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 Simplified Permanent Portfolio obtained a 7.06% compound annual return, with a 6.88% standard deviation, in the last 30 Years.
Summary
Swipe left to see all data
| Bill Bernstein Sheltered Sam 30/70 Portfolio | Simplified Permanent Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Medium | Medium | |
| Asset Allocation | Stocks | 29.1% | 25% |
| Fixed Income | 70% | 50% | |
| Commodities | 0.9% | 25% | |
| 30 Years Stats | Return | +5.84% | +7.06% |
| Std Dev | 5.17% | 6.88% | |
| Max Drawdown | -16.58% | -16.43% | |
| All time Stats (Since Jan 1985) |
Return | +7.27% | +7.84% |
| Std Dev | 5.50% | 6.80% | |
| Max Drawdown | -16.58% | -16.43% | |
| 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 |
| Simplified Permanent Portfolio | +3.26 | +13.23 | +9.28 | +6.15 | +5.12 | +7.06 | +7.84 |
| 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).
Simplified Permanent Portfolio: an investment of 1$, since April 1994, now would be worth 7.74$, with a total return of 674.04% (7.06% annualized).
Simplified Permanent Portfolio: an investment of 1$, since April 1994, now would be worth 7.74$, with a total return of 674.04% (7.06% 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).
Simplified Permanent Portfolio: an investment of 1$, since January 1985, now would be worth 19.36$, with a total return of 1836.20% (7.84% annualized).
Simplified Permanent Portfolio: an investment of 1$, since January 1985, now would be worth 19.36$, with a total return of 1836.20% (7.84% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Bill Bernstein Sheltered Sam 30/70 Portfolio
|
Simplified Permanent 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 | |||||
| -16.43% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 8.65 | |||||
| -13.28% | Mar 2008 | Oct 2008 (8) | Aug 2009 (18) | 5.20 | |||||
| -12.55% | Jan 2022 | Sep 2022 (9) | In progress (27) | 6.50 | |||||
| -6.69% | Apr 2013 | Jun 2013 (3) | Feb 2014 (11) | 3.22 | |||||
| -6.24% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 2.82 | |||||
| -6.23% | Aug 2016 | Dec 2016 (5) | Jul 2017 (12) | 3.09 | |||||
| -5.27% | Feb 2015 | Dec 2015 (11) | Mar 2016 (14) | 3.18 | |||||
| -5.09% | Feb 1999 | Aug 1999 (7) | Oct 1999 (9) | 3.00 | |||||
| -4.79% | Apr 2004 | Apr 2004 (1) | Oct 2004 (7) | 3.04 | |||||
| -4.63% | Jul 1998 | Aug 1998 (2) | Sep 1998 (3) | 2.40 | |||||
| -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 | |||||
| -3.81% | Jan 2021 | Mar 2021 (3) | May 2021 (5) | 2.20 | |||||
| -3.73% | Dec 1996 | Mar 1997 (4) | May 1997 (6) | 1.90 | |||||
| -3.69% | Sep 2011 | Sep 2011 (1) | Nov 2011 (3) | 1.87 | |||||
| -3.68% | Feb 2018 | Oct 2018 (9) | Jan 2019 (12) | 2.08 | |||||
| -3.64% | Feb 1996 | Jul 1996 (6) | Oct 1996 (9) | 2.20 | |||||
| -3.54% | May 2015 | Sep 2015 (5) | Apr 2016 (12) | 2.07 | |||||
Drawdown comparison chart since January 1985.
Swipe left to see all data
|
Bill Bernstein Sheltered Sam 30/70 Portfolio
|
Simplified Permanent 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 | |||||
| -16.43% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 8.65 | |||||
| -13.28% | Mar 2008 | Oct 2008 (8) | Aug 2009 (18) | 5.20 | |||||
| -12.55% | Jan 2022 | Sep 2022 (9) | In progress (27) | 6.50 | |||||
| -7.59% | Sep 1987 | Nov 1987 (3) | Jun 1988 (10) | 3.58 | |||||
| -6.69% | Apr 2013 | Jun 2013 (3) | Feb 2014 (11) | 3.22 | |||||
| -6.24% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 2.82 | |||||
| -6.23% | Aug 2016 | Dec 2016 (5) | Jul 2017 (12) | 3.09 | |||||
| -5.83% | Aug 1987 | Nov 1987 (4) | Oct 1988 (15) | 2.68 | |||||
| -5.67% | Feb 1994 | Jun 1994 (5) | Mar 1995 (14) | 4.01 | |||||
| -5.67% | Feb 1994 | Jun 1994 (5) | Apr 1995 (15) | 3.82 | |||||
| -5.66% | Jan 1990 | Apr 1990 (4) | Dec 1990 (12) | 2.70 | |||||
| -5.27% | Feb 2015 | Dec 2015 (11) | Mar 2016 (14) | 3.18 | |||||
| -5.09% | Feb 1999 | Aug 1999 (7) | Oct 1999 (9) | 3.00 | |||||
| -4.79% | Apr 2004 | Apr 2004 (1) | Oct 2004 (7) | 3.04 | |||||
| -4.64% | Aug 1990 | Sep 1990 (2) | Dec 1990 (5) | 2.79 | |||||
| -4.63% | Jul 1998 | Aug 1998 (2) | Sep 1998 (3) | 2.40 | |||||
| -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 | |||||
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.
