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)
0.12%
1 Day
Nov 29 2022, 04:00PM Eastern Time
0.83%
Current Month
November 2022

The Bill Bernstein Sheltered Sam 10/90 Portfolio is a Low Risk portfolio and can be implemented with 12 ETFs.

It's exposed for 9.7% on the Stock Market and for 0.3% on Commodities.

In the last 30 Years, the Bill Bernstein Sheltered Sam 10/90 Portfolio obtained a 4.74% compound annual return, with a 3.37% standard deviation.

Asset Allocation and ETFs

The Bill Bernstein Sheltered Sam 10/90 Portfolio has the following asset allocation:

9.7% Stocks
90% Fixed Income
0.3% Commodities

The Bill Bernstein Sheltered Sam 10/90 Portfolio can be implemented with the following ETFs:

Weight Ticker ETF Name Investment Themes
2.50 %
VTV Vanguard Value Equity, U.S., Large Cap, Value
2.00 %
VV Vanguard Large-Cap Equity, U.S., Large Cap
1.50 %
IJS iShares S&P Small-Cap 600 Value Equity, U.S., Small Cap, Value
1.00 %
VNQ Vanguard Real Estate Real Estate, U.S.
0.70 %
EFV iShares MSCI EAFE Value Equity, EAFE, Large Cap, Value
0.50 %
IJR iShares Core S&P Small-Cap Equity, U.S., Small Cap
0.50 %
EEM iShares MSCI Emerging Markets Equity, Emerging Markets, Large Cap
0.50 %
VGK Vanguard FTSE Europe Equity, Developed Europe, Large Cap
0.50 %
VPL Vanguard FTSE Pacific Equity, Developed Asia Pacific, Large Cap
54.00 %
SHY iShares 1-3 Year Treasury Bond Bond, U.S., Short Term
36.00 %
TIP iShares TIPS Bond Bond, U.S., All-Term
0.30 %
GLTR Aberdeen Standard Physical Precious Metals Basket Shares Commodity, Broad Precious Metals
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 10/90 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 10/90 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 10/90 Portfolio -0.12 0.83 1.16 -4.72 -8.32 1.59 1.56 4.74 6.04
US Inflation Adjusted return 0.75 -7.56 -14.91 -2.18 -0.98 2.18 3.17
Components
VTV
Vanguard Value
0.31 04:00PM
Nov 29 2022
4.05 11.73 -0.64 -0.92 9.10 11.78 9.62 11.17
VV
Vanguard Large-Cap
-0.23 04:00PM
Nov 29 2022
2.07 7.89 -5.89 -16.73 10.24 12.65 9.85 10.35
IJS
iShares S&P Small-Cap 600 Value
0.50 04:00PM
Nov 29 2022
1.73 14.40 -0.71 -7.38 6.48 11.01 11.05 13.63
VNQ
Vanguard Real Estate
1.65 04:00PM
Nov 29 2022
3.77 3.51 -18.78 -21.44 4.00 6.69 9.03 10.60
EFV
iShares MSCI EAFE Value
0.88 04:00PM
Nov 29 2022
11.09 7.16 -10.71 -16.44 -1.80 2.69 5.43 5.15
IJR
iShares Core S&P Small-Cap
0.36 04:00PM
Nov 29 2022
1.56 12.31 -0.69 -11.96 7.08 11.60 10.54 11.68
EEM
iShares MSCI Emerging Markets
2.15 04:00PM
Nov 29 2022
12.34 -1.98 -18.62 -31.25 -3.80 0.20 5.66 7.33
VGK
Vanguard FTSE Europe
0.23 04:00PM
Nov 29 2022
11.31 8.43 -12.23 -24.69 0.13 4.27 6.82 7.87
VPL
Vanguard FTSE Pacific
0.63 04:00PM
Nov 29 2022
11.28 2.52 -13.62 -24.89 -1.10 4.30 3.30 4.90
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 04:00PM
Nov 29 2022
0.35 1.42 -8.80 -12.43 1.79 0.80 5.47 5.86
GLTR
Aberdeen Standard Physical Precious Metals Basket Shares
0.61 03:59PM
Nov 29 2022
7.07 -2.77 -15.04 -11.98 4.47 -1.93 7.13 6.86
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 10/90 Portfolio, updated as of 31 October 2022.

