Bill Bernstein Sheltered Sam 20/80 vs All Country World 20/80 Portfolio Comparison

Last Update: 29 February 2024

The Bill Bernstein Sheltered Sam 20/80 Portfolio obtained a 5.09% compound annual return, with a 4.12% standard deviation, in the last 30 Years.

The All Country World 20/80 Portfolio obtained a 5.70% compound annual return, with a 5.63% standard deviation, in the last 30 Years.

Summary

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Bill Bernstein Sheltered Sam 20/80 Portfolio All Country World 20/80 Portfolio
Portfolio Risk Low Low
Asset Allocation Stocks 19.4% 20%
Fixed Income 80% 80%
Commodities 0.6% 0%
30 Years Stats Return +5.09% +5.70%
Std Dev 4.12% 5.63%
Max Drawdown -11.24% -17.97%
All time Stats
(Since Jan 1985)
Return +6.63% +7.26%
Std Dev 4.50% 5.89%
Max Drawdown -11.24% -17.97%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Bill Bernstein Sheltered Sam 20/80 Portfolio +0.11 +3.47 +5.25 +3.12 +2.74 +5.09 +6.63
All Country World 20/80 Portfolio +0.30 +4.91 +8.76 +2.53 +3.22 +5.70 +7.26
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Bill Bernstein Sheltered Sam 20/80 Portfolio: an investment of 1$, since March 1994, now would be worth 4.44$, with a total return of 343.95% (5.09% annualized).

All Country World 20/80 Portfolio: an investment of 1$, since March 1994, now would be worth 5.27$, with a total return of 427.37% (5.70% annualized).

Bill Bernstein Sheltered Sam 20/80 Portfolio: an investment of 1$, since January 1985, now would be worth 12.34$, with a total return of 1134.13% (6.63% annualized).

All Country World 20/80 Portfolio: an investment of 1$, since January 1985, now would be worth 15.57$, with a total return of 1457.42% (7.26% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Bill Bernstein Sheltered Sam 20/80 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 (30) 10.68
-14.04% May 2008 Oct 2008 (6) Aug 2009 (16) 7.48
-11.24% Jan 2022 Sep 2022 (9) In progress (26) 6.27
-11.12% Jun 2008 Feb 2009 (9) Sep 2009 (16) 5.60
-6.55% Feb 2020 Mar 2020 (2) Jun 2020 (5) 2.96
-4.73% Aug 1998 Aug 1998 (1) Oct 1998 (3) 2.44
-4.30% May 2013 Jun 2013 (2) Feb 2014 (10) 2.22
-4.14% Mar 1994 Jun 1994 (4) Apr 1995 (14) 2.67
-3.84% Feb 2020 Mar 2020 (2) Jun 2020 (5) 1.69
-3.57% Jun 2002 Jul 2002 (2) Nov 2002 (6) 2.02
-3.50% Mar 1994 Jun 1994 (4) Feb 1995 (12) 2.32
-3.05% May 2015 Sep 2015 (5) Mar 2016 (11) 1.77
-3.04% Apr 2004 Apr 2004 (1) Sep 2004 (6) 1.63
-2.99% Oct 2016 Nov 2016 (2) Apr 2017 (7) 1.52
-2.85% May 2013 Jun 2013 (2) Nov 2013 (7) 1.60
-2.82% Apr 2004 May 2004 (2) Sep 2004 (6) 1.79
-2.77% Feb 2018 Oct 2018 (9) Jan 2019 (12) 1.50
-2.74% Aug 2011 Sep 2011 (2) Dec 2011 (5) 1.18
-2.69% May 2015 Sep 2015 (5) Apr 2016 (12) 1.60
-2.63% Sep 2018 Dec 2018 (4) Feb 2019 (6) 1.45

Drawdown comparison chart since January 1985.

