Bill Bernstein Sheltered Sam 0/100 vs DFA Dimensional Retirement Income Fund Portfolio Comparison

Last Update: 31 March 2024

The Bill Bernstein Sheltered Sam 0/100 Portfolio obtained a 3.94% compound annual return, with a 3.15% standard deviation, in the last 30 Years.

The DFA Dimensional Retirement Income Fund Portfolio obtained a 5.58% compound annual return, with a 4.72% standard deviation, in the last 30 Years.

Summary

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Bill Bernstein Sheltered Sam 0/100 Portfolio DFA Dimensional Retirement Income Fund Portfolio
Portfolio Risk Low Low
Asset Allocation Stocks 0% 20.4%
Fixed Income 100% 79.6%
Commodities 0% 0%
30 Years Stats Return +3.94% +5.58%
Std Dev 3.15% 4.72%
Max Drawdown -8.61% -12.91%
All time Stats
(Since Jan 1985)		 Return +5.31% +6.99%
Std Dev 3.66% 5.14%
Max Drawdown -8.61% -12.91%
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
Bill Bernstein Sheltered Sam 0/100 Portfolio +0.46 +3.43 +1.51 +1.42 +1.33 +3.94 +5.31
DFA Dimensional Retirement Income Fund Portfolio +1.17 +7.17 +6.44 +4.18 +3.53 +5.58 +6.99
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Bill Bernstein Sheltered Sam 0/100 Portfolio: an investment of 1$, since April 1994, now would be worth 3.19$, with a total return of 219.07% (3.94% annualized).

DFA Dimensional Retirement Income Fund Portfolio: an investment of 1$, since April 1994, now would be worth 5.10$, with a total return of 410.49% (5.58% annualized).

Bill Bernstein Sheltered Sam 0/100 Portfolio: an investment of 1$, since January 1985, now would be worth 7.63$, with a total return of 662.86% (5.31% annualized).

DFA Dimensional Retirement Income Fund Portfolio: an investment of 1$, since January 1985, now would be worth 14.20$, with a total return of 1320.12% (6.99% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Bill Bernstein Sheltered Sam 0/100 Portfolio
DFA Dimensional Retirement Income Fund Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-12.91% Jun 2008 Feb 2009 (9) Sep 2009 (16) 7.08
-12.16% Jan 2022 Sep 2022 (9) In progress (27) 6.22
-8.61% Jan 2022 Sep 2022 (9) In progress (27) 5.63
-4.64% Feb 2020 Mar 2020 (2) Jun 2020 (5) 2.06
-4.34% May 2013 Jun 2013 (2) Feb 2014 (10) 2.22
-3.67% Sep 2008 Oct 2008 (2) Dec 2008 (4) 2.10
-3.63% May 2013 Dec 2013 (8) Jun 2016 (38) 1.94
-3.41% May 2015 Sep 2015 (5) Jun 2016 (14) 1.95
-3.19% Feb 1996 May 1996 (4) Oct 1996 (9) 2.00
-3.15% Sep 2018 Dec 2018 (4) Mar 2019 (7) 1.64
-3.06% Apr 2004 Apr 2004 (1) Sep 2004 (6) 1.65
-2.88% Aug 2011 Sep 2011 (2) Nov 2011 (4) 1.35
-2.60% Apr 2004 Apr 2004 (1) Aug 2004 (5) 1.61
-2.40% Jun 2003 Jul 2003 (2) Sep 2003 (4) 1.34
-2.24% Sep 1994 Nov 1994 (3) Jan 1995 (5) 1.41
-2.13% Aug 1997 Aug 1997 (1) Sep 1997 (2) 1.23
-2.01% Nov 2001 Dec 2001 (2) Apr 2002 (6) 1.21
-2.01% Aug 1998 Aug 1998 (1) Sep 1998 (2) 1.16
-1.98% Feb 1999 Aug 1999 (7) Feb 2000 (13) 1.31
-1.95% Sep 2014 Sep 2014 (1) Feb 2015 (6) 1.14

Drawdown comparison chart since January 1985.

