Last Update: 31 March 2024
The Developed World ex-US 60/40 Momentum Portfolio obtained a 4.49% compound annual return, with a 8.96% standard deviation, in the last 10 Years.
The Bill Bernstein Sheltered Sam 40/60 Portfolio obtained a 4.34% compound annual return, with a 6.57% standard deviation, in the last 10 Years.
Summary
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| Developed World ex-US 60/40 Momentum Portfolio | Bill Bernstein Sheltered Sam 40/60 Portfolio | ||
|---|---|---|---|
| Portfolio Risk | High | Medium | |
| Asset Allocation | Stocks | 60% | 38.8% |
| Fixed Income | 40% | 60% | |
| Commodities | 0% | 1.2% | |
| 10 Years Stats | Return | +4.49% | +4.34% |
| Std Dev | 8.96% | 6.57% | |
| Max Drawdown | -22.23% | -13.86% | |
| All time Stats (Since Aug 2009) |
Return | +5.88% | +5.54% |
| Std Dev | 9.53% | 6.42% | |
| Max Drawdown | -22.23% | -13.86% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from August 2009
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| 1M | 6M | 1Y | 5Y | 10Y | MAX | |
|---|---|---|---|---|---|---|
| Developed World ex-US 60/40 Momentum Portfolio | +3.73 | +18.09 | +16.56 | +5.91 | +4.49 | +5.88 |
| Bill Bernstein Sheltered Sam 40/60 Portfolio | +1.75 | +9.19 | +7.90 | +4.84 | +4.34 | +5.54 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Developed World ex-US 60/40 Momentum Portfolio: an investment of 1$, since April 2014,
now would be worth 1.55$, with a total return of 55.15%
(4.49% annualized).
Bill Bernstein Sheltered Sam 40/60 Portfolio: an investment of 1$, since April 2014, now would be worth 1.53$, with a total return of 52.95% (4.34% annualized).
Bill Bernstein Sheltered Sam 40/60 Portfolio: an investment of 1$, since April 2014, now would be worth 1.53$, with a total return of 52.95% (4.34% annualized).
Developed World ex-US 60/40 Momentum Portfolio: an investment of 1$, since August 2009,
now would be worth 2.31$, with a total return of 131.06%
(5.88% annualized).
Bill Bernstein Sheltered Sam 40/60 Portfolio: an investment of 1$, since August 2009, now would be worth 2.21$, with a total return of 120.52% (5.54% annualized).
Bill Bernstein Sheltered Sam 40/60 Portfolio: an investment of 1$, since August 2009, now would be worth 2.21$, with a total return of 120.52% (5.54% annualized).
Drawdowns
Drawdown comparison chart since April 2014.
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|
Developed World ex-US 60/40 Momentum 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 |
| -22.23% | Nov 2021 | Sep 2022 (11) | Mar 2024 (29) | 11.24 | |||||
| -13.86% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 6.86 | |||||
| -10.52% | Feb 2018 | Dec 2018 (11) | Jun 2019 (17) | 4.70 | |||||
| -10.46% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 5.30 | |||||
| -8.88% | Jan 2020 | Mar 2020 (3) | Aug 2020 (8) | 3.84 | |||||
| -7.73% | May 2015 | Sep 2015 (5) | Jul 2016 (15) | 4.34 | |||||
| -5.31% | Sep 2018 | Dec 2018 (4) | Mar 2019 (7) | 2.50 | |||||
| -5.21% | Aug 2016 | Nov 2016 (4) | Mar 2017 (8) | 2.46 | |||||
| -4.40% | May 2015 | Sep 2015 (5) | Jun 2016 (14) | 2.37 | |||||
| -4.02% | Jul 2014 | Dec 2014 (6) | Apr 2015 (10) | 2.20 | |||||
| -2.69% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 1.55 | |||||
| -2.20% | Sep 2014 | Sep 2014 (1) | Nov 2014 (3) | 1.14 | |||||
| -2.19% | Feb 2018 | Feb 2018 (1) | Jul 2018 (6) | 1.46 | |||||
| -2.13% | Oct 2020 | Oct 2020 (1) | Nov 2020 (2) | 1.23 | |||||
| -1.99% | May 2019 | May 2019 (1) | Jun 2019 (2) | 1.15 | |||||
| -1.96% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 1.18 | |||||
| -1.84% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 1.06 | |||||
| -1.30% | Jan 2021 | Feb 2021 (2) | Apr 2021 (4) | 0.83 | |||||
| -1.16% | Oct 2016 | Oct 2016 (1) | Dec 2016 (3) | 0.58 | |||||
| -1.06% | Nov 2021 | Nov 2021 (1) | Dec 2021 (2) | 0.61 | |||||
Drawdown comparison chart since August 2009.
