Last Update: 31 March 2024
The Bill Bernstein Sheltered Sam 100/0 Portfolio obtained a 9.33% compound annual return, with a 15.28% standard deviation, in the last 30 Years.
The Stocks/Bonds 60/40 Momentum Portfolio obtained a 9.98% compound annual return, with a 9.57% standard deviation, in the last 30 Years.
Summary
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| Bill Bernstein Sheltered Sam 100/0 Portfolio | Stocks/Bonds 60/40 Momentum Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | High | |
| Asset Allocation | Stocks | 97% | 60% |
| Fixed Income | 0% | 40% | |
| Commodities | 3% | 0% | |
| 30 Years Stats | Return | +9.33% | +9.98% |
| Std Dev | 15.28% | 9.57% | |
| Max Drawdown | -54.91% | -32.52% | |
| All time Stats (Since Jan 1982) |
Return | +11.46% | +11.24% |
| Std Dev | 14.93% | 9.89% | |
| Max Drawdown | -54.91% | -32.52% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1982
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| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Bill Bernstein Sheltered Sam 100/0 Portfolio | +3.64 | +17.94 | +17.73 | +9.69 | +8.58 | +9.33 | +11.46 |
| Stocks/Bonds 60/40 Momentum Portfolio | +2.17 | +22.75 | +21.53 | +7.57 | +8.75 | +9.98 | +11.24 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Bill Bernstein Sheltered Sam 100/0 Portfolio: an investment of 1$, since April 1994,
now would be worth 14.54$, with a total return of 1354.42%
(9.33% annualized).
Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 17.36$, with a total return of 1635.93% (9.98% annualized).
Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 17.36$, with a total return of 1635.93% (9.98% annualized).
Bill Bernstein Sheltered Sam 100/0 Portfolio: an investment of 1$, since January 1982,
now would be worth 98.07$, with a total return of 9707.38%
(11.46% annualized).
Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 90.04$, with a total return of 8904.44% (11.24% annualized).
Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 90.04$, with a total return of 8904.44% (11.24% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Bill Bernstein Sheltered Sam 100/0 Portfolio
|
Stocks/Bonds 60/40 Momentum Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -54.91% | Nov 2007 | Feb 2009 (16) | Dec 2012 (62) | 23.19 | |||||
| -32.52% | Nov 2007 | Feb 2009 (16) | Feb 2011 (40) | 15.23 | |||||
| -25.69% | Feb 2001 | Sep 2002 (20) | Oct 2003 (33) | 13.89 | |||||
| -25.40% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 11.92 | |||||
| -24.21% | Nov 2021 | Sep 2022 (11) | In progress (29) | 16.25 | |||||
| -21.73% | Jan 2022 | Sep 2022 (9) | Dec 2023 (24) | 9.87 | |||||
| -21.14% | Sep 2000 | Sep 2002 (25) | Jan 2004 (41) | 12.11 | |||||
| -19.86% | May 1998 | Aug 1998 (4) | Apr 1999 (12) | 8.09 | |||||
| -13.05% | Sep 2018 | Dec 2018 (4) | Jul 2019 (11) | 5.28 | |||||
| -10.73% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 4.89 | |||||
| -10.21% | Jun 2015 | Feb 2016 (9) | Jul 2016 (14) | 5.42 | |||||
| -9.29% | Oct 2018 | Dec 2018 (3) | Jun 2019 (9) | 4.52 | |||||
| -7.66% | Sep 2000 | Nov 2000 (3) | Jan 2001 (5) | 3.55 | |||||
| -7.14% | May 2011 | Sep 2011 (5) | Jan 2012 (9) | 2.68 | |||||
| -6.78% | Aug 1998 | Aug 1998 (1) | Oct 1998 (3) | 3.54 | |||||
| -6.09% | Jun 2007 | Jul 2007 (2) | Oct 2007 (5) | 3.28 | |||||
| -5.95% | Sep 1994 | Nov 1994 (3) | Mar 1995 (7) | 3.49 | |||||
| -5.22% | Feb 2018 | Mar 2018 (2) | Jul 2018 (6) | 3.54 | |||||
| -5.20% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 2.87 | |||||
| -4.88% | Jan 2000 | Feb 2000 (2) | Mar 2000 (3) | 3.24 | |||||
Drawdown comparison chart since January 1982.
