Bill Bernstein Sheltered Sam 0/100 vs High Yield Bonds Income Portfolio Comparison

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 High Yield Bonds Income Portfolio obtained a 6.57% compound annual return, with a 8.71% standard deviation, in the last 30 Years.

Summary

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Bill Bernstein Sheltered Sam 0/100 Portfolio High Yield Bonds Income Portfolio
Risk Low Low
Asset Allocation Stocks 0% 0%
Fixed Income 100% 100%
Commodities 0% 0%
30 Years Stats Return +3.94% +6.57%
Std Dev 3.22% 8.71%
Max Drawdown -8.61% -23.97%

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(*)
Bill Bernstein Sheltered Sam 0/100 Portfolio -0.91 +1.08 -2.36 +1.46 +1.00 +3.94 +5.37
High Yield Bonds Income Portfolio -1.64 +0.76 -2.90 +1.25 +2.57 +6.57 +7.68
(*) Returns over 1 year are annualized

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).

High Yield Bonds Income Portfolio: an investment of 1000$, since June 1993, now would be worth 6737.65$, with a total return of 573.76% (6.57% 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).

High Yield Bonds Income Portfolio: an investment of 1000$, since January 1985, now would be worth 17163.39$, with a total return of 1616.34% (7.68% annualized).

Drawdowns

Drawdown comparison chart since May 1993.

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Bill Bernstein Sheltered Sam 0/100 Portfolio
High Yield Bonds Income Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-23.97% Nov 2007 Oct 2008
-21.84% Sep 2021 Sep 2022
-11.99% Feb 2020 Mar 2020
-8.61% Jan 2022 Sep 2022
-8.48% Aug 1998 Aug 1998
-7.79% Mar 2015 Jan 2016
-7.41% Feb 1994 Jun 1994
-6.71% May 2013 Aug 2013
-6.70% May 2002 Jul 2002
-5.22% Feb 1994 Jun 1994
-4.56% Apr 2004 May 2004
-4.53% Jan 2018 Dec 2018
-4.40% Aug 2011 Sep 2011
-3.93% Oct 2016 Nov 2016
-3.91% Jul 2003 Jul 2003
-3.84% May 2007 Jul 2007
-3.67% Sep 2008 Oct 2008
-3.63% May 2013 Dec 2013
-3.60% May 1999 Aug 1999
-3.49% Sep 2001 Sep 2001

Drawdown comparison chart since January 1985.

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Bill Bernstein Sheltered Sam 0/100 Portfolio
High Yield Bonds Income Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-23.97% Nov 2007 Oct 2008
-21.84% Sep 2021 Sep 2022
-11.99% Feb 2020 Mar 2020
-8.61% Jan 2022 Sep 2022
-8.48% Aug 1998 Aug 1998
-7.89% Aug 1990 Sep 1990
-7.79% Mar 2015 Jan 2016
-7.63% Mar 1987 Oct 1987
-7.41% Feb 1994 Jun 1994
-6.71% May 2013 Aug 2013
-6.70% May 2002 Jul 2002
-5.22% Feb 1994 Jun 1994
-4.56% Apr 2004 May 2004
-4.53% Jan 2018 Dec 2018
-4.40% Aug 2011 Sep 2011
-3.93% Oct 2016 Nov 2016
-3.91% Jul 2003 Jul 2003
-3.84% May 2007 Jul 2007
-3.71% Mar 1987 Sep 1987
-3.67% Sep 2008 Oct 2008

Yearly Returns

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

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Year Bill Bernstein Sheltered Sam 0/100 Portfolio High Yield Bonds Income Portfolio
2023
 +1.52% +2.63%
2022
 -7.57% -16.88%
2021
 +1.84% +0.88%
2020
 +6.16% +7.08%
2019
 +5.37% +16.98%
2018
 +0.31% -4.53%
2017
 +1.33% +8.78%
2016
 +2.37% +12.01%
2015
 -0.44% -3.94%
2014
 +1.71% +6.28%
2013
 -3.27% -0.40%
2012
 +2.72% +12.61%
2011
 +6.17% +9.07%
2010
 +3.82% +11.52%
2009
 +3.79% +23.52%
2008
 +3.99% -10.54%
2007
 +9.18% +3.36%
2006
 +2.45% +7.28%
2005
 +1.92% +5.61%
2004
 +3.71% +9.55%
2003
 +4.53% +18.30%
2002
 +11.46% +7.38%
2001
 +7.72% +10.89%
2000
 +12.36% +6.15%
1999
 -0.68% +6.34%
1998
 +8.12% +2.17%
1997
 +8.99% +13.61%
1996
 +3.17% +14.28%
1995
 +16.47% +22.64%
1994
 -2.79% -4.27%
1993
 +10.08% +18.58%
1992
 +7.54% +12.00%
1991
 +14.34% +25.88%
1990
 +9.23% -0.59%
1989
 +13.20% +8.29%
1988
 +6.01% +11.12%
1987
 +2.77% +0.07%
1986
 +13.57% +15.01%
1985
 +18.72% +21.64%