Swipe left to see all data
|
Developed World ex-US 60/40 Momentum 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 |
| -22.23% | Nov 2021 | Sep 2022 (11) | Mar 2024 (29) | 11.24 | |||||
| -15.10% | May 2011 | Sep 2011 (5) | Nov 2012 (19) | 7.35 | |||||
| -13.86% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 6.86 | |||||
| -10.52% | Feb 2018 | Dec 2018 (11) | Jun 2019 (17) | 4.70 | |||||
| -10.46% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 5.30 | |||||
| -8.88% | Jan 2020 | Mar 2020 (3) | Aug 2020 (8) | 3.84 | |||||
| -7.73% | May 2015 | Sep 2015 (5) | Jul 2016 (15) | 4.34 | |||||
| -6.85% | Apr 2010 | Jun 2010 (3) | Sep 2010 (6) | 3.74 | |||||
| -6.70% | May 2011 | Sep 2011 (5) | Jan 2012 (9) | 2.68 | |||||
| -5.64% | May 2013 | Jun 2013 (2) | Sep 2013 (5) | 3.77 | |||||
| -5.31% | Sep 2018 | Dec 2018 (4) | Mar 2019 (7) | 2.50 | |||||
| -5.21% | Aug 2016 | Nov 2016 (4) | Mar 2017 (8) | 2.46 | |||||
| -4.76% | May 2010 | Jun 2010 (2) | Sep 2010 (5) | 2.76 | |||||
| -4.40% | May 2015 | Sep 2015 (5) | Jun 2016 (14) | 2.37 | |||||
| -4.02% | Jul 2014 | Dec 2014 (6) | Apr 2015 (10) | 2.20 | |||||
| -3.50% | Jan 2010 | Jan 2010 (1) | Mar 2010 (3) | 2.25 | |||||
| -2.69% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 1.55 | |||||
| -2.56% | May 2012 | May 2012 (1) | Aug 2012 (4) | 1.20 | |||||
| -2.52% | Jan 2014 | Jan 2014 (1) | Feb 2014 (2) | 1.45 | |||||
| -2.48% | Nov 2010 | Nov 2010 (1) | Dec 2010 (2) | 1.43 | |||||
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.
The highlighted returns represent the highest values for that specific year.
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| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+8.64%
|
0.00% |
+2.25%
|
-0.38% |
| 2023 |
+11.86%
|
-5.80% |
+8.44%
|
-5.04% |
| 2022 |
-15.18%
|
-22.15% |
-9.58%
|
-13.86% |
| 2021 |
+3.05%
|
-2.69% |
+10.41%
|
-1.84% |
| 2020 |
+15.15%
|
-10.46% |
+6.86%
|
-8.88% |
| 2019 |
+17.85%
|
-1.00% |
+13.26%
|
-1.99% |
| 2018 |
-7.45%
|
-10.52% |
-3.23%
|
-5.31% |
| 2017 |
+16.24%
|
-0.39% |
+8.02%
|
0.00% |
| 2016 |
+2.13%
|
-5.21% |
+7.40%
|
-1.39% |
| 2015 |
-0.48%
|
-7.73% |
-1.30%
|
-4.40% |
| 2014 |
-2.02%
|
-4.02% |
+4.59%
|
-2.20% |
| 2013 |
+12.99%
|
-5.64% |
+8.28%
|
-2.44% |
| 2012 |
+14.58%
|
-4.84% |
+8.32%
|
-2.56% |
| 2011 |
-5.18%
|
-15.10% |
+2.93%
|
-6.70% |
| 2010 |
+11.89%
|
-6.85% |
+9.51%
|
-4.76% |