Portfolio metrics are calculated based on monthly returns, assuming:
BILL BERNSTEIN SHELTERED SAM 10/90 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 (%)
1.16 -4.82 -4.72 -8.32 0.53 1.59 1.56 3.32 4.74 6.04
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 (%)
0.75 -5.38 -7.56 -14.91 -4.26 -2.18 -0.98 0.79 2.18 3.17
Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 5.65 4.30 3.60 3.00 3.24 3.37 3.80
Sharpe Ratio -1.60 0.03 0.17 0.34 0.69 0.76 0.54
Sortino Ratio -2.25 0.04 0.21 0.43 0.90 1.02 0.76
MAXIMUM DRAWDOWN
Drawdown Depth (%) -9.93 -9.93 -9.93 -9.93 -9.93 -9.93 -9.93
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 (%) 27.18 13.72 11.90 10.10 8.93 7.21
Worst Return (%) -8.70 0.28 1.16 1.45 3.22 4.65
% Positive Periods 91% 100% 100% 100% 100% 100%
MONTHS
Positive 1 1 3 4 23 40 77 168 261 329
Negative 0 2 3 8 13 20 43 72 99 125
% Positive 100% 33% 50% 33% 64% 67% 64% 70% 73% 72%
WITHDRAWAL RATES (WR)
Safe WR (%) 34.37 20.58 10.14 6.11 5.57 6.63
Perpetual WR (%) 0.00 0.00 0.00 0.78 2.13 3.07
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 VTV VV IJS VNQ EFV IJR EEM VGK VPL SHY TIP GLTR
VTV
1.00
0.91
0.95
0.80
0.94
0.92
0.67
0.97
0.90
0.42
0.69
0.15
VV
0.91
1.00
0.92
0.88
0.78
0.95
0.60
0.91
0.92
0.46
0.79
0.11
IJS
0.95
0.92
1.00
0.76
0.84
0.99
0.60
0.92
0.92
0.55
0.81
0.16
VNQ
0.80
0.88
0.76
1.00
0.66
0.80
0.56
0.81
0.84
0.32
0.75
0.22
EFV
0.94
0.78
0.84
0.66
1.00
0.79
0.77
0.94
0.84
0.45
0.60
0.18
IJR
0.92
0.95
0.99
0.80
0.79
1.00
0.57
0.91
0.94
0.57
0.83
0.16
EEM
0.67
0.60
0.60
0.56
0.77
0.57
1.00
0.67
0.74
0.55
0.60
0.02
VGK
0.97
0.91
0.92
0.81
0.94
0.91
0.67
1.00
0.90
0.55
0.72
0.10
VPL
0.90
0.92
0.92
0.84
0.84
0.94
0.74
0.90
1.00
0.58
0.83
0.26
SHY
0.42
0.46
0.55
0.32
0.45
0.57
0.55
0.55
0.58
1.00
0.71
-0.16
TIP
0.69
0.79
0.81
0.75
0.60
0.83
0.60
0.72
0.83
0.71
1.00
0.22
GLTR
0.15
0.11
0.16
0.22
0.18
0.16
0.02
0.10
0.26
-0.16
0.22
1.00
 
 
 
 
 
 
 
 
 
 
 
 
Asset VTV VV IJS VNQ EFV IJR EEM VGK VPL SHY TIP GLTR
VTV
1.00
0.93
0.91
0.78
0.90
0.91
0.72
0.91
0.86
-0.15
0.40
0.24
VV
0.93
1.00
0.85
0.82
0.82
0.89
0.72
0.90
0.87
-0.02
0.56
0.31
IJS
0.91
0.85
1.00
0.74
0.86
0.99
0.73
0.84
0.85
-0.15
0.38
0.18
VNQ
0.78
0.82
0.74
1.00
0.67
0.77
0.57
0.76
0.70
0.03
0.64
0.28
EFV
0.90
0.82
0.86
0.67
1.00
0.84
0.79
0.95
0.90
-0.14
0.34
0.25
IJR
0.91
0.89
0.99
0.77
0.84
1.00
0.74
0.86
0.87
-0.10
0.45
0.20
EEM
0.72
0.72
0.73
0.57
0.79
0.74
1.00
0.79
0.83
-0.01
0.37
0.39
VGK
0.91
0.90
0.84
0.76
0.95
0.86
0.79
1.00
0.90
-0.01
0.50
0.35
VPL
0.86
0.87
0.85
0.70
0.90
0.87
0.83
0.90
1.00
0.01
0.48
0.27
SHY
-0.15
-0.02
-0.15
0.03
-0.14
-0.10
-0.01
-0.01
0.01
1.00
0.57
0.11
TIP
0.40
0.56
0.38
0.64
0.34
0.45
0.37
0.50
0.48
0.57
1.00
0.38
GLTR
0.24
0.31
0.18
0.28
0.25
0.20
0.39
0.35
0.27
0.11
0.38
1.00
 
