Bill Bernstein Sheltered Sam 50/50 vs Aim Ways Gold Pivot Ptf Portfolio Comparison

Period: January 1985 - August 2024 (~40 years)
Consolidated Returns as of 31 August 2024
Rebalancing: at every Jan 1st
Currency: USD
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Bill Bernstein Sheltered Sam 50/50 Portfolio
1.00$
Initial Capital
September 1994
7.66$
Final Capital
August 2024
7.02%
Yearly Return
7.82
Std Deviation
-28.23%
Max Drawdown
36 months
Recovery Period
Aim Ways Gold Pivot Ptf Portfolio
1.00$
Initial Capital
September 1994
10.74$
Final Capital
August 2024
8.23%
Yearly Return
8.21
Std Deviation
-19.49%
Max Drawdown
18 months
Recovery Period
Bill Bernstein Sheltered Sam 50/50 Portfolio
1.00$
Initial Capital
January 1985
25.60$
Final Capital
August 2024
8.52%
Yearly Return
7.96
Std Deviation
-28.23%
Max Drawdown
36 months
Recovery Period
Aim Ways Gold Pivot Ptf Portfolio
1.00$
Initial Capital
January 1985
26.01$
Final Capital
August 2024
8.56%
Yearly Return
7.81
Std Deviation
-19.49%
Max Drawdown
18 months
Recovery Period

The Bill Bernstein Sheltered Sam 50/50 Portfolio obtained a 7.02% compound annual return, with a 7.82% standard deviation, in the last 30 Years.

The Aim Ways Gold Pivot Ptf Portfolio obtained a 8.23% compound annual return, with a 8.21% standard deviation, in the last 30 Years.

Returns as of Aug 31, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1985 - 31 August 2024 (~40 years)
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Return (%) as of Aug 31, 2024
YTD
(8M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
Sheltered Sam 50/50
Bill Bernstein 		8.20 1.47 7.46 13.32 6.29 5.23 7.02 8.52
Gold Pivot Ptf
Aim Ways 		12.35 1.58 11.48 19.26 8.14 7.17 8.23 8.56
Return over 1 year are annualized.

Capital Growth as of Aug 31, 2024

Bill Bernstein Sheltered Sam 50/50 Portfolio: an investment of 1$, since September 1994, now would be worth 7.66$, with a total return of 665.86% (7.02% annualized).

Aim Ways Gold Pivot Ptf Portfolio: an investment of 1$, since September 1994, now would be worth 10.74$, with a total return of 973.72% (8.23% annualized).


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Bill Bernstein Sheltered Sam 50/50 Portfolio: an investment of 1$, since January 1985, now would be worth 25.60$, with a total return of 2459.57% (8.52% annualized).

Aim Ways Gold Pivot Ptf Portfolio: an investment of 1$, since January 1985, now would be worth 26.01$, with a total return of 2500.66% (8.56% annualized).


