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 Technology Portfolio obtained a 14.30% compound annual return, with a 23.97% standard deviation, in the last 30 Years.
Summary
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| Bill Bernstein Sheltered Sam 100/0 Portfolio | Technology Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | Very High | |
| Asset Allocation | Stocks | 97% | 100% |
| Fixed Income | 0% | 0% | |
| Commodities | 3% | 0% | |
| 30 Years Stats | Return | +9.33% | +14.30% |
| Std Dev | 15.28% | 23.97% | |
| Max Drawdown | -54.91% | -81.08% | |
| All time Stats (Since Jan 1976) |
Return | +12.13% | +14.51% |
| Std Dev | 14.84% | 22.65% | |
| Max Drawdown | -54.91% | -81.08% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1976
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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 | +12.13 |
| Technology Portfolio | +1.27 | +24.41 | +39.27 | +20.61 | +18.58 | +14.30 | +14.51 |
| 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).
Technology Portfolio: an investment of 1$, since April 1994, now would be worth 55.17$, with a total return of 5417.17% (14.30% annualized).
Technology Portfolio: an investment of 1$, since April 1994, now would be worth 55.17$, with a total return of 5417.17% (14.30% annualized).
Bill Bernstein Sheltered Sam 100/0 Portfolio: an investment of 1$, since January 1976,
now would be worth 251.13$, with a total return of 25013.30%
(12.13% annualized).
Technology Portfolio: an investment of 1$, since January 1976, now would be worth 689.47$, with a total return of 68846.99% (14.51% annualized).
Technology Portfolio: an investment of 1$, since January 1976, now would be worth 689.47$, with a total return of 68846.99% (14.51% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Bill Bernstein Sheltered Sam 100/0 Portfolio
|
Technology Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -81.08% | Apr 2000 | Sep 2002 (30) | Oct 2014 (175) | 56.07 | |||||
| -54.91% | Nov 2007 | Feb 2009 (16) | Dec 2012 (62) | 23.19 | |||||
| -32.58% | Jan 2022 | Dec 2022 (12) | Dec 2023 (24) | 19.19 | |||||
| -25.69% | Feb 2001 | Sep 2002 (20) | Oct 2003 (33) | 13.89 | |||||
| -25.40% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 11.92 | |||||
| -21.73% | Jan 2022 | Sep 2022 (9) | Dec 2023 (24) | 9.87 | |||||
| -19.86% | May 1998 | Aug 1998 (4) | Apr 1999 (12) | 8.09 | |||||
| -17.20% | Aug 1998 | Aug 1998 (1) | Oct 1998 (3) | 8.68 | |||||
| -16.96% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 8.13 | |||||
| -13.51% | Feb 1997 | Mar 1997 (2) | May 1997 (4) | 7.32 | |||||
| -13.05% | Sep 2018 | Dec 2018 (4) | Jul 2019 (11) | 5.28 | |||||
| -12.90% | Feb 2020 | Mar 2020 (2) | Apr 2020 (3) | 7.13 | |||||
| -10.50% | Aug 1997 | Dec 1997 (5) | Feb 1998 (7) | 5.23 | |||||
| -10.21% | Jun 2015 | Feb 2016 (9) | Jul 2016 (14) | 5.42 | |||||
| -9.82% | Dec 2015 | Feb 2016 (3) | Jul 2016 (8) | 5.36 | |||||
| -9.49% | Feb 1999 | Feb 1999 (1) | Apr 1999 (3) | 4.77 | |||||
| -8.88% | Aug 2015 | Sep 2015 (2) | Oct 2015 (3) | 5.60 | |||||
| -8.65% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 5.20 | |||||
| -8.23% | May 2019 | May 2019 (1) | Jul 2019 (3) | 4.16 | |||||
| -8.14% | Jun 1996 | Jul 1996 (2) | Sep 1996 (4) | 4.20 | |||||
Drawdown comparison chart since January 1976.
