Bill Bernstein Sheltered Sam 60/40 vs Aim Ways Aim Bold 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 60/40 Portfolio
1.00$
Initial Capital
September 1994
8.86$
Final Capital
August 2024
7.54%
Yearly Return
9.24
Std Deviation
-34.12%
Max Drawdown
38 months
Recovery Period
Aim Ways Aim Bold Strategy Portfolio
1.00$
Initial Capital
September 1994
12.21$
Final Capital
August 2024
8.70%
Yearly Return
9.90
Std Deviation
-30.09%
Max Drawdown
29 months
Recovery Period
Bill Bernstein Sheltered Sam 60/40 Portfolio
1.00$
Initial Capital
January 1985
31.49$
Final Capital
August 2024
9.09%
Yearly Return
9.30
Std Deviation
-34.12%
Max Drawdown
38 months
Recovery Period
Aim Ways Aim Bold Strategy Portfolio
1.00$
Initial Capital
January 1985
38.61$
Final Capital
August 2024
9.65%
Yearly Return
9.61
Std Deviation
-30.09%
Max Drawdown
29 months
Recovery Period

The Bill Bernstein Sheltered Sam 60/40 Portfolio obtained a 7.54% compound annual return, with a 9.24% standard deviation, in the last 30 Years.

The Aim Ways Aim Bold Strategy Portfolio obtained a 8.70% compound annual return, with a 9.90% 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 60/40
Bill Bernstein 		9.19 1.58 8.22 14.84 7.25 5.96 7.54 9.09
Aim Bold Strategy
Aim Ways 		11.79 1.64 9.78 18.84 9.15 7.65 8.70 9.65
Return over 1 year are annualized.

Capital Growth as of Aug 31, 2024

Bill Bernstein Sheltered Sam 60/40 Portfolio: an investment of 1$, since September 1994, now would be worth 8.86$, with a total return of 786.23% (7.54% annualized).

Aim Ways Aim Bold Strategy Portfolio: an investment of 1$, since September 1994, now would be worth 12.21$, with a total return of 1121.04% (8.70% annualized).


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Bill Bernstein Sheltered Sam 60/40 Portfolio: an investment of 1$, since January 1985, now would be worth 31.49$, with a total return of 3049.14% (9.09% annualized).

Aim Ways Aim Bold Strategy Portfolio: an investment of 1$, since January 1985, now would be worth 38.61$, with a total return of 3761.35% (9.65% 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 60/40 Aim Bold Strategy
Author Bill Bernstein Aim Ways
ASSET ALLOCATION
Stocks 58.2% 45%
Fixed Income 40% 40%
Commodities 1.8% 15%
PERFORMANCES
Annualized Return (%) 14.84 18.84
Infl. Adjusted Return (%) 12.15 16.05
DRAWDOWN
Deepest Drawdown Depth (%) -5.02 -4.02
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -5.02 -4.02
Start to Recovery (months) 3 3
Longest Negative Period (months) 2 1
RISK INDICATORS
Standard Deviation (%) 9.68 8.92
Sharpe Ratio 0.98 1.51
Sortino Ratio 1.34 2.08
Ulcer Index 1.84 1.57
Ratio: Return / Standard Deviation 1.53 2.11
Ratio: Return / Deepest Drawdown 2.95 4.69
Metrics calculated over the period 1 September 2023 - 31 August 2024
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Sheltered Sam 60/40 Aim Bold Strategy
Author Bill Bernstein Aim Ways
ASSET ALLOCATION
Stocks 58.2% 45%
Fixed Income 40% 40%
Commodities 1.8% 15%
PERFORMANCES
Annualized Return (%) 7.25 9.15
Infl. Adjusted Return (%) 2.99 4.81
DRAWDOWN
Deepest Drawdown Depth (%) -16.48 -20.16
Start to Recovery (months) 27 24
Longest Drawdown Depth (%) -16.48 -20.16
Start to Recovery (months) 27 24
Longest Negative Period (months) 32 30
RISK INDICATORS
Standard Deviation (%) 11.25 11.42
Sharpe Ratio 0.46 0.61
Sortino Ratio 0.60 0.82
Ulcer Index 5.86 6.77
Ratio: Return / Standard Deviation 0.64 0.80
Ratio: Return / Deepest Drawdown 0.44 0.45
Metrics calculated over the period 1 September 2019 - 31 August 2024
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Sheltered Sam 60/40 Aim Bold Strategy
Author Bill Bernstein Aim Ways
ASSET ALLOCATION
Stocks 58.2% 45%
Fixed Income 40% 40%
Commodities 1.8% 15%
PERFORMANCES
Annualized Return (%) 5.96 7.65
Infl. Adjusted Return (%) 3.05 4.70
DRAWDOWN
Deepest Drawdown Depth (%) -16.48 -20.16
Start to Recovery (months) 27 24
Longest Drawdown Depth (%) -16.48 -20.16
Start to Recovery (months) 27 24
Longest Negative Period (months) 32 30
RISK INDICATORS
Standard Deviation (%) 9.34 9.46
Sharpe Ratio 0.48 0.66
Sortino Ratio 0.64 0.90
Ulcer Index 4.48 5.10
Ratio: Return / Standard Deviation 0.64 0.81
Ratio: Return / Deepest Drawdown 0.36 0.38
Metrics calculated over the period 1 September 2014 - 31 August 2024
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Sheltered Sam 60/40 Aim Bold Strategy
Author Bill Bernstein Aim Ways
ASSET ALLOCATION
Stocks 58.2% 45%
Fixed Income 40% 40%
Commodities 1.8% 15%
PERFORMANCES
Annualized Return (%) 7.54 8.70
Infl. Adjusted Return (%) 4.91 6.04
DRAWDOWN
Deepest Drawdown Depth (%) -34.12 -30.09
Start to Recovery (months) 38 29
Longest Drawdown Depth (%) -34.12 -25.79
Start to Recovery (months) 38 47
Longest Negative Period (months) 62 53
RISK INDICATORS
Standard Deviation (%) 9.24 9.90
Sharpe Ratio 0.57 0.65
Sortino Ratio 0.74 0.87
Ulcer Index 5.85 7.65
Ratio: Return / Standard Deviation 0.82 0.88
Ratio: Return / Deepest Drawdown 0.22 0.29
Metrics calculated over the period 1 September 1994 - 31 August 2024
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Sheltered Sam 60/40 Aim Bold Strategy
Author Bill Bernstein Aim Ways
ASSET ALLOCATION
Stocks 58.2% 45%
Fixed Income 40% 40%
Commodities 1.8% 15%
PERFORMANCES
Annualized Return (%) 9.09 9.65
Infl. Adjusted Return (%) 6.13 6.68
DRAWDOWN
Deepest Drawdown Depth (%) -34.12 -30.09
Start to Recovery (months) 38 29
Longest Drawdown Depth (%) -34.12 -25.79
Start to Recovery (months) 38 47
Longest Negative Period (months) 62 53
RISK INDICATORS
Standard Deviation (%) 9.30 9.61
Sharpe Ratio 0.64 0.68
Sortino Ratio 0.83 0.90
Ulcer Index 5.40 6.88
Ratio: Return / Standard Deviation 0.98 1.00
Ratio: Return / Deepest Drawdown 0.27 0.32
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 60/40 Aim Bold Strategy
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-34.12 38 Nov 2007
Dec 2010
-30.09 29 Nov 2007
Mar 2010
-25.79 47 Apr 2000
Feb 2004
-20.16 24 Jan 2022
Dec 2023
-16.48 27 Jan 2022
Mar 2024
-14.38 11 Jan 2020
Nov 2020
-11.25 10 May 2011
Feb 2012
-10.89 8 May 1998
Dec 1998
-10.73 5 Feb 2020
Jun 2020
-10.65 13 Jun 2002
Jun 2003
-8.84 9 May 2011
Jan 2012
-8.31 4 Jul 1998
Oct 1998
-7.95 14 Feb 2001
Mar 2002
-7.94 8 Sep 2018
Apr 2019
-7.04 13 Jun 2015
Jun 2016

