Developed World ex-US 20/80 vs Bill Bernstein Sheltered Sam 30/70 Portfolio Comparison

Last Update: 29 February 2024

The Developed World ex-US 20/80 Portfolio obtained a 5.08% compound annual return, with a 5.25% standard deviation, in the last 30 Years.

The Bill Bernstein Sheltered Sam 30/70 Portfolio obtained a 5.68% compound annual return, with a 5.20% standard deviation, in the last 30 Years.

Summary

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Developed World ex-US 20/80 Portfolio Bill Bernstein Sheltered Sam 30/70 Portfolio
Portfolio Risk Low Medium
Asset Allocation Stocks 20% 29.1%
Fixed Income 80% 70%
Commodities 0% 0.9%
30 Years Stats Return +5.08% +5.68%
Std Dev 5.25% 5.20%
Max Drawdown -16.80% -16.58%
All time Stats
(Since Jan 1985)
Return +7.18% +7.25%
Std Dev 5.84% 5.50%
Max Drawdown -16.80% -16.58%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Developed World ex-US 20/80 Portfolio +0.11 +4.57 +8.13 +1.74 +2.72 +5.08 +7.18
Bill Bernstein Sheltered Sam 30/70 Portfolio +0.49 +4.14 +6.27 +3.88 +3.47 +5.68 +7.25
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Developed World ex-US 20/80 Portfolio: an investment of 1$, since March 1994, now would be worth 4.42$, with a total return of 341.69% (5.08% annualized).

Bill Bernstein Sheltered Sam 30/70 Portfolio: an investment of 1$, since March 1994, now would be worth 5.24$, with a total return of 424.39% (5.68% annualized).

Developed World ex-US 20/80 Portfolio: an investment of 1$, since January 1985, now would be worth 15.11$, with a total return of 1411.21% (7.18% annualized).

Bill Bernstein Sheltered Sam 30/70 Portfolio: an investment of 1$, since January 1985, now would be worth 15.51$, with a total return of 1451.16% (7.25% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Developed World ex-US 20/80 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
-16.80% Aug 2021 Sep 2022 (14) In progress (31) 9.54
-16.58% Jun 2008 Feb 2009 (9) Nov 2009 (18) 8.33
-15.55% Mar 2008 Nov 2008 (9) Aug 2009 (18) 8.92
-12.55% Jan 2022 Sep 2022 (9) In progress (26) 6.62
-7.46% Dec 1996 Apr 1997 (5) Sep 1998 (22) 3.35
-6.24% Feb 2020 Mar 2020 (2) Jul 2020 (6) 2.82
-5.99% Feb 2020 Mar 2020 (2) Jul 2020 (6) 2.79
-4.61% Mar 1994 Feb 1995 (12) May 1995 (15) 3.30
-4.48% May 2013 Jun 2013 (2) Dec 2013 (8) 2.44
-4.37% May 2011 Sep 2011 (5) Jan 2012 (9) 1.55
-4.01% Jul 1998 Aug 1998 (2) Oct 1998 (4) 1.90
-3.98% Sep 2018 Dec 2018 (4) Mar 2019 (7) 1.92
-3.59% Mar 1994 Jun 1994 (4) Feb 1995 (12) 2.32
-3.54% May 2015 Sep 2015 (5) Apr 2016 (12) 2.07
-3.32% May 2010 Jun 2010 (2) Sep 2010 (5) 1.87
-3.26% Apr 2004 Apr 2004 (1) Sep 2004 (6) 1.71
-3.06% Apr 2015 Sep 2015 (6) Mar 2016 (12) 1.67
-2.76% Oct 2016 Nov 2016 (2) Apr 2017 (7) 1.55
-2.68% Aug 2011 Sep 2011 (2) Dec 2011 (5) 1.39
-2.64% May 2013 Jun 2013 (2) Oct 2013 (6) 1.42

Drawdown comparison chart since January 1985.

