European Stocks vs Bill Bernstein Sheltered Sam 80/20 Portfolio Comparison

Last Update: 29 February 2024

The European Stocks Portfolio obtained a 6.89% compound annual return, with a 17.88% standard deviation, in the last 30 Years.

The Bill Bernstein Sheltered Sam 80/20 Portfolio obtained a 8.21% compound annual return, with a 12.20% standard deviation, in the last 30 Years.

Summary

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European Stocks Portfolio Bill Bernstein Sheltered Sam 80/20 Portfolio
Portfolio Risk Very High Very High
Asset Allocation Stocks 100% 77.6%
Fixed Income 0% 20%
Commodities 0% 2.4%
30 Years Stats Return +6.89% +8.21%
Std Dev 17.88% 12.20%
Max Drawdown -59.77% -45.06%
All time Stats
(Since Jan 1985)
Return +9.84% +10.03%
Std Dev 17.89% 12.13%
Max Drawdown -59.77% -45.06%
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
European Stocks Portfolio +2.40 +8.31 +12.91 +7.52 +4.24 +6.89 +9.84
Bill Bernstein Sheltered Sam 80/20 Portfolio +2.42 +7.41 +11.34 +7.54 +6.97 +8.21 +10.03
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

European Stocks Portfolio: an investment of 1$, since March 1994, now would be worth 7.39$, with a total return of 638.80% (6.89% annualized).

Bill Bernstein Sheltered Sam 80/20 Portfolio: an investment of 1$, since March 1994, now would be worth 10.68$, with a total return of 967.74% (8.21% annualized).

European Stocks Portfolio: an investment of 1$, since January 1985, now would be worth 39.53$, with a total return of 3853.06% (9.84% annualized).

Bill Bernstein Sheltered Sam 80/20 Portfolio: an investment of 1$, since January 1985, now would be worth 42.18$, with a total return of 4118.00% (10.03% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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European Stocks Portfolio
Bill Bernstein Sheltered Sam 80/20 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-59.77% Nov 2007 Feb 2009 (16) Apr 2014 (78) 30.21
-45.88% Apr 2000 Sep 2002 (30) Dec 2004 (57) 25.84
-45.06% Nov 2007 Feb 2009 (16) Feb 2011 (40) 21.00
-30.98% Sep 2021 Sep 2022 (13) Dec 2023 (28) 12.78
-25.65% Jan 2020 Mar 2020 (3) Nov 2020 (11) 13.06
-20.91% Jun 2014 Feb 2016 (21) May 2017 (36) 11.28
-19.89% Jan 2020 Mar 2020 (3) Nov 2020 (11) 8.97
-19.44% Feb 2018 Dec 2018 (11) Dec 2019 (23) 9.54
-19.11% Jan 2022 Sep 2022 (9) Dec 2023 (24) 8.96
-17.81% Feb 2001 Sep 2002 (20) Aug 2003 (31) 9.47
-16.03% Aug 1998 Sep 1998 (2) Apr 1999 (9) 7.40
-15.67% May 2011 Sep 2011 (5) Mar 2012 (11) 6.80
-15.46% May 1998 Aug 1998 (4) Apr 1999 (12) 6.01
-10.52% Sep 2018 Dec 2018 (4) Apr 2019 (8) 4.60
-8.25% Jun 2015 Jan 2016 (8) Jun 2016 (13) 4.55
-7.18% Jan 2000 Jan 2000 (1) Mar 2000 (3) 3.76
-6.35% Apr 2012 May 2012 (2) Sep 2012 (6) 2.72
-5.68% Aug 1997 Aug 1997 (1) Sep 1997 (2) 3.28
-5.44% Sep 2000 Nov 2000 (3) Jan 2001 (5) 2.47
-5.18% May 1994 Jun 1994 (2) Aug 1994 (4) 2.96

Drawdown comparison chart since January 1985.

