Developed World ex-US 40/60 Momentum vs Bill Bernstein Sheltered Sam 30/70 Portfolio Comparison

Last Update: 31 May 2024

The Developed World ex-US 40/60 Momentum Portfolio obtained a 3.60% compound annual return, with a 6.91% standard deviation, in the last 10 Years.

The Bill Bernstein Sheltered Sam 30/70 Portfolio obtained a 3.44% compound annual return, with a 5.39% standard deviation, in the last 10 Years.

Summary

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Developed World ex-US 40/60 Momentum Portfolio Bill Bernstein Sheltered Sam 30/70 Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 40% 29.1%
Fixed Income 60% 70%
Commodities 0% 0.9%
10 Years Stats Return +3.60% +3.44%
Std Dev 6.91% 5.39%
Max Drawdown -19.40% -12.55%
All time Stats
(Since Aug 2009)
Return +5.16% +4.56%
Std Dev 6.99% 5.17%
Max Drawdown -19.40% -12.55%
Last Update: 31 May 2024

Historical Returns as of May 31, 2024

Comparison period starts from August 2009

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1M 6M 1Y 5Y 10Y MAX
Developed World ex-US 40/60 Momentum Portfolio +2.21 +8.86 +12.68 +3.89 +3.60 +5.16
Bill Bernstein Sheltered Sam 30/70 Portfolio +2.06 +5.12 +7.64 +4.06 +3.44 +4.56
Return over 1 year are annualized.

Capital Growth as of May 31, 2024

Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since June 2014, now would be worth 1.42$, with a total return of 42.45% (3.60% annualized).

Bill Bernstein Sheltered Sam 30/70 Portfolio: an investment of 1$, since June 2014, now would be worth 1.40$, with a total return of 40.28% (3.44% annualized).

Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since August 2009, now would be worth 2.11$, with a total return of 110.83% (5.16% annualized).

Bill Bernstein Sheltered Sam 30/70 Portfolio: an investment of 1$, since August 2009, now would be worth 1.94$, with a total return of 93.88% (4.56% annualized).

Drawdowns

Drawdown comparison chart since June 2014.

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Developed World ex-US 40/60 Momentum 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
-19.40% Sep 2021 Sep 2022 (13) In progress (33) 9.93
-12.55% Jan 2022 Sep 2022 (9) In progress (29) 6.30
-7.72% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.78
-6.24% Feb 2020 Mar 2020 (2) Jul 2020 (6) 2.82
-6.00% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.72
-5.38% May 2015 Sep 2015 (5) Jun 2016 (14) 2.83
-4.27% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.09
-3.98% Sep 2018 Dec 2018 (4) Mar 2019 (7) 1.92
-3.54% May 2015 Sep 2015 (5) Apr 2016 (12) 2.07
-1.94% Sep 2014 Sep 2014 (1) Jan 2015 (5) 0.85
-1.76% Feb 2018 Feb 2018 (1) Jul 2018 (6) 1.11
-1.62% Jan 2021 Feb 2021 (2) May 2021 (5) 0.94
-1.58% Sep 2020 Oct 2020 (2) Nov 2020 (3) 0.94
-1.52% Sep 2014 Dec 2014 (4) Feb 2015 (6) 1.05
-1.49% Sep 2021 Sep 2021 (1) Oct 2021 (2) 0.86
-1.33% Oct 2020 Oct 2020 (1) Nov 2020 (2) 0.77
-1.23% May 2019 May 2019 (1) Jun 2019 (2) 0.71
-0.94% Oct 2016 Oct 2016 (1) Dec 2016 (3) 0.52
-0.78% Jul 2014 Jul 2014 (1) Aug 2014 (2) 0.45
-0.74% Nov 2021 Nov 2021 (1) Dec 2021 (2) 0.43

Drawdown comparison chart since August 2009.

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Developed World ex-US 40/60 Momentum 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
-19.40% Sep 2021 Sep 2022 (13) In progress (33) 9.93
-12.55% Jan 2022 Sep 2022 (9) In progress (29) 6.30
-8.94% May 2011 Sep 2011 (5) Jul 2012 (15) 3.88
-7.72% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.78
-6.24% Feb 2020 Mar 2020 (2) Jul 2020 (6) 2.82
-6.00% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.72
-5.38% May 2015 Sep 2015 (5) Jun 2016 (14) 2.83
-5.17% May 2013 Jun 2013 (2) Oct 2013 (6) 3.27
-4.37% May 2011 Sep 2011 (5) Jan 2012 (9) 1.55
-4.27% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.09
-4.04% May 2010 May 2010 (1) Jul 2010 (3) 2.68
-3.98% Sep 2018 Dec 2018 (4) Mar 2019 (7) 1.92
-3.54% May 2015 Sep 2015 (5) Apr 2016 (12) 2.07
-3.32% May 2010 Jun 2010 (2) Sep 2010 (5) 1.87
-2.64% May 2013 Jun 2013 (2) Oct 2013 (6) 1.42
-2.00% Nov 2010 Nov 2010 (1) Dec 2010 (2) 1.16
-1.94% Sep 2014 Sep 2014 (1) Jan 2015 (5) 0.85
-1.76% Feb 2018 Feb 2018 (1) Jul 2018 (6) 1.11
-1.73% May 2012 May 2012 (1) Jul 2012 (3) 0.90
-1.66% Jan 2010 Jan 2010 (1) Mar 2010 (3) 0.99

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
+5.34%
-2.55%
+1.84%
-1.95%
2023
+10.83%
-4.47%
+7.25%
-4.05%
2022
-14.37%
-19.07%
-9.07%
-12.55%
2021
+1.27%
-2.17%
+8.27%
-1.49%
2020
+11.65%
-7.72%
+6.68%
-6.24%
2019
+14.52%
-0.27%
+11.29%
-1.23%
2018
-4.03%
-6.00%
-2.35%
-3.98%
2017
+11.62%
-0.20%
+6.35%
0.00%
2016
+2.96%
-4.27%
+6.14%
-0.94%
2015
+0.07%
-5.38%
-1.08%
-3.54%
2014
+1.57%
-1.52%
+3.87%
-1.94%
2013
+8.39%
-5.17%
+5.39%
-2.64%
2012
+12.90%
-3.09%
+6.92%
-1.73%
2011
-0.59%
-8.94%
+3.74%
-4.37%
2010
+10.77%
-4.04%
+8.08%
-3.32%