 
 
 
 
 
 
 
 
 
 
 
Asset VTV VV IJS VNQ EFV IJR EEM VGK VPL SHY TIP GLTR
VTV
1.00
0.94
0.89
0.66
0.84
0.89
0.64
0.84
0.77
-0.19
0.27
0.11
VV
0.94
1.00
0.83
0.70
0.79
0.87
0.67
0.85
0.80
-0.06
0.41
0.17
IJS
0.89
0.83
1.00
0.61
0.77
0.99
0.62
0.74
0.73
-0.19
0.24
0.07
VNQ
0.66
0.70
0.61
1.00
0.57
0.64
0.49
0.62
0.61
0.10
0.61
0.21
EFV
0.84
0.79
0.77
0.57
1.00
0.75
0.77
0.95
0.87
-0.13
0.30
0.15
IJR
0.89
0.87
0.99
0.64
0.75
1.00
0.61
0.76
0.74
-0.15
0.27
0.08
EEM
0.64
0.67
0.62
0.49
0.77
0.61
1.00
0.75
0.82
0.03
0.39
0.32
VGK
0.84
0.85
0.74
0.62
0.95
0.76
0.75
1.00
0.83
-0.02
0.40
0.22
VPL
0.77
0.80
0.73
0.61
0.87
0.74
0.82
0.83
1.00
0.00
0.42
0.16
SHY
-0.19
-0.06
-0.19
0.10
-0.13
-0.15
0.03
-0.02
0.00
1.00
0.58
0.19
TIP
0.27
0.41
0.24
0.61
0.30
0.27
0.39
0.40
0.42
0.58
1.00
0.43
GLTR
0.11
0.17
0.07
0.21
0.15
0.08
0.32
0.22
0.16
0.19
0.43
1.00
 
 
 
 
 
 
 
 
 
 
 
 
Asset VTV VV IJS VNQ EFV IJR EEM VGK VPL SHY TIP GLTR
VTV
1.00
0.95
0.85
0.63
0.81
0.80
0.70
0.83
0.65
-0.15
0.16
0.36
VV
0.95
1.00
0.82
0.60
0.78
0.82
0.71
0.84
0.67
-0.15
0.19
0.37
IJS
0.85
0.82
1.00
0.68
0.75
0.96
0.66
0.74
0.60
-0.18
0.11
0.38
VNQ
0.63
0.60
0.68
1.00
0.60
0.64
0.51
0.59
0.47
-0.03
0.31
0.37
EFV
0.81
0.78
0.75
0.60
1.00
0.72
0.76
0.93
0.83
-0.15
0.16
0.47
IJR
0.80
0.82
0.96
0.64
0.72
1.00
0.68
0.74
0.62
-0.20
0.10
0.39
EEM
0.70
0.71
0.66
0.51
0.76
0.68
1.00
0.76
0.73
-0.09
0.18
0.60
VGK
0.83
0.84
0.74
0.59
0.93
0.74
0.76
1.00
0.72
-0.12
0.19
0.43
VPL
0.65
0.67
0.60
0.47
0.83
0.62
0.73
0.72
1.00
-0.12
0.19
0.50
SHY
-0.15
-0.15
-0.18
-0.03
-0.15
-0.20
-0.09
-0.12
-0.12
1.00
0.62
0.01
TIP
0.16
0.19
0.11
0.31
0.16
0.10
0.18
0.19
0.19
0.62
1.00
0.26
GLTR
0.36
0.37
0.38
0.37
0.47
0.39
0.60
0.43
0.50
0.01
0.26
1.00
 
 
 
 
 
