Last Update: 31 March 2024
The Gold Portfolio obtained a 5.69% compound annual return, with a 15.51% standard deviation, in the last 30 Years.
The Bill Bernstein Sheltered Sam 40/60 Portfolio obtained a 6.42% compound annual return, with a 6.43% standard deviation, in the last 30 Years.
Summary
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| Gold Portfolio | Bill Bernstein Sheltered Sam 40/60 Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | Medium | |
| Asset Allocation | Stocks | 0% | 38.8% |
| Fixed Income | 0% | 60% | |
| Commodities | 100% | 1.2% | |
| 30 Years Stats | Return | +5.69% | +6.42% |
| Std Dev | 15.51% | 6.43% | |
| Max Drawdown | -42.91% | -22.05% | |
| All time Stats (Since Jan 1985) |
Return | +4.94% | +7.88% |
| Std Dev | 15.10% | 6.68% | |
| Max Drawdown | -48.26% | -22.05% | |
| 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 | |
|---|---|---|---|---|---|---|---|
| Gold Portfolio | +8.67 | +19.99 | +12.28 | +11.01 | +5.23 | +5.69 | +4.94 |
| Bill Bernstein Sheltered Sam 40/60 Portfolio | +1.75 | +9.19 | +7.90 | +4.84 | +4.34 | +6.42 | +7.88 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Gold Portfolio: an investment of 1$, since April 1994,
now would be worth 5.26$, with a total return of 425.67%
(5.69% annualized).
Bill Bernstein Sheltered Sam 40/60 Portfolio: an investment of 1$, since April 1994, now would be worth 6.46$, with a total return of 546.04% (6.42% annualized).
Bill Bernstein Sheltered Sam 40/60 Portfolio: an investment of 1$, since April 1994, now would be worth 6.46$, with a total return of 546.04% (6.42% annualized).
Gold Portfolio: an investment of 1$, since January 1985,
now would be worth 6.64$, with a total return of 563.62%
(4.94% annualized).
Bill Bernstein Sheltered Sam 40/60 Portfolio: an investment of 1$, since January 1985, now would be worth 19.65$, with a total return of 1865.09% (7.88% annualized).
Bill Bernstein Sheltered Sam 40/60 Portfolio: an investment of 1$, since January 1985, now would be worth 19.65$, with a total return of 1865.09% (7.88% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Gold Portfolio
|
Bill Bernstein Sheltered Sam 40/60 Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -42.91% | Sep 2011 | Dec 2015 (52) | Jul 2020 (107) | 28.29 | |||||
| -37.17% | Feb 1996 | Aug 1999 (43) | Dec 2003 (95) | 24.75 | |||||
| -25.83% | Mar 2008 | Oct 2008 (8) | May 2009 (15) | 10.74 | |||||
| -22.05% | Nov 2007 | Feb 2009 (16) | Mar 2010 (29) | 9.27 | |||||
| -18.08% | Aug 2020 | Oct 2022 (27) | Nov 2023 (40) | 8.45 | |||||
| -13.86% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 6.86 | |||||
| -8.88% | Jan 2020 | Mar 2020 (3) | Aug 2020 (8) | 3.84 | |||||
| -8.64% | Dec 2004 | May 2005 (6) | Sep 2005 (10) | 5.30 | |||||
| -8.63% | May 2006 | Sep 2006 (5) | Feb 2007 (10) | 4.31 | |||||
| -8.37% | Dec 2009 | Jan 2010 (2) | May 2010 (6) | 5.13 | |||||
| -8.31% | Apr 2004 | Apr 2004 (1) | Oct 2004 (7) | 5.49 | |||||
| -6.70% | May 2011 | Sep 2011 (5) | Jan 2012 (9) | 2.68 | |||||
| -6.38% | Jan 2011 | Jan 2011 (1) | Mar 2011 (3) | 3.21 | |||||
| -6.16% | May 1998 | Aug 1998 (4) | Nov 1998 (7) | 2.51 | |||||
| -5.31% | Sep 2018 | Dec 2018 (4) | Mar 2019 (7) | 2.50 | |||||
| -5.22% | Jun 2009 | Jun 2009 (1) | Sep 2009 (4) | 2.98 | |||||
| -5.09% | Jul 2010 | Jul 2010 (1) | Aug 2010 (2) | 2.94 | |||||
| -5.05% | Oct 1994 | Jan 1995 (4) | Jan 1996 (16) | 2.75 | |||||
| -4.92% | Jun 2002 | Sep 2002 (4) | May 2003 (12) | 3.07 | |||||
| -4.90% | Jan 2004 | Feb 2004 (2) | Mar 2004 (3) | 3.15 | |||||
Drawdown comparison chart since January 1985.
