Bill Bernstein Sheltered Sam 30/70 vs Larry Swedroe Larry Portfolio Comparison

Last Update: 29 February 2024

The Bill Bernstein Sheltered Sam 30/70 Portfolio obtained a 5.68% compound annual return, with a 5.20% standard deviation, in the last 30 Years.

The Larry Swedroe Larry Portfolio obtained a 5.83% compound annual return, with a 5.55% standard deviation, in the last 30 Years.

Summary

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Bill Bernstein Sheltered Sam 30/70 Portfolio Larry Swedroe Larry Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 29.1% 30%
Fixed Income 70% 70%
Commodities 0.9% 0%
30 Years Stats Return +5.68% +5.83%
Std Dev 5.20% 5.55%
Max Drawdown -16.58% -15.96%
All time Stats
(Since Jan 1985)
Return +7.25% +7.80%
Std Dev 5.50% 6.17%
Max Drawdown -16.58% -15.96%
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 30/70 Portfolio +0.49 +4.14 +6.27 +3.88 +3.47 +5.68 +7.25
Larry Swedroe Larry Portfolio -0.25 +3.04 +3.69 +1.85 +2.49 +5.83 +7.80
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Bill Bernstein Sheltered Sam 30/70 Portfolio: an investment of 1$, since March 1994, now would be worth 5.24$, with a total return of 424.39% (5.68% annualized).

Larry Swedroe Larry Portfolio: an investment of 1$, since March 1994, now would be worth 5.47$, with a total return of 446.97% (5.83% annualized).

Bill Bernstein Sheltered Sam 30/70 Portfolio: an investment of 1$, since January 1985, now would be worth 15.51$, with a total return of 1451.16% (7.25% annualized).

Larry Swedroe Larry Portfolio: an investment of 1$, since January 1985, now would be worth 18.95$, with a total return of 1795.18% (7.80% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Bill Bernstein Sheltered Sam 30/70 Portfolio
Larry Swedroe Larry 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
-15.96% Jun 2021 Sep 2022 (16) In progress (33) 9.09
-12.55% Jan 2022 Sep 2022 (9) In progress (26) 6.62
-11.47% Apr 2008 Feb 2009 (11) Jul 2009 (16) 5.18
-6.24% Feb 2020 Mar 2020 (2) Jul 2020 (6) 2.82
-5.38% Jan 2020 Mar 2020 (3) Jul 2020 (7) 2.42
-5.14% May 1998 Aug 1998 (4) Nov 1998 (7) 2.18
-4.61% Mar 1994 Jun 1994 (4) Apr 1995 (14) 3.00
-4.37% May 2011 Sep 2011 (5) Jan 2012 (9) 1.55
-4.08% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.25
-4.01% Jul 1998 Aug 1998 (2) Oct 1998 (4) 1.90
-3.98% Apr 2004 May 2004 (2) Sep 2004 (6) 2.62
-3.98% Sep 2018 Dec 2018 (4) Mar 2019 (7) 1.92
-3.97% Aug 2011 Sep 2011 (2) Jan 2012 (6) 1.63
-3.59% Mar 1994 Jun 1994 (4) Feb 1995 (12) 2.32
-3.54% May 2015 Sep 2015 (5) Apr 2016 (12) 2.07
-3.38% Jan 1999 Feb 1999 (2) Apr 1999 (4) 1.70
-3.32% May 2010 Jun 2010 (2) Sep 2010 (5) 1.87
-3.31% May 2015 Jan 2016 (9) Mar 2016 (11) 2.21
-3.26% Apr 2004 Apr 2004 (1) Sep 2004 (6) 1.71

Drawdown comparison chart since January 1985.

