Last Update: 30 June 2024
The Bill Bernstein Sheltered Sam 50/50 Portfolio obtained a 7.00% compound annual return, with a 7.81% standard deviation, in the last 30 Years.
The Fulvio Marchese In Saecula Saeculorum Portfolio obtained a 8.03% compound annual return, with a 7.84% standard deviation, in the last 30 Years.
Summary
Swipe left to see all data
| Bill Bernstein Sheltered Sam 50/50 Portfolio | Fulvio Marchese In Saecula Saeculorum Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Medium | High | |
| Asset Allocation | Stocks | 48.5% | 45% |
| Fixed Income | 50% | 45% | |
| Commodities | 1.5% | 10% | |
| 30 Years Stats | Return | +7.00% | +8.03% |
| Std Dev | 7.81% | 7.84% | |
| Max Drawdown | -28.23% | -20.39% | |
| All time Stats (Since Jan 1985) |
Return | +8.43% | +8.80% |
| Std Dev | 7.96% | 7.96% | |
| Max Drawdown | -28.23% | -20.39% | |
| Last Update: 30 June 2024 | |||
Historical Returns as of Jun 30, 2024
Comparison period starts from January 1985
Swipe left to see all data
| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Bill Bernstein Sheltered Sam 50/50 Portfolio | +0.43 | +3.30 | +8.60 | +5.28 | +4.81 | +7.00 | +8.43 |
| Fulvio Marchese In Saecula Saeculorum Portfolio | +1.80 | +6.96 | +13.50 | +7.40 | +6.77 | +8.03 | +8.80 |
| Return over 1 year are annualized. |
Capital Growth as of Jun 30, 2024
Bill Bernstein Sheltered Sam 50/50 Portfolio: an investment of 1$, since July 1994,
now would be worth 7.61$, with a total return of 661.32%
(7.00% annualized).
Fulvio Marchese In Saecula Saeculorum Portfolio: an investment of 1$, since July 1994, now would be worth 10.16$, with a total return of 916.06% (8.03% annualized).
Fulvio Marchese In Saecula Saeculorum Portfolio: an investment of 1$, since July 1994, now would be worth 10.16$, with a total return of 916.06% (8.03% annualized).
Loading data
Please wait
Bill Bernstein Sheltered Sam 50/50 Portfolio: an investment of 1$, since January 1985,
now would be worth 24.44$, with a total return of 2343.63%
(8.43% annualized).
Fulvio Marchese In Saecula Saeculorum Portfolio: an investment of 1$, since January 1985, now would be worth 28.02$, with a total return of 2701.96% (8.80% annualized).
Fulvio Marchese In Saecula Saeculorum Portfolio: an investment of 1$, since January 1985, now would be worth 28.02$, with a total return of 2701.96% (8.80% annualized).
Loading data
Please wait
Drawdowns
Drawdown comparison chart since July 1994.
Loading data
Please wait
Swipe left to see all data
|
Bill Bernstein Sheltered Sam 50/50 Portfolio
|
Fulvio Marchese In Saecula Saeculorum Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -28.23% | Nov 2007 | Feb 2009 (16) | Oct 2010 (36) | 11.60 | |||||
| -20.39% | Nov 2007 | Feb 2009 (16) | Nov 2009 (25) | 9.50 | |||||
| -18.89% | Jan 2022 | Sep 2022 (9) | Feb 2024 (26) | 10.17 | |||||
| -15.17% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 7.24 | |||||
| -11.63% | Jan 2020 | Mar 2020 (3) | Aug 2020 (8) | 5.34 | |||||
| -10.13% | Sep 2000 | Sep 2002 (25) | May 2003 (33) | 6.28 | |||||
| -8.99% | May 2011 | Sep 2011 (5) | Feb 2012 (10) | 3.68 | |||||
| -8.55% | May 1998 | Aug 1998 (4) | Dec 1998 (8) | 3.53 | |||||
| -8.50% | Feb 2020 | Mar 2020 (2) | May 2020 (4) | 4.14 | |||||
| -7.93% | Jul 1998 | Aug 1998 (2) | Nov 1998 (5) | 3.50 | |||||
| -7.79% | Jun 2002 | Sep 2002 (4) | May 2003 (12) | 5.18 | |||||
| -6.63% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 2.91 | |||||
| -5.64% | Sep 2018 | Dec 2018 (4) | Feb 2019 (6) | 2.84 | |||||
| -5.55% | Feb 2001 | Sep 2001 (8) | Mar 2002 (14) | 2.41 | |||||
| -5.30% | Jun 2015 | Jan 2016 (8) | Jun 2016 (13) | 2.96 | |||||
| -4.77% | Jun 2011 | Sep 2011 (4) | Oct 2011 (5) | 2.06 | |||||
| -4.59% | Mar 2015 | Sep 2015 (7) | Mar 2016 (13) | 2.33 | |||||
| -4.42% | Apr 2000 | May 2000 (2) | Aug 2000 (5) | 2.32 | |||||
| -4.00% | May 2010 | Jun 2010 (2) | Sep 2010 (5) | 2.16 | |||||
| -3.81% | Sep 1994 | Nov 1994 (3) | Feb 1995 (6) | 2.13 | |||||
Drawdown comparison chart since January 1985.
