Last Update: 31 March 2024
The Pinwheel Portfolio obtained a 7.44% compound annual return, with a 10.47% standard deviation, in the last 30 Years.
The Bill Bernstein Sheltered Sam 60/40 Portfolio obtained a 7.50% compound annual return, with a 9.21% standard deviation, in the last 30 Years.
Summary
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| Pinwheel Portfolio | Bill Bernstein Sheltered Sam 60/40 Portfolio | ||
|---|---|---|---|
| Portfolio Risk | High | High | |
| Asset Allocation | Stocks | 65% | 58.2% |
| Fixed Income | 25% | 40% | |
| Commodities | 10% | 1.8% | |
| 30 Years Stats | Return | +7.44% | +7.50% |
| Std Dev | 10.47% | 9.21% | |
| Max Drawdown | -36.89% | -34.12% | |
| All time Stats (Since Jan 1985) |
Return | +8.97% | +9.03% |
| Std Dev | 10.37% | 9.31% | |
| Max Drawdown | -36.89% | -34.12% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1985
Swipe left to see all data
| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Pinwheel Portfolio | +2.69 | +13.77 | +11.44 | +6.48 | +5.67 | +7.44 | +8.97 |
| Bill Bernstein Sheltered Sam 60/40 Portfolio | +2.38 | +12.09 | +11.14 | +6.49 | +5.79 | +7.50 | +9.03 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Pinwheel Portfolio: an investment of 1$, since April 1994,
now would be worth 8.62$, with a total return of 761.52%
(7.44% annualized).
Bill Bernstein Sheltered Sam 60/40 Portfolio: an investment of 1$, since April 1994, now would be worth 8.76$, with a total return of 775.78% (7.50% annualized).
Bill Bernstein Sheltered Sam 60/40 Portfolio: an investment of 1$, since April 1994, now would be worth 8.76$, with a total return of 775.78% (7.50% annualized).
Pinwheel Portfolio: an investment of 1$, since January 1985,
now would be worth 29.09$, with a total return of 2808.76%
(8.97% annualized).
Bill Bernstein Sheltered Sam 60/40 Portfolio: an investment of 1$, since January 1985, now would be worth 29.79$, with a total return of 2879.29% (9.03% annualized).
Bill Bernstein Sheltered Sam 60/40 Portfolio: an investment of 1$, since January 1985, now would be worth 29.79$, with a total return of 2879.29% (9.03% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Pinwheel Portfolio
|
Bill Bernstein Sheltered Sam 60/40 Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -36.89% | Nov 2007 | Feb 2009 (16) | Oct 2010 (36) | 16.21 | |||||
| -34.12% | Nov 2007 | Feb 2009 (16) | Dec 2010 (38) | 14.61 | |||||
| -19.49% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 9.63 | |||||
| -16.48% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 7.64 | |||||
| -14.99% | Jan 2020 | Mar 2020 (3) | Aug 2020 (8) | 6.84 | |||||
| -14.38% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 6.07 | |||||
| -14.05% | May 1998 | Aug 1998 (4) | Apr 1999 (12) | 6.04 | |||||
| -12.72% | May 2011 | Sep 2011 (5) | Mar 2012 (11) | 5.08 | |||||
| -11.25% | May 2011 | Sep 2011 (5) | Feb 2012 (10) | 4.82 | |||||
| -11.06% | Jun 2002 | Sep 2002 (4) | Jun 2003 (13) | 7.41 | |||||
| -10.89% | May 1998 | Aug 1998 (4) | Dec 1998 (8) | 4.73 | |||||
| -10.65% | Jun 2002 | Sep 2002 (4) | Jun 2003 (13) | 7.06 | |||||
| -8.88% | Feb 2001 | Sep 2001 (8) | Mar 2002 (14) | 4.60 | |||||
| -8.24% | Feb 2018 | Dec 2018 (11) | Apr 2019 (15) | 3.28 | |||||
| -7.95% | Feb 2001 | Sep 2001 (8) | Mar 2002 (14) | 3.70 | |||||
| -7.94% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 3.47 | |||||
| -7.70% | Mar 2015 | Jan 2016 (11) | Jun 2016 (16) | 3.99 | |||||
| -6.29% | Jun 2015 | Jan 2016 (8) | Jun 2016 (13) | 3.49 | |||||
| -5.90% | Apr 2012 | May 2012 (2) | Sep 2012 (6) | 2.52 | |||||
| -5.84% | Sep 2000 | Nov 2000 (3) | Jan 2001 (5) | 2.88 | |||||
Drawdown comparison chart since January 1985.
