Bill Bernstein Sheltered Sam 60/40 Portfolio vs Aim Ways Aim Bold Strategy Portfolio Portfolio Comparison

Simulation Settings

Period: January 1985 - December 2024 (~40 years)
Consolidated Returns as of 31 December 2024

Rebalancing: at every Jan 1^st

Currency: USD

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Results

30 Years

All (since January 1985)

Bill Bernstein Sheltered Sam 60/40 Portfolio

1.00$
Initial Capital
January 1995
9.10$
Final Capital
December 2024
7.64%
Yearly Return
9.26%
Std Deviation
-34.12%
Max Drawdown
38months
Recovery Period

1.00$
Initial Capital
January 1985
31.36$
Final Capital
December 2024
9.00%
Yearly Return
9.30%
Std Deviation
-34.12%
Max Drawdown
38months
Recovery Period

Aim Ways Aim Bold Strategy Portfolio

1.00$
Initial Capital
January 1995
12.60$
Final Capital
December 2024
8.81%
Yearly Return
9.91%
Std Deviation
-30.09%
Max Drawdown
29months
Recovery Period

1.00$
Initial Capital
January 1985
39.56$
Final Capital
December 2024
9.63%
Yearly Return
9.59%
Std Deviation
-30.09%
Max Drawdown
29months
Recovery Period

As of December 2024, in the previous 30 Years, the Bill Bernstein Sheltered Sam 60/40 Portfolio obtained a 7.64% compound annual return, with a 9.26% standard deviation. It suffered a maximum drawdown of -34.12% that required 38 months to be recovered.

As of December 2024, in the previous 30 Years, the Aim Ways Aim Bold Strategy Portfolio obtained a 8.81% compound annual return, with a 9.91% standard deviation. It suffered a maximum drawdown of -30.09% that required 29 months to be recovered.

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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Bill Bernstein Sheltered Sam 60/40 Portfolio

Weight (%)	ETF Ticker	Name
15.00	VTV	Vanguard Value
12.00	VV	Vanguard Large-Cap
9.00	IJS	iShares S&P Small-Cap 600 Value
6.00	VNQ	Vanguard Real Estate
4.20	EFV	iShares MSCI EAFE Value
3.00	EEM	iShares MSCI Emerging Markets
3.00	IJR	iShares Core S&P Small-Cap
3.00	VGK	Vanguard FTSE Europe
3.00	VPL	Vanguard FTSE Pacific
24.00	SHY	iShares 1-3 Year Treasury Bond
16.00	TIP	iShares TIPS Bond
1.80	GLTR	Aberdeen Standard Physical Precious Metals Basket Shares

Aim Ways Aim Bold Strategy Portfolio

Weight (%)	ETF Ticker	Name
15.00	QQQ	Invesco QQQ Trust
15.00	VTI	Vanguard Total Stock Market
10.00	VGK	Vanguard FTSE Europe
5.00	AAXJ	iShares MSCI All Country Asia ex-Japan ETF
20.00	BNDX	Vanguard Total International Bond
20.00	HYG	iShares iBoxx $ High Yield Corporate Bond
15.00	GLD	SPDR Gold Trust

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Portfolio Returns as of Dec 31, 2024

Returns are calculated in USD, assuming:

no fees or capital gain taxes.
rebalancing: at every Jan 1^st.
dividend reinvestment, when applicable.
the actual US Inflation rates.

RETURN COMPARISON

Period: 1 January 1985 - 31 December 2024 (~40 years)

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		Return (%) as of Dec 31, 2024
		YTD (12M)	1M	6M	1Y	5Y	10Y	30Y	MAX (~40Y)
	Sheltered Sam 60/40 Bill Bernstein	8.73	-3.39	4.78	8.73	5.79	5.91	7.64	9.00
	Aim Bold Strategy Aim Ways	14.52	-1.26	6.18	14.52	8.42	8.06	8.81	9.63
Return over 1 year are annualized.

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Capital Growth as of Dec 31, 2024

Bill Bernstein Sheltered Sam 60/40 Portfolio: an investment of 1$, since January 1995, now would be worth 9.10$, with a total return of 809.92% (7.64% annualized).

