Data Source: from January 1985 to October 2022 (~38 years)
Consolidated Returns as of 31 October 2022
Live Update: Nov 29 2022, 04:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.19%
1 Day
Nov 29 2022, 04:00PM Eastern Time
0.38%
Current Month
November 2022

The Bill Bernstein Sheltered Sam 0/100 Portfolio is a Low Risk portfolio and can be implemented with 2 ETFs.

It's exposed for 0% on the Stock Market.

In the last 30 Years, the Bill Bernstein Sheltered Sam 0/100 Portfolio obtained a 4.09% compound annual return, with a 3.22% standard deviation.

Asset Allocation and ETFs

The Bill Bernstein Sheltered Sam 0/100 Portfolio has the following asset allocation:

0% Stocks
100% Fixed Income
0% Commodities

The Bill Bernstein Sheltered Sam 0/100 Portfolio can be implemented with the following ETFs:

Weight Ticker ETF Name Investment Themes
60.00 %
SHY iShares 1-3 Year Treasury Bond Bond, U.S., Short Term
40.00 %
TIP iShares TIPS Bond Bond, U.S., All-Term
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

Portfolio and ETF Returns as of Oct 31, 2022

The Bill Bernstein Sheltered Sam 0/100 Portfolio guaranteed the following returns.

Portfolio returns are calculated in USD, assuming: November 2022 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
BILL BERNSTEIN SHELTERED SAM 0/100 PORTFOLIO RETURNS
Consolidated returns as of 31 October 2022
Live Update: Nov 29 2022, 04:00PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%)
Return (%) as of Oct 31, 2022
  1 Day Time ET(*) Nov 2022 1M 6M 1Y 5Y 10Y 30Y MAX
(~38Y)
Bill Bernstein Sheltered Sam 0/100 Portfolio -0.19 0.38 0.45 -4.51 -7.87 1.01 0.63 4.09 5.39
US Inflation Adjusted return 0.05 -7.36 -14.49 -2.74 -1.89 1.55 2.54
Components
SHY
iShares 1-3 Year Treasury Bond
-0.04 04:00PM
Nov 29 2022
0.40 -0.13 -1.72 -4.91 0.41 0.45 3.11 5.33
TIP
iShares TIPS Bond
-0.43 03:59PM
Nov 29 2022
0.35 1.42 -8.80 -12.43 1.79 0.80 5.47 5.86
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)

US Inflation is updated to Oct 2022. Current inflation (annualized) is 1Y: 7.75% , 5Y: 3.85% , 10Y: 2.57% , 30Y: 2.51%

Portfolio Metrics as of Oct 31, 2022

Metrics of Bill Bernstein Sheltered Sam 0/100 Portfolio, updated as of 31 October 2022.

Portfolio metrics are calculated based on monthly returns, assuming:
BILL BERNSTEIN SHELTERED SAM 0/100 PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1985 - 31 October 2022 (~38 years)
Swipe left to see all data
Metrics as of Oct 31, 2022
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~38Y)
Portfolio
Return (%)
0.45 -4.77 -4.51 -7.87 -0.15 1.01 0.63 2.50 4.09 5.39
US Inflation (%) 0.41 0.59 3.08 7.75 5.01 3.85 2.57 2.52 2.51 2.79
Infl. Adjusted
Return (%)
0.05 -5.32 -7.36 -14.49 -4.91 -2.74 -1.89 -0.01 1.55 2.54
Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 4.61 3.44 2.95 2.57 2.96 3.22 3.67
Sharpe Ratio -1.86 -0.16 0.01 0.04 0.48 0.60 0.38
Sortino Ratio -2.60 -0.20 0.01 0.05 0.66 0.83 0.56
MAXIMUM DRAWDOWN
Drawdown Depth (%) -8.61 -8.61 -8.61 -8.61 -8.61 -8.61 -8.61
Start (yyyy mm) 2022 01 2022 01 2022 01 2022 01 2022 01 2022 01 2022 01
Bottom (yyyy mm) 2022 09 2022 09 2022 09 2022 09 2022 09 2022 09 2022 09
Start to Bottom (# months) 9 9 9 9 9 9 9
Start to Recovery (# months) in progress
> 10
> 10
> 10
> 10
> 10
> 10
> 10
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 25.65 12.90 11.38 9.52 8.29 6.60
Worst Return (%) -8.05 -0.69 0.11 0.61 2.42 4.02
% Positive Periods 89% 97% 100% 100% 100% 100%
MONTHS
Positive 1 1 2 5 23 38 73 157 244 314
Negative 0 2 4 7 13 22 47 83 116 140
% Positive 100% 33% 33% 42% 64% 63% 61% 65% 68% 69%
WITHDRAWAL RATES (WR)
Safe WR (%) 33.91 20.32 9.61 5.62 5.15 6.03
Perpetual WR (%) 0.00 0.00 0.00 0.00 1.52 2.47
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
  • Standard Deviation: it's a measure of the dispersion of returns around the mean
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Maximum Drawdown: 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.
  • Rolling Returns: returns over a time frame (best, worst, % of positive returns).
  • Pos./Neg. Months: number of months with positive/negative return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
  • Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).

