Bill Bernstein Sheltered Sam 40/60 vs Gyroscopic Investing Desert Portfolio Comparison

Last Update: 31 March 2024

The Bill Bernstein Sheltered Sam 40/60 Portfolio obtained a 6.42% compound annual return, with a 6.43% 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

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Bill Bernstein Sheltered Sam 40/60 Portfolio Gyroscopic Investing Desert Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 38.8% 30%
Fixed Income 60% 60%
Commodities 1.2% 10%
30 Years Stats Return +6.42% +6.77%
Std Dev 6.43% 5.47%
Max Drawdown -22.05% -14.72%
All time Stats
(Since Jan 1985)		 Return +7.88% +7.75%
Std Dev 6.68% 5.71%
Max Drawdown -22.05% -14.72%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Bill Bernstein Sheltered Sam 40/60 Portfolio +1.75 +9.19 +7.90 +4.84 +4.34 +6.42 +7.88
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 40/60 Portfolio: an investment of 1$, since April 1994, now would be worth 6.46$, with a total return of 546.04% (6.42% 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 40/60 Portfolio: an investment of 1$, since January 1985, now would be worth 19.65$, with a total return of 1865.09% (7.88% 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.

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Bill Bernstein Sheltered Sam 40/60 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
-22.05% Nov 2007 Feb 2009 (16) Mar 2010 (29) 9.27
-14.72% Jan 2022 Sep 2022 (9) Mar 2024 (27) 7.77
-13.86% Jan 2022 Sep 2022 (9) Mar 2024 (27) 6.86
-10.15% Mar 2008 Feb 2009 (12) Sep 2009 (19) 4.82
-8.88% Jan 2020 Mar 2020 (3) Aug 2020 (8) 3.84
-6.70% May 2011 Sep 2011 (5) Jan 2012 (9) 2.68
-6.16% May 1998 Aug 1998 (4) Nov 1998 (7) 2.51
-5.31% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.50
-4.92% Jun 2002 Sep 2002 (4) May 2003 (12) 3.07
-4.76% May 2010 Jun 2010 (2) Sep 2010 (5) 2.76
-4.42% Jul 1998 Aug 1998 (2) Sep 1998 (3) 2.25
-4.40% May 2015 Sep 2015 (5) Jun 2016 (14) 2.37
-3.94% Feb 2001 Mar 2001 (2) Feb 2002 (13) 1.66
-3.56% Jun 2001 Sep 2001 (4) Feb 2002 (9) 1.36
-3.56% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.89
-3.47% Apr 2004 Apr 2004 (1) Sep 2004 (6) 1.80
-3.44% Apr 2004 Apr 2004 (1) Oct 2004 (7) 2.16
-3.36% Sep 1994 Nov 1994 (3) Feb 1995 (6) 1.85
-3.24% Sep 2011 Sep 2011 (1) Oct 2011 (2) 1.87
-3.12% Feb 2001 Mar 2001 (2) May 2001 (4) 1.59

Drawdown comparison chart since January 1985.

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Bill Bernstein Sheltered Sam 40/60 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
-22.05% Nov 2007 Feb 2009 (16) Mar 2010 (29) 9.27
-14.72% Jan 2022 Sep 2022 (9) Mar 2024 (27) 7.77
-13.86% Jan 2022 Sep 2022 (9) Mar 2024 (27) 6.86
-10.59% Sep 1987 Nov 1987 (3) Sep 1988 (13) 4.81
-10.15% Mar 2008 Feb 2009 (12) Sep 2009 (19) 4.82
-8.88% Jan 2020 Mar 2020 (3) Aug 2020 (8) 3.84
-8.49% Sep 1987 Nov 1987 (3) Oct 1988 (14) 3.82
-6.70% May 2011 Sep 2011 (5) Jan 2012 (9) 2.68
-6.25% Aug 1990 Sep 1990 (2) Jan 1991 (6) 3.64
-6.16% May 1998 Aug 1998 (4) Nov 1998 (7) 2.51
-5.82% Feb 1994 Jun 1994 (5) Apr 1995 (15) 3.88
-5.63% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.86
-5.31% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.50
-4.92% Jun 2002 Sep 2002 (4) May 2003 (12) 3.07
-4.76% May 2010 Jun 2010 (2) Sep 2010 (5) 2.76
-4.42% Jul 1998 Aug 1998 (2) Sep 1998 (3) 2.25
-4.40% May 2015 Sep 2015 (5) Jun 2016 (14) 2.37
-4.05% Jan 1990 Apr 1990 (4) May 1990 (5) 2.55
-3.94% Feb 2001 Mar 2001 (2) Feb 2002 (13) 1.66
-3.71% Jan 1990 Apr 1990 (4) May 1990 (5) 2.22

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
+2.25%
 -0.38%
+3.24%
 0.00%
2023
+8.44%
 -5.04%
+11.64%
 -4.01%
2022
-9.58%
 -13.86%
-11.64%
 -14.72%
2021
+10.41%
 -1.84%
+5.76%
 -2.29%
2020
+6.86%
 -8.88%
+12.96%
 -3.56%
2019
+13.26%
 -1.99%
+14.41%
 -0.95%
2018
-3.23%
 -5.31%
-0.94%
 -2.77%
2017
+8.02%
 0.00%
+8.38%
 -0.12%
2016
+7.40%
 -1.39%
+5.39%
 -2.63%
2015
-1.30%
 -4.40%
+0.02%
 -2.57%
2014
+4.59%
 -2.20%
+5.45%
 -1.59%
2013
+8.28%
 -2.44%
+6.10%
 -2.64%
2012
+8.32%
 -2.56%
+6.70%
 -2.16%
2011
+2.93%
 -6.70%
+6.23%
 -3.24%
2010
+9.51%
 -4.76%
+11.95%
 -1.56%
2009
+13.63%
 -9.86%
+10.05%
 -5.76%
2008
-12.39%
 -16.39%
-2.92%
 -8.78%
2007
+6.56%
 -1.57%
+10.64%
 -0.86%
2006
+10.60%
 -1.50%
+8.85%
 -1.61%
2005
+5.58%
 -1.56%
+5.06%
 -1.48%
2004
+9.83%
 -3.47%
+6.34%
 -3.44%
2003
+17.61%
 -1.29%
+12.64%
 -1.46%
2002
+1.50%
 -4.92%
+4.90%
 -2.20%
2001
+2.61%
 -3.56%
+1.31%
 -3.94%
2000
+8.29%
 -1.66%
+4.70%
 -2.78%
1999
+6.55%
 -2.35%
+5.12%
 -2.91%
1998
+8.39%
 -6.16%
+13.26%
 -4.42%
1997
+13.48%
 -2.09%
+12.53%
 -2.44%
1996
+9.71%
 -1.62%
+6.98%
 -2.04%
1995
+20.24%
 -0.33%
+23.10%
 0.00%
1994
-2.11%
 -5.82%
-2.86%
 -5.63%
1993
+16.30%
 -1.70%
+11.81%
 -1.14%
1992
+8.42%
 -1.15%
+6.83%
 -2.19%
1991
+21.34%
 -2.03%
+18.44%
 -1.44%
1990
+0.80%
 -6.25%
+3.54%
 -3.71%
1989
+18.45%
 -0.62%
+16.86%
 -1.08%
1988
+11.96%
 -1.41%
+6.82%
 -1.71%
1987
+3.16%
 -10.59%
+4.17%
 -8.49%
1986
+18.58%
 -2.98%
+15.33%
 -2.55%
1985
+25.27%
 -0.84%
+23.33%
 -1.21%