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Metrics as of Aug 31, 2024

The following metrics, updated as of 31 August 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 September 2023 - 31 August 2024 (1 year)
Period: 1 September 2019 - 31 August 2024 (5 years)
Period: 1 September 2014 - 31 August 2024 (10 years)
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1985 - 31 August 2024 (~40 years)
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Sheltered Sam 50/50 Gold Pivot Ptf
Author Bill Bernstein Aim Ways
ASSET ALLOCATION
Stocks 48.5% 22%
Fixed Income 50% 44%
Commodities 1.5% 34%
PERFORMANCES
Annualized Return (%) 13.32 19.26
Infl. Adjusted Return (%) 10.67 16.47
DRAWDOWN
Deepest Drawdown Depth (%) -4.36 -3.46
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -4.36 -3.46
Start to Recovery (months) 3 3
Longest Negative Period (months) 2 1
RISK INDICATORS
Standard Deviation (%) 8.54 7.27
Sharpe Ratio 0.94 1.92
Sortino Ratio 1.28 2.47
Ulcer Index 1.60 1.09
Ratio: Return / Standard Deviation 1.56 2.65
Ratio: Return / Deepest Drawdown 3.06 5.58
Metrics calculated over the period 1 September 2023 - 31 August 2024
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Sheltered Sam 50/50 Gold Pivot Ptf
Author Bill Bernstein Aim Ways
ASSET ALLOCATION
Stocks 48.5% 22%
Fixed Income 50% 44%
Commodities 1.5% 34%
PERFORMANCES
Annualized Return (%) 6.29 8.14
Infl. Adjusted Return (%) 2.07 3.85
DRAWDOWN
Deepest Drawdown Depth (%) -15.17 -15.46
Start to Recovery (months) 27 23
Longest Drawdown Depth (%) -15.17 -15.46
Start to Recovery (months) 27 23
Longest Negative Period (months) 32 33
RISK INDICATORS
Standard Deviation (%) 9.68 9.29
Sharpe Ratio 0.43 0.65
Sortino Ratio 0.56 0.90
Ulcer Index 5.35 4.91
Ratio: Return / Standard Deviation 0.65 0.88
Ratio: Return / Deepest Drawdown 0.41 0.53
Metrics calculated over the period 1 September 2019 - 31 August 2024
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Sheltered Sam 50/50 Gold Pivot Ptf
Author Bill Bernstein Aim Ways
ASSET ALLOCATION
Stocks 48.5% 22%
Fixed Income 50% 44%
Commodities 1.5% 34%
PERFORMANCES
Annualized Return (%) 5.23 7.17
Infl. Adjusted Return (%) 2.34 4.23
DRAWDOWN
Deepest Drawdown Depth (%) -15.17 -15.46
Start to Recovery (months) 27 23
Longest Drawdown Depth (%) -15.17 -15.46
Start to Recovery (months) 27 23
Longest Negative Period (months) 32 33
RISK INDICATORS
Standard Deviation (%) 7.99 7.88
Sharpe Ratio 0.47 0.73
Sortino Ratio 0.63 1.05
Ulcer Index 4.05 3.81
Ratio: Return / Standard Deviation 0.65 0.91
Ratio: Return / Deepest Drawdown 0.34 0.46
Metrics calculated over the period 1 September 2014 - 31 August 2024
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Sheltered Sam 50/50 Gold Pivot Ptf
Author Bill Bernstein Aim Ways
ASSET ALLOCATION
Stocks 48.5% 22%
Fixed Income 50% 44%
Commodities 1.5% 34%
PERFORMANCES
Annualized Return (%) 7.02 8.23
Infl. Adjusted Return (%) 4.40 5.58
DRAWDOWN
Deepest Drawdown Depth (%) -28.23 -19.49
Start to Recovery (months) 36 18
Longest Drawdown Depth (%) -28.23 -12.99
Start to Recovery (months) 36 39
Longest Negative Period (months) 53 39
RISK INDICATORS
Standard Deviation (%) 7.82 8.21
Sharpe Ratio 0.60 0.72
Sortino Ratio 0.79 1.01
Ulcer Index 4.65 4.21
Ratio: Return / Standard Deviation 0.90 1.00
Ratio: Return / Deepest Drawdown 0.25 0.42
Metrics calculated over the period 1 September 1994 - 31 August 2024
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Sheltered Sam 50/50 Gold Pivot Ptf
Author Bill Bernstein Aim Ways
ASSET ALLOCATION
Stocks 48.5% 22%
Fixed Income 50% 44%
Commodities 1.5% 34%
PERFORMANCES
Annualized Return (%) 8.52 8.56
Infl. Adjusted Return (%) 5.58 5.62
DRAWDOWN
Deepest Drawdown Depth (%) -28.23 -19.49
Start to Recovery (months) 36 18
Longest Drawdown Depth (%) -28.23 -12.99
Start to Recovery (months) 36 39
Longest Negative Period (months) 53 39
RISK INDICATORS
Standard Deviation (%) 7.96 7.81
Sharpe Ratio 0.68 0.69
Sortino Ratio 0.88 0.97
Ulcer Index 4.31 3.83
Ratio: Return / Standard Deviation 1.07 1.10
Ratio: Return / Deepest Drawdown 0.30 0.44
Metrics calculated over the period 1 January 1985 - 31 August 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1985 - 31 August 2024 (~40 years)

