Last Update: 30 June 2024
The Bill Bernstein Sheltered Sam 60/40 Portfolio obtained a 7.52% compound annual return, with a 9.24% standard deviation, in the last 30 Years.
The Value Stock Geek Weird Portfolio obtained a 8.38% compound annual return, with a 10.87% standard deviation, in the last 30 Years.
Summary
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| Bill Bernstein Sheltered Sam 60/40 Portfolio | Value Stock Geek Weird Portfolio | ||
|---|---|---|---|
| Portfolio Risk | High | Very High | |
| Asset Allocation | Stocks | 58.2% | 60% |
| Fixed Income | 40% | 20% | |
| Commodities | 1.8% | 20% | |
| 30 Years Stats | Return | +7.52% | +8.38% |
| Std Dev | 9.24% | 10.87% | |
| Max Drawdown | -34.12% | -32.97% | |
| All time Stats (Since Jan 1985) |
Return | +8.99% | +9.39% |
| Std Dev | 9.31% | 10.46% | |
| Max Drawdown | -34.12% | -32.97% | |
| Last Update: 30 June 2024 | |||
Historical Returns as of Jun 30, 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 | +0.39 | +3.77 | +9.60 | +6.07 | +5.49 | +7.52 | +8.99 |
| Value Stock Geek Weird Portfolio | -0.51 | -0.04 | +5.78 | +4.35 | +4.92 | +8.38 | +9.39 |
| Return over 1 year are annualized. |
Capital Growth as of Jun 30, 2024
Bill Bernstein Sheltered Sam 60/40 Portfolio: an investment of 1$, since July 1994,
now would be worth 8.81$, with a total return of 780.75%
(7.52% annualized).
Value Stock Geek Weird Portfolio: an investment of 1$, since July 1994, now would be worth 11.18$, with a total return of 1018.28% (8.38% annualized).
Value Stock Geek Weird Portfolio: an investment of 1$, since July 1994, now would be worth 11.18$, with a total return of 1018.28% (8.38% annualized).
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Bill Bernstein Sheltered Sam 60/40 Portfolio: an investment of 1$, since January 1985,
now would be worth 29.93$, with a total return of 2892.71%
(8.99% annualized).
Value Stock Geek Weird Portfolio: an investment of 1$, since January 1985, now would be worth 34.66$, with a total return of 3365.63% (9.39% annualized).
Value Stock Geek Weird Portfolio: an investment of 1$, since January 1985, now would be worth 34.66$, with a total return of 3365.63% (9.39% annualized).
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Drawdowns
Drawdown comparison chart since July 1994.
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|
Bill Bernstein Sheltered Sam 60/40 Portfolio
|
Value Stock Geek Weird 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 | |||||
| -32.97% | Nov 2007 | Feb 2009 (16) | Mar 2010 (29) | 15.03 | |||||
| -24.18% | Jan 2022 | Sep 2022 (9) | In progress (30) | 14.07 | |||||
| -16.48% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 7.64 | |||||
| -14.38% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 6.07 | |||||
| -13.36% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 6.31 | |||||
| -13.23% | Apr 1998 | Aug 1998 (5) | Jun 2000 (27) | 6.30 | |||||
| -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 | |||||
| -8.66% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 4.24 | |||||
| -8.65% | Jun 2002 | Oct 2002 (5) | May 2003 (12) | 5.09 | |||||
| -7.95% | Feb 2001 | Sep 2001 (8) | Mar 2002 (14) | 3.70 | |||||
| -7.94% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 3.47 | |||||
| -7.32% | Apr 2004 | Apr 2004 (1) | Sep 2004 (6) | 4.11 | |||||
| -7.20% | Feb 2015 | Sep 2015 (8) | Mar 2016 (14) | 4.13 | |||||
| -6.89% | May 2013 | Jun 2013 (2) | Oct 2013 (6) | 3.77 | |||||
| -6.58% | Aug 2016 | Nov 2016 (4) | Apr 2017 (9) | 3.39 | |||||
| -6.29% | Jun 2015 | Jan 2016 (8) | Jun 2016 (13) | 3.49 | |||||
| -5.96% | May 2011 | Sep 2011 (5) | Oct 2011 (6) | 2.45 | |||||
Drawdown comparison chart since January 1985.
