Developed World ex-US 40/60 vs Bill Bernstein Sheltered Sam 40/60 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 40/60 Portfolio obtained a 6.24% compound annual return, with a 6.46% standard deviation, in the last 30 Years.

Summary

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Developed World ex-US 40/60 Portfolio Bill Bernstein Sheltered Sam 40/60 Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 40% 38.8%
Fixed Income 60% 60%
Commodities 0% 1.2%
30 Years Stats Return +5.26% +6.24%
Std Dev 7.40% 6.46%
Max Drawdown -26.17% -22.05%
All time Stats
(Since Jan 1985)
Return +7.62% +7.85%
Std Dev 8.10% 6.68%
Max Drawdown -26.17% -22.05%
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 40/60 Portfolio +0.87 +4.80 +7.29 +4.63 +4.19 +6.24 +7.85
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 40/60 Portfolio: an investment of 1$, since March 1994, now would be worth 6.14$, with a total return of 514.47% (6.24% 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 40/60 Portfolio: an investment of 1$, since January 1985, now would be worth 19.31$, with a total return of 1831.32% (7.85% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Developed World ex-US 40/60 Portfolio
Bill Bernstein Sheltered Sam 40/60 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
-22.05% Nov 2007 Feb 2009 (16) Mar 2010 (29) 9.27
-19.57% Sep 2021 Sep 2022 (13) In progress (30) 10.00
-13.86% Jan 2022 Sep 2022 (9) In progress (26) 6.98
-9.84% Jan 2020 Mar 2020 (3) Nov 2020 (11) 3.87
-8.88% Jan 2020 Mar 2020 (3) Aug 2020 (8) 3.84
-8.00% Apr 2000 Sep 2002 (30) May 2003 (38) 3.91
-7.71% May 2011 Sep 2011 (5) Feb 2012 (10) 3.70
-6.70% May 2011 Sep 2011 (5) Jan 2012 (9) 2.68
-6.62% Dec 1996 Apr 1997 (5) Jun 1997 (7) 4.07
-6.16% May 1998 Aug 1998 (4) Nov 1998 (7) 2.51
-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
-5.31% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.50
-5.24% Jul 1997 Dec 1997 (6) Feb 1998 (8) 2.97
-4.92% Jun 2002 Sep 2002 (4) May 2003 (12) 3.07
-4.79% May 2013 Jun 2013 (2) Sep 2013 (5) 2.81
-4.76% May 2010 Jun 2010 (2) Sep 2010 (5) 2.76
-4.63% Apr 2012 May 2012 (2) Aug 2012 (5) 2.07

Drawdown comparison chart since January 1985.

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Developed World ex-US 40/60 Portfolio
Bill Bernstein Sheltered Sam 40/60 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
-22.05% Nov 2007 Feb 2009 (16) Mar 2010 (29) 9.27
-19.57% Sep 2021 Sep 2022 (13) In progress (30) 10.00
-13.86% Jan 2022 Sep 2022 (9) In progress (26) 6.98
-12.17% Jan 1990 Sep 1990 (9) Feb 1991 (14) 6.44
-10.59% Sep 1987 Nov 1987 (3) Sep 1988 (13) 4.81
-9.84% Jan 2020 Mar 2020 (3) Nov 2020 (11) 3.87
-8.88% Jan 2020 Mar 2020 (3) Aug 2020 (8) 3.84
-8.00% Apr 2000 Sep 2002 (30) May 2003 (38) 3.91
-7.71% May 2011 Sep 2011 (5) Feb 2012 (10) 3.70
-6.97% Feb 1994 Feb 1995 (13) Jul 1995 (18) 3.55
-6.70% May 2011 Sep 2011 (5) Jan 2012 (9) 2.68
-6.62% Dec 1996 Apr 1997 (5) Jun 1997 (7) 4.07
-6.45% Jan 1992 Apr 1992 (4) Aug 1992 (8) 3.63
-6.25% Aug 1990 Sep 1990 (2) Jan 1991 (6) 3.64
-6.16% May 1998 Aug 1998 (4) Nov 1998 (7) 2.51
-5.95% Sep 1987 Oct 1987 (2) Feb 1988 (6) 3.46
-5.82% Feb 1994 Jun 1994 (5) Apr 1995 (15) 3.88
-5.69% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.61
-5.53% May 2015 Feb 2016 (10) Jul 2016 (15) 3.12

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%
+0.49%
-0.38%
2023
+12.45%
-5.52%
+8.44%
-5.04%
2022
-13.80%
-18.75%
-9.58%
-13.86%
2021
+3.30%
-2.38%
+10.41%
-1.84%
2020
+6.69%
-9.84%
+6.86%
-8.88%
2019
+13.77%
-1.47%
+13.26%
-1.99%
2018
-4.22%
-5.69%
-3.23%
-5.31%
2017
+12.01%
-0.03%
+8.02%
0.00%
2016
+3.84%
-3.04%
+7.40%
-1.39%
2015
+0.56%
-5.49%
-1.30%
-4.40%
2014
+2.85%
-1.71%
+4.59%
-2.20%
2013
+8.25%
-4.79%
+8.28%
-2.44%
2012
+13.14%
-4.63%
+8.32%
-2.56%
2011
+0.24%
-7.71%
+2.93%
-6.70%
2010
+8.45%
-4.11%
+9.51%
-4.76%
2009
+20.17%
-8.82%
+13.63%
-9.86%
2008
-17.67%
-22.03%
-12.39%
-16.39%
2007
+7.46%
-1.65%
+6.56%
-1.57%
2006
+12.27%
-1.46%
+10.60%
-1.50%
2005
+8.43%
-1.59%
+5.58%
-1.56%
2004
+11.76%
-1.58%
+9.83%
-3.47%
2003
+17.83%
-1.98%
+17.61%
-1.29%
2002
-0.67%
-6.61%
+1.50%
-4.92%
2001
-2.28%
-6.43%
+2.61%
-3.56%
2000
-0.20%
-3.33%
+8.29%
-1.66%
1999
+15.36%
-2.65%
+6.55%
-2.35%
1998
+16.87%
-3.91%
+8.39%
-6.16%
1997
-3.46%
-5.63%
+13.48%
-2.09%
1996
+4.67%
-1.05%
+9.71%
-1.62%
1995
+14.33%
-2.75%
+20.24%
-0.33%
1994
-0.47%
-4.38%
-2.11%
-5.82%
1993
+21.82%
-4.00%
+16.30%
-1.70%
1992
+1.22%
-6.45%
+8.42%
-1.15%
1991
+16.64%
-2.93%
+21.34%
-2.03%
1990
-5.59%
-12.17%
+0.80%
-6.25%
1989
+11.80%
-2.73%
+18.45%
-0.62%
1988
+15.54%
-3.13%
+11.96%
-1.41%
1987
+14.28%
-5.95%
+3.16%
-10.59%
1986
+35.17%
-4.19%
+18.58%
-2.98%
1985
+37.39%
-0.82%
+25.27%
-0.84%