Bill Bernstein Sheltered Sam 50/50 vs Fulvio Marchese In Saecula Saeculorum Portfolio Comparison

Last Update: 31 March 2024

The Bill Bernstein Sheltered Sam 50/50 Portfolio obtained a 6.97% compound annual return, with a 7.79% standard deviation, in the last 30 Years.

The Fulvio Marchese In Saecula Saeculorum Portfolio obtained a 7.92% compound annual return, with a 7.80% 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 +6.97% +7.92%
Std Dev 7.79% 7.80%
Max Drawdown -28.23% -20.39%
All time Stats
(Since Jan 1985)
Return +8.47% +8.80%
Std Dev 7.96% 7.95%
Max Drawdown -28.23% -20.39%
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 50/50 Portfolio +2.07 +10.64 +9.51 +5.67 +5.07 +6.97 +8.47
Fulvio Marchese In Saecula Saeculorum Portfolio +2.60 +14.97 +14.48 +7.88 +6.91 +7.92 +8.80
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Bill Bernstein Sheltered Sam 50/50 Portfolio: an investment of 1$, since April 1994, now would be worth 7.55$, with a total return of 655.26% (6.97% annualized).

Fulvio Marchese In Saecula Saeculorum Portfolio: an investment of 1$, since April 1994, now would be worth 9.84$, with a total return of 884.02% (7.92% annualized).

Bill Bernstein Sheltered Sam 50/50 Portfolio: an investment of 1$, since January 1985, now would be worth 24.31$, with a total return of 2331.21% (8.47% annualized).

Fulvio Marchese In Saecula Saeculorum Portfolio: an investment of 1$, since January 1985, now would be worth 27.43$, with a total return of 2642.77% (8.80% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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.

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.
Swipe left to see all data
Year Return Drawdown Return Drawdown
2024
+2.77%
-0.56%
+4.70%
0.00%
2023
+9.63%
-6.00%
+15.53%
-6.32%
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%