Bill Bernstein Sheltered Sam 40/60 vs Zefiro SCF Zefiro Portfolio Comparison

Last Update: 29 February 2024

The Bill Bernstein Sheltered Sam 40/60 Portfolio obtained a 6.24% compound annual return, with a 6.46% standard deviation, in the last 30 Years.

The Zefiro SCF Zefiro Portfolio obtained a 6.62% compound annual return, with a 7.46% standard deviation, in the last 30 Years.

Summary

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Bill Bernstein Sheltered Sam 40/60 Portfolio Zefiro SCF Zefiro Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 38.8% 20%
Fixed Income 60% 50%
Commodities 1.2% 30%
30 Years Stats Return +6.24% +6.62%
Std Dev 6.46% 7.46%
Max Drawdown -22.05% -20.61%
All time Stats
(Since Jan 1985)
Return +7.85% +7.90%
Std Dev 6.68% 7.24%
Max Drawdown -22.05% -20.61%
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 40/60 Portfolio +0.87 +4.80 +7.29 +4.63 +4.19 +6.24 +7.85
Zefiro SCF Zefiro Portfolio +0.52 +3.69 +7.73 +5.94 +3.74 +6.62 +7.90
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Bill Bernstein Sheltered Sam 40/60 Portfolio: an investment of 1$, since March 1994, now would be worth 6.14$, with a total return of 514.47% (6.24% annualized).

Zefiro SCF Zefiro Portfolio: an investment of 1$, since March 1994, now would be worth 6.85$, with a total return of 584.67% (6.62% annualized).

Bill Bernstein Sheltered Sam 40/60 Portfolio: an investment of 1$, since January 1985, now would be worth 19.31$, with a total return of 1831.32% (7.85% annualized).

Zefiro SCF Zefiro Portfolio: an investment of 1$, since January 1985, now would be worth 19.68$, with a total return of 1867.51% (7.90% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Bill Bernstein Sheltered Sam 40/60 Portfolio
Zefiro SCF Zefiro 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
-20.61% Jul 2008 Feb 2009 (8) Aug 2010 (26) 10.91
-15.09% Apr 2022 Sep 2022 (6) In progress (23) 8.73
-13.86% Jan 2022 Sep 2022 (9) In progress (26) 6.98
-11.32% Sep 2014 Dec 2015 (16) Aug 2017 (36) 5.25
-8.88% Jan 2020 Mar 2020 (3) Aug 2020 (8) 3.84
-7.24% Oct 2012 Jun 2013 (9) Apr 2014 (19) 3.17
-6.70% May 2011 Sep 2011 (5) Jan 2012 (9) 2.68
-6.38% Feb 2020 Mar 2020 (2) Jun 2020 (5) 2.87
-6.16% May 1998 Aug 1998 (4) Nov 1998 (7) 2.51
-5.38% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.85
-5.32% Apr 2004 Apr 2004 (1) Sep 2004 (6) 3.29
-5.31% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.50
-5.09% May 1998 Aug 1998 (4) Nov 1998 (7) 1.99
-4.92% Jun 2002 Sep 2002 (4) May 2003 (12) 3.07
-4.76% May 2010 Jun 2010 (2) Sep 2010 (5) 2.76
-4.49% Jun 2003 Jul 2003 (2) Sep 2003 (4) 2.22
-4.40% May 2015 Sep 2015 (5) Jun 2016 (14) 2.37
-4.38% Mar 1994 Nov 1994 (9) Feb 1995 (12) 2.66
-4.21% Dec 1996 Mar 1997 (4) May 1997 (6) 2.07

Drawdown comparison chart since January 1985.

