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 Simplified Permanent Portfolio obtained a 7.06% compound annual return, with a 6.88% standard deviation, in the last 30 Years.
Summary
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| Bill Bernstein Sheltered Sam 50/50 Portfolio | Simplified Permanent Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Medium | Medium | |
| Asset Allocation | Stocks | 48.5% | 25% |
| Fixed Income | 50% | 50% | |
| Commodities | 1.5% | 25% | |
| 30 Years Stats | Return | +6.97% | +7.06% |
| Std Dev | 7.79% | 6.88% | |
| Max Drawdown | -28.23% | -16.43% | |
| All time Stats (Since Jan 1985) |
Return | +8.47% | +7.84% |
| Std Dev | 7.96% | 6.80% | |
| Max Drawdown | -28.23% | -16.43% | |
| 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 |
| Simplified Permanent Portfolio | +3.26 | +13.23 | +9.28 | +6.15 | +5.12 | +7.06 | +7.84 |
| 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).
Simplified Permanent Portfolio: an investment of 1$, since April 1994, now would be worth 7.74$, with a total return of 674.04% (7.06% annualized).
Simplified Permanent Portfolio: an investment of 1$, since April 1994, now would be worth 7.74$, with a total return of 674.04% (7.06% 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).
Simplified Permanent Portfolio: an investment of 1$, since January 1985, now would be worth 19.36$, with a total return of 1836.20% (7.84% annualized).
Simplified Permanent Portfolio: an investment of 1$, since January 1985, now would be worth 19.36$, with a total return of 1836.20% (7.84% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Bill Bernstein Sheltered Sam 50/50 Portfolio
|
Simplified Permanent 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 | |||||
| -16.43% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 8.65 | |||||
| -15.17% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 7.24 | |||||
| -13.28% | Mar 2008 | Oct 2008 (8) | Aug 2009 (18) | 5.20 | |||||
| -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 | |||||
| -6.69% | Apr 2013 | Jun 2013 (3) | Feb 2014 (11) | 3.22 | |||||
| -6.63% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 2.91 | |||||
| -6.23% | Aug 2016 | Dec 2016 (5) | Jul 2017 (12) | 3.09 | |||||
| -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% | Feb 2015 | Dec 2015 (11) | Mar 2016 (14) | 3.18 | |||||
| -5.09% | Feb 1999 | Aug 1999 (7) | Oct 1999 (9) | 3.00 | |||||
| -4.79% | Apr 2004 | Apr 2004 (1) | Oct 2004 (7) | 3.04 | |||||
| -4.63% | Jul 1998 | Aug 1998 (2) | Sep 1998 (3) | 2.40 | |||||
| -3.81% | Jan 2021 | Mar 2021 (3) | May 2021 (5) | 2.20 | |||||
| -3.81% | Sep 1994 | Nov 1994 (3) | Feb 1995 (6) | 2.13 | |||||
| -3.73% | Dec 1996 | Mar 1997 (4) | May 1997 (6) | 1.90 | |||||
Drawdown comparison chart since January 1985.