Swipe left to see all data
|
Bill Bernstein Sheltered Sam 100/0 Portfolio
|
Stocks/Bonds 60/40 Momentum Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -54.91% | Nov 2007 | Feb 2009 (16) | Dec 2012 (62) | 23.19 | |||||
| -32.52% | Nov 2007 | Feb 2009 (16) | Feb 2011 (40) | 15.23 | |||||
| -25.69% | Feb 2001 | Sep 2002 (20) | Oct 2003 (33) | 13.89 | |||||
| -25.44% | Sep 1987 | Nov 1987 (3) | Jan 1989 (17) | 13.08 | |||||
| -25.40% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 11.92 | |||||
| -24.21% | Nov 2021 | Sep 2022 (11) | In progress (29) | 16.25 | |||||
| -21.73% | Jan 2022 | Sep 2022 (9) | Dec 2023 (24) | 9.87 | |||||
| -21.14% | Sep 2000 | Sep 2002 (25) | Jan 2004 (41) | 12.11 | |||||
| -20.08% | Sep 1987 | Nov 1987 (3) | May 1989 (21) | 11.04 | |||||
| -19.86% | May 1998 | Aug 1998 (4) | Apr 1999 (12) | 8.09 | |||||
| -17.87% | Jan 1990 | Sep 1990 (9) | Mar 1991 (15) | 9.07 | |||||
| -13.05% | Sep 2018 | Dec 2018 (4) | Jul 2019 (11) | 5.28 | |||||
| -10.73% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 4.89 | |||||
| -10.66% | Jan 1982 | Jul 1982 (7) | Sep 1982 (9) | 5.73 | |||||
| -10.21% | Jun 2015 | Feb 2016 (9) | Jul 2016 (14) | 5.42 | |||||
| -9.29% | Oct 2018 | Dec 2018 (3) | Jun 2019 (9) | 4.52 | |||||
| -7.66% | Aug 1990 | Sep 1990 (2) | Jan 1991 (6) | 4.58 | |||||
| -7.66% | Sep 2000 | Nov 2000 (3) | Jan 2001 (5) | 3.55 | |||||
| -7.54% | Dec 1983 | May 1984 (6) | Aug 1984 (9) | 3.90 | |||||
| -7.23% | Feb 1994 | Mar 1994 (2) | Apr 1995 (15) | 4.38 | |||||
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.
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| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+5.41%
|
-1.44% |
+11.43%
|
0.00% |
| 2023 |
+15.58%
|
-10.56% |
+7.66%
|
-5.48% |
| 2022 |
-12.59%
|
-21.73% |
-16.20%
|
-21.97% |
| 2021 |
+23.26%
|
-3.71% |
+7.27%
|
-2.88% |
| 2020 |
+7.92%
|
-25.40% |
+20.99%
|
-10.73% |
| 2019 |
+25.10%
|
-6.15% |
+19.89%
|
-0.92% |
| 2018 |
-8.54%
|
-13.05% |
-1.04%
|
-9.29% |
| 2017 |
+18.07%
|
-0.33% |
+23.93%
|
0.00% |
| 2016 |
+14.96%
|
-5.02% |
+4.01%
|
-3.57% |
| 2015 |
-2.58%
|
-9.91% |
+5.58%
|
-4.61% |
| 2014 |
+8.93%
|
-3.76% |
+11.10%
|
-2.40% |
| 2013 |
+25.60%
|
-3.08% |
+19.91%
|
-2.13% |
| 2012 |
+16.72%
|
-8.15% |
+10.22%
|
-3.51% |
| 2011 |
-1.94%
|
-19.96% |
+6.73%
|
-7.14% |
| 2010 |
+18.03%
|
-13.01% |
+13.29%
|
-6.43% |
| 2009 |
+28.40%
|
-22.79% |
+11.92%
|
-12.79% |
| 2008 |
-36.97%
|
-40.41% |
-21.83%
|
-24.08% |
| 2007 |
+2.63%
|
-7.36% |
+13.35%
|
-1.41% |
| 2006 |
+22.83%
|
-3.80% |
+8.04%
|
-2.23% |
| 2005 |
+11.09%
|
-4.34% |
+12.44%
|
-0.99% |
| 2004 |
+19.02%
|
-4.74% |
+11.72%
|
-2.06% |
| 2003 |
+37.23%
|
-5.25% |
+17.18%
|
-1.95% |
| 2002 |
-13.43%
|
-22.61% |
-4.07%
|
-11.25% |
| 2001 |
-5.06%
|
-17.43% |
-7.04%
|
-13.57% |
| 2000 |
+2.19%
|
-7.66% |
-1.21%
|
-6.50% |
| 1999 |
+17.38%
|
-4.45% |
+23.95%
|
-1.65% |
| 1998 |
+8.80%
|
-19.86% |
+32.69%
|
-6.78% |
| 1997 |
+20.21%
|
-4.83% |
+25.89%
|
-3.48% |
| 1996 |
+19.51%
|
-4.76% |
+19.33%
|
-2.32% |
| 1995 |
+25.90%
|
-2.38% |
+32.67%
|
0.00% |
| 1994 |
-1.11%
|
-7.23% |
-1.72%
|
-6.35% |
| 1993 |
+25.63%
|
-3.08% |
+11.81%
|
-0.99% |
| 1992 |
+9.73%
|
-2.45% |
+5.45%
|
-2.52% |
| 1991 |
+31.84%
|
-4.60% |
+28.24%
|
-2.57% |
| 1990 |
-11.83%
|
-17.87% |
+4.36%
|
-7.66% |
| 1989 |
+26.34%
|
-3.57% |
+31.11%
|
-1.20% |
| 1988 |
+20.88%
|
-2.67% |
+7.18%
|
-3.36% |
| 1987 |
+3.74%
|
-25.44% |
+2.02%
|
-20.08% |
| 1986 |
+26.09%
|
-4.93% |
+19.66%
|
-5.55% |
| 1985 |
+35.09%
|
-3.17% |
+28.33%
|
-1.52% |
| 1984 |
+7.75%
|
-6.32% |
+5.51%
|
-7.11% |
| 1983 |
+26.03%
|
-1.94% |
+12.26%
|
-3.09% |
| 1982 |
+18.67%
|
-10.66% |
+30.72%
|
-2.23% |
