Gold vs Bill Bernstein Sheltered Sam 40/60 Portfolio Comparison

Last Update: 31 May 2023

The Gold Portfolio obtained a 5.37% compound annual return, with a 15.53% standard deviation, in the last 30 Years.

The Bill Bernstein Sheltered Sam 40/60 Portfolio obtained a 6.25% compound annual return, with a 6.41% standard deviation, in the last 30 Years.

Summary

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Gold Portfolio Bill Bernstein Sheltered Sam 40/60 Portfolio
Risk Very High Medium
Asset Allocation Stocks 0% 38.8%
Fixed Income 0% 60%
Commodities 100% 1.2%
30 Years Stats Return +5.37% +6.25%
Std Dev 15.53% 6.41%
Max Drawdown -42.91% -22.05%

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(*)
Gold Portfolio -1.34 +10.62 +6.53 +8.17 +3.13 +5.37 +4.72
Bill Bernstein Sheltered Sam 40/60 Portfolio -1.67 -0.39 -2.85 +3.48 +4.02 +6.25 +7.81
(*) Returns over 1 year are annualized

Capital Growth as of May 31, 2023

Gold Portfolio: an investment of 1000$, since June 1993, now would be worth 4803.84$, with a total return of 380.38% (5.37% annualized).

Bill Bernstein Sheltered Sam 40/60 Portfolio: an investment of 1000$, since June 1993, now would be worth 6168.97$, with a total return of 516.90% (6.25% annualized).

Gold Portfolio: an investment of 1000$, since January 1985, now would be worth 5881.31$, with a total return of 488.13% (4.72% annualized).

Bill Bernstein Sheltered Sam 40/60 Portfolio: an investment of 1000$, since January 1985, now would be worth 17982.72$, with a total return of 1698.27% (7.81% annualized).

Drawdowns

Drawdown comparison chart since May 1993.

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Gold Portfolio
Bill Bernstein Sheltered Sam 40/60 Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-42.91% Sep 2011 Dec 2015
-37.17% Feb 1996 Aug 1999
-25.83% Mar 2008 Oct 2008
-22.05% Nov 2007 Feb 2009
-18.08% Aug 2020 Oct 2022
-13.86% Jan 2022 Sep 2022
-11.51% Aug 1993 Sep 1993
-8.88% Jan 2020 Mar 2020
-8.64% Dec 2004 May 2005
-8.63% May 2006 Sep 2006
-8.37% Dec 2009 Jan 2010
-8.31% Apr 2004 Apr 2004
-6.70% May 2011 Sep 2011
-6.38% Jan 2011 Jan 2011
-6.16% May 1998 Aug 1998
-5.82% Feb 1994 Jun 1994
-5.31% Sep 2018 Dec 2018
-5.22% Jun 2009 Jun 2009
-5.09% Jul 2010 Jul 2010
-4.92% Jun 2002 Sep 2002

Drawdown comparison chart since January 1985.

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Gold Portfolio
Bill Bernstein Sheltered Sam 40/60 Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-48.26% Dec 1987 Aug 1999
-42.91% Sep 2011 Dec 2015
-25.83% Mar 2008 Oct 2008
-22.05% Nov 2007 Feb 2009
-18.08% Aug 2020 Oct 2022
-13.86% Jan 2022 Sep 2022
-10.59% Sep 1987 Nov 1987
-8.88% Jan 2020 Mar 2020
-8.63% May 2006 Sep 2006
-8.37% Dec 2009 Jan 2010
-8.14% Oct 1986 Dec 1986
-6.70% May 2011 Sep 2011
-6.67% Jan 1985 Feb 1985
-6.38% Jan 2011 Jan 2011
-6.25% Aug 1990 Sep 1990
-6.16% May 1998 Aug 1998
-5.82% Feb 1994 Jun 1994
-5.31% Sep 2018 Dec 2018
-5.22% Jun 2009 Jun 2009
-5.09% Jul 2010 Jul 2010

Yearly Returns

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

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Year Gold Portfolio Bill Bernstein Sheltered Sam 40/60 Portfolio
2023
 +7.47% +1.47%
2022
 -0.77% -9.58%
2021
 -4.15% +10.41%
2020
 +24.81% +6.86%
2019
 +17.86% +13.26%
2018
 -1.94% -3.23%
2017
 +12.81% +8.02%
2016
 +8.03% +7.40%
2015
 -10.67% -1.30%
2014
 -2.19% +4.59%
2013
 -28.33% +8.28%
2012
 +6.60% +8.32%
2011
 +9.57% +2.93%
2010
 +29.27% +9.51%
2009
 +24.03% +13.63%
2008
 +4.92% -12.39%
2007
 +30.45% +6.56%
2006
 +22.55% +10.60%
2005
 +17.76% +5.58%
2004
 +4.65% +9.83%
2003
 +19.89% +17.61%
2002
 +25.57% +1.50%
2001
 +0.75% +2.61%
2000
 -5.44% +8.29%
1999
 +0.85% +6.55%
1998
 -0.83% +8.39%
1997
 -21.41% +13.48%
1996
 -4.59% +9.71%
1995
 +0.98% +20.24%
1994
 -2.17% -2.11%
1993
 +17.68% +16.30%
1992
 -5.73% +8.42%
1991
 -8.56% +21.34%
1990
 -3.11% +0.80%
1989
 -2.84% +18.45%
1988
 -15.26% +11.96%
1987
 +24.53% +3.16%
1986
 +18.96% +18.58%
1985
 +6.00% +25.27%