Bill Bernstein Sheltered Sam 50/50 vs Aim Ways Shield Strategy 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 Shield Strategy Portfolio
1.00$
Initial Capital
September 1994
13.74$
Final Capital
August 2024
9.13%
Yearly Return
8.84
Std Deviation
-19.36%
Max Drawdown
24 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 Shield Strategy Portfolio
1.00$
Initial Capital
January 1985
38.56$
Final Capital
August 2024
9.64%
Yearly Return
8.73
Std Deviation
-19.36%
Max Drawdown
24 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 Shield Strategy Portfolio obtained a 9.13% compound annual return, with a 8.84% 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
Shield Strategy
Aim Ways 		13.02 1.94 10.88 20.11 9.80 8.52 9.13 9.64
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 Shield Strategy Portfolio: an investment of 1$, since September 1994, now would be worth 13.74$, with a total return of 1273.89% (9.13% 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 Shield Strategy Portfolio: an investment of 1$, since January 1985, now would be worth 38.56$, with a total return of 3755.86% (9.64% 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 Shield Strategy
Author Bill Bernstein Aim Ways
ASSET ALLOCATION
Stocks 48.5% 42%
Fixed Income 50% 38%
Commodities 1.5% 20%
PERFORMANCES
Annualized Return (%) 13.32 20.11
Infl. Adjusted Return (%) 10.67 17.29
DRAWDOWN
Deepest Drawdown Depth (%) -4.36 -4.11
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -4.36 -4.11
Start to Recovery (months) 3 3
Longest Negative Period (months) 2 1
RISK INDICATORS
Standard Deviation (%) 8.54 9.32
Sharpe Ratio 0.94 1.58
Sortino Ratio 1.28 2.11
Ulcer Index 1.60 1.69
Ratio: Return / Standard Deviation 1.56 2.16
Ratio: Return / Deepest Drawdown 3.06 4.89
Metrics calculated over the period 1 September 2023 - 31 August 2024
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Sheltered Sam 50/50 Shield Strategy
Author Bill Bernstein Aim Ways
ASSET ALLOCATION
Stocks 48.5% 42%
Fixed Income 50% 38%
Commodities 1.5% 20%
PERFORMANCES
Annualized Return (%) 6.29 9.80
Infl. Adjusted Return (%) 2.07 5.44
DRAWDOWN
Deepest Drawdown Depth (%) -15.17 -19.36
Start to Recovery (months) 27 24
Longest Drawdown Depth (%) -15.17 -19.36
Start to Recovery (months) 27 24
Longest Negative Period (months) 32 30
RISK INDICATORS
Standard Deviation (%) 9.68 11.04
Sharpe Ratio 0.43 0.69
Sortino Ratio 0.56 0.93
Ulcer Index 5.35 6.58
Ratio: Return / Standard Deviation 0.65 0.89
Ratio: Return / Deepest Drawdown 0.41 0.51
Metrics calculated over the period 1 September 2019 - 31 August 2024
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Sheltered Sam 50/50 Shield Strategy
Author Bill Bernstein Aim Ways
ASSET ALLOCATION
Stocks 48.5% 42%
Fixed Income 50% 38%
Commodities 1.5% 20%
PERFORMANCES
Annualized Return (%) 5.23 8.52
Infl. Adjusted Return (%) 2.34 5.55
DRAWDOWN
Deepest Drawdown Depth (%) -15.17 -19.36
Start to Recovery (months) 27 24
Longest Drawdown Depth (%) -15.17 -19.36
Start to Recovery (months) 27 24
Longest Negative Period (months) 32 30
RISK INDICATORS
Standard Deviation (%) 7.99 9.01
Sharpe Ratio 0.47 0.79
Sortino Ratio 0.63 1.08
Ulcer Index 4.05 4.84
Ratio: Return / Standard Deviation 0.65 0.95
Ratio: Return / Deepest Drawdown 0.34 0.44
Metrics calculated over the period 1 September 2014 - 31 August 2024
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Sheltered Sam 50/50 Shield Strategy
Author Bill Bernstein Aim Ways
ASSET ALLOCATION
Stocks 48.5% 42%
Fixed Income 50% 38%
Commodities 1.5% 20%
PERFORMANCES
Annualized Return (%) 7.02 9.13
Infl. Adjusted Return (%) 4.40 6.45
DRAWDOWN
Deepest Drawdown Depth (%) -28.23 -19.36
Start to Recovery (months) 36 24
Longest Drawdown Depth (%) -28.23 -18.97
Start to Recovery (months) 36 39
Longest Negative Period (months) 53 44
RISK INDICATORS
Standard Deviation (%) 7.82 8.84
Sharpe Ratio 0.60 0.77
Sortino Ratio 0.79 1.05
Ulcer Index 4.65 5.59
Ratio: Return / Standard Deviation 0.90 1.03
Ratio: Return / Deepest Drawdown 0.25 0.47
Metrics calculated over the period 1 September 1994 - 31 August 2024
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Sheltered Sam 50/50 Shield Strategy
Author Bill Bernstein Aim Ways
ASSET ALLOCATION
Stocks 48.5% 42%
Fixed Income 50% 38%
Commodities 1.5% 20%
PERFORMANCES
Annualized Return (%) 8.52 9.64
Infl. Adjusted Return (%) 5.58 6.67
DRAWDOWN
Deepest Drawdown Depth (%) -28.23 -19.36
Start to Recovery (months) 36 24
Longest Drawdown Depth (%) -28.23 -18.97
Start to Recovery (months) 36 39
Longest Negative Period (months) 53 44
RISK INDICATORS
Standard Deviation (%) 7.96 8.73
Sharpe Ratio 0.68 0.75
Sortino Ratio 0.88 1.01
Ulcer Index 4.31 5.12
Ratio: Return / Standard Deviation 1.07 1.10
Ratio: Return / Deepest Drawdown 0.30 0.50
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 Shield Strategy
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-28.23 36 Nov 2007
Oct 2010
-19.36 24 Jan 2022
Dec 2023
-18.97 39 Sep 2000
Nov 2003
-18.89 23 Nov 2007
Sep 2009
-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
-7.79 12 Jun 2002
May 2003
-7.66 4 Jul 1998
Oct 1998
-7.65 4 Feb 2020
May 2020
-6.63 8 Sep 2018
Apr 2019
-6.37 5 Apr 2000
Aug 2000
-5.55 14 Feb 2001
Mar 2002
-5.30 13 Jun 2015
Jun 2016