Swipe left to see all data
| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+1.72%
|
-0.21% |
+3.65%
|
-0.04% |
| 2023 |
+7.25%
|
-4.05% |
+11.51%
|
-5.16% |
| 2022 |
-9.07%
|
-12.55% |
-12.67%
|
-16.43% |
| 2021 |
+8.27%
|
-1.49% |
+3.72%
|
-3.81% |
| 2020 |
+6.68%
|
-6.24% |
+16.46%
|
-3.11% |
| 2019 |
+11.29%
|
-1.23% |
+16.15%
|
-0.99% |
| 2018 |
-2.35%
|
-3.98% |
-1.29%
|
-3.68% |
| 2017 |
+6.35%
|
0.00% |
+9.78%
|
-0.96% |
| 2016 |
+6.14%
|
-0.94% |
+5.72%
|
-6.23% |
| 2015 |
-1.08%
|
-3.54% |
-1.82%
|
-5.27% |
| 2014 |
+3.87%
|
-1.94% |
+7.12%
|
-2.59% |
| 2013 |
+5.39%
|
-2.64% |
-1.76%
|
-6.69% |
| 2012 |
+6.92%
|
-1.73% |
+7.59%
|
-1.89% |
| 2011 |
+3.74%
|
-4.37% |
+10.45%
|
-3.69% |
| 2010 |
+8.08%
|
-3.32% |
+16.36%
|
-0.02% |
| 2009 |
+11.17%
|
-7.71% |
+9.94%
|
-4.96% |
| 2008 |
-8.30%
|
-12.57% |
+0.94%
|
-13.28% |
| 2007 |
+7.21%
|
-0.78% |
+14.14%
|
-1.50% |
| 2006 |
+8.56%
|
-1.09% |
+10.82%
|
-2.47% |
| 2005 |
+4.67%
|
-1.32% |
+7.34%
|
-1.60% |
| 2004 |
+8.30%
|
-3.26% |
+6.42%
|
-4.79% |
| 2003 |
+14.34%
|
-0.69% |
+15.31%
|
-2.22% |
| 2002 |
+3.99%
|
-2.62% |
+9.00%
|
-2.60% |
| 2001 |
+3.89%
|
-2.11% |
+0.15%
|
-3.21% |
| 2000 |
+9.31%
|
-1.23% |
+4.63%
|
-2.98% |
| 1999 |
+4.74%
|
-2.18% |
+2.25%
|
-5.09% |
| 1998 |
+8.32%
|
-4.01% |
+12.93%
|
-4.63% |
| 1997 |
+12.35%
|
-1.75% |
+8.38%
|
-2.87% |
| 1996 |
+8.07%
|
-1.16% |
+4.09%
|
-3.64% |
| 1995 |
+19.30%
|
0.00% |
+21.97%
|
0.00% |
| 1994 |
-2.28%
|
-5.67% |
-4.18%
|
-5.67% |
| 1993 |
+14.75%
|
-1.45% |
+13.56%
|
-1.61% |
| 1992 |
+8.20%
|
-1.27% |
+4.46%
|
-3.11% |
| 1991 |
+19.59%
|
-1.56% |
+15.41%
|
-1.06% |
| 1990 |
+2.91%
|
-4.64% |
+1.55%
|
-5.66% |
| 1989 |
+17.14%
|
-0.61% |
+15.24%
|
-1.52% |
| 1988 |
+10.47%
|
-1.19% |
+3.97%
|
-2.03% |
| 1987 |
+3.06%
|
-7.59% |
+5.46%
|
-5.83% |
| 1986 |
+17.32%
|
-2.63% |
+19.06%
|
-1.00% |
| 1985 |
+23.63%
|
-0.55% |
+24.24%
|
-2.66% |
