Developed World ex-US 20/80 vs Bill Bernstein Sheltered Sam 30/70 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
(Change Settings)
The minimum date range must be at least 12 months. 'Date To' cannot be beyond November 2024.
Reset settings
Close
Developed World ex-US 20/80 Portfolio
1.00$
Initial Capital
December 1994
4.84$
Final Capital
November 2024
5.39%
Yearly Return
5.26
Std Deviation
-16.80%
Max Drawdown
40months
Recovery Period
Bill Bernstein Sheltered Sam 30/70 Portfolio
1.00$
Initial Capital
December 1994
5.85$
Final Capital
November 2024
6.06%
Yearly Return
5.19
Std Deviation
-16.58%
Max Drawdown
18months
Recovery Period
Developed World ex-US 20/80 Portfolio
1.00$
Initial Capital
January 1985
15.94$
Final Capital
November 2024
7.18%
Yearly Return
5.82
Std Deviation
-16.80%
Max Drawdown
40months
Recovery Period
Bill Bernstein Sheltered Sam 30/70 Portfolio
1.00$
Initial Capital
January 1985
16.71$
Final Capital
November 2024
7.31%
Yearly Return
5.49
Std Deviation
-16.58%
Max Drawdown
18months
Recovery Period

The Developed World ex-US 20/80 Portfolio obtained a 5.39% compound annual return, with a 5.26% standard deviation, in the last 30 Years.

The Bill Bernstein Sheltered Sam 30/70 Portfolio obtained a 6.06% compound annual return, with a 5.19% standard deviation, in the last 30 Years.

Returns as of Nov 30, 2024

The portfolios guaranteed the following returns.

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_world.webp Developed World ex-US 20/80
-- Market Benchmark 		4.87 1.40 4.46 8.76 1.44 2.87 5.39 7.18
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_bernstein.webp Sheltered Sam 30/70
Bill Bernstein 		8.05 1.82 6.10 11.53 4.24 3.94 6.06 7.31
Return over 1 year are annualized.

Capital Growth as of Nov 30, 2024

Developed World ex-US 20/80 Portfolio: an investment of 1$, since December 1994, now would be worth 4.84$, with a total return of 383.54% (5.39% annualized).

Bill Bernstein Sheltered Sam 30/70 Portfolio: an investment of 1$, since December 1994, now would be worth 5.85$, with a total return of 484.82% (6.06% annualized).


Loading data
Please wait
Developed World ex-US 20/80 Portfolio: an investment of 1$, since January 1985, now would be worth 15.94$, with a total return of 1493.89% (7.18% annualized).

Bill Bernstein Sheltered Sam 30/70 Portfolio: an investment of 1$, since January 1985, now would be worth 16.71$, with a total return of 1571.32% (7.31% annualized).


Loading data
Please wait

Metrics as of Nov 30, 2024

The following metrics, updated as of 30 November 2024, provide an overview of performance and risk.