 
 
 
 
 
 
 
Asset VTV VV IJS VNQ EFV IJR EEM VGK VPL SHY TIP GLTR
VTV
1.00
0.95
0.86
0.63
0.83
0.82
0.68
0.79
0.55
-0.04
0.20
0.32
VV
0.95
1.00
0.83
0.60
0.81
0.84
0.69
0.79
0.56
-0.03
0.23
0.32
IJS
0.86
0.83
1.00
0.69
0.77
0.96
0.64
0.71
0.50
-0.11
0.13
0.34
VNQ
0.63
0.60
0.69
1.00
0.60
0.65
0.48
0.56
0.40
0.00
0.29
0.33
EFV
0.83
0.81
0.77
0.60
1.00
0.74
0.70
0.88
0.71
-0.03
0.21
0.41
IJR
0.82
0.84
0.96
0.65
0.74
1.00
0.66
0.70
0.51
-0.13
0.12
0.34
EEM
0.68
0.69
0.64
0.48
0.70
0.66
1.00
0.68
0.58
0.01
0.20
0.44
VGK
0.79
0.79
0.71
0.56
0.88
0.70
0.68
1.00
0.67
0.00
0.22
0.40
VPL
0.55
0.56
0.50
0.40
0.71
0.51
0.58
0.67
1.00
0.00
0.19
0.42
SHY
-0.04
-0.03
-0.11
0.00
-0.03
-0.13
0.01
0.00
0.00
1.00
0.71
-0.04
TIP
0.20
0.23
0.13
0.29
0.21
0.12
0.20
0.22
0.19
0.71
1.00
0.13
GLTR
0.32
0.32
0.34
0.33
0.41
0.34
0.44
0.40
0.42
-0.04
0.13
1.00

Portfolio Dividends

In 2021, the Bill Bernstein Sheltered Sam 10/90 Portfolio granted a 1.97% dividend yield. If you are interested in getting periodic income, please refer to the Bill Bernstein Sheltered Sam 10/90 Portfolio: Dividend Yield page.

Capital Growth as of Oct 31, 2022

An investment of 1000$, since November 1992, now would be worth 4012.48$, with a total return of 301.25% (4.74% annualized).

The Inflation Adjusted Capital now would be 1909.22$, with a net total return of 90.92% (2.18% annualized).
An investment of 1000$, since January 1985, now would be worth 9204.28$, with a total return of 820.43% (6.04% annualized).

The Inflation Adjusted Capital now would be 3252.25$, with a net total return of 225.23% (3.17% annualized).

Drawdowns

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-9.93% Jan 2022 Sep 2022 9 in progress 1 10
-6.02% Apr 2008 Feb 2009 11 Aug 2009 6 17
-5.37% Feb 1994 Jun 1994 5 Mar 1995 9 14
-3.15% May 2013 Aug 2013 4 May 2014 9 13
-2.82% Apr 2004 Apr 2004 1 Sep 2004 5 6
-2.26% Feb 1996 Apr 1996 3 Sep 1996 5 8
-1.97% May 2015 Dec 2015 8 Mar 2016 3 11
-1.85% Feb 1999 Feb 1999 1 Oct 1999 8 9
-1.63% Sep 2018 Oct 2018 2 Jan 2019 3 5
-1.56% Jul 2003 Jul 2003 1 Sep 2003 2 3
-1.45% Mar 2020 Mar 2020 1 Apr 2020 1 2
-1.39% Sep 2014 Sep 2014 1 Jan 2015 4 5
-1.31% Dec 1996 Mar 1997 4 Apr 1997 1 5
-1.16% Aug 2011 Sep 2011 2 Oct 2011 1 3
-1.11% Nov 2001 Dec 2001 2 Feb 2002 2 4
-1.07% Oct 2016 Nov 2016 2 Feb 2017 3 5
-1.06% Aug 1997 Aug 1997 1 Sep 1997 1 2
-1.00% Jan 2018 Feb 2018 2 Jun 2018 4 6
-0.94% Nov 1993 Nov 1993 1 Jan 1994 2 3
-0.84% Dec 2009 Dec 2009 1 Mar 2010 3 4
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-9.93% Jan 2022 Sep 2022 9 in progress 1 10
-6.02% Apr 2008 Feb 2009 11 Aug 2009 6 17
-5.37% Feb 1994 Jun 1994 5 Mar 1995 9 14
-3.15% May 2013 Aug 2013 4 May 2014 9 13
-2.82% Apr 2004 Apr 2004 1 Sep 2004 5 6
-2.30% Mar 1987 May 1987 3 Dec 1987 7 10
-2.26% Feb 1996 Apr 1996 3 Sep 1996 5 8
-1.97% May 2015 Dec 2015 8 Mar 2016 3 11
-1.94% Jan 1990 Apr 1990 4 May 1990 1 5
-1.90% Sep 1986 Sep 1986 1 Nov 1986 2 3
-1.85% Feb 1999 Feb 1999 1 Oct 1999 8 9
-1.66% Mar 1988 May 1988 3 Jun 1988 1 4
-1.64% Aug 1990 Aug 1990 1 Nov 1990 3 4
-1.63% Sep 2018 Oct 2018 2 Jan 2019 3 5
-1.56% Jul 2003 Jul 2003 1 Sep 2003 2 3
-1.51% Oct 1992 Oct 1992 1 Dec 1992 2 3
-1.45% Mar 2020 Mar 2020 1 Apr 2020 1 2
-1.44% May 1986 May 1986 1 Jun 1986 1 2
-1.39% Sep 2014 Sep 2014 1 Jan 2015 4 5
-1.37% Jan 1992 Mar 1992 3 May 1992 2 5

