Bill Bernstein Sheltered Sam 50/50 Portfolio vs Credit Suisse Global Market Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - November 2024 (~40 years)
Consolidated Returns as of 30 November 2024
Rebalancing: at every Jan 1st
Currency: USD
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Results
30 Years
All (since January 1985)
Bill Bernstein Sheltered Sam 50/50 Portfolio
1.00$
Initial Capital
December 1994
8.17$
Final Capital
November 2024
7.25%
Yearly Return
7.81%
Std Deviation
-28.23%
Max Drawdown
36months
Recovery Period
1.00$
Initial Capital
January 1985
26.27$
Final Capital
November 2024
8.53%
Yearly Return
7.95%
Std Deviation
-28.23%
Max Drawdown
36months
Recovery Period
Credit Suisse Global Market Portfolio
1.00$
Initial Capital
December 1994
8.41$
Final Capital
November 2024
7.36%
Yearly Return
8.30%
Std Deviation
-25.90%
Max Drawdown
29months
Recovery Period
1.00$
Initial Capital
January 1985
30.03$
Final Capital
November 2024
8.90%
Yearly Return
8.60%
Std Deviation
-25.90%
Max Drawdown
29months
Recovery Period

As of November 2024, in the previous 30 Years, the Bill Bernstein Sheltered Sam 50/50 Portfolio obtained a 7.25% compound annual return, with a 7.81% standard deviation. It suffered a maximum drawdown of -28.23% that required 36 months to be recovered.

As of November 2024, in the previous 30 Years, the Credit Suisse Global Market Portfolio obtained a 7.36% compound annual return, with a 8.30% standard deviation. It suffered a maximum drawdown of -25.90% that required 29 months to be recovered.

Table of contents

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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Bill Bernstein Sheltered Sam 50/50 Portfolio
Weight
(%)		 ETF
Ticker		 Name
12.50
VTV
Vanguard Value
10.00
VV
Vanguard Large-Cap
7.50
IJS
iShares S&P Small-Cap 600 Value
5.00
VNQ
Vanguard Real Estate
3.50
EFV
iShares MSCI EAFE Value
2.50
EEM
iShares MSCI Emerging Markets
2.50
IJR
iShares Core S&P Small-Cap
2.50
VGK
Vanguard FTSE Europe
2.50
VPL
Vanguard FTSE Pacific
30.00
SHY
iShares 1-3 Year Treasury Bond
20.00
TIP
iShares TIPS Bond
1.50
GLTR
Aberdeen Standard Physical Precious Metals Basket Shares
Credit Suisse Global Market Portfolio
Weight
(%)		 ETF
Ticker		 Name
20.00
SPY
SPDR S&P 500
15.00
VEU
Vanguard FTSE All-World ex-US
5.00
EEM
iShares MSCI Emerging Markets
5.00
VNQ
Vanguard Real Estate
22.00
LQD
iShares Investment Grade Corporate Bond
16.00
BNDX
Vanguard Total International Bond
15.00
TLT
iShares 20+ Year Treasury Bond
2.00
TIP
iShares TIPS Bond
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Portfolio Returns as of Nov 30, 2024

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
  • the actual US Inflation rates.
RETURN COMPARISON
Period: 1 January 1985 - 30 November 2024 (~40 years)
Swipe left to see all data
Return (%) as of Nov 30, 2024
YTD
(11M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_bernstein.webp Sheltered Sam 50/50
Bill Bernstein 		11.05 2.75 7.96 15.76 6.04 5.49 7.25 8.53
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_credit_suisse.webp Global Market Portfolio
Credit Suisse 		9.28 2.28 7.73 14.92 3.91 4.96 7.36 8.90
Return over 1 year are annualized.
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Capital Growth as of Nov 30, 2024

Bill Bernstein Sheltered Sam 50/50 Portfolio: an investment of 1$, since December 1994, now would be worth 8.17$, with a total return of 717.09% (7.25% annualized).

Credit Suisse Global Market Portfolio: an investment of 1$, since December 1994, now would be worth 8.41$, with a total return of 741.44% (7.36% annualized).


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Bill Bernstein Sheltered Sam 50/50 Portfolio: an investment of 1$, since January 1985, now would be worth 26.27$, with a total return of 2526.87% (8.53% annualized).

Credit Suisse Global Market Portfolio: an investment of 1$, since January 1985, now would be worth 30.03$, with a total return of 2903.04% (8.90% annualized).