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
Developed World ex-US 20/80 Sheltered Sam 30/70
Author Bill Bernstein
ASSET ALLOCATION
Stocks 20% 29.1%
Fixed Income 80% 70%
Commodities 0% 0.9%
PERFORMANCES
Annualized Return (%) 8.76 11.53
Infl. Adjusted Return (%) 5.87 8.57
DRAWDOWN
Deepest Drawdown Depth (%) -1.82 -1.95
Start to Recovery (months) 4 2
Longest Drawdown Depth (%) -1.82 -0.21
Start to Recovery (months) 4 2
Longest Negative Period (months) 4 4
RISK INDICATORS
Standard Deviation (%) 5.31 5.09
Sharpe Ratio 0.67 1.24
Sortino Ratio 0.92 1.61
Ulcer Index 0.77 0.67
Ratio: Return / Standard Deviation 1.65 2.27
Ratio: Return / Deepest Drawdown 4.81 5.92
Metrics calculated over the period 1 December 2023 - 30 November 2024
Swipe left to see all data
Developed World ex-US 20/80 Sheltered Sam 30/70
Author Bill Bernstein
ASSET ALLOCATION
Stocks 20% 29.1%
Fixed Income 80% 70%
Commodities 0% 0.9%
PERFORMANCES
Annualized Return (%) 1.44 4.24
Infl. Adjusted Return (%) -2.63 0.06
DRAWDOWN
Deepest Drawdown Depth (%) -16.80 -12.55
Start to Recovery (months) 40* 31
Longest Drawdown Depth (%) -16.80 -12.55
Start to Recovery (months) 40* 31
Longest Negative Period (months) 48 34
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.06 6.81
Sharpe Ratio -0.12 0.29
Sortino Ratio -0.16 0.38
Ulcer Index 7.10 4.53
Ratio: Return / Standard Deviation 0.20 0.62
Ratio: Return / Deepest Drawdown 0.09 0.34
Metrics calculated over the period 1 December 2019 - 30 November 2024
Swipe left to see all data
Developed World ex-US 20/80 Sheltered Sam 30/70
Author Bill Bernstein
ASSET ALLOCATION
Stocks 20% 29.1%
Fixed Income 80% 70%
Commodities 0% 0.9%
PERFORMANCES
Annualized Return (%) 2.87 3.94
Infl. Adjusted Return (%) -0.07 0.97
DRAWDOWN
Deepest Drawdown Depth (%) -16.80 -12.55
Start to Recovery (months) 40* 31
Longest Drawdown Depth (%) -16.80 -12.55
Start to Recovery (months) 40* 31
Longest Negative Period (months) 59 34
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.48 5.43
Sharpe Ratio 0.24 0.44
Sortino Ratio 0.32 0.58
Ulcer Index 5.10 3.34
Ratio: Return / Standard Deviation 0.52 0.72
Ratio: Return / Deepest Drawdown 0.17 0.31
Metrics calculated over the period 1 December 2014 - 30 November 2024
Swipe left to see all data
Developed World ex-US 20/80 Sheltered Sam 30/70
Author Bill Bernstein
ASSET ALLOCATION
Stocks 20% 29.1%
Fixed Income 80% 70%
Commodities 0% 0.9%
PERFORMANCES
Annualized Return (%) 5.39 6.06
Infl. Adjusted Return (%) 2.80 3.45
DRAWDOWN
Deepest Drawdown Depth (%) -16.80 -16.58
Start to Recovery (months) 40* 18
Longest Drawdown Depth (%) -16.80 -12.55
Start to Recovery (months) 40* 31
Longest Negative Period (months) 59 41
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.26 5.19
Sharpe Ratio 0.59 0.73
Sortino Ratio 0.80 0.95
Ulcer Index 3.73 2.80
Ratio: Return / Standard Deviation 1.03 1.17
Ratio: Return / Deepest Drawdown 0.32 0.37
Metrics calculated over the period 1 December 1994 - 30 November 2024
Swipe left to see all data
Developed World ex-US 20/80 Sheltered Sam 30/70
Author Bill Bernstein
ASSET ALLOCATION
Stocks 20% 29.1%
Fixed Income 80% 70%
Commodities 0% 0.9%
PERFORMANCES
Annualized Return (%) 7.18 7.31
Infl. Adjusted Return (%) 4.27 4.40
DRAWDOWN
Deepest Drawdown Depth (%) -16.80 -16.58
Start to Recovery (months) 40* 18
Longest Drawdown Depth (%) -16.80 -12.55
Start to Recovery (months) 40* 31
Longest Negative Period (months) 59 41
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.82 5.49
Sharpe Ratio 0.69 0.76
Sortino Ratio 0.98 1.01
Ulcer Index 3.45 2.62
Ratio: Return / Standard Deviation 1.23 1.33
Ratio: Return / Deepest Drawdown 0.43 0.44
Metrics calculated over the period 1 January 1985 - 30 November 2024

