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

Last Update: 29 February 2024

The Developed World ex-US 40/60 Momentum Portfolio obtained a 3.47% compound annual return, with a 6.79% standard deviation, in the last 10 Years.

The Bill Bernstein Sheltered Sam 70/30 Portfolio obtained a 6.29% compound annual return, with a 10.57% standard deviation, in the last 10 Years.

Summary

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Developed World ex-US 40/60 Momentum Portfolio Bill Bernstein Sheltered Sam 70/30 Portfolio
Portfolio Risk Medium High
Asset Allocation Stocks 40% 67.9%
Fixed Income 60% 30%
Commodities 0% 2.1%
10 Years Stats Return +3.47% +6.29%
Std Dev 6.79% 10.57%
Max Drawdown -19.40% -17.80%
All time Stats
(Since Aug 2009)
Return +5.07% +8.12%
Std Dev 6.96% 10.55%
Max Drawdown -19.40% -17.80%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 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 +1.89 +8.24 +12.20 +3.85 +3.47 +5.07
Bill Bernstein Sheltered Sam 70/30 Portfolio +2.03 +6.76 +10.33 +6.83 +6.29 +8.12
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since March 2014, now would be worth 1.41$, with a total return of 40.59% (3.47% annualized).

Bill Bernstein Sheltered Sam 70/30 Portfolio: an investment of 1$, since March 2014, now would be worth 1.84$, with a total return of 84.01% (6.29% annualized).

Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since August 2009, now would be worth 2.06$, with a total return of 105.72% (5.07% annualized).

Bill Bernstein Sheltered Sam 70/30 Portfolio: an investment of 1$, since August 2009, now would be worth 3.12$, with a total return of 212.28% (8.12% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Developed World ex-US 40/60 Momentum 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
-19.40% Sep 2021 Sep 2022 (13) In progress (30) 10.39
-17.80% Jan 2022 Sep 2022 (9) Feb 2024 (26) 8.19
-17.14% Jan 2020 Mar 2020 (3) Nov 2020 (11) 7.51
-9.24% Sep 2018 Dec 2018 (4) Apr 2019 (8) 4.03
-7.72% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.78
-7.28% Jun 2015 Jan 2016 (8) Jun 2016 (13) 4.02
-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
-4.14% May 2019 May 2019 (1) Jun 2019 (2) 2.39
-3.68% Feb 2018 Mar 2018 (2) Jul 2018 (6) 2.51
-2.99% Sep 2014 Sep 2014 (1) Nov 2014 (3) 1.52
-2.82% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.63
-1.99% Nov 2021 Nov 2021 (1) Dec 2021 (2) 1.15
-1.81% Oct 2016 Oct 2016 (1) Nov 2016 (2) 1.05
-1.62% Jan 2021 Feb 2021 (2) May 2021 (5) 0.94
-1.52% Sep 2014 Dec 2014 (4) Feb 2015 (6) 1.05
-1.39% Jul 2014 Jul 2014 (1) Aug 2014 (2) 0.80
-1.33% Oct 2020 Oct 2020 (1) Nov 2020 (2) 0.77
-1.11% Aug 2019 Aug 2019 (1) Sep 2019 (2) 0.64

Drawdown comparison chart since August 2009.

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Developed World ex-US 40/60 Momentum 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
-19.40% Sep 2021 Sep 2022 (13) In progress (30) 10.39
-17.80% Jan 2022 Sep 2022 (9) Feb 2024 (26) 8.19
-17.14% Jan 2020 Mar 2020 (3) Nov 2020 (11) 7.51
-13.47% May 2011 Sep 2011 (5) Mar 2012 (11) 5.71
-9.24% Sep 2018 Dec 2018 (4) Apr 2019 (8) 4.03
-8.97% May 2010 Jun 2010 (2) Oct 2010 (6) 5.01
-8.94% May 2011 Sep 2011 (5) Jul 2012 (15) 3.88
-7.72% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.78
-7.28% Jun 2015 Jan 2016 (8) Jun 2016 (13) 4.02
-6.00% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.72
-5.42% Apr 2012 May 2012 (2) Aug 2012 (5) 2.48
-5.38% May 2015 Sep 2015 (5) Jun 2016 (14) 2.83
-5.17% May 2013 Jun 2013 (2) Oct 2013 (6) 3.27
-4.27% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.09
-4.14% May 2019 May 2019 (1) Jun 2019 (2) 2.39
-4.04% May 2010 May 2010 (1) Jul 2010 (3) 2.68
-3.68% Feb 2018 Mar 2018 (2) Jul 2018 (6) 2.51
-2.99% Sep 2014 Sep 2014 (1) Nov 2014 (3) 1.52
-2.82% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.63
-2.46% Aug 2013 Aug 2013 (1) Sep 2013 (2) 1.42

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
+2.78%
0.00%
+1.10%
-0.91%
2023
+10.84%
-4.47%
+12.01%
-7.88%
2022
-14.37%
-19.07%
-11.08%
-17.80%
2021
+1.27%
-2.17%
+16.83%
-2.82%
2020
+11.65%
-7.72%
+7.39%
-17.14%
2019
+14.52%
-0.27%
+19.18%
-4.14%
2018
-4.03%
-6.00%
-5.89%
-9.24%
2017
+11.62%
-0.20%
+13.05%
-0.08%
2016
+2.96%
-4.27%
+11.18%
-3.19%
2015
+0.07%
-5.38%
-1.94%
-7.16%
2014
+1.57%
-1.52%
+6.76%
-2.99%
2013
+8.39%
-5.17%
+16.94%
-2.46%
2012
+12.90%
-3.09%
+12.52%
-5.42%
2011
-0.59%
-8.94%
+0.50%
-13.47%
2010
+10.77%
-4.04%
+13.77%
-8.97%