Rolling Returns ( more details)

Bill Bernstein Sheltered Sam 10/90 Portfolio: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
6.24 27.18
Apr 1985 - Mar 1986
-8.70
Oct 2021 - Sep 2022
8.58%
2 Years
6.10 18.61
Mar 1985 - Feb 1987
-2.19
Oct 2020 - Sep 2022
0.70%
3 Years
6.04 13.72
Mar 1985 - Feb 1988
0.28
Oct 2019 - Sep 2022
0.00%
5 Years
6.00 11.90
Sep 1988 - Aug 1993
1.16
May 2013 - Apr 2018
0.00%
7 Years
5.99 11.75
Jan 1985 - Dec 1991
1.62
Nov 2011 - Oct 2018
0.00%
10 Years
5.96 10.10
Mar 1985 - Feb 1995
1.45
Oct 2012 - Sep 2022
0.00%
15 Years
5.99 9.28
Apr 1985 - Mar 2000
2.50
Oct 2007 - Sep 2022
0.00%
20 Years
6.00 8.93
Jan 1985 - Dec 2004
3.22
Oct 2002 - Sep 2022
0.00%
30 Years
5.94 7.21
Mar 1985 - Feb 2015
4.65
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 10/90 Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Bill Bernstein Sheltered Sam 10/90 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
0.20
60%
-0.17
40%
-0.17
60%
0.34
60%
0.41
100%
-0.01
80%
0.97
100%
0.07
80%
-1.14
0%
0.15
60%
0.53
80%
0.47
80%
 Capital Growth on monthly avg returns
100
100.20
100.02
99.86
100.19
100.60
100.59
101.57
101.64
100.48
100.64
101.17
101.64
Best 1.5
2019
0.3
2019
1.1
2019
2.0
2020
0.7
2021
1.2
2019
2.3
2022
1.0
2019
-0.2
2019
1.2
2022
1.6
2020
0.9
2020
Worst -1.5
2022
-0.9
2018
-1.5
2020
-1.7
2022
0.1
2022
-2.2
2022
0.1
2018
-2.1
2022
-3.9
2022
-1.2
2018
0.0
2021
-0.2
2018
Monthly Seasonality over the period Nov 2017 - Oct 2022
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.41
80%
0.07
60%
0.08
60%
0.37
80%
0.10
70%
-0.08
60%
0.69
90%
-0.08
60%
-0.58
20%
0.26
70%
0.24
60%
0.11
60%
 Capital Growth on monthly avg returns
100
100.41
100.48
100.56
100.93
101.04
100.96
101.66
101.57
100.98
101.25
101.49
101.60
Best 1.5
2019
0.6
2014
1.4
2016
2.0
2020
1.0
2014
1.3
2016
2.3
2022
1.0
2019
1.2
2013
1.2
2022
1.6
2020
0.9
2020
Worst -1.5
2022
-0.9
2018
-1.5
2020
-1.7
2022
-1.5
2013
-2.2
2022
-0.3
2014
-2.1
2022
-3.9
2022
-1.2
2018
-0.6
2016
-0.6
2015
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
0.68
79%
0.32
71%
0.30
61%
0.44
74%
0.58
66%
0.55
76%
0.67
76%
0.46
71%
0.23
66%
0.49
82%
0.50
73%
0.73
76%
 Capital Growth on monthly avg returns
100
100.68
101.00
101.31
101.75
102.34
102.91
103.60
104.08
104.32
104.83
105.35
106.12
Best 3.0
1988
3.9
1986
3.8
1986
2.2
1989
4.7
1985
3.1
1986
2.9
1997
2.9
1986
2.3
1998
2.1
1996
2.5
1985
4.1
1991
Worst -1.6
1990
-2.0
1994
-2.5
1994
-2.8
2004
-1.5
2013
-2.2
2022
-1.6
2003
-2.1
2022
-3.9
2022
-4.0
2008
-1.0
1988
-0.8
2009
Monthly Seasonality over the period Jan 1985 - Oct 2022

