Bill Bernstein Sheltered Sam 60/40 vs Burton Malkiel Late Sixties and Beyond 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 Burton Malkiel Late Sixties and Beyond Portfolio obtained a 8.20% compound annual return, with a 11.68% standard deviation, in the last 30 Years.

Summary

Swipe left to see all data
Bill Bernstein Sheltered Sam 60/40 Portfolio Burton Malkiel Late Sixties and Beyond Portfolio
Portfolio Risk High High
Asset Allocation Stocks 58.2% 71%
Fixed Income 40% 29%
Commodities 1.8% 0%
30 Years Stats Return +7.28% +8.20%
Std Dev 9.24% 11.68%
Max Drawdown -34.12% -41.80%
All time Stats
(Since Jan 1985)
Return +8.99% +9.78%
Std Dev 9.32% 11.64%
Max Drawdown -34.12% -41.80%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

Swipe left to see all data
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
Burton Malkiel Late Sixties and Beyond Portfolio +2.56 +7.85 +13.56 +6.84 +6.62 +8.20 +9.78
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).

Burton Malkiel Late Sixties and Beyond Portfolio: an investment of 1$, since March 1994, now would be worth 10.62$, with a total return of 962.39% (8.20% 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).

Burton Malkiel Late Sixties and Beyond Portfolio: an investment of 1$, since January 1985, now would be worth 38.68$, with a total return of 3767.53% (9.78% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

Swipe left to see all data
Bill Bernstein Sheltered Sam 60/40 Portfolio
Burton Malkiel Late Sixties and Beyond Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-41.80% Nov 2007 Feb 2009 (16) Dec 2010 (38) 18.91
-34.12% Nov 2007 Feb 2009 (16) Dec 2010 (38) 14.61
-22.44% Jan 2022 Sep 2022 (9) In progress (26) 12.14
-16.82% Jan 2020 Mar 2020 (3) Aug 2020 (8) 7.53
-16.48% Jan 2022 Sep 2022 (9) In progress (26) 7.78
-16.48% May 1998 Aug 1998 (4) Apr 1999 (12) 6.57
-14.38% Jan 2020 Mar 2020 (3) Nov 2020 (11) 6.07
-13.38% May 2011 Sep 2011 (5) Feb 2012 (10) 5.60
-12.20% May 2002 Sep 2002 (5) May 2003 (13) 8.08
-11.25% May 2011 Sep 2011 (5) Feb 2012 (10) 4.82
-10.89% May 1998 Aug 1998 (4) Dec 1998 (8) 4.73
-10.65% Jun 2002 Sep 2002 (4) Jun 2003 (13) 7.06
-9.27% Feb 2001 Sep 2001 (8) Feb 2002 (13) 3.95
-8.08% Feb 2018 Dec 2018 (11) Feb 2019 (13) 3.63
-7.95% Feb 2001 Sep 2001 (8) Mar 2002 (14) 3.70
-7.94% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.47
-7.72% Mar 2015 Sep 2015 (7) Jun 2016 (16) 3.95
-7.04% Apr 2004 Apr 2004 (1) Oct 2004 (7) 3.88
-6.29% Jun 2015 Jan 2016 (8) Jun 2016 (13) 3.49
-6.12% Sep 2000 Nov 2000 (3) Jan 2001 (5) 3.15

Drawdown comparison chart since January 1985.

