Bill Bernstein Sheltered Sam 60/40 vs Bill Schultheis Coffeehouse Portfolio Comparison

Last Update: 29 February 2024

The Bill Bernstein Sheltered Sam 60/40 Portfolio obtained a 7.28% compound annual return, with a 9.24% standard deviation, in the last 30 Years.

The Bill Schultheis Coffeehouse Portfolio obtained a 7.50% compound annual return, with a 9.72% standard deviation, in the last 30 Years.

Summary

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Bill Bernstein Sheltered Sam 60/40 Portfolio Bill Schultheis Coffeehouse Portfolio
Portfolio Risk High High
Asset Allocation Stocks 58.2% 60%
Fixed Income 40% 40%
Commodities 1.8% 0%
30 Years Stats Return +7.28% +7.50%
Std Dev 9.24% 9.72%
Max Drawdown -34.12% -33.93%
All time Stats
(Since Jan 1985)
Return +8.99% +8.99%
Std Dev 9.32% 9.64%
Max Drawdown -34.12% -33.93%
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 60/40 Portfolio +1.65 +6.11 +9.32 +6.10 +5.60 +7.28 +8.99
Bill Schultheis Coffeehouse Portfolio +1.38 +6.04 +8.27 +5.44 +5.70 +7.50 +8.99
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Bill Bernstein Sheltered Sam 60/40 Portfolio: an investment of 1$, since March 1994, now would be worth 8.24$, with a total return of 723.50% (7.28% annualized).

Bill Schultheis Coffeehouse Portfolio: an investment of 1$, since March 1994, now would be worth 8.76$, with a total return of 776.15% (7.50% annualized).

Bill Bernstein Sheltered Sam 60/40 Portfolio: an investment of 1$, since January 1985, now would be worth 29.10$, with a total return of 2809.93% (8.99% annualized).

Bill Schultheis Coffeehouse Portfolio: an investment of 1$, since January 1985, now would be worth 29.18$, with a total return of 2817.56% (8.99% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Bill Bernstein Sheltered Sam 60/40 Portfolio
Bill Schultheis Coffeehouse Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-34.12% Nov 2007 Feb 2009 (16) Dec 2010 (38) 14.61
-33.93% Nov 2007 Feb 2009 (16) Oct 2010 (36) 14.65
-19.65% Jan 2022 Sep 2022 (9) In progress (26) 10.92
-16.48% Jan 2022 Sep 2022 (9) In progress (26) 7.78
-15.36% Jan 2020 Mar 2020 (3) Nov 2020 (11) 6.30
-14.38% Jan 2020 Mar 2020 (3) Nov 2020 (11) 6.07
-11.30% May 2002 Sep 2002 (5) Jun 2003 (14) 7.44
-11.25% May 2011 Sep 2011 (5) Feb 2012 (10) 4.82
-10.89% May 1998 Aug 1998 (4) Dec 1998 (8) 4.73
-10.79% May 1998 Aug 1998 (4) Dec 1998 (8) 4.86
-10.66% May 2011 Sep 2011 (5) Jan 2012 (9) 4.54
-10.65% Jun 2002 Sep 2002 (4) Jun 2003 (13) 7.06
-9.00% Sep 2018 Dec 2018 (4) Apr 2019 (8) 4.08
-7.95% Feb 2001 Sep 2001 (8) Mar 2002 (14) 3.70
-7.94% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.47
-6.90% Feb 2001 Sep 2001 (8) Mar 2002 (14) 2.98
-6.29% Jun 2015 Jan 2016 (8) Jun 2016 (13) 3.49
-5.61% Apr 2015 Sep 2015 (6) Apr 2016 (13) 3.06
-4.47% Mar 1994 Nov 1994 (9) Mar 1995 (13) 2.58
-4.47% Apr 2012 May 2012 (2) Aug 2012 (5) 2.00

Drawdown comparison chart since January 1985.