Loading data
Please wait
Swipe left to see all data
|
Bill Bernstein Sheltered Sam 50/50 Portfolio
|
Fulvio Marchese In Saecula Saeculorum Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -28.23% | Nov 2007 | Feb 2009 (16) | Oct 2010 (36) | 11.60 | |||||
| -20.39% | Nov 2007 | Feb 2009 (16) | Nov 2009 (25) | 9.50 | |||||
| -18.89% | Jan 2022 | Sep 2022 (9) | Feb 2024 (26) | 10.17 | |||||
| -15.17% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 7.24 | |||||
| -13.51% | Sep 1987 | Nov 1987 (3) | Jan 1989 (17) | 6.24 | |||||
| -13.42% | Sep 1987 | Nov 1987 (3) | Oct 1988 (14) | 6.31 | |||||
| -11.63% | Jan 2020 | Mar 2020 (3) | Aug 2020 (8) | 5.34 | |||||
| -10.13% | Sep 2000 | Sep 2002 (25) | May 2003 (33) | 6.28 | |||||
| -8.99% | May 2011 | Sep 2011 (5) | Feb 2012 (10) | 3.68 | |||||
| -8.55% | May 1998 | Aug 1998 (4) | Dec 1998 (8) | 3.53 | |||||
| -8.50% | Feb 2020 | Mar 2020 (2) | May 2020 (4) | 4.14 | |||||
| -7.93% | Jul 1998 | Aug 1998 (2) | Nov 1998 (5) | 3.50 | |||||
| -7.88% | Aug 1990 | Sep 1990 (2) | Jan 1991 (6) | 4.79 | |||||
| -7.79% | Jun 2002 | Sep 2002 (4) | May 2003 (12) | 5.18 | |||||
| -6.63% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 2.91 | |||||
| -6.19% | Aug 1990 | Oct 1990 (3) | Jan 1991 (6) | 3.73 | |||||
| -5.96% | Feb 1994 | Jun 1994 (5) | Apr 1995 (15) | 3.95 | |||||
| -5.96% | Feb 1994 | Jun 1994 (5) | Feb 1995 (13) | 3.77 | |||||
| -5.64% | Sep 2018 | Dec 2018 (4) | Feb 2019 (6) | 2.84 | |||||
| -5.55% | Feb 2001 | Sep 2001 (8) | Mar 2002 (14) | 2.41 | |||||
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 |
+3.30%
|
-2.60% |
+6.96%
|
-2.83% |
| 2023 |
+9.63%
|
-6.01% |
+15.53%
|
-6.33% |
| 2022 |
-10.08%
|
-15.17% |
-14.97%
|
-18.89% |
| 2021 |
+12.55%
|
-2.18% |
+10.12%
|
-3.03% |
| 2020 |
+7.04%
|
-11.63% |
+15.89%
|
-8.50% |
| 2019 |
+15.24%
|
-2.72% |
+20.14%
|
-2.10% |
| 2018 |
-4.12%
|
-6.63% |
-2.76%
|
-5.64% |
| 2017 |
+9.70%
|
0.00% |
+12.42%
|
-0.04% |
| 2016 |
+8.66%
|
-1.99% |
+7.79%
|
-2.43% |
| 2015 |
-1.51%
|
-5.30% |
-0.75%
|
-4.59% |
| 2014 |
+5.32%
|
-2.47% |
+8.52%
|
-2.04% |
| 2013 |
+11.17%
|
-2.24% |
+10.73%
|
-2.94% |
| 2012 |
+9.72%
|
-3.50% |
+10.41%
|
-2.92% |
| 2011 |
+2.12%
|
-8.99% |
+6.12%
|
-4.77% |
| 2010 |
+10.93%
|
-6.18% |
+14.27%
|
-4.00% |
| 2009 |
+16.09%
|
-12.02% |
+15.39%
|
-9.28% |
| 2008 |
-16.49%
|
-20.24% |
-11.54%
|
-16.70% |
| 2007 |
+5.90%
|
-2.35% |
+8.83%
|
-2.17% |
| 2006 |
+12.64%
|
-1.91% |
+10.84%
|
-2.11% |
| 2005 |
+6.50%
|
-1.80% |
+5.47%
|
-1.69% |
| 2004 |
+11.37%
|
-3.69% |
+7.97%
|
-3.39% |
| 2003 |
+20.88%
|
-1.95% |
+18.47%
|
-1.50% |
| 2002 |
-0.98%
|
-7.79% |
-1.22%
|
-5.96% |
| 2001 |
+1.33%
|
-5.55% |
-1.59%
|
-6.44% |
| 2000 |
+7.28%
|
-2.16% |
+0.64%
|
-5.96% |
| 1999 |
+8.35%
|
-2.52% |
+9.19%
|
-2.99% |
| 1998 |
+8.46%
|
-8.55% |
+15.29%
|
-7.93% |
| 1997 |
+14.60%
|
-2.41% |
+16.19%
|
-2.95% |
| 1996 |
+11.34%
|
-2.06% |
+9.83%
|
-2.50% |
| 1995 |
+21.19%
|
-0.68% |
+25.73%
|
0.00% |
| 1994 |
-1.95%
|
-5.96% |
-2.41%
|
-5.96% |
| 1993 |
+17.86%
|
-1.94% |
+11.66%
|
-1.36% |
| 1992 |
+8.64%
|
-1.26% |
+6.70%
|
-2.12% |
| 1991 |
+23.09%
|
-2.50% |
+21.54%
|
-2.17% |
| 1990 |
-1.30%
|
-7.88% |
+0.53%
|
-6.19% |
| 1989 |
+19.77%
|
-0.79% |
+19.19%
|
-1.49% |
| 1988 |
+13.45%
|
-1.64% |
+9.59%
|
-2.18% |
| 1987 |
+3.26%
|
-13.42% |
+3.95%
|
-13.51% |
| 1986 |
+19.83%
|
-3.33% |
+16.23%
|
-3.74% |
| 1985 |
+26.90%
|
-1.21% |
+25.62%
|
-1.83% |