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|
Bill Bernstein Sheltered Sam 60/40 Portfolio
|
Value Stock Geek Weird 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 | |||||
| -32.97% | Nov 2007 | Feb 2009 (16) | Mar 2010 (29) | 15.03 | |||||
| -24.18% | Jan 2022 | Sep 2022 (9) | In progress (30) | 14.07 | |||||
| -16.48% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 7.64 | |||||
| -16.24% | Dec 1989 | Oct 1990 (11) | May 1991 (18) | 7.74 | |||||
| -16.09% | Sep 1987 | Nov 1987 (3) | Jan 1989 (17) | 7.29 | |||||
| -14.38% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 6.07 | |||||
| -13.36% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 6.31 | |||||
| -13.23% | Apr 1998 | Aug 1998 (5) | Jun 2000 (27) | 6.30 | |||||
| -12.71% | Sep 1987 | Nov 1987 (3) | Oct 1988 (14) | 5.92 | |||||
| -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 | |||||
| -8.66% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 4.24 | |||||
| -8.65% | Jun 2002 | Oct 2002 (5) | May 2003 (12) | 5.09 | |||||
| -7.95% | Feb 2001 | Sep 2001 (8) | Mar 2002 (14) | 3.70 | |||||
| -7.94% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 3.47 | |||||
| -7.57% | Feb 1994 | Nov 1994 (10) | May 1995 (16) | 4.53 | |||||
| -7.32% | Apr 2004 | Apr 2004 (1) | Sep 2004 (6) | 4.11 | |||||
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.
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| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+3.77%
|
-2.92% |
-0.04%
|
-4.13% |
| 2023 |
+10.82%
|
-6.95% |
+10.94%
|
-12.66% |
| 2022 |
-10.58%
|
-16.48% |
-18.17%
|
-24.18% |
| 2021 |
+14.69%
|
-2.50% |
+14.49%
|
-3.51% |
| 2020 |
+7.21%
|
-14.38% |
+10.52%
|
-13.36% |
| 2019 |
+17.21%
|
-3.44% |
+21.93%
|
-1.68% |
| 2018 |
-5.00%
|
-7.94% |
-8.01%
|
-8.66% |
| 2017 |
+11.37%
|
0.00% |
+14.20%
|
-0.31% |
| 2016 |
+9.92%
|
-2.59% |
+10.34%
|
-6.58% |
| 2015 |
-1.72%
|
-6.23% |
-1.57%
|
-7.20% |
| 2014 |
+6.04%
|
-2.73% |
+11.39%
|
-5.08% |
| 2013 |
+14.05%
|
-2.24% |
+5.71%
|
-6.89% |
| 2012 |
+11.12%
|
-4.47% |
+13.28%
|
-4.45% |
| 2011 |
+1.31%
|
-11.25% |
+7.07%
|
-5.96% |
| 2010 |
+12.35%
|
-7.59% |
+22.57%
|
-4.90% |
| 2009 |
+18.56%
|
-14.17% |
+19.50%
|
-17.34% |
| 2008 |
-20.58%
|
-24.12% |
-15.22%
|
-24.57% |
| 2007 |
+5.25%
|
-3.35% |
+4.32%
|
-4.58% |
| 2006 |
+14.67%
|
-2.30% |
+21.26%
|
-3.05% |
| 2005 |
+7.42%
|
-2.17% |
+13.51%
|
-2.30% |
| 2004 |
+12.90%
|
-3.90% |
+20.31%
|
-7.32% |
| 2003 |
+24.15%
|
-2.61% |
+32.68%
|
-1.93% |
| 2002 |
-3.47%
|
-10.65% |
+7.55%
|
-8.65% |
| 2001 |
+0.06%
|
-7.95% |
+4.90%
|
-4.41% |
| 2000 |
+6.26%
|
-3.25% |
+11.88%
|
-2.51% |
| 1999 |
+10.16%
|
-2.69% |
+2.11%
|
-4.11% |
| 1998 |
+8.53%
|
-10.89% |
-0.30%
|
-13.23% |
| 1997 |
+15.72%
|
-2.73% |
+4.80%
|
-3.83% |
| 1996 |
+12.97%
|
-2.50% |
+10.07%
|
-2.17% |
| 1995 |
+22.13%
|
-1.03% |
+14.94%
|
-1.53% |
| 1994 |
-1.78%
|
-6.11% |
-4.11%
|
-7.57% |
| 1993 |
+19.41%
|
-2.18% |
+21.05%
|
-2.35% |
| 1992 |
+8.86%
|
-1.38% |
+10.23%
|
-2.71% |
| 1991 |
+24.84%
|
-2.94% |
+18.76%
|
-2.61% |
| 1990 |
-3.41%
|
-9.53% |
-10.86%
|
-16.22% |
| 1989 |
+21.08%
|
-1.37% |
+13.23%
|
-1.43% |
| 1988 |
+14.93%
|
-1.85% |
+12.98%
|
-1.18% |
| 1987 |
+3.35%
|
-16.09% |
+8.44%
|
-12.71% |
| 1986 |
+21.08%
|
-3.67% |
+28.08%
|
-2.01% |
| 1985 |
+28.54%
|
-1.57% |
+30.14%
|
-1.95% |
