Last Update: 31 March 2024
The Bill Bernstein Sheltered Sam 70/30 Portfolio obtained a 8.00% compound annual return, with a 10.68% standard deviation, in the last 30 Years.
The Scott Burns Couch Potato Portfolio obtained a 8.26% compound annual return, with a 8.70% standard deviation, in the last 30 Years.
Summary
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| Bill Bernstein Sheltered Sam 70/30 Portfolio | Scott Burns Couch Potato Portfolio | ||
|---|---|---|---|
| Portfolio Risk | High | Medium | |
| Asset Allocation | Stocks | 67.9% | 50% |
| Fixed Income | 30% | 50% | |
| Commodities | 2.1% | 0% | |
| 30 Years Stats | Return | +8.00% | +8.26% |
| Std Dev | 10.68% | 8.70% | |
| Max Drawdown | -39.73% | -27.04% | |
| All time Stats (Since Jan 1985) |
Return | +9.57% | +9.36% |
| Std Dev | 10.70% | 9.08% | |
| Max Drawdown | -39.73% | -27.04% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1985
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| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Bill Bernstein Sheltered Sam 70/30 Portfolio | +2.70 | +13.55 | +12.78 | +7.30 | +6.50 | +8.00 | +9.57 |
| Scott Burns Couch Potato Portfolio | +1.81 | +13.73 | +13.97 | +8.20 | +7.16 | +8.26 | +9.36 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Bill Bernstein Sheltered Sam 70/30 Portfolio: an investment of 1$, since April 1994,
now would be worth 10.07$, with a total return of 907.16%
(8.00% annualized).
Scott Burns Couch Potato Portfolio: an investment of 1$, since April 1994, now would be worth 10.83$, with a total return of 982.67% (8.26% annualized).
Scott Burns Couch Potato Portfolio: an investment of 1$, since April 1994, now would be worth 10.83$, with a total return of 982.67% (8.26% annualized).
Bill Bernstein Sheltered Sam 70/30 Portfolio: an investment of 1$, since January 1985,
now would be worth 36.16$, with a total return of 3515.74%
(9.57% annualized).
Scott Burns Couch Potato Portfolio: an investment of 1$, since January 1985, now would be worth 33.47$, with a total return of 3246.91% (9.36% annualized).
Scott Burns Couch Potato Portfolio: an investment of 1$, since January 1985, now would be worth 33.47$, with a total return of 3246.91% (9.36% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Bill Bernstein Sheltered Sam 70/30 Portfolio
|
Scott Burns Couch Potato Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -39.73% | Nov 2007 | Feb 2009 (16) | Jan 2011 (39) | 17.81 | |||||
| -27.04% | Nov 2007 | Feb 2009 (16) | Apr 2010 (30) | 11.90 | |||||
| -19.77% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 10.69 | |||||
| -17.80% | Jan 2022 | Sep 2022 (9) | Feb 2024 (26) | 8.19 | |||||
| -17.14% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 7.51 | |||||
| -13.73% | Feb 2001 | Sep 2002 (20) | Jul 2003 (30) | 7.20 | |||||
| -13.47% | May 2011 | Sep 2011 (5) | Mar 2012 (11) | 5.71 | |||||
| -13.19% | May 1998 | Aug 1998 (4) | Jan 1999 (9) | 5.63 | |||||
| -10.72% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 4.92 | |||||
| -10.30% | Sep 2000 | Sep 2002 (25) | May 2003 (33) | 5.99 | |||||
| -9.24% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 4.03 | |||||
| -8.06% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 3.64 | |||||
| -8.06% | Jul 1998 | Aug 1998 (2) | Nov 1998 (5) | 3.72 | |||||
| -7.28% | Jun 2015 | Jan 2016 (8) | Jun 2016 (13) | 4.02 | |||||
| -6.25% | May 2011 | Sep 2011 (5) | Dec 2011 (8) | 2.31 | |||||
| -6.09% | May 2010 | Jun 2010 (2) | Sep 2010 (5) | 3.68 | |||||
| -5.47% | Mar 2015 | Sep 2015 (7) | Apr 2016 (14) | 2.66 | |||||
| -5.42% | Apr 2012 | May 2012 (2) | Aug 2012 (5) | 2.48 | |||||
| -4.68% | Sep 1994 | Nov 1994 (3) | Mar 1995 (7) | 2.55 | |||||
| -4.60% | Apr 2000 | May 2000 (2) | Aug 2000 (5) | 2.40 | |||||
Drawdown comparison chart since January 1985.