Portfolio Components Correlation

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1.

If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.

Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 31 October 2022
Swipe left to see all data
 
 
Asset SHY TIP
SHY
1.00
0.71
TIP
0.71
1.00
 
 
Asset SHY TIP
SHY
1.00
0.57
TIP
0.57
1.00
 
 
Asset SHY TIP
SHY
1.00
0.58
TIP
0.58
1.00
 
 
Asset SHY TIP
SHY
1.00
0.62
TIP
0.62
1.00
 
 
Asset SHY TIP
SHY
1.00
0.71
TIP
0.71
1.00

Portfolio Dividends

In 2021, the Bill Bernstein Sheltered Sam 0/100 Portfolio granted a 1.92% dividend yield. If you are interested in getting periodic income, please refer to the Bill Bernstein Sheltered Sam 0/100 Portfolio: Dividend Yield page.

Capital Growth as of Oct 31, 2022

An investment of 1000$, since November 1992, now would be worth 3330.72$, with a total return of 233.07% (4.09% annualized).

The Inflation Adjusted Capital now would be 1584.82$, with a net total return of 58.48% (1.55% annualized).
An investment of 1000$, since January 1985, now would be worth 7297.05$, with a total return of 629.70% (5.39% annualized).

The Inflation Adjusted Capital now would be 2578.35$, with a net total return of 157.84% (2.54% annualized).

Drawdowns

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-8.61% Jan 2022 Sep 2022 9 in progress 1 10
-5.22% Feb 1994 Jun 1994 5 Mar 1995 9 14
-3.67% Sep 2008 Oct 2008 2 Dec 2008 2 4
-3.63% May 2013 Dec 2013 8 Jun 2016 30 38
-3.19% Feb 1996 May 1996 4 Oct 1996 5 9
-2.60% Apr 2004 Apr 2004 1 Aug 2004 4 5
-2.40% Jun 2003 Jul 2003 2 Sep 2003 2 4
-2.01% Nov 2001 Dec 2001 2 Apr 2002 4 6
-1.98% Feb 1999 Aug 1999 7 Feb 2000 6 13
-1.58% Dec 1996 Mar 1997 4 May 1997 2 6
-1.53% Oct 2002 Nov 2002 2 Dec 2002 1 3
-1.48% Nov 2010 Dec 2010 2 Apr 2011 4 6
-1.38% Oct 2016 Nov 2016 2 Aug 2017 9 11
-1.37% Dec 2009 Dec 2009 1 Apr 2010 4 5
-1.24% Jan 2009 Feb 2009 2 Mar 2009 1 3
-1.23% Apr 2008 May 2008 2 Aug 2008 3 5
-1.22% Jul 2005 Jul 2005 1 Aug 2005 1 2
-1.07% Sep 2017 Feb 2018 6 Aug 2018 6 12
-0.98% Sep 2018 Oct 2018 2 Dec 2018 2 4
-0.88% Dec 2006 Dec 2006 1 Feb 2007 2 3
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-8.61% Jan 2022 Sep 2022 9 in progress 1 10
-5.22% Feb 1994 Jun 1994 5 Mar 1995 9 14
-3.71% Mar 1987 Sep 1987 7 Nov 1987 2 9
-3.67% Sep 2008 Oct 2008 2 Dec 2008 2 4
-3.63% May 2013 Dec 2013 8 Jun 2016 30 38
-3.19% Feb 1996 May 1996 4 Oct 1996 5 9
-2.60% Apr 2004 Apr 2004 1 Aug 2004 4 5
-2.40% Jun 2003 Jul 2003 2 Sep 2003 2 4
-2.01% Nov 2001 Dec 2001 2 Apr 2002 4 6
-1.99% May 1986 May 1986 1 Jun 1986 1 2
-1.98% Mar 1988 May 1988 3 Sep 1988 4 7
-1.98% Feb 1999 Aug 1999 7 Feb 2000 6 13
-1.78% Feb 1985 Feb 1985 1 Apr 1985 2 3
-1.65% Jan 1992 Jan 1992 1 May 1992 4 5
-1.63% Oct 1992 Oct 1992 1 Dec 1992 2 3
-1.60% Aug 1989 Aug 1989 1 Oct 1989 2 3
-1.58% Dec 1996 Mar 1997 4 May 1997 2 6
-1.53% Oct 2002 Nov 2002 2 Dec 2002 1 3
-1.52% Sep 1986 Sep 1986 1 Nov 1986 2 3
-1.48% Nov 2010 Dec 2010 2 Apr 2011 4 6

