Total Bond US vs Bill Bernstein Sheltered Sam 30/70 Portfolio Comparison

Last Update: 31 March 2024

The Total Bond US Portfolio obtained a 4.30% compound annual return, with a 4.21% standard deviation, in the last 30 Years.

The Bill Bernstein Sheltered Sam 30/70 Portfolio obtained a 5.84% compound annual return, with a 5.17% standard deviation, in the last 30 Years.

Summary

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Total Bond US Portfolio Bill Bernstein Sheltered Sam 30/70 Portfolio
Portfolio Risk Low Medium
Asset Allocation Stocks 0% 29.1%
Fixed Income 100% 70%
Commodities 0% 0.9%
30 Years Stats Return +4.30% +5.84%
Std Dev 4.21% 5.17%
Max Drawdown -17.28% -16.58%
All time Stats
(Since Jan 1985)		 Return +5.71% +7.27%
Std Dev 4.52% 5.50%
Max Drawdown -17.28% -16.58%
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
Total Bond US Portfolio +0.85 +5.87 +1.62 +0.32 +1.49 +4.30 +5.71
Bill Bernstein Sheltered Sam 30/70 Portfolio +1.43 +7.74 +6.29 +4.00 +3.60 +5.84 +7.27
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Total Bond US Portfolio: an investment of 1$, since April 1994, now would be worth 3.54$, with a total return of 253.70% (4.30% annualized).

Bill Bernstein Sheltered Sam 30/70 Portfolio: an investment of 1$, since April 1994, now would be worth 5.48$, with a total return of 448.16% (5.84% annualized).

Total Bond US Portfolio: an investment of 1$, since January 1985, now would be worth 8.83$, with a total return of 782.62% (5.71% annualized).

Bill Bernstein Sheltered Sam 30/70 Portfolio: an investment of 1$, since January 1985, now would be worth 15.73$, with a total return of 1473.34% (7.27% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Total Bond US Portfolio
Bill Bernstein Sheltered Sam 30/70 Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-17.28% Aug 2020 Oct 2022 (27) In progress (44) 9.87
-16.58% Jun 2008 Feb 2009 (9) Nov 2009 (18) 8.33
-12.55% Jan 2022 Sep 2022 (9) In progress (27) 6.50
-6.24% Feb 2020 Mar 2020 (2) Jul 2020 (6) 2.82
-4.37% May 2011 Sep 2011 (5) Jan 2012 (9) 1.55
-4.01% Jul 1998 Aug 1998 (2) Oct 1998 (4) 1.90
-4.01% May 2013 Aug 2013 (4) May 2014 (13) 2.32
-3.98% Sep 2018 Dec 2018 (4) Mar 2019 (7) 1.92
-3.88% Apr 2008 Oct 2008 (7) Dec 2008 (9) 1.46
-3.68% Aug 2016 Nov 2016 (4) Aug 2017 (13) 2.01
-3.54% May 2015 Sep 2015 (5) Apr 2016 (12) 2.07
-3.47% Jun 2003 Jul 2003 (2) Jan 2004 (8) 1.59
-3.32% May 2010 Jun 2010 (2) Sep 2010 (5) 1.87
-3.26% Apr 2004 Apr 2004 (1) Sep 2004 (6) 1.71
-3.16% Feb 1996 May 1996 (4) Oct 1996 (9) 1.96
-3.03% Apr 2004 May 2004 (2) Aug 2004 (5) 2.03
-2.92% Sep 1994 Nov 1994 (3) Feb 1995 (6) 1.59
-2.67% Feb 2015 Jun 2015 (5) Feb 2016 (13) 1.47
-2.65% Jan 2009 Feb 2009 (2) Jun 2009 (6) 1.48
-2.64% May 2013 Jun 2013 (2) Oct 2013 (6) 1.42

Drawdown comparison chart since January 1985.

