Bill Bernstein Sheltered Sam 50/50 vs Davide Pisicchio PISI 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 Davide Pisicchio PISI Portfolio obtained a 7.20% compound annual return, with a 6.45% standard deviation, in the last 30 Years.

Summary

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Bill Bernstein Sheltered Sam 50/50 Portfolio Davide Pisicchio PISI Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 48.5% 30%
Fixed Income 50% 60%
Commodities 1.5% 10%
30 Years Stats Return +6.97% +7.20%
Std Dev 7.79% 6.45%
Max Drawdown -28.23% -18.36%
All time Stats
(Since Jan 1985)
Return +8.47% +8.25%
Std Dev 7.96% 6.77%
Max Drawdown -28.23% -18.36%
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 50/50 Portfolio +2.07 +10.64 +9.51 +5.67 +5.07 +6.97 +8.47
Davide Pisicchio PISI Portfolio +2.28 +12.31 +9.21 +5.34 +5.18 +7.20 +8.25
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).

Davide Pisicchio PISI Portfolio: an investment of 1$, since April 1994, now would be worth 8.05$, with a total return of 704.56% (7.20% 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).

Davide Pisicchio PISI Portfolio: an investment of 1$, since January 1985, now would be worth 22.49$, with a total return of 2149.08% (8.25% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Bill Bernstein Sheltered Sam 50/50 Portfolio
Davide Pisicchio PISI 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
-18.36% Jan 2022 Sep 2022 (9) In progress (27) 10.74
-15.17% Jan 2022 Sep 2022 (9) Mar 2024 (27) 7.24
-11.84% Mar 2008 Oct 2008 (8) Aug 2009 (18) 5.28
-11.63% Jan 2020 Mar 2020 (3) Aug 2020 (8) 5.34
-8.99% May 2011 Sep 2011 (5) Feb 2012 (10) 3.68
-8.55% May 1998 Aug 1998 (4) Dec 1998 (8) 3.53
-7.79% Jun 2002 Sep 2002 (4) May 2003 (12) 5.18
-6.63% Sep 2018 Dec 2018 (4) Apr 2019 (8) 2.91
-5.55% Feb 2001 Sep 2001 (8) Mar 2002 (14) 2.41
-5.30% Jun 2015 Jan 2016 (8) Jun 2016 (13) 2.96
-4.45% May 2013 Jun 2013 (2) Oct 2013 (6) 2.44
-4.39% Aug 2016 Nov 2016 (4) Apr 2017 (9) 2.26
-4.30% Jul 1998 Aug 1998 (2) Sep 1998 (3) 2.20
-4.06% Apr 2004 Apr 2004 (1) Oct 2004 (7) 2.54
-3.81% Sep 1994 Nov 1994 (3) Feb 1995 (6) 2.13
-3.71% Feb 1999 Aug 1999 (7) Nov 1999 (10) 2.35
-3.69% Apr 2004 Apr 2004 (1) Sep 2004 (6) 1.89
-3.50% Apr 2012 May 2012 (2) Aug 2012 (5) 1.53
-3.41% Feb 2001 Mar 2001 (2) Oct 2001 (9) 1.85

Drawdown comparison chart since January 1985.

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Bill Bernstein Sheltered Sam 50/50 Portfolio
Davide Pisicchio PISI 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
-18.36% Jan 2022 Sep 2022 (9) In progress (27) 10.74
-15.17% Jan 2022 Sep 2022 (9) Mar 2024 (27) 7.24
-13.42% Sep 1987 Nov 1987 (3) Oct 1988 (14) 6.31
-11.84% Mar 2008 Oct 2008 (8) Aug 2009 (18) 5.28
-11.63% Jan 2020 Mar 2020 (3) Aug 2020 (8) 5.34
-8.99% May 2011 Sep 2011 (5) Feb 2012 (10) 3.68
-8.72% Sep 1987 Nov 1987 (3) Sep 1988 (13) 3.83
-8.55% May 1998 Aug 1998 (4) Dec 1998 (8) 3.53
-7.88% Aug 1990 Sep 1990 (2) Jan 1991 (6) 4.79
-7.79% Jun 2002 Sep 2002 (4) May 2003 (12) 5.18
-6.99% Feb 1994 Jun 1994 (5) Mar 1995 (14) 4.83
-6.63% Sep 2018 Dec 2018 (4) Apr 2019 (8) 2.91
-5.96% Feb 1994 Jun 1994 (5) Apr 1995 (15) 3.95
-5.55% Feb 2001 Sep 2001 (8) Mar 2002 (14) 2.41
-5.30% Jun 2015 Jan 2016 (8) Jun 2016 (13) 2.96
-5.27% Jan 1990 Apr 1990 (4) Jul 1990 (7) 2.72
-4.75% Jan 1990 Apr 1990 (4) Jun 1990 (6) 2.76
-4.45% May 2013 Jun 2013 (2) Oct 2013 (6) 2.44
-4.39% Aug 2016 Nov 2016 (4) Apr 2017 (9) 2.26

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
+2.77%
-0.56%
+2.89%
0.00%
2023
+9.63%
-6.00%
+11.85%
-6.30%
2022
-10.08%
-15.17%
-15.32%
-18.36%
2021
+12.55%
-2.18%
+5.44%
-2.73%
2020
+7.04%
-11.63%
+14.89%
-3.27%
2019
+15.24%
-2.72%
+16.74%
-0.45%
2018
-4.12%
-6.63%
-1.64%
-3.17%
2017
+9.70%
0.00%
+9.63%
-0.31%
2016
+8.66%
-1.99%
+5.77%
-4.39%
2015
-1.51%
-5.30%
-0.33%
-3.27%
2014
+5.32%
-2.47%
+8.90%
-1.94%
2013
+11.17%
-2.24%
+3.96%
-4.45%
2012
+9.72%
-3.50%
+8.48%
-1.19%
2011
+2.12%
-8.99%
+10.04%
-2.16%
2010
+10.93%
-6.18%
+13.77%
-0.81%
2009
+16.09%
-12.02%
+8.62%
-7.60%
2008
-16.49%
-20.24%
-1.41%
-11.84%
2007
+5.90%
-2.35%
+10.22%
-1.06%
2006
+12.64%
-1.91%
+8.64%
-1.66%
2005
+6.50%
-1.80%
+5.11%
-1.64%
2004
+11.37%
-3.69%
+6.93%
-4.06%
2003
+20.88%
-1.95%
+14.77%
-2.33%
2002
-0.98%
-7.79%
+5.17%
-2.10%
2001
+1.33%
-5.55%
+0.43%
-3.41%
2000
+7.28%
-2.16%
+5.99%
-3.34%
1999
+8.35%
-2.52%
+3.16%
-3.71%
1998
+8.46%
-8.55%
+15.05%
-4.30%
1997
+14.60%
-2.41%
+14.04%
-2.79%
1996
+11.34%
-2.06%
+6.11%
-3.11%
1995
+21.19%
-0.68%
+25.75%
0.00%
1994
-1.95%
-5.96%
-4.28%
-6.99%
1993
+17.86%
-1.94%
+12.70%
-1.83%
1992
+8.64%
-1.26%
+6.47%
-2.97%
1991
+23.09%
-2.50%
+20.24%
-1.61%
1990
-1.30%
-7.88%
+2.41%
-5.27%
1989
+19.77%
-0.79%
+18.47%
-1.50%
1988
+13.45%
-1.64%
+8.03%
-2.27%
1987
+3.26%
-13.42%
+2.16%
-8.72%
1986
+19.83%
-3.33%
+18.59%
-3.19%
1985
+26.90%
-1.21%
+27.30%
-2.04%