Swipe left to see all data
|
Bill Bernstein Sheltered Sam 70/30 Portfolio
|
Scott Burns Couch Potato Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -39.73% | Nov 2007 | Feb 2009 (16) | Jan 2011 (39) | 17.81 | |||||
| -27.04% | Nov 2007 | Feb 2009 (16) | Apr 2010 (30) | 11.90 | |||||
| -19.77% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 10.69 | |||||
| -18.62% | Sep 1987 | Nov 1987 (3) | Jan 1989 (17) | 8.81 | |||||
| -17.80% | Jan 2022 | Sep 2022 (9) | Feb 2024 (26) | 8.19 | |||||
| -17.14% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 7.51 | |||||
| -16.03% | Sep 1987 | Nov 1987 (3) | Jan 1989 (17) | 7.17 | |||||
| -13.73% | Feb 2001 | Sep 2002 (20) | Jul 2003 (30) | 7.20 | |||||
| -13.47% | May 2011 | Sep 2011 (5) | Mar 2012 (11) | 5.71 | |||||
| -13.19% | May 1998 | Aug 1998 (4) | Jan 1999 (9) | 5.63 | |||||
| -11.32% | Jan 1990 | Sep 1990 (9) | Feb 1991 (14) | 5.61 | |||||
| -10.72% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 4.92 | |||||
| -10.30% | Sep 2000 | Sep 2002 (25) | May 2003 (33) | 5.99 | |||||
| -9.24% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 4.03 | |||||
| -8.78% | Feb 1994 | Jun 1994 (5) | Mar 1995 (14) | 5.58 | |||||
| -8.06% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 3.64 | |||||
| -8.06% | Jul 1998 | Aug 1998 (2) | Nov 1998 (5) | 3.72 | |||||
| -7.58% | Aug 1990 | Sep 1990 (2) | Jan 1991 (6) | 4.62 | |||||
| -7.28% | Jun 2015 | Jan 2016 (8) | Jun 2016 (13) | 4.02 | |||||
| -6.31% | Feb 1994 | Mar 1994 (2) | Apr 1995 (15) | 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 |
+3.83%
|
-0.91% |
+4.74%
|
0.00% |
| 2023 |
+12.01%
|
-7.88% |
+14.66%
|
-6.50% |
| 2022 |
-11.08%
|
-17.80% |
-16.31%
|
-19.77% |
| 2021 |
+16.83%
|
-2.82% |
+15.67%
|
-2.76% |
| 2020 |
+7.39%
|
-17.14% |
+15.93%
|
-10.72% |
| 2019 |
+19.18%
|
-4.14% |
+19.51%
|
-2.63% |
| 2018 |
-5.89%
|
-9.24% |
-3.32%
|
-8.06% |
| 2017 |
+13.05%
|
-0.08% |
+12.07%
|
0.00% |
| 2016 |
+11.18%
|
-3.19% |
+8.75%
|
-2.08% |
| 2015 |
-1.94%
|
-7.16% |
-0.70%
|
-5.47% |
| 2014 |
+6.76%
|
-2.99% |
+8.07%
|
-2.34% |
| 2013 |
+16.94%
|
-2.46% |
+12.48%
|
-3.18% |
| 2012 |
+12.52%
|
-5.42% |
+11.42%
|
-2.32% |
| 2011 |
+0.50%
|
-13.47% |
+7.12%
|
-6.25% |
| 2010 |
+13.77%
|
-8.97% |
+11.78%
|
-6.09% |
| 2009 |
+21.02%
|
-16.33% |
+18.92%
|
-9.98% |
| 2008 |
-24.68%
|
-28.02% |
-18.47%
|
-22.29% |
| 2007 |
+4.59%
|
-4.37% |
+8.64%
|
-1.70% |
| 2006 |
+16.71%
|
-2.69% |
+7.99%
|
-1.54% |
| 2005 |
+8.34%
|
-2.72% |
+4.40%
|
-1.83% |
| 2004 |
+14.43%
|
-4.11% |
+10.53%
|
-3.54% |
| 2003 |
+27.42%
|
-3.27% |
+19.38%
|
-1.09% |
| 2002 |
-5.96%
|
-13.51% |
-1.93%
|
-6.44% |
| 2001 |
-1.22%
|
-10.33% |
-1.68%
|
-8.57% |
| 2000 |
+5.24%
|
-4.34% |
+3.54%
|
-5.60% |
| 1999 |
+11.96%
|
-3.00% |
+9.67%
|
-3.30% |
| 1998 |
+8.60%
|
-13.19% |
+16.26%
|
-8.06% |
| 1997 |
+16.84%
|
-3.17% |
+21.85%
|
-3.41% |
| 1996 |
+14.61%
|
-3.02% |
+11.14%
|
-2.76% |
| 1995 |
+23.07%
|
-1.38% |
+29.40%
|
0.00% |
| 1994 |
-1.61%
|
-6.31% |
-3.21%
|
-8.78% |
| 1993 |
+20.97%
|
-2.41% |
+13.19%
|
-1.53% |
| 1992 |
+9.07%
|
-1.49% |
+8.92%
|
-2.25% |
| 1991 |
+26.59%
|
-3.38% |
+25.50%
|
-2.55% |
| 1990 |
-5.51%
|
-11.32% |
+1.06%
|
-7.58% |
| 1989 |
+22.39%
|
-1.95% |
+21.95%
|
-1.62% |
| 1988 |
+16.42%
|
-2.07% |
+11.91%
|
-2.50% |
| 1987 |
+3.45%
|
-18.62% |
+1.19%
|
-16.03% |
| 1986 |
+22.33%
|
-3.99% |
+16.48%
|
-5.55% |
| 1985 |
+30.18%
|
-1.92% |
+28.66%
|
-1.87% |