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Total Bond US Portfolio
Bill Bernstein Sheltered Sam 30/70 Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-17.28% Aug 2020 Oct 2022 (27) In progress (44) 9.87
-16.58% Jun 2008 Feb 2009 (9) Nov 2009 (18) 8.33
-12.55% Jan 2022 Sep 2022 (9) In progress (27) 6.50
-7.59% Sep 1987 Nov 1987 (3) Jun 1988 (10) 3.58
-6.24% Feb 2020 Mar 2020 (2) Jul 2020 (6) 2.82
-5.86% Mar 1987 Sep 1987 (7) Jan 1988 (11) 3.00
-5.67% Feb 1994 Jun 1994 (5) Apr 1995 (15) 3.82
-5.01% Feb 1994 Jun 1994 (5) Mar 1995 (14) 3.62
-4.64% Aug 1990 Sep 1990 (2) Dec 1990 (5) 2.79
-4.37% May 2011 Sep 2011 (5) Jan 2012 (9) 1.55
-4.01% Jul 1998 Aug 1998 (2) Oct 1998 (4) 1.90
-4.01% May 2013 Aug 2013 (4) May 2014 (13) 2.32
-3.98% Sep 2018 Dec 2018 (4) Mar 2019 (7) 1.92
-3.88% Apr 2008 Oct 2008 (7) Dec 2008 (9) 1.46
-3.68% Aug 2016 Nov 2016 (4) Aug 2017 (13) 2.01
-3.54% May 2015 Sep 2015 (5) Apr 2016 (12) 2.07
-3.47% Jun 2003 Jul 2003 (2) Jan 2004 (8) 1.59
-3.35% Jan 1990 Apr 1990 (4) May 1990 (5) 2.11
-3.32% May 2010 Jun 2010 (2) Sep 2010 (5) 1.87
-3.26% Apr 2004 Apr 2004 (1) Sep 2004 (6) 1.71

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.
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Year Return Drawdown Return Drawdown
2024
-0.69%
 -1.53%
+1.72%
 -0.21%
2023
+5.41%
 -6.02%
+7.25%
 -4.05%
2022
-13.11%
 -15.50%
-9.07%
 -12.55%
2021
-1.86%
 -3.64%
+8.27%
 -1.49%
2020
+7.71%
 -1.59%
+6.68%
 -6.24%
2019
+8.83%
 -0.57%
+11.29%
 -1.23%
2018
-0.12%
 -2.57%
-2.35%
 -3.98%
2017
+3.57%
 -0.60%
+6.35%
 0.00%
2016
+2.52%
 -3.68%
+6.14%
 -0.94%
2015
+0.56%
 -2.67%
-1.08%
 -3.54%
2014
+5.82%
 -0.57%
+3.87%
 -1.94%
2013
-2.10%
 -4.01%
+5.39%
 -2.64%
2012
+3.16%
 -0.88%
+6.92%
 -1.73%
2011
+7.92%
 -0.38%
+3.74%
 -4.37%
2010
+6.20%
 -1.70%
+8.08%
 -3.32%
2009
+3.64%
 -2.65%
+11.17%
 -7.71%
2008
+6.86%
 -3.88%
-8.30%
 -12.57%
2007
+6.92%
 -1.16%
+7.21%
 -0.78%
2006
+4.27%
 -1.30%
+8.56%
 -1.09%
2005
+2.40%
 -1.90%
+4.67%
 -1.32%
2004
+4.24%
 -3.03%
+8.30%
 -3.26%
2003
+3.97%
 -3.47%
+14.34%
 -0.69%
2002
+8.26%
 -1.46%
+3.99%
 -2.62%
2001
+8.43%
 -1.91%
+3.89%
 -2.11%
2000
+11.39%
 -0.65%
+9.31%
 -1.23%
1999
-0.76%
 -2.64%
+4.74%
 -2.18%
1998
+8.58%
 -0.55%
+8.32%
 -4.01%
1997
+9.44%
 -0.97%
+12.35%
 -1.75%
1996
+3.58%
 -3.16%
+8.07%
 -1.16%
1995
+18.18%
 -0.25%
+19.30%
 0.00%
1994
-2.66%
 -5.01%
-2.28%
 -5.67%
1993
+9.68%
 -0.97%
+14.75%
 -1.45%
1992
+7.14%
 -1.39%
+8.20%
 -1.27%
1991
+15.25%
 -0.06%
+19.59%
 -1.56%
1990
+8.65%
 -1.97%
+2.91%
 -4.64%
1989
+13.64%
 -1.60%
+17.14%
 -0.61%
1988
+7.35%
 -2.64%
+10.47%
 -1.19%
1987
+1.54%
 -5.86%
+3.06%
 -7.59%
1986
+15.10%
 -2.05%
+17.32%
 -2.63%
1985
+22.24%
 -2.00%
+23.63%
 -0.55%