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Sheltered Sam 50/50 Gold Pivot Ptf
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-28.23 36 Nov 2007
Oct 2010
-19.49 18 Mar 2008
Aug 2009
-15.46 23 Jan 2022
Nov 2023
-15.17 27 Jan 2022
Mar 2024
-12.99 39 Mar 2000
May 2003
-11.63 8 Jan 2020
Aug 2020
-9.18 17 Oct 2012
Feb 2014
-8.99 10 May 2011
Feb 2012
-8.55 8 May 1998
Dec 1998
-7.79 12 Jun 2002
May 2003
-6.63 8 Sep 2018
Apr 2019
-6.06 5 May 1998
Sep 1998
-5.71 5 Sep 2011
Jan 2012
-5.62 6 Oct 1997
Mar 1998
-5.61 3 Feb 2020
Apr 2020

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Sheltered Sam 50/50 Gold Pivot Ptf
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-28.23 36 Nov 2007
Oct 2010
-19.49 18 Mar 2008
Aug 2009
-15.46 23 Jan 2022
Nov 2023
-15.17 27 Jan 2022
Mar 2024
-13.42 14 Sep 1987
Oct 1988
-12.99 39 Mar 2000
May 2003
-11.63 8 Jan 2020
Aug 2020
-9.18 17 Oct 2012
Feb 2014
-8.99 10 May 2011
Feb 2012
-8.55 8 May 1998
Dec 1998
-7.88 6 Aug 1990
Jan 1991
-7.79 12 Jun 2002
May 2003
-7.14 15 Dec 1989
Feb 1991
-6.76 21 Sep 1987
May 1989
-6.63 8 Sep 2018
Apr 2019

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 - 31 August 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 Gold Pivot Ptf
Year Return Drawdown Return Drawdown
2024
 8.20% -2.60% 12.35% -0.50%
2023
 9.63% -6.01% 17.87% -4.11%
2022
 -10.08% -15.17% -11.42% -15.46%
2021
 12.55% -2.18% 4.01% -4.11%
2020
 7.04% -11.63% 18.54% -5.61%
2019
 15.24% -2.72% 18.24% -1.03%
2018
 -4.12% -6.63% 0.01% -2.56%
2017
 9.70% 0.00% 12.25% -1.32%
2016
 8.66% -1.99% 7.68% -5.47%
2015
 -1.51% -5.30% -2.07% -5.55%
2014
 5.32% -2.47% 6.26% -2.55%
2013
 11.17% -2.24% -1.77% -8.02%
2012
 9.72% -3.50% 10.26% -3.78%
2011
 2.12% -8.99% 8.11% -5.71%
2010
 10.93% -6.18% 18.24% -1.29%
2009
 16.09% -12.02% 26.47% -2.40%
2008
 -16.49% -20.24% -9.56% -19.49%
2007
 5.90% -2.35% 15.46% -1.98%
2006
 12.64% -1.91% 11.68% -3.60%
2005
 6.50% -1.80% 8.58% -2.17%
2004
 11.37% -3.69% 7.13% -3.73%
2003
 20.88% -1.95% 19.35% -2.07%
2002
 -0.98% -7.79% 4.89% -6.10%
2001
 1.33% -5.55% -1.82% -7.75%
2000
 7.28% -2.16% -4.73% -8.07%
1999
 8.35% -2.52% 17.47% -3.69%
1998
 8.46% -8.55% 20.77% -6.06%
1997
 14.60% -2.41% -2.12% -5.62%
1996
 11.34% -2.06% 8.83% -1.21%
1995
 21.19% -0.68% 18.41% -0.12%
1994
 -1.95% -5.96% -2.97% -5.11%
1993
 17.86% -1.94% 15.87% -1.82%
1992
 8.64% -1.26% 5.39% -3.33%
1991
 23.09% -2.50% 19.63% -1.36%
1990
 -1.30% -7.88% -1.37% -6.49%
1989
 19.77% -0.79% 9.05% -0.91%
1988
 13.45% -1.64% 2.41% -2.76%
1987
 3.26% -13.42% 11.67% -6.76%
1986
 19.83% -3.33% 15.85% -0.90%
1985
 26.90% -1.21% 20.28% -2.71%