Frank Armstrong Ideal Index vs Bill Bernstein Sheltered Sam 60/40 Portfolio Comparison

Last Update: 31 May 2023

The Frank Armstrong Ideal Index Portfolio obtained a 6.58% compound annual return, with a 10.60% standard deviation, in the last 30 Years.

The Bill Bernstein Sheltered Sam 60/40 Portfolio obtained a 7.25% compound annual return, with a 9.15% standard deviation, in the last 30 Years.

Summary

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Frank Armstrong Ideal Index Portfolio Bill Bernstein Sheltered Sam 60/40 Portfolio
Risk High High
Asset Allocation Stocks 70% 58.2%
Fixed Income 30% 40%
Commodities 0% 1.8%
30 Years Stats Return +6.58% +7.25%
Std Dev 10.60% 9.15%
Max Drawdown -40.11% -34.12%

Last Update: 31 May 2023

Historical Returns as of May 31, 2023

Comparison period starts from January 1985

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1M 6M 1Y 5Y(*) 10Y(*) 30Y(*) MAX(*)
Frank Armstrong Ideal Index Portfolio -2.17 -0.94 -2.80 +3.70 +5.25 +6.58 +8.39
Bill Bernstein Sheltered Sam 60/40 Portfolio -2.05 -1.14 -3.09 +4.39 +5.44 +7.25 +8.89
(*) Returns over 1 year are annualized

Capital Growth as of May 31, 2023

Frank Armstrong Ideal Index Portfolio: an investment of 1000$, since June 1993, now would be worth 6770.66$, with a total return of 577.07% (6.58% annualized).

Bill Bernstein Sheltered Sam 60/40 Portfolio: an investment of 1000$, since June 1993, now would be worth 8175.54$, with a total return of 717.55% (7.25% annualized).

Frank Armstrong Ideal Index Portfolio: an investment of 1000$, since January 1985, now would be worth 22110.33$, with a total return of 2111.03% (8.39% annualized).

Bill Bernstein Sheltered Sam 60/40 Portfolio: an investment of 1000$, since January 1985, now would be worth 26399.18$, with a total return of 2539.92% (8.89% annualized).

Drawdowns

Drawdown comparison chart since May 1993.

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Frank Armstrong Ideal Index Portfolio
Bill Bernstein Sheltered Sam 60/40 Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-40.11% Nov 2007 Feb 2009
-34.12% Nov 2007 Feb 2009
-18.25% Jan 2022 Sep 2022
-17.16% Jan 2020 Mar 2020
-16.48% Jan 2022 Sep 2022
-16.33% Feb 2001 Sep 2002
-15.51% May 2011 Sep 2011
-14.38% Jan 2020 Mar 2020
-12.21% May 1998 Aug 1998
-11.25% May 2011 Sep 2011
-10.89% May 1998 Aug 1998
-10.65% Jun 2002 Sep 2002
-9.48% Sep 2018 Dec 2018
-8.72% Jun 2015 Feb 2016
-7.95% Feb 2001 Sep 2001
-7.94% Sep 2018 Dec 2018
-6.29% Jun 2015 Jan 2016
-6.11% Feb 1994 Jun 1994
-5.59% Sep 2000 Nov 2000
-4.47% Apr 2012 May 2012

Drawdown comparison chart since January 1985.

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Frank Armstrong Ideal Index Portfolio
Bill Bernstein Sheltered Sam 60/40 Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-40.11% Nov 2007 Feb 2009
-34.12% Nov 2007 Feb 2009
-18.25% Jan 2022 Sep 2022
-17.16% Jan 2020 Mar 2020
-16.48% Jan 2022 Sep 2022
-16.33% Feb 2001 Sep 2002
-16.09% Sep 1987 Nov 1987
-15.51% May 2011 Sep 2011
-14.90% Sep 1987 Nov 1987
-14.74% Jan 1990 Sep 1990
-14.38% Jan 2020 Mar 2020
-12.21% May 1998 Aug 1998
-11.25% May 2011 Sep 2011
-10.89% May 1998 Aug 1998
-10.65% Jun 2002 Sep 2002
-9.53% Aug 1990 Sep 1990
-9.48% Sep 2018 Dec 2018
-8.72% Jun 2015 Feb 2016
-7.95% Feb 2001 Sep 2001
-7.94% Sep 2018 Dec 2018

Yearly Returns

Yearly return comparison. Common historical serie start from January 1985.

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Year Frank Armstrong Ideal Index Portfolio Bill Bernstein Sheltered Sam 60/40 Portfolio
2023
 +1.79% +1.44%
2022
 -11.91% -10.58%
2021
 +13.98% +14.69%
2020
 +6.95% +7.21%
2019
 +17.96% +17.21%
2018
 -6.68% -5.00%
2017
 +13.88% +11.37%
2016
 +9.05% +9.92%
2015
 -1.66% -1.72%
2014
 +4.16% +6.04%
2013
 +16.03% +14.05%
2012
 +12.36% +11.12%
2011
 -2.98% +1.31%
2010
 +13.00% +12.35%
2009
 +21.58% +18.56%
2008
 -24.86% -20.58%
2007
 +5.91% +5.25%
2006
 +17.74% +14.67%
2005
 +8.40% +7.42%
2004
 +14.62% +12.90%
2003
 +26.78% +24.15%
2002
 -7.53% -3.47%
2001
 -3.80% +0.06%
2000
 +2.04% +6.26%
1999
 +13.53% +10.16%
1998
 +8.85% +8.53%
1997
 +12.22% +15.72%
1996
 +11.54% +12.97%
1995
 +16.29% +22.13%
1994
 +1.99% -1.78%
1993
 +17.70% +19.41%
1992
 +3.75% +8.86%
1991
 +20.38% +24.84%
1990
 -9.45% -3.41%
1989
 +15.59% +21.08%
1988
 +17.45% +14.93%
1987
 +10.19% +3.35%
1986
 +28.89% +21.08%
1985
 +31.78% +28.54%