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European Stocks Portfolio
Bill Bernstein Sheltered Sam 80/20 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-59.77% Nov 2007 Feb 2009 (16) Apr 2014 (78) 30.21
-45.88% Apr 2000 Sep 2002 (30) Dec 2004 (57) 25.84
-45.06% Nov 2007 Feb 2009 (16) Feb 2011 (40) 21.00
-30.98% Sep 2021 Sep 2022 (13) Dec 2023 (28) 12.78
-25.65% Jan 2020 Mar 2020 (3) Nov 2020 (11) 13.06
-23.15% Oct 1987 Nov 1987 (2) Jul 1989 (22) 13.00
-21.01% Sep 1987 Nov 1987 (3) Jan 1989 (17) 10.29
-20.91% Jun 2014 Feb 2016 (21) May 2017 (36) 11.28
-20.21% Aug 1990 Sep 1990 (2) May 1992 (22) 10.46
-19.89% Jan 2020 Mar 2020 (3) Nov 2020 (11) 8.97
-19.44% Feb 2018 Dec 2018 (11) Dec 2019 (23) 9.54
-19.11% Jan 2022 Sep 2022 (9) Dec 2023 (24) 8.96
-17.81% Feb 2001 Sep 2002 (20) Aug 2003 (31) 9.47
-16.03% Aug 1998 Sep 1998 (2) Apr 1999 (9) 7.40
-15.67% May 2011 Sep 2011 (5) Mar 2012 (11) 6.80
-15.46% May 1998 Aug 1998 (4) Apr 1999 (12) 6.01
-13.50% Jan 1990 Sep 1990 (9) Feb 1991 (14) 6.84
-12.85% Jun 1992 Nov 1992 (6) Aug 1993 (15) 7.00
-10.52% Sep 2018 Dec 2018 (4) Apr 2019 (8) 4.60
-8.83% May 1986 May 1986 (1) Aug 1986 (4) 5.18

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
+1.15%
-1.23%
+1.31%
-1.09%
2023
+20.21%
-11.19%
+13.20%
-8.79%
2022
-16.00%
-30.58%
-11.58%
-19.11%
2021
+16.88%
-5.48%
+18.98%
-3.12%
2020
+6.11%
-25.65%
+7.57%
-19.89%
2019
+24.86%
-5.67%
+21.16%
-4.82%
2018
-14.91%
-19.44%
-6.77%
-10.52%
2017
+26.99%
-0.51%
+14.72%
-0.17%
2016
-0.37%
-8.60%
+12.44%
-3.80%
2015
-1.94%
-11.47%
-2.15%
-8.08%
2014
-7.10%
-11.75%
+7.48%
-3.25%
2013
+24.38%
-4.42%
+19.83%
-2.67%
2012
+21.57%
-14.17%
+13.92%
-6.35%
2011
-11.64%
-27.74%
-0.32%
-15.67%
2010
+6.05%
-17.10%
+15.19%
-10.34%
2009
+31.33%
-22.78%
+23.48%
-18.48%
2008
-44.71%
-48.36%
-28.77%
-32.09%
2007
+13.24%
-5.77%
+3.94%
-5.38%
2006
+33.06%
-2.93%
+18.75%
-3.07%
2005
+9.26%
-4.49%
+9.25%
-3.26%
2004
+20.86%
-3.93%
+15.96%
-4.32%
2003
+38.70%
-9.25%
+30.69%
-3.93%
2002
-17.95%
-25.96%
-8.45%
-16.37%
2001
-20.30%
-27.21%
-2.50%
-12.71%
2000
-8.21%
-14.23%
+4.22%
-5.44%
1999
+16.66%
-4.90%
+13.77%
-3.50%
1998
+28.86%
-16.03%
+8.66%
-15.46%
1997
+24.23%
-5.68%
+17.96%
-3.74%
1996
+21.25%
-1.20%
+16.24%
-3.61%
1995
+22.28%
-3.97%
+24.01%
-1.71%
1994
+1.88%
-7.00%
-1.44%
-6.62%
1993
+29.13%
-2.19%
+22.52%
-2.64%
1992
-3.32%
-12.85%
+9.29%
-1.71%
1991
+12.40%
-12.16%
+28.34%
-3.80%
1990
-3.87%
-20.21%
-7.62%
-13.50%
1989
+28.18%
-6.85%
+23.71%
-2.50%
1988
+13.69%
-6.81%
+17.91%
-2.27%
1987
+7.05%
-23.15%
+3.55%
-21.01%
1986
+40.96%
-8.83%
+23.59%
-4.32%
1985
+78.72%
0.00%
+31.81%
-2.27%