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Portfolio Metrics as of Nov 30, 2024

The following metrics, updated as of 30 November 2024, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 December 2023 - 30 November 2024 (1 year)
Period: 1 December 2019 - 30 November 2024 (5 years)
Period: 1 December 2014 - 30 November 2024 (10 years)
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1985 - 30 November 2024 (~40 years)
Swipe left to see all data
Sheltered Sam 50/50 Global Market Portfolio
Author Bill Bernstein Credit Suisse
ASSET ALLOCATION
Stocks 48.5% 45%
Fixed Income 50% 55%
Commodities 1.5% 0%
PERFORMANCES
Annualized Return (%) 15.76 14.92
Infl. Adjusted Return (%) 12.69 11.87
DRAWDOWN
Deepest Drawdown Depth (%) -2.60 -3.51
Start to Recovery (months) 2 3
Longest Drawdown Depth (%) -0.56 -3.51
Start to Recovery (months) 2 3
Longest Negative Period (months) 2 4
RISK INDICATORS
Standard Deviation (%) 6.72 8.19
Sharpe Ratio 1.57 1.19
Sortino Ratio 2.03 1.48
Ulcer Index 0.86 1.30
Ratio: Return / Standard Deviation 2.35 1.82
Ratio: Return / Deepest Drawdown 6.06 4.25
Metrics calculated over the period 1 December 2023 - 30 November 2024
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Sheltered Sam 50/50 Global Market Portfolio
Author Bill Bernstein Credit Suisse
ASSET ALLOCATION
Stocks 48.5% 45%
Fixed Income 50% 55%
Commodities 1.5% 0%
PERFORMANCES
Annualized Return (%) 6.04 3.91
Infl. Adjusted Return (%) 1.79 -0.26
DRAWDOWN
Deepest Drawdown Depth (%) -15.17 -23.10
Start to Recovery (months) 27 35*
Longest Drawdown Depth (%) -15.17 -23.10
Start to Recovery (months) 27 35*
Longest Negative Period (months) 32 47
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 9.78 11.55
Sharpe Ratio 0.38 0.14
Sortino Ratio 0.51 0.19
Ulcer Index 5.35 9.98
Ratio: Return / Standard Deviation 0.62 0.34
Ratio: Return / Deepest Drawdown 0.40 0.17
Metrics calculated over the period 1 December 2019 - 30 November 2024
Swipe left to see all data
Sheltered Sam 50/50 Global Market Portfolio
Author Bill Bernstein Credit Suisse
ASSET ALLOCATION
Stocks 48.5% 45%
Fixed Income 50% 55%
Commodities 1.5% 0%
PERFORMANCES
Annualized Return (%) 5.49 4.96
Infl. Adjusted Return (%) 2.48 1.97
DRAWDOWN
Deepest Drawdown Depth (%) -15.17 -23.10
Start to Recovery (months) 27 35*
Longest Drawdown Depth (%) -15.17 -23.10
Start to Recovery (months) 27 35*
Longest Negative Period (months) 32 50
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.99 9.20
Sharpe Ratio 0.49 0.37
Sortino Ratio 0.65 0.50
Ulcer Index 4.04 7.29
Ratio: Return / Standard Deviation 0.69 0.54
Ratio: Return / Deepest Drawdown 0.36 0.21
Metrics calculated over the period 1 December 2014 - 30 November 2024
Swipe left to see all data
Sheltered Sam 50/50 Global Market Portfolio
Author Bill Bernstein Credit Suisse
ASSET ALLOCATION
Stocks 48.5% 45%
Fixed Income 50% 55%
Commodities 1.5% 0%
PERFORMANCES
Annualized Return (%) 7.25 7.36
Infl. Adjusted Return (%) 4.61 4.71
DRAWDOWN
Deepest Drawdown Depth (%) -28.23 -25.90
Start to Recovery (months) 36 29
Longest Drawdown Depth (%) -28.23 -23.10
Start to Recovery (months) 36 35*
Longest Negative Period (months) 53 50
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.81 8.30
Sharpe Ratio 0.63 0.61
Sortino Ratio 0.82 0.81
Ulcer Index 4.64 5.56
Ratio: Return / Standard Deviation 0.93 0.89
Ratio: Return / Deepest Drawdown 0.26 0.28
Metrics calculated over the period 1 December 1994 - 30 November 2024
Swipe left to see all data
Sheltered Sam 50/50 Global Market Portfolio
Author Bill Bernstein Credit Suisse
ASSET ALLOCATION
Stocks 48.5% 45%
Fixed Income 50% 55%
Commodities 1.5% 0%
PERFORMANCES
Annualized Return (%) 8.53 8.90
Infl. Adjusted Return (%) 5.59 5.94
DRAWDOWN
Deepest Drawdown Depth (%) -28.23 -25.90
Start to Recovery (months) 36 29
Longest Drawdown Depth (%) -28.23 -23.10
Start to Recovery (months) 36 35*
Longest Negative Period (months) 53 50
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.95 8.60
Sharpe Ratio 0.68 0.67
Sortino Ratio 0.88 0.90
Ulcer Index 4.30 5.07
Ratio: Return / Standard Deviation 1.07 1.03
Ratio: Return / Deepest Drawdown 0.30 0.34
Metrics calculated over the period 1 January 1985 - 30 November 2024
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Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