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Bill Bernstein Sheltered Sam 30/70 Portfolio
Larry Swedroe Larry 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
-15.96% Jun 2021 Sep 2022 (16) In progress (33) 9.09
-12.55% Jan 2022 Sep 2022 (9) In progress (26) 6.62
-11.47% Apr 2008 Feb 2009 (11) Jul 2009 (16) 5.18
-9.16% Sep 1987 Nov 1987 (3) Jun 1988 (10) 4.44
-7.59% Sep 1987 Nov 1987 (3) Jun 1988 (10) 3.58
-7.44% Feb 1994 Jun 1994 (5) May 1995 (16) 5.26
-6.63% Aug 1990 Sep 1990 (2) Jan 1991 (6) 3.69
-6.24% Feb 2020 Mar 2020 (2) Jul 2020 (6) 2.82
-5.67% Feb 1994 Jun 1994 (5) Apr 1995 (15) 3.82
-5.38% Jan 2020 Mar 2020 (3) Jul 2020 (7) 2.42
-5.14% May 1998 Aug 1998 (4) Nov 1998 (7) 2.18
-4.70% Mar 1987 May 1987 (3) Aug 1987 (6) 2.58
-4.64% Aug 1990 Sep 1990 (2) Dec 1990 (5) 2.79
-4.37% May 2011 Sep 2011 (5) Jan 2012 (9) 1.55
-4.19% Jan 1990 Apr 1990 (4) Jun 1990 (6) 2.44
-4.08% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.25
-4.01% Jul 1998 Aug 1998 (2) Oct 1998 (4) 1.90
-3.98% Apr 2004 May 2004 (2) Sep 2004 (6) 2.62
-3.98% Sep 2018 Dec 2018 (4) Mar 2019 (7) 1.92

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
+0.28%
-0.21%
-1.32%
-1.32%
2023
+7.25%
-4.05%
+6.94%
-6.22%
2022
-9.07%
-12.55%
-11.20%
-14.55%
2021
+8.27%
-1.49%
+3.41%
-2.64%
2020
+6.68%
-6.24%
+6.44%
-5.38%
2019
+11.29%
-1.23%
+10.64%
-1.45%
2018
-2.35%
-3.98%
-3.54%
-4.08%
2017
+6.35%
0.00%
+7.74%
0.00%
2016
+6.14%
-0.94%
+6.87%
-1.26%
2015
-1.08%
-3.54%
-0.54%
-3.22%
2014
+3.87%
-1.94%
+2.38%
-2.37%
2013
+5.39%
-2.64%
+6.31%
-2.41%
2012
+6.92%
-1.73%
+7.27%
-2.25%
2011
+3.74%
-4.37%
+3.23%
-3.97%
2010
+8.08%
-3.32%
+10.82%
-2.16%
2009
+11.17%
-7.71%
+10.12%
-7.76%
2008
-8.30%
-12.57%
-2.44%
-7.60%
2007
+7.21%
-0.78%
+8.99%
-0.45%
2006
+8.56%
-1.09%
+9.57%
-2.17%
2005
+4.67%
-1.32%
+6.71%
-1.81%
2004
+8.30%
-3.26%
+10.23%
-3.98%
2003
+14.34%
-0.69%
+16.93%
-0.92%
2002
+3.99%
-2.62%
+7.68%
-1.92%
2001
+3.89%
-2.11%
+6.47%
-2.38%
2000
+9.31%
-1.23%
+10.81%
-1.59%
1999
+4.74%
-2.18%
+4.08%
-3.38%
1998
+8.32%
-4.01%
+6.06%
-5.14%
1997
+12.35%
-1.75%
+8.62%
-1.80%
1996
+8.07%
-1.16%
+5.81%
-1.78%
1995
+19.30%
0.00%
+18.99%
0.00%
1994
-2.28%
-5.67%
-4.77%
-7.44%
1993
+14.75%
-1.45%
+20.95%
-1.55%
1992
+8.20%
-1.27%
+9.36%
-1.05%
1991
+19.59%
-1.56%
+26.47%
-2.04%
1990
+2.91%
-4.64%
+1.93%
-6.63%
1989
+17.14%
-0.61%
+22.14%
0.00%
1988
+10.47%
-1.19%
+12.93%
-1.48%
1987
+3.06%
-7.59%
-0.86%
-9.16%
1986
+17.32%
-2.63%
+17.85%
-3.07%
1985
+23.63%
-0.55%
+27.10%
-0.72%