Rolling Returns ( more details)

Bill Bernstein Sheltered Sam 0/100 Portfolio: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
5.60 25.65
Apr 1985 - Mar 1986
-8.05
Oct 2021 - Sep 2022
10.84%
2 Years
5.47 16.93
Mar 1985 - Feb 1987
-3.20
Oct 2020 - Sep 2022
5.34%
3 Years
5.45 12.90
Mar 1985 - Feb 1988
-0.69
Jan 2013 - Dec 2015
3.10%
5 Years
5.41 11.38
Sep 1988 - Aug 1993
0.11
May 2013 - Apr 2018
0.00%
7 Years
5.40 11.00
Jan 1985 - Dec 1991
0.55
Nov 2011 - Oct 2018
0.00%
10 Years
5.37 9.52
Mar 1985 - Feb 1995
0.61
Oct 2012 - Sep 2022
0.00%
15 Years
5.46 8.54
Oct 1987 - Sep 2002
1.97
Nov 2007 - Oct 2022
0.00%
20 Years
5.45 8.29
Jan 1985 - Dec 2004
2.42
Oct 2002 - Sep 2022
0.00%
30 Years
5.35 6.60
Mar 1985 - Feb 2015
4.02
Oct 1992 - Sep 2022
0.00%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Bill Bernstein Sheltered Sam 0/100 Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Bill Bernstein Sheltered Sam 0/100 Portfolio?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.06
60%
-0.05
40%
0.00
60%
0.16
60%
0.42
80%
-0.02
80%
0.79
80%
0.04
60%
-0.98
0%
0.01
60%
0.25
80%
0.36
100%
 Capital Growth on monthly avg returns
100
100.06
100.01
100.02
100.18
100.60
100.58
101.37
101.41
100.43
100.44
100.69
101.05
Best 1.2
2020
0.9
2020
1.2
2019
1.4
2020
1.1
2019
0.6
2019
1.9
2022
1.4
2019
-0.2
2020
0.5
2022
0.5
2020
0.7
2018
Worst -1.2
2022
-0.7
2021
-1.6
2022
-1.2
2022
0.0
2022
-1.6
2022
-0.2
2018
-1.9
2022
-3.3
2022
-0.5
2018
-0.1
2017
0.0
2021
Monthly Seasonality over the period Nov 2017 - Oct 2022
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.42
70%
0.01
60%
0.06
60%
0.25
80%
0.06
60%
-0.11
60%
0.51
80%
-0.03
50%
-0.52
20%
0.06
70%
-0.01
60%
-0.03
60%
 Capital Growth on monthly avg returns
100
100.42
100.43
100.49
100.74
100.80
100.69
101.20
101.16
100.64
100.69
100.69
100.66
Best 1.7
2015
0.9
2020
1.2
2019
1.4
2020
1.1
2019
1.3
2016
1.9
2022
1.4
2019
0.8
2013
0.5
2014
0.5
2020
0.7
2018
Worst -1.2
2022
-0.7
2021
-1.6
2022
-1.2
2022
-1.8
2013
-1.6
2022
-0.2
2018
-1.9
2022
-3.3
2022
-0.5
2018
-1.1
2016
-0.7
2013
Monthly Seasonality over the period Nov 2012 - Oct 2022
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.64
82%
0.26
63%
0.18
61%
0.28
68%
0.53
66%
0.59
74%
0.60
76%
0.53
68%
0.31
61%
0.50
74%
0.39
65%
0.52
73%
 Capital Growth on monthly avg returns
100
100.64
100.90
101.09
101.37
101.90
102.51
103.13
103.67
103.99
104.51
104.92
105.46
Best 2.8
1988
3.5
1986
3.6
1986
2.0
2002
4.6
1985
3.2
1986
2.6
1997
2.4
1986
2.0
1998
3.8
1987
2.7
2007
3.3
1991
Worst -1.7
1992
-2.0
1994
-2.2
1994
-2.6
2004
-2.0
1986
-1.6
2022
-2.1
2003
-1.9
2022
-3.3
2022
-2.5
2008
-1.4
2001
-1.4
2009
Monthly Seasonality over the period Jan 1985 - Oct 2022

