Last Update: 31 March 2024
The Emerging Markets Stocks Portfolio obtained a 5.08% compound annual return, with a 22.37% standard deviation, in the last 30 Years.
The Bill Bernstein Sheltered Sam 100/0 Portfolio obtained a 9.33% compound annual return, with a 15.28% standard deviation, in the last 30 Years.
Summary
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| Emerging Markets Stocks Portfolio | Bill Bernstein Sheltered Sam 100/0 Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | Very High | |
| Asset Allocation | Stocks | 100% | 97% |
| Fixed Income | 0% | 0% | |
| Commodities | 0% | 3% | |
| 30 Years Stats | Return | +5.08% | +9.33% |
| Std Dev | 22.37% | 15.28% | |
| Max Drawdown | -60.44% | -54.91% | |
| All time Stats (Since Jan 1976) |
Return | +7.45% | +12.13% |
| Std Dev | 24.02% | 14.84% | |
| Max Drawdown | -60.44% | -54.91% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1976
Swipe left to see all data
| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Emerging Markets Stocks Portfolio | +2.73 | +10.33 | +6.95 | +1.43 | +2.24 | +5.08 | +7.45 |
| Bill Bernstein Sheltered Sam 100/0 Portfolio | +3.64 | +17.94 | +17.73 | +9.69 | +8.58 | +9.33 | +12.13 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Emerging Markets Stocks Portfolio: an investment of 1$, since April 1994,
now would be worth 4.42$, with a total return of 341.65%
(5.08% annualized).
Bill Bernstein Sheltered Sam 100/0 Portfolio: an investment of 1$, since April 1994, now would be worth 14.54$, with a total return of 1354.42% (9.33% annualized).
Bill Bernstein Sheltered Sam 100/0 Portfolio: an investment of 1$, since April 1994, now would be worth 14.54$, with a total return of 1354.42% (9.33% annualized).
Emerging Markets Stocks Portfolio: an investment of 1$, since January 1976,
now would be worth 32.10$, with a total return of 3109.71%
(7.45% annualized).
Bill Bernstein Sheltered Sam 100/0 Portfolio: an investment of 1$, since January 1976, now would be worth 251.13$, with a total return of 25013.30% (12.13% annualized).
Bill Bernstein Sheltered Sam 100/0 Portfolio: an investment of 1$, since January 1976, now would be worth 251.13$, with a total return of 25013.30% (12.13% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Emerging Markets Stocks Portfolio
|
Bill Bernstein Sheltered Sam 100/0 Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -60.44% | Nov 2007 | Feb 2009 (16) | Oct 2017 (120) | 23.73 | |||||
| -54.91% | Nov 2007 | Feb 2009 (16) | Dec 2012 (62) | 23.19 | |||||
| -53.99% | Aug 1997 | Aug 1998 (13) | Jan 2004 (78) | 29.43 | |||||
| -36.52% | Jul 2021 | Oct 2022 (16) | In progress (33) | 22.74 | |||||
| -29.69% | Feb 2018 | Mar 2020 (26) | Nov 2020 (34) | 15.17 | |||||
| -27.16% | Sep 1994 | Mar 1995 (7) | Jan 1997 (29) | 14.80 | |||||
| -25.69% | Feb 2001 | Sep 2002 (20) | Oct 2003 (33) | 13.89 | |||||
| -25.40% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 11.92 | |||||
| -21.73% | Jan 2022 | Sep 2022 (9) | Dec 2023 (24) | 9.87 | |||||
| -19.86% | May 1998 | Aug 1998 (4) | Apr 1999 (12) | 8.09 | |||||
| -13.05% | Sep 2018 | Dec 2018 (4) | Jul 2019 (11) | 5.28 | |||||
| -11.25% | Apr 2004 | Jul 2004 (4) | Oct 2004 (7) | 7.34 | |||||
| -11.14% | May 2006 | May 2006 (1) | Nov 2006 (7) | 7.49 | |||||
| -10.21% | Jun 2015 | Feb 2016 (9) | Jul 2016 (14) | 5.42 | |||||
| -9.06% | Mar 2005 | Apr 2005 (2) | Jul 2005 (5) | 5.61 | |||||
| -7.66% | Sep 2000 | Nov 2000 (3) | Jan 2001 (5) | 3.55 | |||||
| -6.34% | Oct 2005 | Oct 2005 (1) | Dec 2005 (3) | 3.20 | |||||
| -6.09% | Jun 2007 | Jul 2007 (2) | Oct 2007 (5) | 3.28 | |||||
| -5.95% | Sep 1994 | Nov 1994 (3) | Mar 1995 (7) | 3.49 | |||||
| -5.22% | Feb 2018 | Mar 2018 (2) | Jul 2018 (6) | 3.54 | |||||
Drawdown comparison chart since January 1976.