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Bill Bernstein Sheltered Sam 0/100 Portfolio
DFA Dimensional Retirement Income Fund Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-12.91% Jun 2008 Feb 2009 (9) Sep 2009 (16) 7.08
-12.16% Jan 2022 Sep 2022 (9) In progress (27) 6.22
-8.61% Jan 2022 Sep 2022 (9) In progress (27) 5.63
-6.09% Feb 1994 Jun 1994 (5) Apr 1995 (15) 4.11
-5.22% Feb 1994 Jun 1994 (5) Mar 1995 (14) 3.81
-4.85% Sep 1987 Nov 1987 (3) Jan 1988 (5) 2.92
-4.64% Feb 2020 Mar 2020 (2) Jun 2020 (5) 2.06
-4.34% May 2013 Jun 2013 (2) Feb 2014 (10) 2.22
-3.95% Aug 1990 Sep 1990 (2) Nov 1990 (4) 2.41
-3.71% Mar 1987 Sep 1987 (7) Nov 1987 (9) 2.02
-3.67% Sep 2008 Oct 2008 (2) Dec 2008 (4) 2.10
-3.63% May 2013 Dec 2013 (8) Jun 2016 (38) 1.94
-3.41% May 2015 Sep 2015 (5) Jun 2016 (14) 1.95
-3.37% Jan 1990 Apr 1990 (4) May 1990 (5) 2.08
-3.19% Feb 1996 May 1996 (4) Oct 1996 (9) 2.00
-3.15% Sep 2018 Dec 2018 (4) Mar 2019 (7) 1.64
-3.06% Apr 2004 Apr 2004 (1) Sep 2004 (6) 1.65
-2.88% Aug 2011 Sep 2011 (2) Nov 2011 (4) 1.35
-2.86% Sep 1986 Sep 1986 (1) Jan 1987 (5) 1.41
-2.60% Apr 2004 Apr 2004 (1) Aug 2004 (5) 1.61

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
+0.13%
 -0.65%
+2.16%
 0.00%
2023
+3.69%
 -2.11%
+7.92%
 -3.33%
2022
-7.57%
 -8.61%
-9.39%
 -12.16%
2021
+1.84%
 -0.85%
+7.04%
 -1.33%
2020
+6.16%
 -0.46%
+8.69%
 -4.64%
2019
+5.37%
 -0.54%
+10.30%
 -0.66%
2018
+0.31%
 -0.98%
-1.96%
 -3.15%
2017
+1.33%
 -0.45%
+6.78%
 -0.31%
2016
+2.37%
 -1.38%
+4.66%
 -1.35%
2015
-0.44%
 -2.08%
-0.87%
 -3.41%
2014
+1.71%
 -1.12%
+2.89%
 -1.95%
2013
-3.27%
 -3.63%
+1.29%
 -4.34%
2012
+2.72%
 -0.71%
+7.36%
 -1.03%
2011
+6.17%
 -0.06%
+6.06%
 -2.88%
2010
+3.82%
 -1.48%
+6.92%
 -1.91%
2009
+3.79%
 -1.37%
+12.97%
 -4.37%
2008
+3.99%
 -3.67%
-7.45%
 -12.44%
2007
+9.18%
 -0.57%
+9.18%
 -0.27%
2006
+2.45%
 -0.88%
+5.72%
 -0.65%
2005
+1.92%
 -1.22%
+4.07%
 -1.13%
2004
+3.71%
 -2.60%
+7.31%
 -3.06%
2003
+4.53%
 -2.40%
+11.38%
 -1.65%
2002
+11.46%
 -1.53%
+5.44%
 -0.88%
2001
+7.72%
 -2.01%
+2.76%
 -1.59%
2000
+12.36%
 -0.07%
+7.94%
 -1.66%
1999
-0.68%
 -1.98%
+4.99%
 -1.82%
1998
+8.12%
 -0.19%
+10.20%
 -2.01%
1997
+8.99%
 -0.99%
+11.97%
 -2.13%
1996
+3.17%
 -3.19%
+5.90%
 -1.57%
1995
+16.47%
 -0.04%
+18.82%
 0.00%
1994
-2.79%
 -5.22%
-2.17%
 -6.09%
1993
+10.08%
 -0.67%
+13.67%
 -1.44%
1992
+7.54%
 -1.65%
+5.89%
 -2.39%
1991
+14.34%
 -0.03%
+18.32%
 -1.25%
1990
+9.23%
 -1.24%
+4.76%
 -3.95%
1989
+13.20%
 -1.60%
+16.98%
 -0.62%
1988
+6.01%
 -1.98%
+9.77%
 -1.84%
1987
+2.77%
 -3.71%
+3.26%
 -4.85%
1986
+13.57%
 -1.99%
+17.53%
 -2.86%
1985
+18.72%
 -1.78%
+23.48%
 -1.24%