Monthly/Yearly Returns

Bill Bernstein Sheltered Sam 0/100 Portfolio data source starts from January 1985: let's focus on monthly and yearly returns.

We are providing two different views:
  • Histogram: it shows the distribution of the returns recorded so far
  • Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 1985 - Oct 2022
314 Positive Months (69%) - 140 Negative Months (31%)
MONTHLY RETURNS TABLE
Jan 1985 - Oct 2022
(Scroll down to see all data)
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-8.20 -14.12 -1.2 0.1 -1.6 -1.2 0.0 -1.6 1.9 -1.9 -3.3 0.5
2021
+1.84 -4.86 0.1 -0.7 -0.1 0.6 0.4 0.2 1.2 -0.1 -0.4 0.3 0.3 0.0
2020
+6.16 +4.73 1.2 0.9 0.0 1.4 0.2 0.4 1.0 0.4 -0.2 -0.3 0.5 0.5
2019
+5.37 +3.01 0.7 0.0 1.2 0.2 1.1 0.6 0.1 1.4 -0.5 0.2 0.1 0.2
2018
+0.31 -1.57 -0.5 -0.5 0.5 -0.2 0.3 0.3 -0.2 0.5 -0.5 -0.5 0.4 0.7
2017
+1.33 -0.77 0.4 0.2 0.0 0.3 0.0 -0.4 0.3 0.5 -0.4 0.0 -0.1 0.4
2016
+2.37 +0.29 1.0 0.6 0.8 0.1 -0.3 1.3 0.2 -0.3 0.4 -0.3 -1.1 0.0
2015
-0.44 -1.16 1.7 -0.7 0.0 0.3 -0.4 -0.4 0.2 -0.4 0.0 0.0 -0.2 -0.5
2014
+1.71 +0.94 1.0 0.2 -0.3 0.6 0.9 0.1 -0.1 0.4 -1.1 0.5 0.1 -0.6
2013
-3.27 -4.70 -0.2 0.1 0.1 0.4 -1.8 -1.5 0.4 -0.8 0.8 0.2 -0.3 -0.7
2012
+2.72 +0.96 1.0 -0.3 -0.4 0.8 0.8 -0.3 0.8 -0.1 0.2 0.2 0.3 -0.3
2011
+6.17 +3.12 0.1 0.2 0.4 1.3 0.3 0.3 1.8 0.5 -0.1 0.9 0.2 0.1
2010
+3.82 +2.29 1.1 -0.4 -0.2 1.2 0.3 0.8 0.0 0.9 0.4 1.1 -0.8 -0.7
2009
+3.79 +1.04 -0.3 -1.0 2.6 -0.8 0.8 0.0 0.1 0.6 1.0 0.6 1.5 -1.4
2008
+3.99 +3.89 2.4 1.2 0.1 -1.1 -0.2 0.9 0.0 0.6 -1.2 -2.5 1.0 2.8
2007
+9.18 +4.90 0.2 1.2 0.4 0.5 -0.6 0.2 1.5 1.0 0.8 0.8 2.7 0.2
2006
+2.45 -0.09 0.1 0.0 -0.8 0.0 0.2 0.3 1.0 1.1 0.3 0.2 0.7 -0.9
2005
+1.92 -1.45 0.0 -0.4 0.1 1.0 0.5 0.4 -1.2 1.4 -0.2 -0.6 0.3 0.6
2004
+3.71 +0.44 0.6 1.2 0.8 -2.6 0.8 -0.1 0.5 1.5 0.0 0.6 -0.5 0.9
2003
+4.53 +2.60 0.2 1.7 -0.6 0.0 2.1 -0.3 -2.1 0.7 1.9 0.0 0.0 1.0
2002
+11.46 +8.87 0.5 1.0 -0.8 2.0 1.0 1.1 1.6 2.0 1.7 -1.1 -0.4 2.3
2001
+7.72 +6.08 1.5 1.2 0.8 0.3 0.7 0.2 1.5 0.6 1.2 1.6 -1.4 -0.6
2000
+12.36 +8.68 0.1 1.4 1.5 -0.1 0.0 1.7 0.8 1.4 0.4 0.9 1.8 1.7
