Bill Bernstein Sheltered Sam 0/100 vs Stocks/Bonds 20/80 Momentum 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 Stocks/Bonds 20/80 Momentum Portfolio obtained a 6.10% compound annual return, with a 4.82% standard deviation, in the last 30 Years.

Summary

Swipe left to see all data
Bill Bernstein Sheltered Sam 0/100 Portfolio Stocks/Bonds 20/80 Momentum Portfolio
Risk Low Low
Asset Allocation Stocks 0% 20%
Fixed Income 100% 80%
Commodities 0% 0%
30 Years Stats Return +3.94% +6.10%
Std Dev 3.22% 4.82%
Max Drawdown -8.61% -17.91%

Last Update: 31 May 2023

Historical Returns as of May 31, 2023

Comparison period starts from January 1985

Swipe left to see all data
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
Stocks/Bonds 20/80 Momentum Portfolio -1.86 -0.82 -2.98 +1.89 +3.50 +6.10 +7.49
(*) 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).

Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1000$, since June 1993, now would be worth 5905.99$, with a total return of 490.60% (6.10% 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).

Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1000$, since January 1985, now would be worth 16046.99$, with a total return of 1504.70% (7.49% annualized).

Drawdowns

Drawdown comparison chart since May 1993.

Swipe left to see all data
Bill Bernstein Sheltered Sam 0/100 Portfolio
Stocks/Bonds 20/80 Momentum Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-17.91% Nov 2021 Sep 2022
-9.00% Jan 2008 Oct 2008
-8.61% Jan 2022 Sep 2022
-5.46% Feb 1994 Jun 1994
-5.22% Feb 1994 Jun 1994
-3.67% Sep 2008 Oct 2008
-3.64% Aug 2016 Nov 2016
-3.63% May 2013 Dec 2013
-3.46% Feb 2020 Mar 2020
-3.19% Feb 1996 May 1996
-3.12% Sep 2018 Oct 2018
-2.95% Jan 2021 Mar 2021
-2.60% Apr 2004 Apr 2004
-2.48% May 2013 Jun 2013
-2.40% Jun 2003 Jul 2003
-2.37% Apr 2004 Apr 2004
-2.29% Jul 2003 Jul 2003
-2.26% Sep 2020 Oct 2020
-2.01% Nov 2001 Dec 2001
-2.01% Feb 2001 Mar 2001

Drawdown comparison chart since January 1985.

Swipe left to see all data
Bill Bernstein Sheltered Sam 0/100 Portfolio
Stocks/Bonds 20/80 Momentum Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-17.91% Nov 2021 Sep 2022
-9.00% Jan 2008 Oct 2008
-8.61% Jan 2022 Sep 2022
-6.53% Sep 1987 Nov 1987
-5.46% Feb 1994 Jun 1994
-5.22% Feb 1994 Jun 1994
-3.71% Mar 1987 Sep 1987
-3.67% Sep 2008 Oct 2008
-3.64% Aug 2016 Nov 2016
-3.63% May 2013 Dec 2013
-3.46% Feb 2020 Mar 2020
-3.19% Feb 1996 May 1996
-3.15% Sep 1986 Sep 1986
-3.12% Sep 2018 Oct 2018
-2.95% Jan 2021 Mar 2021
-2.90% Aug 1990 Sep 1990
-2.82% Apr 1987 May 1987
-2.80% Mar 1988 May 1988
-2.78% Jan 1990 Jan 1990
-2.60% Apr 2004 Apr 2004

Yearly Returns

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

Swipe left to see all data
Year Bill Bernstein Sheltered Sam 0/100 Portfolio Stocks/Bonds 20/80 Momentum Portfolio
2023
 +1.52% +0.61%
2022
 -7.57% -14.14%
2021
 +1.84% +1.18%
2020
 +6.16% +12.14%
2019
 +5.37% +12.52%
2018
 +0.31% -0.42%
2017
 +1.33% +10.35%
2016
 +2.37% +3.02%
2015
 -0.44% +2.23%
2014
 +1.71% +7.58%
2013
 -3.27% +5.23%
2012
 +2.72% +5.51%
2011
 +6.17% +7.52%
2010
 +3.82% +8.56%
2009
 +3.79% +6.40%
2008
 +3.99% -2.70%
2007
 +9.18% +9.07%
2006
 +2.45% +5.53%
2005
 +1.92% +5.74%
2004
 +3.71% +6.73%
2003
 +4.53% +8.38%
2002
 +11.46% +4.15%
2001
 +7.72% +3.27%
2000
 +12.36% +7.19%
1999
 -0.68% +7.48%
1998
 +8.12% +16.62%
1997
 +8.99% +14.93%
1996
 +3.17% +8.83%
1995
 +16.47% +23.01%
1994
 -2.79% -2.34%
1993
 +10.08% +10.39%
1992
 +7.54% +6.58%
1991
 +14.34% +19.58%
1990
 +9.23% +7.22%
1989
 +13.20% +19.47%
1988
 +6.01% +7.30%
1987
 +2.77% +1.70%
1986
 +13.57% +16.62%
1985
 +18.72% +24.27%