Swipe left to see all data
|
Emerging Markets Stocks Portfolio
|
Bill Bernstein Sheltered Sam 100/0 Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -60.44% | Nov 2007 | Feb 2009 (16) | Oct 2017 (120) | 23.73 | |||||
| -55.33% | Mar 1987 | Dec 1987 (10) | Sep 1989 (31) | 35.10 | |||||
| -55.05% | Dec 1980 | Jul 1982 (20) | May 1986 (66) | 33.21 | |||||
| -54.91% | Nov 2007 | Feb 2009 (16) | Dec 2012 (62) | 23.19 | |||||
| -54.22% | Feb 1994 | Aug 1998 (55) | Jan 2004 (120) | 26.65 | |||||
| -36.52% | Jul 2021 | Oct 2022 (16) | In progress (33) | 22.74 | |||||
| -34.47% | Aug 1990 | Sep 1990 (2) | Feb 1991 (7) | 19.05 | |||||
| -29.69% | Feb 2018 | Mar 2020 (26) | Nov 2020 (34) | 15.17 | |||||
| -25.69% | Feb 2001 | Sep 2002 (20) | Oct 2003 (33) | 13.89 | |||||
| -25.44% | Sep 1987 | Nov 1987 (3) | Jan 1989 (17) | 13.08 | |||||
| -25.40% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 11.92 | |||||
| -23.01% | Jun 1992 | Dec 1992 (7) | Apr 1993 (11) | 13.98 | |||||
| -21.73% | Jan 2022 | Sep 2022 (9) | Dec 2023 (24) | 9.87 | |||||
| -19.86% | May 1998 | Aug 1998 (4) | Apr 1999 (12) | 8.09 | |||||
| -17.87% | Jan 1990 | Sep 1990 (9) | Mar 1991 (15) | 9.07 | |||||
| -14.00% | Jul 1981 | Jul 1982 (13) | Oct 1982 (16) | 7.40 | |||||
| -13.68% | Feb 1980 | Mar 1980 (2) | Nov 1980 (10) | 6.61 | |||||
| -13.05% | Sep 2018 | Dec 2018 (4) | Jul 2019 (11) | 5.28 | |||||
| -12.26% | Feb 1980 | Mar 1980 (2) | Jun 1980 (5) | 6.12 | |||||
| -11.25% | Apr 2004 | Jul 2004 (4) | Oct 2004 (7) | 7.34 | |||||
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.
