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 Portfolio obtained a 5.62% compound annual return, with a 4.76% standard deviation, in the last 30 Years.
Summary
| Bill Bernstein Sheltered Sam 0/100 Portfolio | Stocks/Bonds 20/80 Portfolio | ||
|---|---|---|---|
| Risk | Low | Low | |
| Asset Allocation | Stocks | 0% | 20% |
| Fixed Income | 100% | 80% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +3.94% | +5.62% |
| Std Dev | 3.22% | 4.76% | |
| Max Drawdown | -8.61% | -16.57% | |
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 |
| Stocks/Bonds 20/80 Portfolio | -0.83 | +1.82 | -1.47 | +2.78 | +3.48 | +5.62 | +7.01 |
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 Portfolio: an investment of 1000$, since June 1993, now would be worth 5153.83$, with a total return of 415.38% (5.62% 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 Portfolio: an investment of 1000$, since January 1985, now would be worth 13490.49$, with a total return of 1249.05% (7.01% annualized).
Drawdowns
Drawdown comparison chart since May 1993.
Bill Bernstein Sheltered Sam 0/100 Portfolio |
Stocks/Bonds 20/80 Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -16.57% | Jan 2022 | Sep 2022 | |||
| -8.61% | Jan 2022 | Sep 2022 | |||
| -8.42% | May 2008 | Oct 2008 | |||
| -5.50% | Feb 1994 | Jun 1994 | |||
| -5.22% | Feb 1994 | Jun 1994 | |||
| -3.92% | Feb 2020 | Mar 2020 | |||
| -3.67% | Sep 2008 | Oct 2008 | |||
| -3.63% | May 2013 | Dec 2013 | |||
| -3.19% | Feb 1996 | May 1996 | |||
| -2.67% | Sep 2018 | Oct 2018 | |||
| -2.60% | Apr 2004 | Apr 2004 | |||
| -2.58% | Apr 2004 | May 2004 | |||
| -2.56% | May 2013 | Jun 2013 | |||
| -2.40% | Aug 2016 | Nov 2016 | |||
| -2.40% | Jun 2003 | Jul 2003 | |||
| -2.23% | Apr 2000 | May 2000 | |||
| -2.17% | Feb 1999 | Feb 1999 | |||
| -2.15% | Jul 1998 | Aug 1998 | |||
| -2.13% | Jul 2003 | Jul 2003 | |||
| -2.13% | Jun 2002 | Jul 2002 | |||
Drawdown comparison chart since January 1985.
Bill Bernstein Sheltered Sam 0/100 Portfolio |
Stocks/Bonds 20/80 Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -16.57% | Jan 2022 | Sep 2022 | |||
| -8.61% | Jan 2022 | Sep 2022 | |||
| -8.42% | May 2008 | Oct 2008 | |||
| -6.14% | Sep 1987 | Nov 1987 | |||
| -5.50% | Feb 1994 | Jun 1994 | |||
| -5.22% | Feb 1994 | Jun 1994 | |||
| -3.92% | Feb 2020 | Mar 2020 | |||
| -3.71% | Mar 1987 | Sep 1987 | |||
| -3.67% | Sep 2008 | Oct 2008 | |||
| -3.63% | May 2013 | Dec 2013 | |||
| -3.19% | Feb 1996 | May 1996 | |||
| -3.14% | Sep 1986 | Sep 1986 | |||
| -3.09% | Aug 1990 | Sep 1990 | |||
| -2.99% | Apr 1987 | May 1987 | |||
| -2.91% | Jan 1990 | Jan 1990 | |||
| -2.67% | Sep 2018 | Oct 2018 | |||
| -2.60% | Apr 2004 | Apr 2004 | |||
| -2.58% | Apr 2004 | May 2004 | |||
| -2.56% | May 2013 | Jun 2013 | |||
| -2.40% | Aug 2016 | Nov 2016 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from January 1985.
| Year | Bill Bernstein Sheltered Sam 0/100 Portfolio | Stocks/Bonds 20/80 Portfolio |
|---|---|---|
| 2023 |
+1.52% | +3.69% |
| 2022 |
-7.57% | -14.39% |
| 2021 |
+1.84% | +3.64% |
| 2020 |
+6.16% | +10.38% |
| 2019 |
+5.37% | +13.20% |
| 2018 |
+0.31% | -1.13% |
| 2017 |
+1.33% | +7.10% |
| 2016 |
+2.37% | +4.58% |
| 2015 |
-0.44% | +0.52% |
| 2014 |
+1.71% | +7.16% |
| 2013 |
-3.27% | +5.01% |
| 2012 |
+2.72% | +5.82% |
| 2011 |
+6.17% | +6.53% |
| 2010 |
+3.82% | +8.44% |
| 2009 |
+3.79% | +8.69% |
| 2008 |
+3.99% | -1.91% |
| 2007 |
+9.18% | +6.61% |
| 2006 |
+2.45% | +6.55% |
| 2005 |
+1.92% | +3.18% |
| 2004 |
+3.71% | +5.95% |
| 2003 |
+4.53% | +9.33% |
| 2002 |
+11.46% | +2.51% |
| 2001 |
+7.72% | +4.55% |
| 2000 |
+12.36% | +7.00% |
| 1999 |
-0.68% | +4.16% |
| 1998 |
+8.12% | +11.52% |
| 1997 |
+8.99% | +13.75% |
| 1996 |
+3.17% | +7.06% |
| 1995 |
+16.47% | +21.70% |
| 1994 |
-2.79% | -2.16% |
| 1993 |
+10.08% | +9.87% |
| 1992 |
+7.54% | +7.53% |
| 1991 |
+14.34% | +18.68% |
| 1990 |
+9.23% | +5.70% |
| 1989 |
+13.20% | +16.54% |
| 1988 |
+6.01% | +9.35% |
| 1987 |
+2.77% | +1.75% |
| 1986 |
+13.57% | +15.00% |
| 1985 |
+18.72% | +24.05% |