Swipe left to see all data
Bill Bernstein Sheltered Sam 60/40 Portfolio
Burton Malkiel Late Sixties and Beyond Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-41.80% Nov 2007 Feb 2009 (16) Dec 2010 (38) 18.91
-34.12% Nov 2007 Feb 2009 (16) Dec 2010 (38) 14.61
-22.44% Jan 2022 Sep 2022 (9) In progress (26) 12.14
-19.08% Sep 1987 Nov 1987 (3) Jan 1989 (17) 9.05
-16.82% Jan 2020 Mar 2020 (3) Aug 2020 (8) 7.53
-16.48% Jan 2022 Sep 2022 (9) In progress (26) 7.78
-16.48% May 1998 Aug 1998 (4) Apr 1999 (12) 6.57
-16.09% Sep 1987 Nov 1987 (3) Jan 1989 (17) 7.29
-14.38% Jan 2020 Mar 2020 (3) Nov 2020 (11) 6.07
-13.63% Aug 1990 Sep 1990 (2) Feb 1991 (7) 7.86
-13.38% May 2011 Sep 2011 (5) Feb 2012 (10) 5.60
-12.20% May 2002 Sep 2002 (5) May 2003 (13) 8.08
-11.25% May 2011 Sep 2011 (5) Feb 2012 (10) 4.82
-10.89% May 1998 Aug 1998 (4) Dec 1998 (8) 4.73
-10.65% Jun 2002 Sep 2002 (4) Jun 2003 (13) 7.06
-9.53% Aug 1990 Sep 1990 (2) Feb 1991 (7) 5.62
-9.27% Feb 2001 Sep 2001 (8) Feb 2002 (13) 3.95
-8.08% Feb 2018 Dec 2018 (11) Feb 2019 (13) 3.63
-7.95% Feb 2001 Sep 2001 (8) Mar 2002 (14) 3.70
-7.94% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.47

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
+0.90%
-0.74%
+1.58%
-0.95%
2023
+10.82%
-6.95%
+14.40%
-8.53%
2022
-10.58%
-16.48%
-16.23%
-22.44%
2021
+14.69%
-2.50%
+15.40%
-3.79%
2020
+7.21%
-14.38%
+10.03%
-16.82%
2019
+17.21%
-3.44%
+22.55%
-3.12%
2018
-5.00%
-7.94%
-5.90%
-8.08%
2017
+11.37%
0.00%
+16.49%
0.00%
2016
+9.92%
-2.59%
+8.48%
-3.07%
2015
-1.72%
-6.23%
-1.63%
-7.72%
2014
+6.04%
-2.73%
+9.01%
-3.10%
2013
+14.05%
-2.24%
+12.49%
-4.03%
2012
+11.12%
-4.47%
+14.20%
-5.09%
2011
+1.31%
-11.25%
+1.01%
-13.38%
2010
+12.35%
-7.59%
+14.47%
-8.21%
2009
+18.56%
-14.17%
+25.30%
-17.05%
2008
-20.58%
-24.12%
-26.02%
-31.57%
2007
+5.25%
-3.35%
+5.18%
-5.15%
2006
+14.67%
-2.30%
+20.06%
-2.71%
2005
+7.42%
-2.17%
+9.86%
-2.99%
2004
+12.90%
-3.90%
+14.78%
-7.04%
2003
+24.15%
-2.61%
+29.73%
-0.86%
2002
-3.47%
-10.65%
-5.70%
-12.20%
2001
+0.06%
-7.95%
+5.85%
-9.27%
2000
+6.26%
-3.25%
+2.46%
-6.12%
1999
+10.16%
-2.69%
+12.48%
-4.06%
1998
+8.53%
-10.89%
+5.92%
-16.48%
1997
+15.72%
-2.73%
+15.13%
-4.83%
1996
+12.97%
-2.50%
+18.95%
-2.65%
1995
+22.13%
-1.03%
+20.20%
-1.35%
1994
-1.78%
-6.11%
-3.17%
-7.20%
1993
+19.41%
-2.18%
+23.51%
-2.85%
1992
+8.86%
-1.38%
+4.84%
-2.71%
1991
+24.84%
-2.94%
+33.86%
-3.74%
1990
-3.41%
-9.53%
-5.42%
-13.63%
1989
+21.08%
-1.37%
+26.07%
-1.94%
1988
+14.93%
-1.85%
+16.73%
-2.39%
1987
+3.35%
-16.09%
-0.94%
-19.08%
1986
+21.08%
-3.67%
+18.93%
-4.58%
1985
+28.54%
-1.57%
+27.52%
-2.25%