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Sheltered Sam 50/50 Shield Strategy
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-28.23 36 Nov 2007
Oct 2010
-19.36 24 Jan 2022
Dec 2023
-18.97 39 Sep 2000
Nov 2003
-18.89 23 Nov 2007
Sep 2009
-15.17 27 Jan 2022
Mar 2024
-13.42 14 Sep 1987
Oct 1988
-13.14 20 Sep 1987
Apr 1989
-11.63 8 Jan 2020
Aug 2020
-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
-7.66 4 Jul 1998
Oct 1998
-7.65 4 Feb 2020
May 2020
-6.64 6 Aug 1990
Jan 1991

Rolling Returns

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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 Shield Strategy
Year Return Drawdown Return Drawdown
2024
 8.20% -2.60% 13.02% -2.13%
2023
 9.63% -6.01% 20.08% -5.24%
2022
 -10.08% -15.17% -15.12% -19.36%
2021
 12.55% -2.18% 9.82% -3.40%
2020
 7.04% -11.63% 20.37% -7.65%
2019
 15.24% -2.72% 22.48% -2.06%
2018
 -4.12% -6.63% -1.91% -5.03%
2017
 9.70% 0.00% 15.04% -0.68%
2016
 8.66% -1.99% 7.35% -4.07%
2015
 -1.51% -5.30% -0.10% -4.62%
2014
 5.32% -2.47% 8.59% -2.13%
2013
 11.17% -2.24% 7.50% -4.38%
2012
 9.72% -3.50% 10.74% -3.62%
2011
 2.12% -8.99% 6.97% -4.76%
2010
 10.93% -6.18% 16.03% -3.39%
2009
 16.09% -12.02% 21.59% -6.37%
2008
 -16.49% -20.24% -12.13% -18.60%
2007
 5.90% -2.35% 12.84% -1.84%
2006
 12.64% -1.91% 11.15% -3.29%
2005
 6.50% -1.80% 5.77% -2.90%
2004
 11.37% -3.69% 7.38% -3.99%
2003
 20.88% -1.95% 21.21% -1.00%
2002
 -0.98% -7.79% -1.64% -7.75%
2001
 1.33% -5.55% -4.77% -10.54%
2000
 7.28% -2.16% -4.17% -8.87%
1999
 8.35% -2.52% 20.24% -3.49%
1998
 8.46% -8.55% 24.17% -7.66%
1997
 14.60% -2.41% 10.96% -3.63%
1996
 11.34% -2.06% 12.28% -2.24%
1995
 21.19% -0.68% 24.80% 0.00%
1994
 -1.95% -5.96% -1.72% -5.64%
1993
 17.86% -1.94% 12.49% -0.74%
1992
 8.64% -1.26% 4.94% -2.92%
1991
 23.09% -2.50% 23.27% -2.81%
1990
 -1.30% -7.88% -0.04% -6.64%
1989
 19.77% -0.79% 17.40% -1.65%
1988
 13.45% -1.64% 6.16% -3.42%
1987
 3.26% -13.42% 8.56% -13.14%
1986
 19.83% -3.33% 15.59% -2.72%
1985
 26.90% -1.21% 23.91% -2.06%