DRAWDOWN COMPARISON
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1985 - 30 November 2024 (~40 years)

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Sheltered Sam 50/50 Global Market Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-28.23 36 Nov 2007
Oct 2010
-25.90 29 Nov 2007
Mar 2010
-23.10 35* Jan 2022
In progress
-15.17 27 Jan 2022
Mar 2024
-11.63 8 Jan 2020
Aug 2020
-8.99 10 May 2011
Feb 2012
-8.55 8 May 1998
Dec 1998
-8.34 5 Feb 2020
Jun 2020
-7.79 12 Jun 2002
May 2003
-6.63 8 Sep 2018
Apr 2019
-6.28 27 Feb 2001
Apr 2003
-6.05 15 Mar 2015
May 2016
-6.00 14 Feb 2018
Mar 2019
-5.62 4 Jul 1998
Oct 1998
-5.55 14 Feb 2001
Mar 2002

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Sheltered Sam 50/50 Global Market Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-28.23 36 Nov 2007
Oct 2010
-25.90 29 Nov 2007
Mar 2010
-23.10 35* Jan 2022
In progress
-15.17 27 Jan 2022
Mar 2024
-13.42 14 Sep 1987
Oct 1988
-11.63 8 Jan 2020
Aug 2020
-11.04 10 Sep 1987
Jun 1988
-9.84 6 Aug 1990
Jan 1991
-8.99 10 May 2011
Feb 2012
-8.55 8 May 1998
Dec 1998
-8.34 5 Feb 2020
Jun 2020
-7.88 6 Aug 1990
Jan 1991
-7.84 7 Jan 1990
Jul 1990
-7.79 12 Jun 2002
May 2003
-6.85 16 Feb 1994
May 1995

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the Simulation Settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1985 - 30 November 2024 (~40 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

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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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Sheltered Sam 50/50 Global Market Portfolio
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2024
 11.05 -2.60 9.28 -3.51
2023
 9.63 -6.01 12.57 -8.81
2022
 -10.08 -15.17 -19.25 -23.10
2021
 12.55 -2.18 7.49 -2.99
2020
 7.04 -11.63 12.06 -8.34
2019
 15.24 -2.72 19.24 -1.07
2018
 -4.12 -6.63 -4.76 -6.00
2017
 9.70 0.00 13.93 0.00
2016
 8.66 -1.99 6.49 -4.41
2015
 -1.51 -5.30 -1.54 -6.05
2014
 5.32 -2.47 10.70 -2.47
2013
 11.17 -2.24 5.77 -5.32
2012
 9.72 -3.50 12.25 -2.32
2011
 2.12 -8.99 6.64 -3.80
2010
 10.93 -6.18 11.92 -3.33
2009
 16.09 -12.02 17.08 -12.90
2008
 -16.49 -20.24 -12.93 -20.63
2007
 5.90 -2.35 7.60 -2.29
2006
 12.64 -1.91 12.00 -2.16
2005
 6.50 -1.80 7.92 -2.32
2004
 11.37 -3.69 11.74 -4.15
2003
 20.88 -1.95 19.38 -1.62
2002
 -0.98 -7.79 -0.18 -5.20
2001
 1.33 -5.55 -0.30 -6.28
2000
 7.28 -2.16 2.79 -3.32
1999
 8.35 -2.52 9.76 -2.51
1998
 8.46 -8.55 13.06 -5.62
1997
 14.60 -2.41 10.21 -3.97
1996
 11.34 -2.06 8.88 -1.37
1995
 21.19 -0.68 21.92 0.00
1994
 -1.95 -5.96 -3.16 -6.85
1993
 17.86 -1.94 20.70 -2.78
1992
 8.64 -1.26 4.18 -4.17
1991
 23.09 -2.50 25.49 -2.87
1990
 -1.30 -7.88 -1.53 -9.84
1989
 19.77 -0.79 21.42 -0.61
1988
 13.45 -1.64 14.53 -2.19
1987
 3.26 -13.42 3.66 -11.04
1986
 19.83 -3.33 25.89 -4.02
1985
 26.90 -1.21 31.49 -1.25
Mastering Etf Investing
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Mastering ETF Investing
Build wealth
with Lazy Portfolios and Passive Investing
Buy now
English book
Buy now
Italian book