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Sheltered Sam 60/40 Aim Bold Strategy
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-34.12 38 Nov 2007
Dec 2010
-30.09 29 Nov 2007
Mar 2010
-25.79 47 Apr 2000
Feb 2004
-20.16 24 Jan 2022
Dec 2023
-16.48 27 Jan 2022
Mar 2024
-16.09 17 Sep 1987
Jan 1989
-14.38 11 Jan 2020
Nov 2020
-14.07 17 Sep 1987
Jan 1989
-11.25 10 May 2011
Feb 2012
-10.89 8 May 1998
Dec 1998
-10.73 5 Feb 2020
Jun 2020
-10.72 7 Aug 1990
Feb 1991
-10.65 13 Jun 2002
Jun 2003
-9.53 7 Aug 1990
Feb 1991
-8.84 9 May 2011
Jan 2012

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 60/40 Aim Bold Strategy
Year Return Drawdown Return Drawdown
2024
 9.19% -2.92% 11.79% -1.66%
2023
 10.82% -6.95% 20.27% -5.40%
2022
 -10.58% -16.48% -15.30% -20.16%
2021
 14.69% -2.50% 9.04% -3.19%
2020
 7.21% -14.38% 17.74% -10.73%
2019
 17.21% -3.44% 20.90% -3.36%
2018
 -5.00% -7.94% -3.18% -6.43%
2017
 11.37% 0.00% 16.48% -0.61%
2016
 9.92% -2.59% 8.00% -3.18%
2015
 -1.72% -6.23% -1.61% -6.91%
2014
 6.04% -2.73% 5.99% -2.49%
2013
 14.05% -2.24% 9.77% -4.32%
2012
 11.12% -4.47% 13.75% -5.44%
2011
 1.31% -11.25% 3.00% -8.84%
2010
 12.35% -7.59% 15.52% -5.03%
2009
 18.56% -14.17% 31.47% -7.78%
2008
 -20.58% -24.12% -22.24% -27.48%
2007
 5.25% -3.35% 12.22% -3.27%
2006
 14.67% -2.30% 14.03% -3.25%
2005
 7.42% -2.17% 7.49% -2.58%
2004
 12.90% -3.90% 9.98% -2.74%
2003
 24.15% -2.61% 24.97% -1.29%
2002
 -3.47% -10.65% -5.10% -12.15%
2001
 0.06% -7.95% -5.85% -14.68%
2000
 6.26% -3.25% -8.48% -12.35%
1999
 10.16% -2.69% 25.84% -2.85%
1998
 8.53% -10.89% 23.03% -8.31%
1997
 15.72% -2.73% 6.95% -3.92%
1996
 12.97% -2.50% 15.50% -2.32%
1995
 22.13% -1.03% 21.99% -0.16%
1994
 -1.78% -6.11% -2.69% -7.21%
1993
 19.41% -2.18% 20.47% -0.27%
1992
 8.86% -1.38% 6.50% -2.28%
1991
 24.84% -2.94% 25.47% -2.70%
1990
 -3.41% -9.53% -3.46% -10.72%
1989
 21.08% -1.37% 13.97% -1.45%
1988
 14.93% -1.85% 9.96% -2.65%
1987
 3.35% -16.09% 8.85% -14.07%
1986
 21.08% -3.67% 18.12% -2.25%
1985
 28.54% -1.57% 28.86% -1.35%