Swipe left to see all data
|
Bill Bernstein Sheltered Sam 50/50 Portfolio
|
Simplified Permanent 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 | |||||
| -16.43% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 8.65 | |||||
| -15.17% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 7.24 | |||||
| -13.42% | Sep 1987 | Nov 1987 (3) | Oct 1988 (14) | 6.31 | |||||
| -13.28% | Mar 2008 | Oct 2008 (8) | Aug 2009 (18) | 5.20 | |||||
| -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 | |||||
| -7.88% | Aug 1990 | Sep 1990 (2) | Jan 1991 (6) | 4.79 | |||||
| -7.79% | Jun 2002 | Sep 2002 (4) | May 2003 (12) | 5.18 | |||||
| -6.69% | Apr 2013 | Jun 2013 (3) | Feb 2014 (11) | 3.22 | |||||
| -6.63% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 2.91 | |||||
| -6.23% | Aug 2016 | Dec 2016 (5) | Jul 2017 (12) | 3.09 | |||||
| -5.96% | Feb 1994 | Jun 1994 (5) | Apr 1995 (15) | 3.95 | |||||
| -5.83% | Aug 1987 | Nov 1987 (4) | Oct 1988 (15) | 2.68 | |||||
| -5.67% | Feb 1994 | Jun 1994 (5) | Mar 1995 (14) | 4.01 | |||||
| -5.66% | Jan 1990 | Apr 1990 (4) | Dec 1990 (12) | 2.70 | |||||
| -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% | Feb 2015 | Dec 2015 (11) | Mar 2016 (14) | 3.18 | |||||
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 |
+2.77%
|
-0.56% |
+3.65%
|
-0.04% |
| 2023 |
+9.63%
|
-6.00% |
+11.51%
|
-5.16% |
| 2022 |
-10.08%
|
-15.17% |
-12.67%
|
-16.43% |
| 2021 |
+12.55%
|
-2.18% |
+3.72%
|
-3.81% |
| 2020 |
+7.04%
|
-11.63% |
+16.46%
|
-3.11% |
| 2019 |
+15.24%
|
-2.72% |
+16.15%
|
-0.99% |
| 2018 |
-4.12%
|
-6.63% |
-1.29%
|
-3.68% |
| 2017 |
+9.70%
|
0.00% |
+9.78%
|
-0.96% |
| 2016 |
+8.66%
|
-1.99% |
+5.72%
|
-6.23% |
| 2015 |
-1.51%
|
-5.30% |
-1.82%
|
-5.27% |
| 2014 |
+5.32%
|
-2.47% |
+7.12%
|
-2.59% |
| 2013 |
+11.17%
|
-2.24% |
-1.76%
|
-6.69% |
| 2012 |
+9.72%
|
-3.50% |
+7.59%
|
-1.89% |
| 2011 |
+2.12%
|
-8.99% |
+10.45%
|
-3.69% |
| 2010 |
+10.93%
|
-6.18% |
+16.36%
|
-0.02% |
| 2009 |
+16.09%
|
-12.02% |
+9.94%
|
-4.96% |
| 2008 |
-16.49%
|
-20.24% |
+0.94%
|
-13.28% |
| 2007 |
+5.90%
|
-2.35% |
+14.14%
|
-1.50% |
| 2006 |
+12.64%
|
-1.91% |
+10.82%
|
-2.47% |
| 2005 |
+6.50%
|
-1.80% |
+7.34%
|
-1.60% |
| 2004 |
+11.37%
|
-3.69% |
+6.42%
|
-4.79% |
| 2003 |
+20.88%
|
-1.95% |
+15.31%
|
-2.22% |
| 2002 |
-0.98%
|
-7.79% |
+9.00%
|
-2.60% |
| 2001 |
+1.33%
|
-5.55% |
+0.15%
|
-3.21% |
| 2000 |
+7.28%
|
-2.16% |
+4.63%
|
-2.98% |
| 1999 |
+8.35%
|
-2.52% |
+2.25%
|
-5.09% |
| 1998 |
+8.46%
|
-8.55% |
+12.93%
|
-4.63% |
| 1997 |
+14.60%
|
-2.41% |
+8.38%
|
-2.87% |
| 1996 |
+11.34%
|
-2.06% |
+4.09%
|
-3.64% |
| 1995 |
+21.19%
|
-0.68% |
+21.97%
|
0.00% |
| 1994 |
-1.95%
|
-5.96% |
-4.18%
|
-5.67% |
| 1993 |
+17.86%
|
-1.94% |
+13.56%
|
-1.61% |
| 1992 |
+8.64%
|
-1.26% |
+4.46%
|
-3.11% |
| 1991 |
+23.09%
|
-2.50% |
+15.41%
|
-1.06% |
| 1990 |
-1.30%
|
-7.88% |
+1.55%
|
-5.66% |
| 1989 |
+19.77%
|
-0.79% |
+15.24%
|
-1.52% |
| 1988 |
+13.45%
|
-1.64% |
+3.97%
|
-2.03% |
| 1987 |
+3.26%
|
-13.42% |
+5.46%
|
-5.83% |
| 1986 |
+19.83%
|
-3.33% |
+19.06%
|
-1.00% |
| 1985 |
+26.90%
|
-1.21% |
+24.24%
|
-2.66% |