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Bill Bernstein Sheltered Sam 40/60 Portfolio
Zefiro SCF Zefiro 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
-20.61% Jul 2008 Feb 2009 (8) Aug 2010 (26) 10.91
-15.09% Apr 2022 Sep 2022 (6) In progress (23) 8.73
-13.86% Jan 2022 Sep 2022 (9) In progress (26) 6.98
-11.32% Sep 2014 Dec 2015 (16) Aug 2017 (36) 5.25
-10.59% Sep 1987 Nov 1987 (3) Sep 1988 (13) 4.81
-8.88% Jan 2020 Mar 2020 (3) Aug 2020 (8) 3.84
-7.24% Oct 2012 Jun 2013 (9) Apr 2014 (19) 3.17
-6.78% Feb 1994 Nov 1994 (10) Apr 1995 (15) 4.44
-6.70% May 2011 Sep 2011 (5) Jan 2012 (9) 2.68
-6.38% Feb 2020 Mar 2020 (2) Jun 2020 (5) 2.87
-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
-5.38% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.85
-5.32% Apr 2004 Apr 2004 (1) Sep 2004 (6) 3.29
-5.31% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.50
-5.20% Jan 1990 Apr 1990 (4) Jul 1990 (7) 2.66
-5.09% May 1998 Aug 1998 (4) Nov 1998 (7) 1.99
-4.92% Jun 2002 Sep 2002 (4) May 2003 (12) 3.07

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
+0.49%
-0.38%
+0.84%
0.00%
2023
+8.44%
-5.04%
+7.77%
-5.88%
2022
-9.58%
-13.86%
-10.59%
-15.09%
2021
+10.41%
-1.84%
+11.11%
-1.77%
2020
+6.86%
-8.88%
+11.22%
-6.38%
2019
+13.26%
-1.99%
+16.48%
-0.84%
2018
-3.23%
-5.31%
-4.16%
-5.38%
2017
+8.02%
0.00%
+9.46%
-0.77%
2016
+7.40%
-1.39%
+6.93%
-4.62%
2015
-1.30%
-4.40%
-7.52%
-9.67%
2014
+4.59%
-2.20%
+3.77%
-4.11%
2013
+8.28%
-2.44%
-3.05%
-6.81%
2012
+8.32%
-2.56%
+6.64%
-1.98%
2011
+2.93%
-6.70%
+11.91%
-2.72%
2010
+9.51%
-4.76%
+12.60%
-2.07%
2009
+13.63%
-9.86%
+9.39%
-8.41%
2008
-12.39%
-16.39%
-6.72%
-20.31%
2007
+6.56%
-1.57%
+16.02%
-1.07%
2006
+10.60%
-1.50%
+6.29%
-2.32%
2005
+5.58%
-1.56%
+9.47%
-2.72%
2004
+9.83%
-3.47%
+9.93%
-5.32%
2003
+17.61%
-1.29%
+16.33%
-4.49%
2002
+1.50%
-4.92%
+14.45%
-1.32%
2001
+2.61%
-3.56%
-3.73%
-3.79%
2000
+8.29%
-1.66%
+13.78%
-1.72%
1999
+6.55%
-2.35%
+7.95%
-3.17%
1998
+8.39%
-6.16%
+4.56%
-5.09%
1997
+13.48%
-2.09%
+7.47%
-3.09%
1996
+9.71%
-1.62%
+8.74%
-1.81%
1995
+20.24%
-0.33%
+23.28%
0.00%
1994
-2.11%
-5.82%
-2.84%
-6.78%
1993
+16.30%
-1.70%
+11.01%
-1.88%
1992
+8.42%
-1.15%
+5.73%
-2.04%
1991
+21.34%
-2.03%
+13.34%
-1.31%
1990
+0.80%
-6.25%
+6.29%
-5.20%
1989
+18.45%
-0.62%
+19.26%
-0.76%
1988
+11.96%
-1.41%
+9.15%
-1.72%
1987
+3.16%
-10.59%
+7.11%
-4.72%
1986
+18.58%
-2.98%
+17.76%
-2.27%
1985
+25.27%
-0.84%
+23.85%
-2.73%