Bill Bernstein Sheltered Sam 30/70 vs Gyroscopic Investing Desert Portfolio Comparison

Last Update: 31 March 2024

The Bill Bernstein Sheltered Sam 30/70 Portfolio obtained a 5.84% compound annual return, with a 5.17% standard deviation, in the last 30 Years.

The Gyroscopic Investing Desert Portfolio obtained a 6.77% compound annual return, with a 5.47% standard deviation, in the last 30 Years.

Summary

Swipe left to see all data
Bill Bernstein Sheltered Sam 30/70 Portfolio Gyroscopic Investing Desert Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 29.1% 30%
Fixed Income 70% 60%
Commodities 0.9% 10%
30 Years Stats Return +5.84% +6.77%
Std Dev 5.17% 5.47%
Max Drawdown -16.58% -14.72%
All time Stats
(Since Jan 1985)		 Return +7.27% +7.75%
Std Dev 5.50% 5.71%
Max Drawdown -16.58% -14.72%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1985

Swipe left to see all data
1M 6M 1Y 5Y 10Y 30Y MAX
Bill Bernstein Sheltered Sam 30/70 Portfolio +1.43 +7.74 +6.29 +4.00 +3.60 +5.84 +7.27
Gyroscopic Investing Desert Portfolio +2.01 +11.16 +10.30 +5.73 +5.03 +6.77 +7.75
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Bill Bernstein Sheltered Sam 30/70 Portfolio: an investment of 1$, since April 1994, now would be worth 5.48$, with a total return of 448.16% (5.84% annualized).

Gyroscopic Investing Desert Portfolio: an investment of 1$, since April 1994, now would be worth 7.14$, with a total return of 614.36% (6.77% annualized).

Bill Bernstein Sheltered Sam 30/70 Portfolio: an investment of 1$, since January 1985, now would be worth 15.73$, with a total return of 1473.34% (7.27% annualized).

Gyroscopic Investing Desert Portfolio: an investment of 1$, since January 1985, now would be worth 18.71$, with a total return of 1770.94% (7.75% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

Swipe left to see all data
Bill Bernstein Sheltered Sam 30/70 Portfolio
Gyroscopic Investing Desert Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-16.58% Jun 2008 Feb 2009 (9) Nov 2009 (18) 8.33
-14.72% Jan 2022 Sep 2022 (9) Mar 2024 (27) 7.77
-12.55% Jan 2022 Sep 2022 (9) In progress (27) 6.50
-10.15% Mar 2008 Feb 2009 (12) Sep 2009 (19) 4.82
-6.24% Feb 2020 Mar 2020 (2) Jul 2020 (6) 2.82
-4.42% Jul 1998 Aug 1998 (2) Sep 1998 (3) 2.25
-4.37% May 2011 Sep 2011 (5) Jan 2012 (9) 1.55
-4.01% Jul 1998 Aug 1998 (2) Oct 1998 (4) 1.90
-3.98% Sep 2018 Dec 2018 (4) Mar 2019 (7) 1.92
-3.94% Feb 2001 Mar 2001 (2) Feb 2002 (13) 1.66
-3.56% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.89
-3.54% May 2015 Sep 2015 (5) Apr 2016 (12) 2.07
-3.44% Apr 2004 Apr 2004 (1) Oct 2004 (7) 2.16
-3.32% May 2010 Jun 2010 (2) Sep 2010 (5) 1.87
-3.26% Apr 2004 Apr 2004 (1) Sep 2004 (6) 1.71
-3.24% Sep 2011 Sep 2011 (1) Oct 2011 (2) 1.87
-2.92% Sep 1994 Nov 1994 (3) Feb 1995 (6) 1.59
-2.91% Feb 1999 Feb 1999 (1) Apr 1999 (3) 1.68
-2.78% Apr 2000 May 2000 (2) Jun 2000 (3) 1.66
-2.77% Sep 2018 Dec 2018 (4) Jan 2019 (5) 1.66

Drawdown comparison chart since January 1985.

