Last Update: 31 March 2024
The Bill Bernstein Sheltered Sam 10/90 Portfolio obtained a 4.60% compound annual return, with a 3.33% standard deviation, in the last 30 Years.
The All Country World 20/80 Portfolio obtained a 5.85% compound annual return, with a 5.60% standard deviation, in the last 30 Years.
Summary
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| Bill Bernstein Sheltered Sam 10/90 Portfolio | All Country World 20/80 Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Low | Low | |
| Asset Allocation | Stocks | 9.7% | 20% |
| Fixed Income | 90% | 80% | |
| Commodities | 0.3% | 0% | |
| 30 Years Stats | Return | +4.60% | +5.85% |
| Std Dev | 3.33% | 5.60% | |
| Max Drawdown | -9.93% | -17.97% | |
| All time Stats (Since Jan 1985) |
Return | +5.99% | +7.29% |
| Std Dev | 3.82% | 5.88% | |
| Max Drawdown | -9.93% | -17.97% | |
| 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 10/90 Portfolio | +0.79 | +4.87 | +3.09 | +2.29 | +2.10 | +4.60 | +5.99 |
| All Country World 20/80 Portfolio | +1.55 | +9.57 | +7.69 | +2.51 | +3.35 | +5.85 | +7.29 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Bill Bernstein Sheltered Sam 10/90 Portfolio: an investment of 1$, since April 1994,
now would be worth 3.85$, with a total return of 285.24%
(4.60% annualized).
All Country World 20/80 Portfolio: an investment of 1$, since April 1994, now would be worth 5.51$, with a total return of 450.53% (5.85% annualized).
All Country World 20/80 Portfolio: an investment of 1$, since April 1994, now would be worth 5.51$, with a total return of 450.53% (5.85% annualized).
Bill Bernstein Sheltered Sam 10/90 Portfolio: an investment of 1$, since January 1985,
now would be worth 9.80$, with a total return of 880.32%
(5.99% annualized).
All Country World 20/80 Portfolio: an investment of 1$, since January 1985, now would be worth 15.82$, with a total return of 1481.57% (7.29% annualized).
All Country World 20/80 Portfolio: an investment of 1$, since January 1985, now would be worth 15.82$, with a total return of 1481.57% (7.29% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Bill Bernstein Sheltered Sam 10/90 Portfolio
|
All Country World 20/80 Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -17.97% | Sep 2021 | Sep 2022 (13) | In progress (31) | 10.54 | |||||
| -14.04% | May 2008 | Oct 2008 (6) | Aug 2009 (16) | 7.48 | |||||
| -9.93% | Jan 2022 | Sep 2022 (9) | In progress (27) | 5.88 | |||||
| -6.55% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 2.96 | |||||
| -6.02% | Apr 2008 | Feb 2009 (11) | Aug 2009 (17) | 2.87 | |||||
| -4.73% | Aug 1998 | Aug 1998 (1) | Oct 1998 (3) | 2.44 | |||||
| -4.30% | May 2013 | Jun 2013 (2) | Feb 2014 (10) | 2.22 | |||||
| -3.57% | Jun 2002 | Jul 2002 (2) | Nov 2002 (6) | 2.02 | |||||
| -3.15% | May 2013 | Aug 2013 (4) | May 2014 (13) | 1.69 | |||||
| -3.05% | May 2015 | Sep 2015 (5) | Mar 2016 (11) | 1.77 | |||||
| -2.99% | Oct 2016 | Nov 2016 (2) | Apr 2017 (7) | 1.52 | |||||
| -2.82% | Apr 2004 | Apr 2004 (1) | Sep 2004 (6) | 1.56 | |||||
| -2.82% | Apr 2004 | May 2004 (2) | Sep 2004 (6) | 1.79 | |||||
| -2.77% | Feb 2018 | Oct 2018 (9) | Jan 2019 (12) | 1.50 | |||||
| -2.61% | Aug 2011 | Sep 2011 (2) | Oct 2011 (3) | 1.33 | |||||
| -2.31% | May 1999 | May 1999 (1) | Oct 1999 (6) | 1.55 | |||||
| -2.26% | Feb 1996 | Apr 1996 (3) | Sep 1996 (8) | 1.53 | |||||
| -2.14% | Dec 1996 | Mar 1997 (4) | May 1997 (6) | 1.02 | |||||
| -2.01% | Sep 1994 | Nov 1994 (3) | Jan 1995 (5) | 1.25 | |||||
| -1.99% | Apr 2000 | May 2000 (2) | Jun 2000 (3) | 1.19 | |||||
Drawdown comparison chart since January 1985.