Swipe left to see all data
|
Bill Bernstein Sheltered Sam 100/0 Portfolio
|
Technology Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -81.08% | Apr 2000 | Sep 2002 (30) | Oct 2014 (175) | 56.07 | |||||
| -54.91% | Nov 2007 | Feb 2009 (16) | Dec 2012 (62) | 23.19 | |||||
| -34.57% | Sep 1987 | Nov 1987 (3) | May 1989 (21) | 17.23 | |||||
| -32.58% | Jan 2022 | Dec 2022 (12) | Dec 2023 (24) | 19.19 | |||||
| -27.93% | Jul 1983 | Jul 1984 (13) | Nov 1985 (29) | 16.11 | |||||
| -27.64% | Jul 1990 | Oct 1990 (4) | Feb 1991 (8) | 16.50 | |||||
| -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 | |||||
| -25.11% | Jun 1981 | Jul 1982 (14) | Nov 1982 (18) | 15.65 | |||||
| -21.73% | Jan 2022 | Sep 2022 (9) | Dec 2023 (24) | 9.87 | |||||
| -19.86% | May 1998 | Aug 1998 (4) | Apr 1999 (12) | 8.09 | |||||
| -19.01% | Feb 1980 | Mar 1980 (2) | Jul 1980 (6) | 9.28 | |||||
| -17.87% | Jan 1990 | Sep 1990 (9) | Mar 1991 (15) | 9.07 | |||||
| -17.69% | Sep 1978 | Oct 1978 (2) | Jun 1979 (10) | 8.77 | |||||
| -17.20% | Aug 1998 | Aug 1998 (1) | Oct 1998 (3) | 8.68 | |||||
| -16.96% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 8.13 | |||||
| -15.73% | Jun 1986 | Sep 1986 (4) | Jan 1987 (8) | 9.55 | |||||
| -14.00% | Jul 1981 | Jul 1982 (13) | Oct 1982 (16) | 7.40 | |||||
| -13.51% | Feb 1997 | Mar 1997 (2) | May 1997 (4) | 7.32 | |||||
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% |
+8.56%
|
0.00% |
| 2023 |
+15.58%
|
-10.56% |
+54.85%
|
-8.42% |
| 2022 |
-12.59%
|
-21.73% |
-32.58%
|
-32.58% |
| 2021 |
+23.26%
|
-3.71% |
+27.42%
|
-5.68% |
| 2020 |
+7.92%
|
-25.40% |
+48.40%
|
-12.90% |
| 2019 |
+25.10%
|
-6.15% |
+38.96%
|
-8.23% |
| 2018 |
-8.54%
|
-13.05% |
-0.12%
|
-16.96% |
| 2017 |
+18.07%
|
-0.33% |
+32.66%
|
-2.32% |
| 2016 |
+14.96%
|
-5.02% |
+7.10%
|
-8.37% |
| 2015 |
-2.58%
|
-9.91% |
+9.45%
|
-8.88% |
| 2014 |
+8.93%
|
-3.76% |
+19.18%
|
-3.04% |
| 2013 |
+25.60%
|
-3.08% |
+36.63%
|
-2.39% |
| 2012 |
+16.72%
|
-8.15% |
+18.12%
|
-8.13% |
| 2011 |
-1.94%
|
-19.96% |
+3.47%
|
-10.79% |
| 2010 |
+18.03%
|
-13.01% |
+20.14%
|
-12.93% |
| 2009 |
+28.40%
|
-22.79% |
+54.68%
|
-7.43% |
| 2008 |
-36.97%
|
-40.41% |
-41.73%
|
-43.03% |
| 2007 |
+2.63%
|
-7.36% |
+19.02%
|
-6.83% |
| 2006 |
+22.83%
|
-3.80% |
+7.14%
|
-11.54% |
| 2005 |
+11.09%
|
-4.34% |
+1.57%
|
-12.37% |
| 2004 |
+19.02%
|
-4.74% |
+10.54%
|
-9.86% |
| 2003 |
+37.23%
|
-5.25% |
+49.67%
|
-2.90% |
| 2002 |
-13.43%
|
-22.61% |
-37.37%
|
-46.75% |
| 2001 |
-5.06%
|
-17.43% |
-33.34%
|
-54.93% |
| 2000 |
+2.19%
|
-7.66% |
-36.11%
|
-46.69% |
| 1999 |
+17.38%
|
-4.45% |
+101.95%
|
-9.49% |
| 1998 |
+8.80%
|
-19.86% |
+85.30%
|
-17.20% |
| 1997 |
+20.21%
|
-4.83% |
+20.63%
|
-13.51% |
| 1996 |
+19.51%
|
-4.76% |
+42.54%
|
-8.14% |
| 1995 |
+25.90%
|
-2.38% |
+42.54%
|
-3.77% |
| 1994 |
-1.11%
|
-7.23% |
+1.50%
|
-12.97% |
| 1993 |
+25.63%
|
-3.08% |
+10.58%
|
-8.26% |
| 1992 |
+9.73%
|
-2.45% |
+8.86%
|
-13.48% |
| 1991 |
+31.84%
|
-4.60% |
+64.99%
|
-8.89% |
| 1990 |
-11.83%
|
-17.87% |
-10.41%
|
-27.64% |
| 1989 |
+26.34%
|
-3.57% |
+26.17%
|
-4.64% |
| 1988 |
+20.88%
|
-2.67% |
+13.54%
|
-10.50% |
| 1987 |
+3.74%
|
-25.44% |
+10.50%
|
-34.57% |
| 1986 |
+26.09%
|
-4.93% |
+6.89%
|
-15.73% |
| 1985 |
+35.09%
|
-3.17% |
+35.61%
|
-6.97% |
| 1984 |
+7.75%
|
-6.32% |
-11.31%
|
-17.55% |
| 1983 |
+26.03%
|
-1.94% |
+19.87%
|
-13.85% |
| 1982 |
+18.67%
|
-10.66% |
+18.67%
|
-14.55% |
| 1981 |
-0.04%
|
-10.30% |
-3.21%
|
-19.44% |
| 1980 |
+28.25%
|
-12.26% |
+33.88%
|
-19.01% |
| 1979 |
+25.49%
|
-8.19% |
+28.11%
|
-9.91% |
| 1978 |
+14.91%
|
-9.70% |
+12.31%
|
-17.69% |
| 1977 |
+7.35%
|
-3.04% |
+7.33%
|
-3.83% |
| 1976 |
+29.03%
|
-2.46% |
+26.10%
|
-2.85% |
