Bill Bernstein Sheltered Sam 0/100 Portfolio: Rolling Returns

Data Source: from January 1985 to March 2024 (~39 years)
Consolidated Returns as of 31 March 2024

Holding the Bill Bernstein Sheltered Sam 0/100 Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~39 years), the longest period with a negative return lasted 49 months (from December 2012 to December 2016).

This means that every rolling period of 50 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Bill Bernstein Sheltered Sam 0/100 Portfolio: ETF allocation and returns page.

Previous vs subsequent Returns

Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?

In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.

Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area

BILL BERNSTEIN SHELTERED SAM 0/100 PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to March 2024

The annualized return of the last 10 years has been 1.33% (updated at Mar 31, 2024).

Rolling Returns

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

BILL BERNSTEIN SHELTERED SAM 0/100 PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1985 - 31 March 2024 (~39 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +4.56% +25.65%
Apr 1985 - Mar 1986 		-8.05%
Oct 2021 - Sep 2022 		12.61%
58 out of 460
US Inflation Adjusted +1.98% +23.00%
Apr 1985 - Mar 1986 		-15.02%
Oct 2021 - Sep 2022 		30.43%
140 out of 460
1 Year Annualized Rolling Returns
Timeframes ending in every month
1 Year Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 2 Years (24 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.85% +16.93%
Mar 1985 - Feb 1987 		-3.54%
Nov 2021 - Oct 2023 		8.93%
40 out of 448
US Inflation Adjusted +2.28% +14.02%
Mar 1985 - Feb 1987 		-9.34%
Oct 2020 - Sep 2022 		25.22%
113 out of 448
2 Years Annualized Rolling Returns
Timeframes ending in every month
2 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 3 Years (36 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.37% +12.90%
Mar 1985 - Feb 1988 		-1.65%
Oct 2020 - Sep 2023 		6.19%
27 out of 436
US Inflation Adjusted +2.66% +9.60%
Mar 1985 - Feb 1988 		-6.98%
Oct 2020 - Sep 2023 		24.08%
105 out of 436
3 Years Annualized Rolling Returns
Timeframes ending in every month
3 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 4 Years (48 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.21% +11.97%
Mar 1989 - Feb 1993 		-0.02%
Dec 2012 - Nov 2016 		0.24%
1 out of 424
US Inflation Adjusted +2.72% +7.51%
Mar 1989 - Feb 1993 		-4.27%
Apr 2020 - Mar 2024 		19.34%
82 out of 424
4 Years Annualized Rolling Returns
Timeframes ending in every month
4 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 5 Years (60 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.16% +11.38%
Sep 1988 - Aug 1993 		+0.11%
May 2013 - Apr 2018 		0.00%
0 out of 412
US Inflation Adjusted +2.86% +7.10%
Sep 1988 - Aug 1993 		-2.73%
Nov 2017 - Oct 2022 		18.69%
77 out of 412
5 Years Annualized Rolling Returns
Timeframes ending in every month
5 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 6 Years (72 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.21% +10.99%
Oct 1987 - Sep 1993 		+0.12%
Nov 2012 - Oct 2018 		0.00%
0 out of 400
US Inflation Adjusted +2.71% +6.74%
Oct 1987 - Sep 1993 		-2.68%
Oct 2016 - Sep 2022 		16.25%
65 out of 400
6 Years Annualized Rolling Returns
Timeframes ending in every month
6 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 7 Years (84 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.64% +11.00%
Jan 1985 - Dec 1991 		+0.55%
Nov 2011 - Oct 2018 		0.00%
0 out of 388
US Inflation Adjusted +2.82% +6.80%
Jan 1985 - Dec 1991 		-2.60%
Oct 2016 - Sep 2023 		16.24%
63 out of 388
7 Years Annualized Rolling Returns
Timeframes ending in every month
7 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 8 Years (96 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.44% +11.10%
Mar 1985 - Feb 1993 		+0.94%
Nov 2014 - Oct 2022 		0.00%
0 out of 376
US Inflation Adjusted +2.77% +7.04%
Mar 1985 - Feb 1993 		-2.11%
Nov 2015 - Oct 2023 		15.16%
57 out of 376
8 Years Annualized Rolling Returns
Timeframes ending in every month
8 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 9 Years (108 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.69% +10.51%
Jan 1985 - Dec 1993 		+0.94%
Oct 2013 - Sep 2022 		0.00%
0 out of 364
US Inflation Adjusted +2.89% +6.57%
Jan 1985 - Dec 1993 		-1.91%
Nov 2014 - Oct 2023 		14.84%
54 out of 364
