Gold vs Bill Bernstein Sheltered Sam 60/40 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 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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Gold Portfolio Bill Bernstein Sheltered Sam 60/40 Portfolio
Risk Very High High
Asset Allocation Stocks 0% 58.2%
Fixed Income 0% 40%
Commodities 100% 1.8%
30 Years Stats Return +5.37% +7.25%
Std Dev 15.53% 9.15%
Max Drawdown -42.91% -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(*)
Gold Portfolio -1.34 +10.62 +6.53 +8.17 +3.13 +5.37 +4.72
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

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 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).

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 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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Gold Portfolio
Bill Bernstein Sheltered Sam 60/40 Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-42.91% Sep 2011 Dec 2015
-37.17% Feb 1996 Aug 1999
-34.12% Nov 2007 Feb 2009
-25.83% Mar 2008 Oct 2008
-18.08% Aug 2020 Oct 2022
-16.48% Jan 2022 Sep 2022
-14.38% Jan 2020 Mar 2020
-11.51% Aug 1993 Sep 1993
-11.25% May 2011 Sep 2011
-10.89% May 1998 Aug 1998
-10.65% Jun 2002 Sep 2002
-8.64% Dec 2004 May 2005
-8.63% May 2006 Sep 2006
-8.37% Dec 2009 Jan 2010
-8.31% Apr 2004 Apr 2004
-7.95% Feb 2001 Sep 2001
-7.94% Sep 2018 Dec 2018
-6.38% Jan 2011 Jan 2011
-6.29% Jun 2015 Jan 2016
-6.11% Feb 1994 Jun 1994

Drawdown comparison chart since January 1985.

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Gold Portfolio
Bill Bernstein Sheltered Sam 60/40 Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-48.26% Dec 1987 Aug 1999
-42.91% Sep 2011 Dec 2015
-34.12% Nov 2007 Feb 2009
-25.83% Mar 2008 Oct 2008
-18.08% Aug 2020 Oct 2022
-16.48% Jan 2022 Sep 2022
-16.09% Sep 1987 Nov 1987
-14.38% Jan 2020 Mar 2020
-11.25% May 2011 Sep 2011
-10.89% May 1998 Aug 1998
-10.65% Jun 2002 Sep 2002
-9.53% Aug 1990 Sep 1990
-8.63% May 2006 Sep 2006
-8.37% Dec 2009 Jan 2010
-8.14% Oct 1986 Dec 1986
-7.95% Feb 2001 Sep 2001
-7.94% Sep 2018 Dec 2018
-6.67% Jan 1985 Feb 1985
-6.38% Jan 2011 Jan 2011
-6.29% Jun 2015 Jan 2016

Yearly Returns

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

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Year Gold Portfolio Bill Bernstein Sheltered Sam 60/40 Portfolio
2023
 +7.47% +1.44%
2022
 -0.77% -10.58%
2021
 -4.15% +14.69%
2020
 +24.81% +7.21%
2019
 +17.86% +17.21%
2018
 -1.94% -5.00%
2017
 +12.81% +11.37%
2016
 +8.03% +9.92%
2015
 -10.67% -1.72%
2014
 -2.19% +6.04%
2013
 -28.33% +14.05%
2012
 +6.60% +11.12%
2011
 +9.57% +1.31%
2010
 +29.27% +12.35%
2009
 +24.03% +18.56%
2008
 +4.92% -20.58%
2007
 +30.45% +5.25%
2006
 +22.55% +14.67%
2005
 +17.76% +7.42%
2004
 +4.65% +12.90%
2003
 +19.89% +24.15%
2002
 +25.57% -3.47%
2001
 +0.75% +0.06%
2000
 -5.44% +6.26%
1999
 +0.85% +10.16%
1998
 -0.83% +8.53%
1997
 -21.41% +15.72%
1996
 -4.59% +12.97%
1995
 +0.98% +22.13%
1994
 -2.17% -1.78%
1993
 +17.68% +19.41%
1992
 -5.73% +8.86%
1991
 -8.56% +24.84%
1990
 -3.11% -3.41%
1989
 -2.84% +21.08%
1988
 -15.26% +14.93%
1987
 +24.53% +3.35%
1986
 +18.96% +21.08%
1985
 +6.00% +28.54%