Aim Ways Aim Bold Strategy Portfolio: an investment of 1$, since January 1995, now would be worth 12.60$, with a total return of 1160.03% (8.81% annualized).

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Bill Bernstein Sheltered Sam 60/40 Portfolio: an investment of 1$, since January 1985, now would be worth 31.36$, with a total return of 3035.82% (9.00% annualized).

Aim Ways Aim Bold Strategy Portfolio: an investment of 1$, since January 1985, now would be worth 39.56$, with a total return of 3855.85% (9.63% annualized).

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Portfolio Metrics as of Dec 31, 2024

The following metrics, updated as of 31 December 2024, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON

Period: 1 January 2024 - 31 December 2024 (1 year)

Period: 1 January 2020 - 31 December 2024 (5 years)

Period: 1 January 2015 - 31 December 2024 (10 years)

Period: 1 January 1995 - 31 December 2024 (30 years)

Period: 1 January 1985 - 31 December 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 (%)	8.73	14.52
Infl. Adjusted Return (%)	6.09	11.74
DRAWDOWN
Deepest Drawdown Depth (%)	-3.39	-1.66
Start to Recovery (months)	1*	2
Longest Drawdown Depth (%)	-2.92	-0.25
Start to Recovery (months)	3	2
Longest Negative Period (months)	4*	3*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%)	7.95	5.46
Sharpe Ratio	0.44	1.71
Sortino Ratio	0.57	2.17
Ulcer Index	1.34	0.60
Ratio: Return / Standard Deviation	1.10	2.66
Ratio: Return / Deepest Drawdown	2.58	8.75
Metrics calculated over the period 1 January 2024 - 31 December 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 (%)	5.79	8.42
Infl. Adjusted Return (%)	1.61	4.13
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 (%)	11.46	11.46
Sharpe Ratio	0.30	0.53
Sortino Ratio	0.40	0.71
Ulcer Index	5.88	6.77
Ratio: Return / Standard Deviation	0.50	0.73
Ratio: Return / Deepest Drawdown	0.35	0.42
Metrics calculated over the period 1 January 2020 - 31 December 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 (%)	5.91	8.06
Infl. Adjusted Return (%)	2.86	4.94
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 (%)	9.41	9.45
Sharpe Ratio	0.46	0.68
Sortino Ratio	0.61	0.93
Ulcer Index	4.48	5.09
Ratio: Return / Standard Deviation	0.63	0.85
Ratio: Return / Deepest Drawdown	0.36	0.40
Metrics calculated over the period 1 January 2015 - 31 December 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 (%)	7.64	8.81
Infl. Adjusted Return (%)	5.00	6.14
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 (%)	9.26	9.91
Sharpe Ratio	0.58	0.66
Sortino Ratio	0.75	0.88
Ulcer Index	5.84	7.65
Ratio: Return / Standard Deviation	0.82	0.89
Ratio: Return / Deepest Drawdown	0.22	0.29
Metrics calculated over the period 1 January 1995 - 31 December 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 (%)	9.00	9.63
Infl. Adjusted Return (%)	6.04	6.66
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	9.59
Sharpe Ratio	0.63	0.68
Sortino Ratio	0.81	0.90
Ulcer Index	5.38	6.86
Ratio: Return / Standard Deviation	0.97	1.00
Ratio: Return / Deepest Drawdown	0.26	0.32
Metrics calculated over the period 1 January 1985 - 31 December 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 January 1995 - 31 December 2024 (30 years)

Period: 1 January 1985 - 31 December 2024 (~40 years)

Chart Table

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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

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

Annualized Rolling Returns Chart

Rolling Returns Chart - Inflation Adjusted

Time Period: 1 January 1985 - 31 December 2024 (~40 years)

Rolling Period:

Sheltered Sam 60/40
Aim Bold Strategy

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	8.73	-3.39	14.52	-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

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Table of contents

Asset Allocations and ETFs

Portfolio Returns as of Dec 31, 2024

Capital Growth as of Dec 31, 2024

Portfolio Metrics as of Dec 31, 2024

Drawdowns

Rolling Returns

Yearly Returns