Bill Bernstein Sheltered Sam 30/70 vs Stocks/Bonds 40/60 Momentum 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 Stocks/Bonds 40/60 Momentum Portfolio obtained a 8.06% compound annual return, with a 7.02% standard deviation, in the last 30 Years.

Summary

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Bill Bernstein Sheltered Sam 30/70 Portfolio Stocks/Bonds 40/60 Momentum Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 29.1% 40%
Fixed Income 70% 60%
Commodities 0.9% 0%
30 Years Stats Return +5.68% +8.06%
Std Dev 5.20% 7.02%
Max Drawdown -16.58% -21.11%
All time Stats
(Since Jan 1985)
Return +7.25% +9.27%
Std Dev 5.50% 7.34%
Max Drawdown -16.58% -21.11%
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
Stocks/Bonds 40/60 Momentum Portfolio +3.33 +11.07 +14.70 +5.25 +6.03 +8.06 +9.27
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).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since March 1994, now would be worth 10.24$, with a total return of 923.96% (8.06% 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).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since January 1985, now would be worth 32.23$, with a total return of 3122.88% (9.27% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Bill Bernstein Sheltered Sam 30/70 Portfolio
Stocks/Bonds 40/60 Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-21.11% Nov 2021 Sep 2022 (11) In progress (28) 14.51
-20.54% Nov 2007 Feb 2009 (16) Apr 2010 (30) 9.31
-16.58% Jun 2008 Feb 2009 (9) Nov 2009 (18) 8.33
-12.55% Jan 2022 Sep 2022 (9) In progress (26) 6.62
-8.48% Feb 2001 Sep 2002 (20) May 2003 (28) 4.78
-7.10% Feb 2020 Mar 2020 (2) May 2020 (4) 3.36
-6.24% Feb 2020 Mar 2020 (2) Jul 2020 (6) 2.82
-5.89% Oct 2018 Dec 2018 (3) Mar 2019 (6) 3.46
-4.37% May 2011 Sep 2011 (5) Jan 2012 (9) 1.55
-4.13% Aug 1998 Aug 1998 (1) Oct 1998 (3) 2.07
-4.01% Jul 1998 Aug 1998 (2) Oct 1998 (4) 1.90
-3.98% Sep 2018 Dec 2018 (4) Mar 2019 (7) 1.92
-3.77% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.07
-3.70% Mar 1994 Jun 1994 (4) Aug 1994 (6) 2.47
-3.62% Jun 2011 Sep 2011 (4) Oct 2011 (5) 1.65
-3.61% Aug 2016 Nov 2016 (4) Feb 2017 (7) 1.91
-3.59% Mar 1994 Jun 1994 (4) Feb 1995 (12) 2.32
-3.54% May 2015 Sep 2015 (5) Apr 2016 (12) 2.07
-3.48% May 2010 Jun 2010 (2) Sep 2010 (5) 1.81
-3.33% Sep 2000 Nov 2000 (3) Jan 2001 (5) 1.92

Drawdown comparison chart since January 1985.

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Bill Bernstein Sheltered Sam 30/70 Portfolio
Stocks/Bonds 40/60 Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-21.11% Nov 2021 Sep 2022 (11) In progress (28) 14.51
-20.54% Nov 2007 Feb 2009 (16) Apr 2010 (30) 9.31
-16.58% Jun 2008 Feb 2009 (9) Nov 2009 (18) 8.33
-13.77% Sep 1987 Nov 1987 (3) Mar 1989 (19) 6.65
-12.55% Jan 2022 Sep 2022 (9) In progress (26) 6.62
-8.48% Feb 2001 Sep 2002 (20) May 2003 (28) 4.78
-7.59% Sep 1987 Nov 1987 (3) Jun 1988 (10) 3.58
-7.10% Feb 2020 Mar 2020 (2) May 2020 (4) 3.36
-6.24% Feb 2020 Mar 2020 (2) Jul 2020 (6) 2.82
-5.91% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.86
-5.89% Oct 2018 Dec 2018 (3) Mar 2019 (6) 3.46
-5.67% Feb 1994 Jun 1994 (5) Apr 1995 (15) 3.82
-5.29% Aug 1990 Sep 1990 (2) Dec 1990 (5) 3.29
-4.64% Aug 1990 Sep 1990 (2) Dec 1990 (5) 2.79
-4.37% Sep 1986 Sep 1986 (1) Nov 1986 (3) 2.27
-4.37% May 2011 Sep 2011 (5) Jan 2012 (9) 1.55
-4.13% Aug 1998 Aug 1998 (1) Oct 1998 (3) 2.07
-4.01% Jul 1998 Aug 1998 (2) Oct 1998 (4) 1.90
-3.98% Sep 2018 Dec 2018 (4) Mar 2019 (7) 1.92
-3.77% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.07

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%
+5.54%
0.00%
2023
+7.25%
-4.05%
+6.91%
-5.18%
2022
-9.07%
-12.55%
-15.17%
-19.48%
2021
+8.27%
-1.49%
+4.23%
-2.38%
2020
+6.68%
-6.24%
+16.57%
-7.10%
2019
+11.29%
-1.23%
+16.20%
-0.81%
2018
-2.35%
-3.98%
-0.73%
-5.89%
2017
+6.35%
0.00%
+17.14%
0.00%
2016
+6.14%
-0.94%
+3.51%
-3.61%
2015
-1.08%
-3.54%
+3.91%
-2.95%
2014
+3.87%
-1.94%
+9.34%
-1.49%
2013
+5.39%
-2.64%
+12.57%
-1.74%
2012
+6.92%
-1.73%
+7.87%
-2.05%
2011
+3.74%
-4.37%
+7.13%
-3.62%
2010
+8.08%
-3.32%
+10.93%
-3.48%
2009
+11.17%
-7.71%
+9.16%
-9.41%
2008
-8.30%
-12.57%
-12.27%
-15.80%
2007
+7.21%
-0.78%
+11.21%
-0.82%
2006
+8.56%
-1.09%
+6.78%
-1.50%
2005
+4.67%
-1.32%
+9.09%
-0.93%
2004
+8.30%
-3.26%
+9.22%
-2.12%
2003
+14.34%
-0.69%
+12.78%
-1.27%
2002
+3.99%
-2.62%
+0.04%
-5.36%
2001
+3.89%
-2.11%
-1.88%
-6.89%
2000
+9.31%
-1.23%
+2.99%
-3.33%
1999
+4.74%
-2.18%
+15.71%
-1.69%
1998
+8.32%
-4.01%
+24.65%
-4.13%
1997
+12.35%
-1.75%
+20.41%
-2.69%
1996
+8.07%
-1.16%
+14.08%
-1.52%
1995
+19.30%
0.00%
+27.84%
0.00%
1994
-2.28%
-5.67%
-2.03%
-5.91%
1993
+14.75%
-1.45%
+11.10%
-0.87%
1992
+8.20%
-1.27%
+6.01%
-2.11%
1991
+19.59%
-1.56%
+23.91%
-1.79%
1990
+2.91%
-4.64%
+5.79%
-5.29%
1989
+17.14%
-0.61%
+25.29%
-1.01%
1988
+10.47%
-1.19%
+7.24%
-2.95%
1987
+3.06%
-7.59%
+1.86%
-13.77%
1986
+17.32%
-2.63%
+18.14%
-4.37%
1985
+23.63%
-0.55%
+26.30%
-0.74%