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Bill Bernstein Sheltered Sam 60/40 Portfolio
Bill Schultheis Coffeehouse Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-34.12% Nov 2007 Feb 2009 (16) Dec 2010 (38) 14.61
-33.93% Nov 2007 Feb 2009 (16) Oct 2010 (36) 14.65
-19.65% Jan 2022 Sep 2022 (9) In progress (26) 10.92
-16.48% Jan 2022 Sep 2022 (9) In progress (26) 7.78
-16.09% Sep 1987 Nov 1987 (3) Jan 1989 (17) 7.29
-15.68% Sep 1987 Nov 1987 (3) Oct 1988 (14) 7.31
-15.36% Jan 2020 Mar 2020 (3) Nov 2020 (11) 6.30
-14.38% Jan 2020 Mar 2020 (3) Nov 2020 (11) 6.07
-11.30% May 2002 Sep 2002 (5) Jun 2003 (14) 7.44
-11.25% May 2011 Sep 2011 (5) Feb 2012 (10) 4.82
-10.89% May 1998 Aug 1998 (4) Dec 1998 (8) 4.73
-10.79% May 1998 Aug 1998 (4) Dec 1998 (8) 4.86
-10.73% Jan 1990 Sep 1990 (9) Feb 1991 (14) 5.41
-10.66% May 2011 Sep 2011 (5) Jan 2012 (9) 4.54
-10.65% Jun 2002 Sep 2002 (4) Jun 2003 (13) 7.06
-9.53% Aug 1990 Sep 1990 (2) Feb 1991 (7) 5.62
-9.00% Sep 2018 Dec 2018 (4) Apr 2019 (8) 4.08
-7.95% Feb 2001 Sep 2001 (8) Mar 2002 (14) 3.70
-7.94% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.47
-6.90% Feb 2001 Sep 2001 (8) Mar 2002 (14) 2.98

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
+0.90%
-0.74%
-0.05%
-1.41%
2023
+10.82%
-6.95%
+11.65%
-9.20%
2022
-10.58%
-16.48%
-14.38%
-19.65%
2021
+14.69%
-2.50%
+15.24%
-2.68%
2020
+7.21%
-14.38%
+7.45%
-15.36%
2019
+17.21%
-3.44%
+18.99%
-3.17%
2018
-5.00%
-7.94%
-5.19%
-9.00%
2017
+11.37%
0.00%
+11.02%
-0.14%
2016
+9.92%
-2.59%
+11.04%
-2.64%
2015
-1.72%
-6.23%
-0.91%
-5.61%
2014
+6.04%
-2.73%
+8.90%
-2.75%
2013
+14.05%
-2.24%
+15.45%
-2.56%
2012
+11.12%
-4.47%
+11.51%
-3.93%
2011
+1.31%
-11.25%
+2.80%
-10.66%
2010
+12.35%
-7.59%
+14.67%
-7.05%
2009
+18.56%
-14.17%
+17.77%
-15.43%
2008
-20.58%
-24.12%
-18.65%
-23.09%
2007
+5.25%
-3.35%
+2.67%
-4.24%
2006
+14.67%
-2.30%
+15.13%
-2.29%
2005
+7.42%
-2.17%
+6.39%
-2.22%
2004
+12.90%
-3.90%
+13.96%
-4.05%
2003
+24.15%
-2.61%
+23.09%
-2.53%
2002
-3.47%
-10.65%
-4.97%
-11.30%
2001
+0.06%
-7.95%
+2.01%
-6.90%
2000
+6.26%
-3.25%
+7.25%
-3.83%
1999
+10.16%
-2.69%
+8.30%
-3.23%
1998
+8.53%
-10.89%
+7.16%
-10.79%
1997
+15.72%
-2.73%
+17.88%
-2.22%
1996
+12.97%
-2.50%
+13.71%
-2.62%
1995
+22.13%
-1.03%
+22.24%
-1.06%
1994
-1.78%
-6.11%
-0.93%
-5.85%
1993
+19.41%
-2.18%
+15.63%
-2.89%
1992
+8.86%
-1.38%
+9.77%
-1.73%
1991
+24.84%
-2.94%
+24.84%
-2.96%
1990
-3.41%
-9.53%
-5.30%
-10.73%
1989
+21.08%
-1.37%
+17.31%
-1.45%
1988
+14.93%
-1.85%
+15.77%
-1.69%
1987
+3.35%
-16.09%
+2.99%
-15.68%
1986
+21.08%
-3.67%
+20.45%
-3.64%
1985
+28.54%
-1.57%
+29.40%
-1.69%