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 70/30 Portfolio obtained a 8.00% compound annual return, with a 10.68% standard deviation, in the last 30 Years.
Summary
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| Gold Portfolio | Bill Bernstein Sheltered Sam 70/30 Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | High | |
| Asset Allocation | Stocks | 0% | 67.9% |
| Fixed Income | 0% | 30% | |
| Commodities | 100% | 2.1% | |
| 30 Years Stats | Return | +5.69% | +8.00% |
| Std Dev | 15.51% | 10.68% | |
| Max Drawdown | -42.91% | -39.73% | |
| All time Stats (Since Jan 1985) |
Return | +4.94% | +9.57% |
| Std Dev | 15.10% | 10.70% | |
| Max Drawdown | -48.26% | -39.73% | |
| 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 70/30 Portfolio | +2.70 | +13.55 | +12.78 | +7.30 | +6.50 | +8.00 | +9.57 |
| 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 70/30 Portfolio: an investment of 1$, since April 1994, now would be worth 10.07$, with a total return of 907.16% (8.00% annualized).
Bill Bernstein Sheltered Sam 70/30 Portfolio: an investment of 1$, since April 1994, now would be worth 10.07$, with a total return of 907.16% (8.00% 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 70/30 Portfolio: an investment of 1$, since January 1985, now would be worth 36.16$, with a total return of 3515.74% (9.57% annualized).
Bill Bernstein Sheltered Sam 70/30 Portfolio: an investment of 1$, since January 1985, now would be worth 36.16$, with a total return of 3515.74% (9.57% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
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|
Gold Portfolio
|
Bill Bernstein Sheltered Sam 70/30 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 | |||||
| -39.73% | Nov 2007 | Feb 2009 (16) | Jan 2011 (39) | 17.81 | |||||
| -37.17% | Feb 1996 | Aug 1999 (43) | Dec 2003 (95) | 24.75 | |||||
| -25.83% | Mar 2008 | Oct 2008 (8) | May 2009 (15) | 10.74 | |||||
| -18.08% | Aug 2020 | Oct 2022 (27) | Nov 2023 (40) | 8.45 | |||||
| -17.80% | Jan 2022 | Sep 2022 (9) | Feb 2024 (26) | 8.19 | |||||
| -17.14% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 7.51 | |||||
| -13.73% | Feb 2001 | Sep 2002 (20) | Jul 2003 (30) | 7.20 | |||||
| -13.47% | May 2011 | Sep 2011 (5) | Mar 2012 (11) | 5.71 | |||||
| -13.19% | May 1998 | Aug 1998 (4) | Jan 1999 (9) | 5.63 | |||||
| -9.24% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 4.03 | |||||
| -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 | |||||
| -7.28% | Jun 2015 | Jan 2016 (8) | Jun 2016 (13) | 4.02 | |||||
| -6.38% | Jan 2011 | Jan 2011 (1) | Mar 2011 (3) | 3.21 | |||||
| -5.42% | Apr 2012 | May 2012 (2) | Aug 2012 (5) | 2.48 | |||||
| -5.22% | Jun 2009 | Jun 2009 (1) | Sep 2009 (4) | 2.98 | |||||
| -5.09% | Jul 2010 | Jul 2010 (1) | Aug 2010 (2) | 2.94 | |||||
Drawdown comparison chart since January 1985.