Monthly/Yearly Returns

Bill Bernstein Sheltered Sam 10/90 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
329 Positive Months (72%) - 125 Negative Months (28%)
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
-8.88 -14.75 -1.5 -0.1 -1.2 -1.7 0.1 -2.2 2.3 -2.1 -3.9 1.2
2021
+3.98 -2.85 0.2 -0.2 0.3 0.9 0.7 0.2 1.0 0.1 -0.8 0.8 0.0 0.7
2020
+6.33 +4.90 0.8 0.0 -1.5 2.0 0.5 0.5 1.3 0.7 -0.4 -0.4 1.6 0.9
2019
+7.34 +4.94 1.5 0.3 1.1 0.5 0.3 1.2 0.1 1.0 -0.2 0.4 0.3 0.5
2018
-0.58 -2.44 -0.1 -0.9 0.4 -0.1 0.5 0.3 0.1 0.6 -0.5 -1.2 0.6 -0.2
2017
+3.00 +0.87 0.5 0.4 0.1 0.3 0.1 -0.2 0.5 0.4 0.0 0.2 0.2 0.4
2016
+3.63 +1.52 0.4 0.5 1.4 0.2 -0.3 1.3 0.6 -0.2 0.4 -0.5 -0.6 0.3
2015
-0.66 -1.38 1.3 -0.2 -0.1 0.3 -0.3 -0.6 0.3 -1.0 -0.3 0.7 -0.2 -0.6
2014
+2.43 +1.66 0.5 0.6 -0.1 0.6 1.0 0.3 -0.3 0.6 -1.4 0.8 0.2 -0.5
2013
-0.38 -1.85 0.3 0.2 0.4 0.6 -1.5 -1.6 1.0 -1.0 1.2 0.6 -0.1 -0.4
2012
+4.12 +2.34 1.5 0.0 -0.1 0.6 0.0 0.2 0.8 0.2 0.5 0.1 0.3 0.0
2011
+5.36 +2.33 0.2 0.6 0.4 1.5 0.1 0.1 1.4 -0.2 -1.0 1.8 0.1 0.2
2010
+5.24 +3.69 0.6 -0.1 0.6 1.3 -0.6 0.2 0.8 0.4 1.2 1.4 -0.8 0.2
2009
+6.25 +3.43 -1.4 -2.0 3.1 0.5 1.5 -0.1 1.0 1.0 1.4 0.1 2.0 -0.8
2008
-0.11 -0.20 1.7 0.9 0.1 -0.5 0.0 -0.1 -0.1 0.6 -1.7 -4.0 0.3 3.0
2007
+8.52 +4.27 0.4 1.0 0.5 0.7 -0.2 0.0 0.9 1.0 1.2 0.9 1.9 0.0
2006
+4.48 +1.90 0.7 0.0 -0.3 0.2 -0.2 0.4 1.0 1.2 0.4 0.7 1.0 -0.6
2005
+2.83 -0.56 -0.3 0.0 -0.2 0.7 0.8 0.5 -0.7 1.2 0.0 -0.8 0.7 0.7
2004
+5.24 +1.92 0.7 1.2 0.8 -2.8 0.9 0.3 0.2 1.5 0.2 0.8 0.2 1.1
2003
+7.80 +5.81 -0.1 1.3 -0.5 0.7 2.6 0.0 -1.6 0.9 1.7 0.7 0.3 1.5
2002
+8.97 +6.44 0.4 0.9 -0.1 1.7 0.9 0.5 0.5 1.9 0.8 -0.8 0.1 1.8
2001
+6.44 +4.82 1.8 0.5 0.3 0.9 0.7 0.1 1.2 0.3 0.2 1.6 -0.8 -0.3
2000
+11.34 +7.70 -0.4 1.2 1.9 -0.2 -0.1 1.8 0.7 1.6 0.2 0.8 1.2 2.1
1999
+1.13 -1.52 0.6 -1.8 0.7 1.1 -0.8 0.2 -0.3 -0.2 0.7 0.5 0.1 0.2
1998
+8.19 +6.47 1.1 0.4 0.7 0.6 0.4 0.8 -0.1 0.1 2.3 0.5 0.6 0.4
1997
+10.11 +8.27 0.3 0.2 -1.2 1.5 1.5 1.4 2.9 -1.1 1.9 0.6 0.7 1.0
1996
+4.80 +1.43 0.8 -1.5 -0.4 -0.3 0.1 1.0 -0.2 0.0 1.8 2.1 2.1 -0.7