Swipe left to see all data
| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+2.16%
|
-4.53% |
+5.41%
|
-1.44% |
| 2023 |
+8.99%
|
-12.51% |
+15.58%
|
-10.56% |
| 2022 |
-20.56%
|
-29.40% |
-12.59%
|
-21.73% |
| 2021 |
-3.61%
|
-11.44% |
+23.26%
|
-3.71% |
| 2020 |
+17.03%
|
-23.94% |
+7.92%
|
-25.40% |
| 2019 |
+18.20%
|
-7.82% |
+25.10%
|
-6.15% |
| 2018 |
-15.31%
|
-22.75% |
-8.54%
|
-13.05% |
| 2017 |
+37.28%
|
-0.39% |
+18.07%
|
-0.33% |
| 2016 |
+10.87%
|
-5.81% |
+14.96%
|
-5.02% |
| 2015 |
-16.18%
|
-23.20% |
-2.58%
|
-9.91% |
| 2014 |
-3.93%
|
-11.58% |
+8.93%
|
-3.76% |
| 2013 |
-3.69%
|
-13.17% |
+25.60%
|
-3.08% |
| 2012 |
+19.10%
|
-14.96% |
+16.72%
|
-8.15% |
| 2011 |
-18.82%
|
-29.09% |
-1.94%
|
-19.96% |
| 2010 |
+16.51%
|
-10.81% |
+18.03%
|
-13.01% |
| 2009 |
+68.93%
|
-14.98% |
+28.40%
|
-22.79% |
| 2008 |
-48.88%
|
-53.98% |
-36.97%
|
-40.41% |
| 2007 |
+33.31%
|
-8.97% |
+2.63%
|
-7.36% |
| 2006 |
+31.19%
|
-11.14% |
+22.83%
|
-3.80% |
| 2005 |
+32.62%
|
-9.06% |
+11.09%
|
-4.34% |
| 2004 |
+24.63%
|
-11.25% |
+19.02%
|
-4.74% |
| 2003 |
+57.65%
|
-5.76% |
+37.23%
|
-5.25% |
| 2002 |
-7.43%
|
-24.27% |
-13.43%
|
-22.61% |
| 2001 |
-2.88%
|
-30.79% |
-5.06%
|
-17.43% |
| 2000 |
-27.56%
|
-31.63% |
+2.19%
|
-7.66% |
| 1999 |
+61.57%
|
-4.87% |
+17.38%
|
-4.45% |
| 1998 |
-18.12%
|
-40.98% |
+8.80%
|
-19.86% |
| 1997 |
-16.82%
|
-27.85% |
+20.21%
|
-4.83% |
| 1996 |
+15.83%
|
-6.73% |
+19.51%
|
-4.76% |
| 1995 |
+0.56%
|
-11.22% |
+25.90%
|
-2.38% |
| 1994 |
-20.17%
|
-25.83% |
-1.11%
|
-7.23% |
| 1993 |
+100.42%
|
-5.91% |
+25.63%
|
-3.08% |
| 1992 |
-10.90%
|
-23.01% |
+9.73%
|
-2.45% |
| 1991 |
+111.70%
|
-7.61% |
+31.84%
|
-4.60% |
| 1990 |
-1.92%
|
-34.47% |
-11.83%
|
-17.87% |
| 1989 |
+98.20%
|
-6.54% |
+26.34%
|
-3.57% |
| 1988 |
+36.81%
|
-6.67% |
+20.88%
|
-2.67% |
| 1987 |
-46.69%
|
-55.33% |
+3.74%
|
-25.44% |
| 1986 |
+11.58%
|
-9.07% |
+26.09%
|
-4.93% |
| 1985 |
+27.58%
|
-4.87% |
+35.09%
|
-3.17% |
| 1984 |
+16.85%
|
-4.31% |
+7.75%
|
-6.32% |
| 1983 |
+14.20%
|
-3.85% |
+26.03%
|
-1.94% |
| 1982 |
-31.65%
|
-40.30% |
+18.67%
|
-10.66% |
| 1981 |
-20.21%
|
-22.51% |
-0.04%
|
-10.30% |
| 1980 |
+6.80%
|
-13.68% |
+28.25%
|
-12.26% |
| 1979 |
+19.35%
|
-6.39% |
+25.49%
|
-8.19% |
| 1978 |
+14.19%
|
-7.84% |
+14.91%
|
-9.70% |
| 1977 |
+6.78%
|
-3.89% |
+7.35%
|
-3.04% |
| 1976 |
+6.79%
|
-7.97% |
+29.03%
|
-2.46% |