Swipe left to see all data
|
Bill Bernstein Sheltered Sam 10/90 Portfolio
|
All Country World 20/80 Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -17.97% | Sep 2021 | Sep 2022 (13) | In progress (31) | 10.54 | |||||
| -14.04% | May 2008 | Oct 2008 (6) | Aug 2009 (16) | 7.48 | |||||
| -9.93% | Jan 2022 | Sep 2022 (9) | In progress (27) | 5.88 | |||||
| -6.55% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 2.96 | |||||
| -6.27% | Feb 1994 | Jun 1994 (5) | May 1995 (16) | 4.39 | |||||
| -6.26% | Sep 1987 | Nov 1987 (3) | Feb 1988 (6) | 3.48 | |||||
| -6.02% | Apr 2008 | Feb 2009 (11) | Aug 2009 (17) | 2.87 | |||||
| -5.58% | Jan 1990 | Apr 1990 (4) | Jul 1990 (7) | 2.94 | |||||
| -5.37% | Feb 1994 | Jun 1994 (5) | Mar 1995 (14) | 3.85 | |||||
| -5.31% | Aug 1990 | Sep 1990 (2) | Dec 1990 (5) | 2.85 | |||||
| -4.73% | Aug 1998 | Aug 1998 (1) | Oct 1998 (3) | 2.44 | |||||
| -4.30% | May 2013 | Jun 2013 (2) | Feb 2014 (10) | 2.22 | |||||
| -3.57% | Jun 2002 | Jul 2002 (2) | Nov 2002 (6) | 2.02 | |||||
| -3.15% | May 2013 | Aug 2013 (4) | May 2014 (13) | 1.69 | |||||
| -3.05% | May 2015 | Sep 2015 (5) | Mar 2016 (11) | 1.77 | |||||
| -2.99% | Oct 2016 | Nov 2016 (2) | Apr 2017 (7) | 1.52 | |||||
| -2.92% | Jan 1992 | Mar 1992 (3) | May 1992 (5) | 1.79 | |||||
| -2.84% | Sep 1986 | Sep 1986 (1) | Nov 1986 (3) | 1.42 | |||||
| -2.82% | Apr 2004 | Apr 2004 (1) | Sep 2004 (6) | 1.56 | |||||
| -2.82% | Apr 2004 | May 2004 (2) | Sep 2004 (6) | 1.79 | |||||
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.
The highlighted returns represent the highest values for that specific year.
Swipe left to see all data
| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+0.66%
|
-0.27% |
+1.47%
|
-0.38% |
| 2023 |
+4.88%
|
-2.32% |
+10.25%
|
-5.13% |
| 2022 |
-8.07%
|
-9.93% |
-14.66%
|
-17.51% |
| 2021 |
+3.98%
|
-0.76% |
+2.00%
|
-1.92% |
| 2020 |
+6.33%
|
-1.45% |
+8.36%
|
-6.55% |
| 2019 |
+7.34%
|
-0.15% |
+12.96%
|
-0.19% |
| 2018 |
-0.58%
|
-1.63% |
-1.87%
|
-2.77% |
| 2017 |
+3.00%
|
-0.21% |
+8.23%
|
-0.08% |
| 2016 |
+3.63%
|
-1.07% |
+5.12%
|
-2.99% |
| 2015 |
-0.66%
|
-1.97% |
+0.31%
|
-3.05% |
| 2014 |
+2.43%
|
-1.39% |
+6.24%
|
-1.20% |
| 2013 |
-0.38%
|
-3.15% |
+2.59%
|
-4.30% |
| 2012 |
+4.12%
|
-0.12% |
+9.39%
|
-1.73% |
| 2011 |
+5.36%
|
-1.16% |
+4.99%
|
-2.61% |
| 2010 |
+5.24%
|
-0.81% |
+8.78%
|
-1.65% |
| 2009 |
+6.25%
|
-3.40% |
+14.11%
|
-6.27% |
| 2008 |
-0.11%
|
-5.76% |
-6.88%
|
-14.04% |
| 2007 |
+8.52%
|
-0.20% |
+6.77%
|
-0.67% |
| 2006 |
+4.48%
|
-0.59% |
+7.46%
|
-1.15% |
| 2005 |
+2.83%
|
-0.83% |
+5.53%
|
-1.32% |
| 2004 |
+5.24%
|
-2.82% |
+7.53%
|
-2.82% |
| 2003 |
+7.80%
|
-1.56% |
+12.92%
|
-1.93% |
| 2002 |
+8.97%
|
-0.75% |
+3.34%
|
-3.57% |
| 2001 |
+6.44%
|
-1.11% |
+6.33%
|
-1.65% |
| 2000 |
+11.34%
|
-0.37% |
+5.87%
|
-1.99% |
| 1999 |
+1.13%
|
-1.85% |
+7.97%
|
-2.31% |
| 1998 |
+8.19%
|
-0.05% |
+10.80%
|
-4.73% |
| 1997 |
+10.11%
|
-1.17% |
+7.03%
|
-1.93% |
| 1996 |
+4.80%
|
-2.26% |
+9.34%
|
-1.45% |
| 1995 |
+17.42%
|
0.00% |
+19.70%
|
0.00% |
| 1994 |
-2.62%
|
-5.37% |
-3.54%
|
-6.27% |
| 1993 |
+11.64%
|
-0.94% |
+15.69%
|
-1.44% |
| 1992 |
+7.76%
|
-1.51% |
+6.02%
|
-2.92% |
| 1991 |
+16.09%
|
-0.56% |
+18.43%
|
-1.65% |
| 1990 |
+7.12%
|
-1.94% |
+2.13%
|
-5.58% |
| 1989 |
+14.51%
|
-1.15% |
+13.30%
|
-1.73% |
| 1988 |
+7.50%
|
-1.66% |
+10.56%
|
-1.30% |
| 1987 |
+2.87%
|
-2.30% |
+4.29%
|
-6.26% |
| 1986 |
+14.82%
|
-1.90% |
+20.59%
|
-2.84% |
| 1985 |
+20.36%
|
-1.37% |
+26.72%
|
-1.78% |