1995
+17.42 +14.51 1.7 1.9 0.9 1.3 3.2 0.8 0.4 1.1 1.1 0.8 1.6 1.5
1994
-2.62 -5.15 1.7 -2.0 -2.5 -0.6 -0.1 -0.3 1.8 0.5 -1.5 0.1 -0.6 0.9
1993
+11.64 +8.65 1.9 2.1 0.7 0.8 0.0 1.9 0.8 2.3 0.3 0.4 -0.9 0.9
1992
+7.76 +4.72 -1.3 0.7 -0.8 0.6 2.0 1.0 2.5 0.8 1.4 -1.5 0.4 1.9
1991
+16.09 +12.64 1.3 1.3 0.7 0.9 1.0 -0.6 1.3 2.0 1.7 1.0 0.3 4.1
1990
+7.12 +0.96 -1.6 0.3 0.2 -0.9 2.9 1.3 1.2 -1.6 0.2 1.3 2.2 1.6
1989
+14.51 +9.43 1.5 -0.6 0.6 2.2 2.3 2.5 2.5 -1.1 0.5 1.7 1.1 0.5
1988
+7.50 +2.95 3.0 1.4 -0.8 -0.3 -0.6 2.2 -0.4 -0.3 2.1 1.6 -1.0 0.4
1987
+2.87 -1.50 1.9 0.9 -0.1 -1.9 -0.3 1.5 0.4 0.0 -1.4 0.6 -0.1 1.5
1986
+14.82 +13.57 0.6 3.9 3.8 0.6 -1.4 3.1 0.3 2.9 -1.9 1.2 1.2 -0.1
1985
+20.36 +15.95 2.4 -1.4 1.6 1.8 4.7 1.1 -0.4 1.3 0.3 1.9 2.5 2.9

Portofolio Returns, up to December 2010, 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:

  • VTV - Vanguard Value: simulated historical serie, up to December 2004
  • VV - Vanguard Large-Cap: simulated historical serie, up to December 2004
  • IJS - iShares S&P Small-Cap 600 Value: simulated historical serie, up to December 2000
  • VNQ - Vanguard Real Estate: simulated historical serie, up to December 2004
  • EFV - iShares MSCI EAFE Value: simulated historical serie, up to December 2005
  • IJR - iShares Core S&P Small-Cap: simulated historical serie, up to December 2000
  • EEM - iShares MSCI Emerging Markets: simulated historical serie, up to December 2003
  • VGK - Vanguard FTSE Europe: simulated historical serie, up to December 2005
  • VPL - Vanguard FTSE Pacific: simulated historical serie, up to December 2005
  • 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
  • GLTR - Aberdeen Standard Physical Precious Metals Basket Shares: simulated historical serie, up to December 2010

Portfolio efficiency

Compared to the Bill Bernstein Sheltered Sam 10/90 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.

Swipe left to see all data
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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