Bill Bernstein Sheltered Sam 60/40 vs Marc Faber 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 Marc Faber Portfolio obtained a 7.25% compound annual return, with a 9.66% standard deviation, in the last 30 Years.

Summary

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Bill Bernstein Sheltered Sam 60/40 Portfolio Marc Faber Portfolio
Portfolio Risk High High
Asset Allocation Stocks 58.2% 50%
Fixed Income 40% 25%
Commodities 1.8% 25%
30 Years Stats Return +7.28% +7.25%
Std Dev 9.24% 9.66%
Max Drawdown -34.12% -28.82%
All time Stats
(Since Jan 1985)
Return +8.99% +8.22%
Std Dev 9.32% 9.13%
Max Drawdown -34.12% -28.82%
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
Marc Faber Portfolio +1.33 +6.13 +10.11 +6.35 +5.34 +7.25 +8.22
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).

Marc Faber Portfolio: an investment of 1$, since March 1994, now would be worth 8.17$, with a total return of 716.82% (7.25% 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).

Marc Faber Portfolio: an investment of 1$, since January 1985, now would be worth 22.06$, with a total return of 2105.85% (8.22% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Bill Bernstein Sheltered Sam 60/40 Portfolio
Marc Faber 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
-28.82% Jun 2008 Feb 2009 (9) Mar 2010 (22) 15.08
-19.93% Jan 2022 Sep 2022 (9) In progress (26) 10.76
-16.48% Jan 2022 Sep 2022 (9) In progress (26) 7.78
-14.38% Jan 2020 Mar 2020 (3) Nov 2020 (11) 6.07
-11.30% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.97
-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
-10.47% May 1998 Aug 1998 (4) Apr 1999 (12) 4.24
-7.96% Sep 2011 Sep 2011 (1) Jan 2012 (5) 3.66
-7.95% Feb 2001 Sep 2001 (8) Mar 2002 (14) 3.70
-7.94% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.47
-7.74% Feb 2015 Sep 2015 (8) Apr 2016 (15) 4.66
-7.73% Aug 2016 Nov 2016 (4) Jul 2017 (12) 3.60
-7.35% Apr 2004 Apr 2004 (1) Sep 2004 (6) 4.13
-7.32% May 2013 Jun 2013 (2) Feb 2014 (10) 4.24
-6.80% Jun 2002 Oct 2002 (5) May 2003 (12) 3.88
-6.29% Jun 2015 Jan 2016 (8) Jun 2016 (13) 3.49
-5.28% Mar 1994 Nov 1994 (9) May 1995 (15) 2.84

Drawdown comparison chart since January 1985.

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Bill Bernstein Sheltered Sam 60/40 Portfolio
Marc Faber 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
-28.82% Jun 2008 Feb 2009 (9) Mar 2010 (22) 15.08
-19.93% Jan 2022 Sep 2022 (9) In progress (26) 10.76
-16.48% Jan 2022 Sep 2022 (9) In progress (26) 7.78
-16.09% Sep 1987 Nov 1987 (3) Jan 1989 (17) 7.29
-14.38% Jan 2020 Mar 2020 (3) Nov 2020 (11) 6.07
-11.30% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.97
-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
-10.47% May 1998 Aug 1998 (4) Apr 1999 (12) 4.24
-9.53% Aug 1990 Sep 1990 (2) Feb 1991 (7) 5.62
-9.04% Sep 1987 Oct 1987 (2) Jan 1989 (17) 3.76
-8.47% Jan 1990 Oct 1990 (10) Feb 1991 (14) 4.83
-7.96% Sep 2011 Sep 2011 (1) Jan 2012 (5) 3.66
-7.95% Feb 2001 Sep 2001 (8) Mar 2002 (14) 3.70
-7.94% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.47
-7.74% Feb 2015 Sep 2015 (8) Apr 2016 (15) 4.66
-7.73% Aug 2016 Nov 2016 (4) Jul 2017 (12) 3.60
-7.35% Apr 2004 Apr 2004 (1) Sep 2004 (6) 4.13

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%
-0.39%
-1.70%
2023
+10.82%
-6.95%
+12.80%
-6.81%
2022
-10.58%
-16.48%
-14.67%
-19.93%
2021
+14.69%
-2.50%
+12.98%
-3.70%
2020
+7.21%
-14.38%
+11.15%
-11.30%
2019
+17.21%
-3.44%
+20.49%
-0.76%
2018
-5.00%
-7.94%
-4.39%
-5.23%
2017
+11.37%
0.00%
+11.79%
-0.53%
2016
+9.92%
-2.59%
+6.97%
-7.73%
2015
-1.72%
-6.23%
-2.47%
-7.74%
2014
+6.04%
-2.73%
+9.60%
-4.12%
2013
+14.05%
-2.24%
-1.18%
-7.32%
2012
+11.12%
-4.47%
+11.20%
-4.70%
2011
+1.31%
-11.25%
+4.97%
-7.96%
2010
+12.35%
-7.59%
+19.36%
-3.86%
2009
+18.56%
-14.17%
+22.95%
-12.23%
2008
-20.58%
-24.12%
-16.28%
-24.88%
2007
+5.25%
-3.35%
+8.25%
-4.55%
2006
+14.67%
-2.30%
+20.89%
-2.23%
2005
+7.42%
-2.17%
+11.20%
-3.43%
2004
+12.90%
-3.90%
+13.91%
-7.35%
2003
+24.15%
-2.61%
+23.98%
-1.74%
2002
-3.47%
-10.65%
+4.97%
-6.80%
2001
+0.06%
-7.95%
+1.95%
-4.37%
2000
+6.26%
-3.25%
+4.65%
-3.12%
1999
+10.16%
-2.69%
+7.25%
-3.69%
1998
+8.53%
-10.89%
+2.17%
-10.47%
1997
+15.72%
-2.73%
+5.23%
-3.45%
1996
+12.97%
-2.50%
+12.19%
-0.80%
1995
+22.13%
-1.03%
+13.03%
-1.18%
1994
-1.78%
-6.11%
-3.18%
-6.45%
1993
+19.41%
-2.18%
+19.45%
-2.71%
1992
+8.86%
-1.38%
+3.34%
-3.05%
1991
+24.84%
-2.94%
+19.75%
-1.89%
1990
-3.41%
-9.53%
-4.94%
-8.47%
1989
+21.08%
-1.37%
+13.95%
-0.81%
1988
+14.93%
-1.85%
+7.03%
-1.66%
1987
+3.35%
-16.09%
+6.79%
-9.04%
1986
+21.08%
-3.67%
+21.19%
-0.55%
1985
+28.54%
-1.57%
+21.48%
-1.50%