Bill Bernstein Sheltered Sam 60/40 vs Value Stock Geek Weird 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 Value Stock Geek Weird Portfolio obtained a 8.09% compound annual return, with a 10.84% 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 +7.28% +8.09%
Std Dev 9.24% 10.84%
Max Drawdown -34.12% -32.97%
All time Stats
(Since Jan 1985)
Return +8.99% +9.40%
Std Dev 9.32% 10.45%
Max Drawdown -34.12% -32.97%
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
Value Stock Geek Weird Portfolio +0.80 +4.13 +3.72 +4.75 +5.03 +8.09 +9.40
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).

Value Stock Geek Weird Portfolio: an investment of 1$, since March 1994, now would be worth 10.31$, with a total return of 931.27% (8.09% 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).

Value Stock Geek Weird Portfolio: an investment of 1$, since January 1985, now would be worth 33.78$, with a total return of 3277.72% (9.40% annualized).

Drawdowns

Drawdown comparison chart since March 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 (26) 14.61
-16.48% Jan 2022 Sep 2022 (9) In progress (26) 7.78
-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
-6.52% Mar 1994 Nov 1994 (9) May 1995 (15) 3.72
-6.29% Jun 2015 Jan 2016 (8) Jun 2016 (13) 3.49

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 (26) 14.61
-16.48% Jan 2022 Sep 2022 (9) In progress (26) 7.78
-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.
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Year Return Drawdown Return Drawdown
2024
+0.90%
-0.74%
-2.57%
-3.35%
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%