Drawdowns

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

Loading data
Please wait
Swipe left to see all data
Developed World ex-US 20/80 Sheltered Sam 30/70
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-16.80 40* Aug 2021
In progress
-16.58 18 Jun 2008
Nov 2009
-15.55 18 Mar 2008
Aug 2009
-12.55 31 Jan 2022
Jul 2024
-7.46 22 Dec 1996
Sep 1998
-6.24 6 Feb 2020
Jul 2020
-5.99 6 Feb 2020
Jul 2020
-4.48 8 May 2013
Dec 2013
-4.37 9 May 2011
Jan 2012
-4.01 4 Jul 1998
Oct 1998
-3.98 7 Sep 2018
Mar 2019
-3.54 12 May 2015
Apr 2016
-3.32 5 May 2010
Sep 2010
-3.26 6 Apr 2004
Sep 2004
-3.06 12 Apr 2015
Mar 2016

Loading data
Please wait
Swipe left to see all data
Developed World ex-US 20/80 Sheltered Sam 30/70
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-16.80 40* Aug 2021
In progress
-16.58 18 Jun 2008
Nov 2009
-15.55 18 Mar 2008
Aug 2009
-12.55 31 Jan 2022
Jul 2024
-7.59 10 Sep 1987
Jun 1988
-7.46 22 Dec 1996
Sep 1998
-7.02 7 Jan 1990
Jul 1990
-6.51 18 Feb 1994
Jul 1995
-6.31 5 Aug 1990
Dec 1990
-6.24 6 Feb 2020
Jul 2020
-5.99 6 Feb 2020
Jul 2020
-5.67 15 Feb 1994
Apr 1995
-4.64 5 Aug 1990
Dec 1990
-4.48 8 May 2013
Dec 2013
-4.37 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
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:

Loading data
Please wait

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.
Swipe left to see all data
Developed World ex-US 20/80 Sheltered Sam 30/70
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2024
 4.87 -1.82 8.05 -1.95
2023
 10.62 -3.65 7.25 -4.05
2022
 -13.28 -15.82 -9.07 -12.55
2021
 0.51 -1.64 8.27 -1.49
2020
 5.67 -5.99 6.68 -6.24
2019
 10.82 -0.13 11.29 -1.23
2018
 -0.71 -1.97 -2.35 -3.98
2017
 7.20 -0.28 6.35 0.00
2016
 4.23 -2.76 6.14 -0.94
2015
 0.88 -3.06 -1.08 -3.54
2014
 5.80 -0.91 3.87 -1.94
2013
 3.72 -4.48 5.39 -2.64
2012
 11.34 -1.93 6.92 -1.73
2011
 4.42 -2.68 3.74 -4.37
2010
 8.49 -1.80 8.08 -3.32
2009
 17.74 -4.20 11.17 -7.71
2008
 -10.01 -15.55 -8.30 -12.57
2007
 6.22 -0.75 7.21 -0.78
2006
 7.61 -0.62 8.56 -1.09
2005
 6.71 -1.16 4.67 -1.32
2004
 8.93 -1.18 8.30 -3.26
2003
 10.88 -0.98 14.34 -0.69
2002
 4.31 -1.24 3.99 -2.62
2001
 4.28 -1.41 3.89 -2.11
2000
 4.50 -1.64 9.31 -1.23
1999
 7.82 -2.07 4.74 -2.18
1998
 16.99 -0.92 8.32 -4.01
1997
 -4.15 -6.74 12.35 -1.75
1996
 4.66 -1.36 8.07 -1.16
1995
 17.78 -0.82 19.30 0.00
1994
 -3.88 -6.31 -2.28 -5.67
1993
 19.11 -1.94 14.75 -1.45
1992
 6.56 -4.18 8.20 -1.27
1991
 19.03 -1.69 19.59 -1.56
1990
 0.80 -7.02 2.91 -4.64
1989
 11.45 -2.33 17.14 -0.61
1988
 12.16 -0.98 10.47 -1.19
1987
 8.87 -2.58 3.06 -7.59
1986
 25.77 -3.32 17.32 -2.63
1985
 31.17 -2.24 23.63 -0.55