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Bill Bernstein Sheltered Sam 20/80 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 (30) 10.68
-14.04% May 2008 Oct 2008 (6) Aug 2009 (16) 7.48
-11.24% Jan 2022 Sep 2022 (9) In progress (26) 6.27
-11.12% Jun 2008 Feb 2009 (9) Sep 2009 (16) 5.60
-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
-5.58% Jan 1990 Apr 1990 (4) Jul 1990 (7) 2.94
-5.52% Feb 1994 Jun 1994 (5) Mar 1995 (14) 3.89
-5.31% Aug 1990 Sep 1990 (2) Dec 1990 (5) 2.85
-4.73% Aug 1998 Aug 1998 (1) Oct 1998 (3) 2.44
-4.40% Sep 1987 Nov 1987 (3) Jan 1988 (5) 2.67
-4.30% May 2013 Jun 2013 (2) Feb 2014 (10) 2.22
-3.84% Feb 2020 Mar 2020 (2) Jun 2020 (5) 1.69
-3.57% Jun 2002 Jul 2002 (2) Nov 2002 (6) 2.02
-3.05% May 2015 Sep 2015 (5) Mar 2016 (11) 1.77
-3.05% Aug 1990 Sep 1990 (2) Nov 1990 (4) 1.95
-3.04% Apr 2004 Apr 2004 (1) Sep 2004 (6) 1.63
-2.99% Oct 2016 Nov 2016 (2) Apr 2017 (7) 1.52
-2.92% Jan 1992 Mar 1992 (3) May 1992 (5) 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.
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Year Return Drawdown Return Drawdown
2024
+0.08%
-0.03%
-0.08%
-0.38%
2023
+6.07%
-3.04%
+10.25%
-5.13%
2022
-8.57%
-11.24%
-14.66%
-17.51%
2021
+6.12%
-1.13%
+2.00%
-1.92%
2020
+6.51%
-3.84%
+8.36%
-6.55%
2019
+9.31%
-0.46%
+12.96%
-0.19%
2018
-1.46%
-2.63%
-1.87%
-2.77%
2017
+4.67%
-0.02%
+8.23%
-0.08%
2016
+4.89%
-0.76%
+5.12%
-2.99%
2015
-0.87%
-2.69%
+0.31%
-3.05%
2014
+3.15%
-1.67%
+6.24%
-1.20%
2013
+2.51%
-2.85%
+2.59%
-4.30%
2012
+5.52%
-0.90%
+9.39%
-1.73%
2011
+4.55%
-2.74%
+4.99%
-2.61%
2010
+6.66%
-1.86%
+8.78%
-1.65%
2009
+8.71%
-5.55%
+14.11%
-6.27%
2008
-4.20%
-8.77%
-6.88%
-14.04%
2007
+7.87%
-0.26%
+6.77%
-0.67%
2006
+6.52%
-0.66%
+7.46%
-1.15%
2005
+3.75%
-1.08%
+5.53%
-1.32%
2004
+6.77%
-3.04%
+7.53%
-2.82%
2003
+11.07%
-1.00%
+12.92%
-1.93%
2002
+6.48%
-0.84%
+3.34%
-3.57%
2001
+5.17%
-0.79%
+6.33%
-1.65%
2000
+10.33%
-0.80%
+5.87%
-1.99%
1999
+2.93%
-2.01%
+7.97%
-2.31%
1998
+8.26%
-1.97%
+10.80%
-4.73%
1997
+11.23%
-1.41%
+7.03%
-1.93%
1996
+6.44%
-1.47%
+9.34%
-1.45%
1995
+18.36%
0.00%
+19.70%
0.00%
1994
-2.45%
-5.52%
-3.54%
-6.27%
1993
+13.19%
-1.20%
+15.69%
-1.44%
1992
+7.98%
-1.39%
+6.02%
-2.92%
1991
+17.84%
-1.06%
+18.43%
-1.65%
1990
+5.02%
-3.05%
+2.13%
-5.58%
1989
+15.82%
-0.71%
+13.30%
-1.73%
1988
+8.98%
-1.35%
+10.56%
-1.30%
1987
+2.97%
-4.40%
+4.29%
-6.26%
1986
+16.07%
-2.27%
+20.59%
-2.84%
1985
+21.99%
-0.96%
+26.72%
-1.78%