9 Years Annualized Rolling Returns
Timeframes ending in every month
9 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 10 Years (120 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.81% +9.52%
Mar 1985 - Feb 1995 		+0.61%
Oct 2012 - Sep 2022 		0.00%
0 out of 352
US Inflation Adjusted +3.17% +5.75%
Mar 1985 - Feb 1995 		-1.87%
Nov 2012 - Oct 2022 		9.09%
32 out of 352
10 Years Annualized Rolling Returns
Timeframes ending in every month
10 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 11 Years (132 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.68% +9.75%
Jan 1985 - Dec 1995 		+0.66%
Nov 2012 - Oct 2023 		0.00%
0 out of 340
US Inflation Adjusted +3.10% +6.05%
Jan 1985 - Dec 1995 		-1.90%
Nov 2012 - Oct 2023 		9.12%
31 out of 340
11 Years Annualized Rolling Returns
Timeframes ending in every month
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 12 Years (144 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.74% +9.21%
Mar 1985 - Feb 1997 		+0.87%
Nov 2011 - Oct 2023 		0.00%
0 out of 328
US Inflation Adjusted +3.16% +5.57%
Mar 1985 - Feb 1997 		-1.66%
Nov 2011 - Oct 2023 		8.23%
27 out of 328
12 Years Annualized Rolling Returns
Timeframes ending in every month
12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 13 Years (156 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.63% +9.26%
Mar 1985 - Feb 1998 		+1.12%
Nov 2010 - Oct 2023 		0.00%
0 out of 316
US Inflation Adjusted +3.07% +5.78%
Mar 1985 - Feb 1998 		-1.48%
Nov 2010 - Oct 2023 		7.91%
25 out of 316
13 Years Annualized Rolling Returns
Timeframes ending in every month
13 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 14 Years (168 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.68% +9.10%
Jan 1985 - Dec 1998 		+1.43%
Nov 2009 - Oct 2023 		0.00%
0 out of 304
US Inflation Adjusted +3.08% +5.70%
Jan 1985 - Dec 1998 		-1.08%
Nov 2009 - Oct 2023 		8.22%
25 out of 304
14 Years Annualized Rolling Returns
Timeframes ending in every month
14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 15 Years (180 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.70% +8.54%
Oct 1987 - Sep 2002 		+1.59%
Mar 2008 - Feb 2023 		0.00%
0 out of 292
US Inflation Adjusted +3.13% +5.30%
Oct 1987 - Sep 2002 		-0.86%
Apr 2009 - Mar 2024 		6.85%
20 out of 292
15 Years Annualized Rolling Returns
Timeframes ending in every month
15 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 16 Years (192 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.64% +8.84%
Mar 1985 - Feb 2001 		+1.69%
Mar 2008 - Feb 2024 		0.00%
0 out of 280
US Inflation Adjusted +3.14% +5.47%
Mar 1985 - Feb 2001 		-0.70%
Mar 2008 - Feb 2024 		6.79%
19 out of 280
16 Years Annualized Rolling Returns
Timeframes ending in every month
16 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 17 Years (204 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.52% +8.70%
Mar 1985 - Feb 2002 		+2.14%
Nov 2006 - Oct 2023 		0.00%
0 out of 268
US Inflation Adjusted +3.03% +5.46%
Mar 1985 - Feb 2002 		-0.36%
Nov 2006 - Oct 2023 		7.46%
20 out of 268
17 Years Annualized Rolling Returns
Timeframes ending in every month
17 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 18 Years (216 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.23% +8.88%
Mar 1985 - Feb 2003 		+2.19%
Oct 2005 - Sep 2023 		0.00%
0 out of 256
US Inflation Adjusted +2.83% +5.62%
Mar 1985 - Feb 2003 		-0.30%
Jul 2005 - Jun 2023 		7.81%
20 out of 256
18 Years Annualized Rolling Returns
Timeframes ending in every month
18 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 19 Years (228 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.37% +8.63%
Mar 1985 - Feb 2004 		+2.17%
Nov 2004 - Oct 2023 		0.00%
0 out of 244
US Inflation Adjusted +2.93% +5.46%
Mar 1985 - Feb 2004 		-0.36%
Nov 2004 - Oct 2023 		8.20%
20 out of 244
19 Years Annualized Rolling Returns
Timeframes ending in every month
19 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 20 Years (240 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.17% +8.29%
Jan 1985 - Dec 2004 		+2.28%
Apr 2004 - Mar 2024 		0.00%
0 out of 232
US Inflation Adjusted +2.78% +5.10%
Mar 1985 - Feb 2005 		-0.31%
Apr 2004 - Mar 2024 		7.76%
18 out of 232
20 Years Annualized Rolling Returns
Timeframes ending in every month
20 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

To obtain comprehensive information, please consult the Bill Bernstein Sheltered Sam 0/100 Portfolio: ETF allocation and returns page.