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Developed World ex-US 20/80 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
-16.80% Aug 2021 Sep 2022 (14) In progress (31) 9.54
-16.58% Jun 2008 Feb 2009 (9) Nov 2009 (18) 8.33
-15.55% Mar 2008 Nov 2008 (9) Aug 2009 (18) 8.92
-12.55% Jan 2022 Sep 2022 (9) In progress (26) 6.62
-7.59% Sep 1987 Nov 1987 (3) Jun 1988 (10) 3.58
-7.46% Dec 1996 Apr 1997 (5) Sep 1998 (22) 3.35
-7.02% Jan 1990 Apr 1990 (4) Jul 1990 (7) 3.62
-6.51% Feb 1994 Feb 1995 (13) Jul 1995 (18) 4.66
-6.31% Aug 1990 Sep 1990 (2) Dec 1990 (5) 3.33
-6.24% Feb 2020 Mar 2020 (2) Jul 2020 (6) 2.82
-5.99% Feb 2020 Mar 2020 (2) Jul 2020 (6) 2.79
-5.67% Feb 1994 Jun 1994 (5) Apr 1995 (15) 3.82
-4.64% Aug 1990 Sep 1990 (2) Dec 1990 (5) 2.79
-4.48% May 2013 Jun 2013 (2) Dec 2013 (8) 2.44
-4.37% May 2011 Sep 2011 (5) Jan 2012 (9) 1.55
-4.18% Jan 1992 Mar 1992 (3) Jul 1992 (7) 2.38
-4.01% Jul 1998 Aug 1998 (2) Oct 1998 (4) 1.90
-3.98% Sep 2018 Dec 2018 (4) Mar 2019 (7) 1.92
-3.54% May 2015 Sep 2015 (5) Apr 2016 (12) 2.07
-3.35% Jan 1990 Apr 1990 (4) May 1990 (5) 2.11

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.
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Year Return Drawdown Return Drawdown
2024
-0.57%
-0.69%
+0.28%
-0.21%
2023
+10.62%
-3.65%
+7.25%
-4.05%
2022
-13.28%
-15.82%
-9.07%
-12.55%
2021
+0.51%
-1.64%
+8.27%
-1.49%
2020
+5.67%
-5.99%
+6.68%
-6.24%
2019
+10.82%
-0.13%
+11.29%
-1.23%
2018
-0.71%
-1.97%
-2.35%
-3.98%
2017
+7.20%
-0.28%
+6.35%
0.00%
2016
+4.23%
-2.76%
+6.14%
-0.94%
2015
+0.88%
-3.06%
-1.08%
-3.54%
2014
+5.80%
-0.91%
+3.87%
-1.94%
2013
+3.72%
-4.48%
+5.39%
-2.64%
2012
+11.34%
-1.93%
+6.92%
-1.73%
2011
+4.42%
-2.68%
+3.74%
-4.37%
2010
+8.49%
-1.80%
+8.08%
-3.32%
2009
+17.74%
-4.20%
+11.17%
-7.71%
2008
-10.01%
-15.55%
-8.30%
-12.57%
2007
+6.22%
-0.75%
+7.21%
-0.78%
2006
+7.61%
-0.62%
+8.56%
-1.09%
2005
+6.71%
-1.16%
+4.67%
-1.32%
2004
+8.93%
-1.18%
+8.30%
-3.26%
2003
+10.88%
-0.98%
+14.34%
-0.69%
2002
+4.31%
-1.24%
+3.99%
-2.62%
2001
+4.28%
-1.41%
+3.89%
-2.11%
2000
+4.50%
-1.64%
+9.31%
-1.23%
1999
+7.82%
-2.07%
+4.74%
-2.18%
1998
+16.99%
-0.92%
+8.32%
-4.01%
1997
-4.15%
-6.74%
+12.35%
-1.75%
1996
+4.66%
-1.36%
+8.07%
-1.16%
1995
+17.78%
-0.82%
+19.30%
0.00%
1994
-3.88%
-6.31%
-2.28%
-5.67%
1993
+19.11%
-1.94%
+14.75%
-1.45%
1992
+6.56%
-4.18%
+8.20%
-1.27%
1991
+19.03%
-1.69%
+19.59%
-1.56%
1990
+0.80%
-7.02%
+2.91%
-4.64%
1989
+11.45%
-2.33%
+17.14%
-0.61%
1988
+12.16%
-0.98%
+10.47%
-1.19%
1987
+8.87%
-2.58%
+3.06%
-7.59%
1986
+25.77%
-3.32%
+17.32%
-2.63%
1985
+31.17%
-2.24%
+23.63%
-0.55%