Swipe left to see all data
|
Gold Portfolio
|
Bill Bernstein Sheltered Sam 40/60 Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -48.26% | Dec 1987 | Aug 1999 (141) | Dec 2005 (217) | 29.64 | |||||
| -42.91% | Sep 2011 | Dec 2015 (52) | Jul 2020 (107) | 28.29 | |||||
| -25.83% | Mar 2008 | Oct 2008 (8) | May 2009 (15) | 10.74 | |||||
| -22.05% | Nov 2007 | Feb 2009 (16) | Mar 2010 (29) | 9.27 | |||||
| -18.08% | Aug 2020 | Oct 2022 (27) | Nov 2023 (40) | 8.45 | |||||
| -13.86% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 6.86 | |||||
| -10.59% | Sep 1987 | Nov 1987 (3) | Sep 1988 (13) | 4.81 | |||||
| -8.88% | Jan 2020 | Mar 2020 (3) | Aug 2020 (8) | 3.84 | |||||
| -8.63% | May 2006 | Sep 2006 (5) | Feb 2007 (10) | 4.31 | |||||
| -8.37% | Dec 2009 | Jan 2010 (2) | May 2010 (6) | 5.13 | |||||
| -8.14% | Oct 1986 | Dec 1986 (3) | Apr 1987 (7) | 5.04 | |||||
| -6.70% | May 2011 | Sep 2011 (5) | Jan 2012 (9) | 2.68 | |||||
| -6.67% | Jan 1985 | Feb 1985 (2) | Mar 1985 (3) | 3.34 | |||||
| -6.38% | Jan 2011 | Jan 2011 (1) | Mar 2011 (3) | 3.21 | |||||
| -6.25% | Aug 1990 | Sep 1990 (2) | Jan 1991 (6) | 3.64 | |||||
| -6.16% | May 1998 | Aug 1998 (4) | Nov 1998 (7) | 2.51 | |||||
| -5.82% | Feb 1994 | Jun 1994 (5) | Apr 1995 (15) | 3.88 | |||||
| -5.31% | Sep 2018 | Dec 2018 (4) | Mar 2019 (7) | 2.50 | |||||
| -5.22% | Jun 2009 | Jun 2009 (1) | Sep 2009 (4) | 2.98 | |||||
| -5.09% | Jul 2010 | Jul 2010 (1) | Aug 2010 (2) | 2.94 | |||||
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 |
+7.61%
|
-1.42% |
+2.25%
|
-0.38% |
| 2023 |
+12.69%
|
-7.22% |
+8.44%
|
-5.04% |
| 2022 |
-0.77%
|
-15.91% |
-9.58%
|
-13.86% |
| 2021 |
-4.15%
|
-10.32% |
+10.41%
|
-1.84% |
| 2020 |
+24.81%
|
-10.12% |
+6.86%
|
-8.88% |
| 2019 |
+17.86%
|
-4.10% |
+13.26%
|
-1.99% |
| 2018 |
-1.94%
|
-11.66% |
-3.23%
|
-5.31% |
| 2017 |
+12.81%
|
-4.09% |
+8.02%
|
0.00% |
| 2016 |
+8.03%
|
-15.02% |
+7.40%
|
-1.39% |
| 2015 |
-10.67%
|
-17.81% |
-1.30%
|
-4.40% |
| 2014 |
-2.19%
|
-12.44% |
+4.59%
|
-2.20% |
| 2013 |
-28.33%
|
-28.33% |
+8.28%
|
-2.44% |
| 2012 |
+6.60%
|
-10.45% |
+8.32%
|
-2.56% |
| 2011 |
+9.57%
|
-14.48% |
+2.93%
|
-6.70% |
| 2010 |
+29.27%
|
-5.09% |
+9.51%
|
-4.76% |
| 2009 |
+24.03%
|
-7.20% |
+13.63%
|
-9.86% |
| 2008 |
+4.92%
|
-25.83% |
-12.39%
|
-16.39% |
| 2007 |
+30.45%
|
-4.20% |
+6.56%
|
-1.57% |
| 2006 |
+22.55%
|
-8.63% |
+10.60%
|
-1.50% |
| 2005 |
+17.76%
|
-4.91% |
+5.58%
|
-1.56% |
| 2004 |
+4.65%
|
-8.31% |
+9.83%
|
-3.47% |
| 2003 |
+19.89%
|
-8.88% |
+17.61%
|
-1.29% |
| 2002 |
+25.57%
|
-6.72% |
+1.50%
|
-4.92% |
| 2001 |
+0.75%
|
-6.10% |
+2.61%
|
-3.56% |
| 2000 |
-5.44%
|
-9.93% |
+8.29%
|
-1.66% |
| 1999 |
+0.85%
|
-11.47% |
+6.55%
|
-2.35% |
| 1998 |
-0.83%
|
-12.01% |
+8.39%
|
-6.16% |
| 1997 |
-21.41%
|
-21.41% |
+13.48%
|
-2.09% |
| 1996 |
-4.59%
|
-8.95% |
+9.71%
|
-1.62% |
| 1995 |
+0.98%
|
-2.46% |
+20.24%
|
-0.33% |
| 1994 |
-2.17%
|
-3.91% |
-2.11%
|
-5.82% |
| 1993 |
+17.68%
|
-11.51% |
+16.30%
|
-1.70% |
| 1992 |
-5.73%
|
-6.97% |
+8.42%
|
-1.15% |
| 1991 |
-8.56%
|
-10.05% |
+21.34%
|
-2.03% |
| 1990 |
-3.11%
|
-15.14% |
+0.80%
|
-6.25% |
| 1989 |
-2.84%
|
-12.30% |
+18.45%
|
-0.62% |
| 1988 |
-15.26%
|
-18.05% |
+11.96%
|
-1.41% |
| 1987 |
+24.53%
|
-1.97% |
+3.16%
|
-10.59% |
| 1986 |
+18.96%
|
-8.14% |
+18.58%
|
-2.98% |
| 1985 |
+6.00%
|
-6.67% |
+25.27%
|
-0.84% |