Swipe left to see all data
|
Gold Portfolio
|
Bill Bernstein Sheltered Sam 70/30 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 | |||||
| -39.73% | Nov 2007 | Feb 2009 (16) | Jan 2011 (39) | 17.81 | |||||
| -25.83% | Mar 2008 | Oct 2008 (8) | May 2009 (15) | 10.74 | |||||
| -18.62% | Sep 1987 | Nov 1987 (3) | Jan 1989 (17) | 8.81 | |||||
| -18.08% | Aug 2020 | Oct 2022 (27) | Nov 2023 (40) | 8.45 | |||||
| -17.80% | Jan 2022 | Sep 2022 (9) | Feb 2024 (26) | 8.19 | |||||
| -17.14% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 7.51 | |||||
| -13.73% | Feb 2001 | Sep 2002 (20) | Jul 2003 (30) | 7.20 | |||||
| -13.47% | May 2011 | Sep 2011 (5) | Mar 2012 (11) | 5.71 | |||||
| -13.19% | May 1998 | Aug 1998 (4) | Jan 1999 (9) | 5.63 | |||||
| -11.32% | Jan 1990 | Sep 1990 (9) | Feb 1991 (14) | 5.61 | |||||
| -9.24% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 4.03 | |||||
| -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 | |||||
| -7.28% | Jun 2015 | Jan 2016 (8) | Jun 2016 (13) | 4.02 | |||||
| -6.67% | Jan 1985 | Feb 1985 (2) | Mar 1985 (3) | 3.34 | |||||
| -6.38% | Jan 2011 | Jan 2011 (1) | Mar 2011 (3) | 3.21 | |||||
| -6.31% | Feb 1994 | Mar 1994 (2) | Apr 1995 (15) | 4.11 | |||||
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% |
+3.83%
|
-0.91% |
| 2023 |
+12.69%
|
-7.22% |
+12.01%
|
-7.88% |
| 2022 |
-0.77%
|
-15.91% |
-11.08%
|
-17.80% |
| 2021 |
-4.15%
|
-10.32% |
+16.83%
|
-2.82% |
| 2020 |
+24.81%
|
-10.12% |
+7.39%
|
-17.14% |
| 2019 |
+17.86%
|
-4.10% |
+19.18%
|
-4.14% |
| 2018 |
-1.94%
|
-11.66% |
-5.89%
|
-9.24% |
| 2017 |
+12.81%
|
-4.09% |
+13.05%
|
-0.08% |
| 2016 |
+8.03%
|
-15.02% |
+11.18%
|
-3.19% |
| 2015 |
-10.67%
|
-17.81% |
-1.94%
|
-7.16% |
| 2014 |
-2.19%
|
-12.44% |
+6.76%
|
-2.99% |
| 2013 |
-28.33%
|
-28.33% |
+16.94%
|
-2.46% |
| 2012 |
+6.60%
|
-10.45% |
+12.52%
|
-5.42% |
| 2011 |
+9.57%
|
-14.48% |
+0.50%
|
-13.47% |
| 2010 |
+29.27%
|
-5.09% |
+13.77%
|
-8.97% |
| 2009 |
+24.03%
|
-7.20% |
+21.02%
|
-16.33% |
| 2008 |
+4.92%
|
-25.83% |
-24.68%
|
-28.02% |
| 2007 |
+30.45%
|
-4.20% |
+4.59%
|
-4.37% |
| 2006 |
+22.55%
|
-8.63% |
+16.71%
|
-2.69% |
| 2005 |
+17.76%
|
-4.91% |
+8.34%
|
-2.72% |
| 2004 |
+4.65%
|
-8.31% |
+14.43%
|
-4.11% |
| 2003 |
+19.89%
|
-8.88% |
+27.42%
|
-3.27% |
| 2002 |
+25.57%
|
-6.72% |
-5.96%
|
-13.51% |
| 2001 |
+0.75%
|
-6.10% |
-1.22%
|
-10.33% |
| 2000 |
-5.44%
|
-9.93% |
+5.24%
|
-4.34% |
| 1999 |
+0.85%
|
-11.47% |
+11.96%
|
-3.00% |
| 1998 |
-0.83%
|
-12.01% |
+8.60%
|
-13.19% |
| 1997 |
-21.41%
|
-21.41% |
+16.84%
|
-3.17% |
| 1996 |
-4.59%
|
-8.95% |
+14.61%
|
-3.02% |
| 1995 |
+0.98%
|
-2.46% |
+23.07%
|
-1.38% |
| 1994 |
-2.17%
|
-3.91% |
-1.61%
|
-6.31% |
| 1993 |
+17.68%
|
-11.51% |
+20.97%
|
-2.41% |
| 1992 |
-5.73%
|
-6.97% |
+9.07%
|
-1.49% |
| 1991 |
-8.56%
|
-10.05% |
+26.59%
|
-3.38% |
| 1990 |
-3.11%
|
-15.14% |
-5.51%
|
-11.32% |
| 1989 |
-2.84%
|
-12.30% |
+22.39%
|
-1.95% |
| 1988 |
-15.26%
|
-18.05% |
+16.42%
|
-2.07% |
| 1987 |
+24.53%
|
-1.97% |
+3.45%
|
-18.62% |
| 1986 |
+18.96%
|
-8.14% |
+22.33%
|
-3.99% |
| 1985 |
+6.00%
|
-6.67% |
+30.18%
|
-1.92% |