1999
-0.68 -3.28 0.6 -1.7 0.4 0.4 -0.7 -0.3 -0.1 0.0 1.0 0.3 -0.1 -0.5
1998
+8.12 +6.41 1.2 -0.2 0.3 0.6 0.8 0.8 0.3 1.9 2.0 -0.2 0.2 0.1
1997
+8.99 +7.17 0.1 0.1 -1.0 1.5 0.9 1.0 2.6 -0.7 1.4 1.3 0.6 0.9
1996
+3.17 -0.15 0.6 -1.8 -0.7 -0.6 -0.1 1.2 0.3 -0.3 1.7 2.2 1.6 -0.8
1995
+16.47 +13.59 2.0 1.9 0.7 1.1 3.2 0.7 0.0 1.2 1.0 1.1 1.3 1.3
1994
-2.79 -5.32 1.4 -2.0 -2.2 -0.9 -0.2 -0.1 1.7 0.1 -1.3 0.0 -0.2 0.9
1993
+10.08 +7.14 1.8 2.1 0.2 0.8 -0.2 2.0 0.6 2.1 0.4 0.1 -0.7 0.5
1992
+7.54 +4.51 -1.7 0.7 -0.7 0.4 1.9 1.4 2.4 1.1 1.5 -1.6 0.1 1.8
1991
+14.34 +10.94 0.8 0.6 0.5 0.9 0.6 0.0 1.0 1.9 1.8 0.9 0.9 3.3
1990
+9.23 +2.94 -1.1 0.3 0.1 -0.6 2.4 1.5 1.3 -0.8 0.9 1.4 2.0 1.6
1989
+13.20 +8.17 1.1 -0.6 0.6 2.0 2.2 2.8 2.0 -1.6 0.5 2.4 0.9 0.2
1988
+6.01 +1.52 2.8 1.0 -0.8 -0.5 -0.7 1.9 -0.5 0.0 2.0 1.5 -1.0 0.2
1987
+2.77 -1.59 0.8 0.6 -0.5 -2.1 -0.3 1.3 -0.1 -0.5 -1.4 3.8 0.3 1.1
1986
+13.57 +12.33 0.4 3.5 3.6 0.6 -2.0 3.2 0.8 2.4 -1.5 0.9 1.1 0.1
1985
+18.72 +14.37 1.8 -1.8 1.7 1.9 4.6 1.0 -0.5 1.5 0.7 1.7 2.1 2.8

Portofolio Returns, up to December 2003, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.

In particular, it has been used:

  • SHY - iShares 1-3 Year Treasury Bond: simulated historical serie, up to December 2002
  • TIP - iShares TIPS Bond: simulated historical serie, up to December 2003

Portfolio efficiency

Compared to the Bill Bernstein Sheltered Sam 0/100 Portfolio, no other portfolio in our database granted a higher return over 30 Years and a less severe drawdown at the same time.

Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Low Risk categorization.

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30 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
High Yield Bonds Income
+6.71 8.58 -23.97 0 100 0
Stocks/Bonds 20/80 Momentum
+6.25 4.70 -17.91 20 80 0
All Country World 20/80
+5.89 5.41 -17.97 20 80 0
Stocks/Bonds 20/80
+5.67 4.61 -16.57 20 80 0
Dimensional Retirement Income Fund
DFA
+5.62 4.73 -12.91 20.4 79.6 0
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