Swipe left to see all data
Bill Bernstein Sheltered Sam 30/70 Portfolio
Gyroscopic Investing Desert Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-16.58% Jun 2008 Feb 2009 (9) Nov 2009 (18) 8.33
-14.72% Jan 2022 Sep 2022 (9) Mar 2024 (27) 7.77
-12.55% Jan 2022 Sep 2022 (9) In progress (27) 6.50
-10.15% Mar 2008 Feb 2009 (12) Sep 2009 (19) 4.82
-8.49% Sep 1987 Nov 1987 (3) Oct 1988 (14) 3.82
-7.59% Sep 1987 Nov 1987 (3) Jun 1988 (10) 3.58
-6.24% Feb 2020 Mar 2020 (2) Jul 2020 (6) 2.82
-5.67% Feb 1994 Jun 1994 (5) Apr 1995 (15) 3.82
-5.63% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.86
-4.64% Aug 1990 Sep 1990 (2) Dec 1990 (5) 2.79
-4.42% Jul 1998 Aug 1998 (2) Sep 1998 (3) 2.25
-4.37% May 2011 Sep 2011 (5) Jan 2012 (9) 1.55
-4.01% Jul 1998 Aug 1998 (2) Oct 1998 (4) 1.90
-3.98% Sep 2018 Dec 2018 (4) Mar 2019 (7) 1.92
-3.94% Feb 2001 Mar 2001 (2) Feb 2002 (13) 1.66
-3.71% Jan 1990 Apr 1990 (4) May 1990 (5) 2.22
-3.56% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.89
-3.54% May 2015 Sep 2015 (5) Apr 2016 (12) 2.07
-3.44% Apr 2004 Apr 2004 (1) Oct 2004 (7) 2.16
-3.35% Jan 1990 Apr 1990 (4) May 1990 (5) 2.11

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.
Swipe left to see all data
Year Return Drawdown Return Drawdown
2024
+1.72%
 -0.21%
+3.24%
 0.00%
2023
+7.25%
 -4.05%
+11.64%
 -4.01%
2022
-9.07%
 -12.55%
-11.64%
 -14.72%
2021
+8.27%
 -1.49%
+5.76%
 -2.29%
2020
+6.68%
 -6.24%
+12.96%
 -3.56%
2019
+11.29%
 -1.23%
+14.41%
 -0.95%
2018
-2.35%
 -3.98%
-0.94%
 -2.77%
2017
+6.35%
 0.00%
+8.38%
 -0.12%
2016
+6.14%
 -0.94%
+5.39%
 -2.63%
2015
-1.08%
 -3.54%
+0.02%
 -2.57%
2014
+3.87%
 -1.94%
+5.45%
 -1.59%
2013
+5.39%
 -2.64%
+6.10%
 -2.64%
2012
+6.92%
 -1.73%
+6.70%
 -2.16%
2011
+3.74%
 -4.37%
+6.23%
 -3.24%
2010
+8.08%
 -3.32%
+11.95%
 -1.56%
2009
+11.17%
 -7.71%
+10.05%
 -5.76%
2008
-8.30%
 -12.57%
-2.92%
 -8.78%
2007
+7.21%
 -0.78%
+10.64%
 -0.86%
2006
+8.56%
 -1.09%
+8.85%
 -1.61%
2005
+4.67%
 -1.32%
+5.06%
 -1.48%
2004
+8.30%
 -3.26%
+6.34%
 -3.44%
2003
+14.34%
 -0.69%
+12.64%
 -1.46%
2002
+3.99%
 -2.62%
+4.90%
 -2.20%
2001
+3.89%
 -2.11%
+1.31%
 -3.94%
2000
+9.31%
 -1.23%
+4.70%
 -2.78%
1999
+4.74%
 -2.18%
+5.12%
 -2.91%
1998
+8.32%
 -4.01%
+13.26%
 -4.42%
1997
+12.35%
 -1.75%
+12.53%
 -2.44%
1996
+8.07%
 -1.16%
+6.98%
 -2.04%
1995
+19.30%
 0.00%
+23.10%
 0.00%
1994
-2.28%
 -5.67%
-2.86%
 -5.63%
1993
+14.75%
 -1.45%
+11.81%
 -1.14%
1992
+8.20%
 -1.27%
+6.83%
 -2.19%
1991
+19.59%
 -1.56%
+18.44%
 -1.44%
1990
+2.91%
 -4.64%
+3.54%
 -3.71%
1989
+17.14%
 -0.61%
+16.86%
 -1.08%
1988
+10.47%
 -1.19%
+6.82%
 -1.71%
1987
+3.06%
 -7.59%
+4.17%
 -8.49%
1986
+17.32%
 -2.63%
+15.33%
 -2.55%
1985
+23.63%
 -0.55%
+23.33%
 -1.21%