Bill Bernstein Sheltered Sam 60/40 vs Stocks/Bonds 40/60 Momentum 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 Stocks/Bonds 40/60 Momentum Portfolio obtained a 8.06% compound annual return, with a 7.02% standard deviation, in the last 30 Years.

Summary

Swipe left to see all data
Bill Bernstein Sheltered Sam 60/40 Portfolio Stocks/Bonds 40/60 Momentum Portfolio
Portfolio Risk High Medium
Asset Allocation Stocks 58.2% 40%
Fixed Income 40% 60%
Commodities 1.8% 0%
30 Years Stats Return +7.28% +8.06%
Std Dev 9.24% 7.02%
Max Drawdown -34.12% -21.11%
All time Stats
(Since Jan 1985)
Return +8.99% +9.27%
Std Dev 9.32% 7.34%
Max Drawdown -34.12% -21.11%
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
Stocks/Bonds 40/60 Momentum Portfolio +3.33 +11.07 +14.70 +5.25 +6.03 +8.06 +9.27
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).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since March 1994, now would be worth 10.24$, with a total return of 923.96% (8.06% 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).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since January 1985, now would be worth 32.23$, with a total return of 3122.88% (9.27% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

Swipe left to see all data
Bill Bernstein Sheltered Sam 60/40 Portfolio
Stocks/Bonds 40/60 Momentum 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
-21.11% Nov 2021 Sep 2022 (11) In progress (28) 14.51
-20.54% Nov 2007 Feb 2009 (16) Apr 2010 (30) 9.31
-16.48% Jan 2022 Sep 2022 (9) In progress (26) 7.78
-14.38% Jan 2020 Mar 2020 (3) Nov 2020 (11) 6.07
-11.25% 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
-8.48% Feb 2001 Sep 2002 (20) May 2003 (28) 4.78
-7.95% Feb 2001 Sep 2001 (8) Mar 2002 (14) 3.70
-7.94% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.47
-7.10% Feb 2020 Mar 2020 (2) May 2020 (4) 3.36
-6.29% Jun 2015 Jan 2016 (8) Jun 2016 (13) 3.49
-5.89% Oct 2018 Dec 2018 (3) Mar 2019 (6) 3.46
-4.47% Apr 2012 May 2012 (2) Aug 2012 (5) 2.00
-4.24% Sep 1994 Nov 1994 (3) Mar 1995 (7) 2.26
-4.13% Aug 1998 Aug 1998 (1) Oct 1998 (3) 2.07
-3.90% Apr 2004 Apr 2004 (1) Sep 2004 (6) 1.99
-3.84% Mar 1994 Jun 1994 (4) Aug 1994 (6) 2.60
-3.77% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.07

Drawdown comparison chart since January 1985.

Swipe left to see all data
Bill Bernstein Sheltered Sam 60/40 Portfolio
Stocks/Bonds 40/60 Momentum 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
-21.11% Nov 2021 Sep 2022 (11) In progress (28) 14.51
-20.54% Nov 2007 Feb 2009 (16) Apr 2010 (30) 9.31
-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
-13.77% Sep 1987 Nov 1987 (3) Mar 1989 (19) 6.65
-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
-8.48% Feb 2001 Sep 2002 (20) May 2003 (28) 4.78
-7.95% Feb 2001 Sep 2001 (8) Mar 2002 (14) 3.70
-7.94% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.47
-7.10% Feb 2020 Mar 2020 (2) May 2020 (4) 3.36
-6.29% Jun 2015 Jan 2016 (8) Jun 2016 (13) 3.49
-6.11% Feb 1994 Jun 1994 (5) Apr 1995 (15) 4.02
-5.91% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.86
-5.89% Oct 2018 Dec 2018 (3) Mar 2019 (6) 3.46
-5.45% Jan 1990 Apr 1990 (4) Jul 1990 (7) 2.97

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%
+5.54%
0.00%
2023
+10.82%
-6.95%
+6.91%
-5.18%
2022
-10.58%
-16.48%
-15.17%
-19.48%
2021
+14.69%
-2.50%
+4.23%
-2.38%
2020
+7.21%
-14.38%
+16.57%
-7.10%
2019
+17.21%
-3.44%
+16.20%
-0.81%
2018
-5.00%
-7.94%
-0.73%
-5.89%
2017
+11.37%
0.00%
+17.14%
0.00%
2016
+9.92%
-2.59%
+3.51%
-3.61%
2015
-1.72%
-6.23%
+3.91%
-2.95%
2014
+6.04%
-2.73%
+9.34%
-1.49%
2013
+14.05%
-2.24%
+12.57%
-1.74%
2012
+11.12%
-4.47%
+7.87%
-2.05%
2011
+1.31%
-11.25%
+7.13%
-3.62%
2010
+12.35%
-7.59%
+10.93%
-3.48%
2009
+18.56%
-14.17%
+9.16%
-9.41%
2008
-20.58%
-24.12%
-12.27%
-15.80%
2007
+5.25%
-3.35%
+11.21%
-0.82%
2006
+14.67%
-2.30%
+6.78%
-1.50%
2005
+7.42%
-2.17%
+9.09%
-0.93%
2004
+12.90%
-3.90%
+9.22%
-2.12%
2003
+24.15%
-2.61%
+12.78%
-1.27%
2002
-3.47%
-10.65%
+0.04%
-5.36%
2001
+0.06%
-7.95%
-1.88%
-6.89%
2000
+6.26%
-3.25%
+2.99%
-3.33%
1999
+10.16%
-2.69%
+15.71%
-1.69%
1998
+8.53%
-10.89%
+24.65%
-4.13%
1997
+15.72%
-2.73%
+20.41%
-2.69%
1996
+12.97%
-2.50%
+14.08%
-1.52%
1995
+22.13%
-1.03%
+27.84%
0.00%
1994
-1.78%
-6.11%
-2.03%
-5.91%
1993
+19.41%
-2.18%
+11.10%
-0.87%
1992
+8.86%
-1.38%
+6.01%
-2.11%
1991
+24.84%
-2.94%
+23.91%
-1.79%
1990
-3.41%
-9.53%
+5.79%
-5.29%
1989
+21.08%
-1.37%
+25.29%
-1.01%
1988
+14.93%
-1.85%
+7.24%
-2.95%
1987
+3.35%
-16.09%
+1.86%
-13.77%
1986
+21.08%
-3.67%
+18.14%
-4.37%
1985
+28.54%
-1.57%
+26.30%
-0.74%