Bill Bernstein Sheltered Sam 0/100 vs Stocks/Bonds 20/80 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 Portfolio obtained a 5.62% compound annual return, with a 4.76% standard deviation, in the last 30 Years.

Summary

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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

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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
Stocks/Bonds 20/80 Portfolio -0.83 +1.82 -1.47 +2.78 +3.48 +5.62 +7.01
(*) 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 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.

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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.

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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.

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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%