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

Last Update: 29 February 2024

The Developed World ex-US 40/60 Portfolio obtained a 5.26% compound annual return, with a 7.40% 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 40/60 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%
30 Years Stats Return +5.26% +5.68%
Std Dev 7.40% 5.20%
Max Drawdown -26.17% -16.58%
All time Stats
(Since Jan 1985)
Return +7.62% +7.25%
Std Dev 8.10% 5.50%
Max Drawdown -26.17% -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 40/60 Portfolio +0.77 +5.57 +9.58 +3.02 +3.29 +5.26 +7.62
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 40/60 Portfolio: an investment of 1$, since March 1994, now would be worth 4.65$, with a total return of 364.83% (5.26% 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 40/60 Portfolio: an investment of 1$, since January 1985, now would be worth 17.76$, with a total return of 1675.86% (7.62% 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 40/60 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
-26.17% Nov 2007 Feb 2009 (16) Aug 2010 (34) 11.47
-19.57% Sep 2021 Sep 2022 (13) In progress (30) 10.00
-16.58% Jun 2008 Feb 2009 (9) Nov 2009 (18) 8.33
-12.55% Jan 2022 Sep 2022 (9) In progress (26) 6.62
-9.84% Jan 2020 Mar 2020 (3) Nov 2020 (11) 3.87
-8.00% Apr 2000 Sep 2002 (30) May 2003 (38) 3.91
-7.71% May 2011 Sep 2011 (5) Feb 2012 (10) 3.70
-6.62% Dec 1996 Apr 1997 (5) Jun 1997 (7) 4.07
-6.24% Feb 2020 Mar 2020 (2) Jul 2020 (6) 2.82
-5.70% Mar 1994 Feb 1995 (12) May 1995 (15) 2.69
-5.69% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.61
-5.53% May 2015 Feb 2016 (10) Jul 2016 (15) 3.12
-5.24% Jul 1997 Dec 1997 (6) Feb 1998 (8) 2.97
-4.79% May 2013 Jun 2013 (2) Sep 2013 (5) 2.81
-4.63% Apr 2012 May 2012 (2) Aug 2012 (5) 2.07
-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
-3.91% Jun 1998 Aug 1998 (3) Oct 1998 (5) 1.65
-3.59% Mar 1994 Jun 1994 (4) Feb 1995 (12) 2.32

Drawdown comparison chart since January 1985.

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Developed World ex-US 40/60 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
-26.17% Nov 2007 Feb 2009 (16) Aug 2010 (34) 11.47
-19.57% Sep 2021 Sep 2022 (13) In progress (30) 10.00
-16.58% Jun 2008 Feb 2009 (9) Nov 2009 (18) 8.33
-12.55% Jan 2022 Sep 2022 (9) In progress (26) 6.62
-12.17% Jan 1990 Sep 1990 (9) Feb 1991 (14) 6.44
-9.84% Jan 2020 Mar 2020 (3) Nov 2020 (11) 3.87
-8.00% Apr 2000 Sep 2002 (30) May 2003 (38) 3.91
-7.71% May 2011 Sep 2011 (5) Feb 2012 (10) 3.70
-7.59% Sep 1987 Nov 1987 (3) Jun 1988 (10) 3.58
-6.97% Feb 1994 Feb 1995 (13) Jul 1995 (18) 3.55
-6.62% Dec 1996 Apr 1997 (5) Jun 1997 (7) 4.07
-6.45% Jan 1992 Apr 1992 (4) Aug 1992 (8) 3.63
-6.24% Feb 2020 Mar 2020 (2) Jul 2020 (6) 2.82
-5.95% Sep 1987 Oct 1987 (2) Feb 1988 (6) 3.46
-5.69% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.61
-5.67% Feb 1994 Jun 1994 (5) Apr 1995 (15) 3.82
-5.53% May 2015 Feb 2016 (10) Jul 2016 (15) 3.12
-5.24% Jul 1997 Dec 1997 (6) Feb 1998 (8) 2.97
-4.79% May 2013 Jun 2013 (2) Sep 2013 (5) 2.81
-4.64% Aug 1990 Sep 1990 (2) Dec 1990 (5) 2.79

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
-0.02%
-0.79%
+0.28%
-0.21%
2023
+12.45%
-5.52%
+7.25%
-4.05%
2022
-13.80%
-18.75%
-9.07%
-12.55%
2021
+3.30%
-2.38%
+8.27%
-1.49%
2020
+6.69%
-9.84%
+6.68%
-6.24%
2019
+13.77%
-1.47%
+11.29%
-1.23%
2018
-4.22%
-5.69%
-2.35%
-3.98%
2017
+12.01%
-0.03%
+6.35%
0.00%
2016
+3.84%
-3.04%
+6.14%
-0.94%
2015
+0.56%
-5.49%
-1.08%
-3.54%
2014
+2.85%
-1.71%
+3.87%
-1.94%
2013
+8.25%
-4.79%
+5.39%
-2.64%
2012
+13.14%
-4.63%
+6.92%
-1.73%
2011
+0.24%
-7.71%
+3.74%
-4.37%
2010
+8.45%
-4.11%
+8.08%
-3.32%
2009
+20.17%
-8.82%
+11.17%
-7.71%
2008
-17.67%
-22.03%
-8.30%
-12.57%
2007
+7.46%
-1.65%
+7.21%
-0.78%
2006
+12.27%
-1.46%
+8.56%
-1.09%
2005
+8.43%
-1.59%
+4.67%
-1.32%
2004
+11.76%
-1.58%
+8.30%
-3.26%
2003
+17.83%
-1.98%
+14.34%
-0.69%
2002
-0.67%
-6.61%
+3.99%
-2.62%
2001
-2.28%
-6.43%
+3.89%
-2.11%
2000
-0.20%
-3.33%
+9.31%
-1.23%
1999
+15.36%
-2.65%
+4.74%
-2.18%
1998
+16.87%
-3.91%
+8.32%
-4.01%
1997
-3.46%
-5.63%
+12.35%
-1.75%
1996
+4.67%
-1.05%
+8.07%
-1.16%
1995
+14.33%
-2.75%
+19.30%
0.00%
1994
-0.47%
-4.38%
-2.28%
-5.67%
1993
+21.82%
-4.00%
+14.75%
-1.45%
1992
+1.22%
-6.45%
+8.20%
-1.27%
1991
+16.64%
-2.93%
+19.59%
-1.56%
1990
-5.59%
-12.17%
+2.91%
-4.64%
1989
+11.80%
-2.73%
+17.14%
-0.61%
1988
+15.54%
-3.13%
+10.47%
-1.19%
1987
+14.28%
-5.95%
+3.06%
-7.59%
1986
+35.17%
-4.19%
+17.32%
-2.63%
1985
+37.39%
-0.82%
+23.63%
-0.55%