Swipe left to see all data
|
Pinwheel Portfolio
|
Bill Bernstein Sheltered Sam 60/40 Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -36.89% | Nov 2007 | Feb 2009 (16) | Oct 2010 (36) | 16.21 | |||||
| -34.12% | Nov 2007 | Feb 2009 (16) | Dec 2010 (38) | 14.61 | |||||
| -19.49% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 9.63 | |||||
| -16.48% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 7.64 | |||||
| -16.09% | Sep 1987 | Nov 1987 (3) | Jan 1989 (17) | 7.29 | |||||
| -14.99% | Jan 2020 | Mar 2020 (3) | Aug 2020 (8) | 6.84 | |||||
| -14.91% | Sep 1987 | Nov 1987 (3) | Dec 1988 (16) | 7.02 | |||||
| -14.38% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 6.07 | |||||
| -14.05% | May 1998 | Aug 1998 (4) | Apr 1999 (12) | 6.04 | |||||
| -12.72% | May 2011 | Sep 2011 (5) | Mar 2012 (11) | 5.08 | |||||
| -12.51% | Jan 1990 | Sep 1990 (9) | Feb 1991 (14) | 6.33 | |||||
| -11.25% | May 2011 | Sep 2011 (5) | Feb 2012 (10) | 4.82 | |||||
| -11.06% | Jun 2002 | Sep 2002 (4) | Jun 2003 (13) | 7.41 | |||||
| -10.89% | May 1998 | Aug 1998 (4) | Dec 1998 (8) | 4.73 | |||||
| -10.65% | Jun 2002 | Sep 2002 (4) | Jun 2003 (13) | 7.06 | |||||
| -9.53% | Aug 1990 | Sep 1990 (2) | Feb 1991 (7) | 5.62 | |||||
| -8.88% | Feb 2001 | Sep 2001 (8) | Mar 2002 (14) | 4.60 | |||||
| -8.24% | Feb 2018 | Dec 2018 (11) | Apr 2019 (15) | 3.28 | |||||
| -7.95% | Feb 2001 | Sep 2001 (8) | Mar 2002 (14) | 3.70 | |||||
| -7.94% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 3.47 | |||||
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.
Swipe left to see all data
| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+3.03%
|
-1.71% |
+3.30%
|
-0.74% |
| 2023 |
+13.21%
|
-8.07% |
+10.82%
|
-6.95% |
| 2022 |
-13.57%
|
-19.49% |
-10.58%
|
-16.48% |
| 2021 |
+13.53%
|
-3.10% |
+14.69%
|
-2.50% |
| 2020 |
+9.12%
|
-14.99% |
+7.21%
|
-14.38% |
| 2019 |
+19.31%
|
-3.16% |
+17.21%
|
-3.44% |
| 2018 |
-6.39%
|
-8.24% |
-5.00%
|
-7.94% |
| 2017 |
+14.08%
|
0.00% |
+11.37%
|
0.00% |
| 2016 |
+8.63%
|
-2.93% |
+9.92%
|
-2.59% |
| 2015 |
-2.88%
|
-7.37% |
-1.72%
|
-6.23% |
| 2014 |
+6.12%
|
-3.95% |
+6.04%
|
-2.73% |
| 2013 |
+9.02%
|
-4.25% |
+14.05%
|
-2.24% |
| 2012 |
+12.60%
|
-5.90% |
+11.12%
|
-4.47% |
| 2011 |
-0.25%
|
-12.72% |
+1.31%
|
-11.25% |
| 2010 |
+16.08%
|
-7.26% |
+12.35%
|
-7.59% |
| 2009 |
+24.19%
|
-14.81% |
+18.56%
|
-14.17% |
| 2008 |
-22.51%
|
-27.78% |
-20.58%
|
-24.12% |
| 2007 |
+7.60%
|
-4.41% |
+5.25%
|
-3.35% |
| 2006 |
+19.78%
|
-3.25% |
+14.67%
|
-2.30% |
| 2005 |
+11.02%
|
-2.58% |
+7.42%
|
-2.17% |
| 2004 |
+15.19%
|
-5.84% |
+12.90%
|
-3.90% |
| 2003 |
+28.19%
|
-3.19% |
+24.15%
|
-2.61% |
| 2002 |
-2.13%
|
-11.06% |
-3.47%
|
-10.65% |
| 2001 |
-0.61%
|
-8.88% |
+0.06%
|
-7.95% |
| 2000 |
+1.80%
|
-5.84% |
+6.26%
|
-3.25% |
| 1999 |
+15.18%
|
-2.13% |
+10.16%
|
-2.69% |
| 1998 |
+3.43%
|
-14.05% |
+8.53%
|
-10.89% |
| 1997 |
+8.85%
|
-4.25% |
+15.72%
|
-2.73% |
| 1996 |
+13.00%
|
-2.47% |
+12.97%
|
-2.50% |
| 1995 |
+14.60%
|
-1.63% |
+22.13%
|
-1.03% |
| 1994 |
-2.32%
|
-6.30% |
-1.78%
|
-6.11% |
| 1993 |
+24.96%
|
-3.33% |
+19.41%
|
-2.18% |
| 1992 |
+4.01%
|
-2.90% |
+8.86%
|
-1.38% |
| 1991 |
+29.20%
|
-3.25% |
+24.84%
|
-2.94% |
| 1990 |
-7.14%
|
-12.51% |
-3.41%
|
-9.53% |
| 1989 |
+21.94%
|
-1.96% |
+21.08%
|
-1.37% |
| 1988 |
+14.95%
|
-2.14% |
+14.93%
|
-1.85% |
| 1987 |
+2.63%
|
-14.91% |
+3.35%
|
-16.09% |
| 1986 |
+21.90%
|
-2.21% |
+21.08%
|
-3.67% |
| 1985 |
+27.17%
|
-1.91% |
+28.54%
|
-1.57% |
