sam 0/100 Portfolio |
All Country World 20/80 Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -17.97% | Sep 2021 | Sep 2022 | |||
| -14.04% | May 2008 | Oct 2008 | |||
| -8.61% | Jan 2022 | Sep 2022 | |||
| -6.55% | Feb 2020 | Mar 2020 | |||
| -6.27% | Feb 1994 | Jun 1994 | |||
| -6.26% | Sep 1987 | Nov 1987 | |||
| -5.58% | Jan 1990 | Apr 1990 | |||
| -5.31% | Aug 1990 | Sep 1990 | |||
| -5.22% | Feb 1994 | Jun 1994 | |||
| -4.73% | Aug 1998 | Aug 1998 | |||
| -4.30% | May 2013 | Jun 2013 | |||
| -3.71% | Mar 1987 | Sep 1987 | |||
| -3.67% | Sep 2008 | Oct 2008 | |||
| -3.63% | May 2013 | Dec 2013 | |||
| -3.57% | Jun 2002 | Jul 2002 | |||
| -3.19% | Feb 1996 | May 1996 | |||
| -3.05% | May 2015 | Sep 2015 | |||
| -2.99% | Oct 2016 | Nov 2016 | |||
| -2.92% | Jan 1992 | Mar 1992 | |||
| -2.84% | Sep 1986 | Sep 1986 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from January 1985.
| Year | Bill Bernstein Sheltered Sam 0/100 Portfolio | All Country World 20/80 Portfolio |
|---|---|---|
| 2023 |
+1.52% | +3.68% |
| 2022 |
-7.57% | -14.66% |
| 2021 |
+1.84% | +2.00% |
| 2020 |
+6.16% | +8.36% |
| 2019 |
+5.37% | +12.96% |
| 2018 |
+0.31% | -1.87% |
| 2017 |
+1.33% | +8.23% |
| 2016 |
+2.37% | +5.12% |
| 2015 |
-0.44% | +0.31% |
| 2014 |
+1.71% | +6.24% |
| 2013 |
-3.27% | +2.59% |
| 2012 |
+2.72% | +9.39% |
| 2011 |
+6.17% | +4.99% |
| 2010 |
+3.82% | +8.78% |
| 2009 |
+3.79% | +14.11% |
| 2008 |
+3.99% | -6.88% |
| 2007 |
+9.18% | +6.77% |
| 2006 |
+2.45% | +7.46% |
| 2005 |
+1.92% | +5.53% |
| 2004 |
+3.71% | +7.53% |
| 2003 |
+4.53% | +12.92% |
| 2002 |
+11.46% | +3.34% |
| 2001 |
+7.72% | +6.33% |
| 2000 |
+12.36% | +5.87% |
| 1999 |
-0.68% | +7.97% |
| 1998 |
+8.12% | +10.80% |
| 1997 |
+8.99% | +7.03% |
| 1996 |
+3.17% | +9.34% |
| 1995 |
+16.47% | +19.70% |
| 1994 |
-2.79% | -3.54% |
| 1993 |
+10.08% | +15.69% |
| 1992 |
+7.54% | +6.02% |
| 1991 |
+14.34% | +18.43% |
| 1990 |
+9.23% | +2.13% |
| 1989 |
+13.20% | +13.30% |
| 1988 |
+6.01% | +10.56% |
| 1987 |
+2.77% | +4.29% |
| 1986 |
+13.57% | +20.59% |
| 1985 |
+18.72% | +26.72% |
