Data Source: from January 1985 to February 2023 (~38 years)
Consolidated Returns as of 28 February 2023
Live Update: Mar 20 2023
Consolidated Returns as of 28 February 2023
Live Update: Mar 20 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.08%
1 Day
Mar 20 2023
1.05%
Current Month
March 2023
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 4.57% 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:
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 Feb 28, 2023
The Bill Bernstein Sheltered Sam 10/90 Portfolio guaranteed the following returns.
Portfolio returns are calculated in USD, assuming:
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
BILL BERNSTEIN SHELTERED SAM 10/90 PORTFOLIO RETURNS
Consolidated returns as of 28 February 2023
Live Update: Mar 20 2023
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Feb 28, 2023 |
||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Mar 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~38Y) |
|
| Bill Bernstein Sheltered Sam 10/90 Portfolio | 0.08 | 1.05 | -1.37 | -1.40 | -6.18 | 1.95 | 1.62 | 4.57 | 6.03 | |
| US Inflation Adjusted return | -1.91 | -2.93 | -11.52 | -1.84 | -0.98 | 2.01 | 3.15 | |||
| Components | ||||||||||
|
VTV Vanguard Value |
1.39 | Mar 20 2023 | -3.59 | -3.24 | 5.02 | -0.39 | 8.39 | 11.01 | 9.29 | 9.93 |
|
VV Vanguard Large-Cap |
0.87 | Mar 20 2023 | -0.36 | -2.40 | 0.97 | -8.75 | 9.59 | 12.07 | 9.71 | 8.90 |
|
IJS iShares S&P Small-Cap 600 Value |
1.22 | Mar 20 2023 | -9.35 | -1.73 | 9.45 | -0.24 | 7.77 | 10.41 | 10.74 | 12.91 |
|
VNQ Vanguard Real Estate |
1.14 | Mar 20 2023 | -4.96 | -5.86 | -5.50 | -13.27 | 7.07 | 6.31 | 8.64 | 7.02 |
|
EFV iShares MSCI EAFE Value |
1.67 | Mar 20 2023 | -4.49 | -2.20 | 16.15 | 1.22 | 1.28 | 3.60 | 5.82 | 9.96 |
|
IJR iShares Core S&P Small-Cap |
1.46 | Mar 20 2023 | -7.84 | -1.21 | 6.33 | -3.60 | 7.80 | 10.87 | 10.28 | 11.48 |
|
EEM iShares MSCI Emerging Markets |
0.37 | Mar 20 2023 | -1.26 | -7.57 | -1.58 | -16.23 | -2.35 | 0.92 | 5.83 | 7.41 |
|
VGK Vanguard FTSE Europe |
1.58 | Mar 20 2023 | -2.88 | -1.71 | 17.68 | -0.96 | 3.75 | 5.42 | 7.38 | 8.67 |
|
VPL Vanguard FTSE Pacific |
0.91 | Mar 20 2023 | -0.55 | -5.58 | 4.40 | -8.86 | 0.57 | 4.33 | 3.56 | 8.19 |
|
SHY iShares 1-3 Year Treasury Bond |
-0.12 | Mar 20 2023 | 1.66 | -0.99 | -0.74 | -3.01 | 0.65 | 0.50 | 3.00 | 4.43 |
|
TIP iShares TIPS Bond |
0.09 | Mar 20 2023 | 1.44 | -1.35 | -4.27 | -11.42 | 2.21 | 0.98 | 5.20 | 6.82 |
|
GLTR Aberdeen Standard Physical Precious Metals Basket Shares |
0.18 | Mar 20 2023 | 7.13 | -7.99 | 3.37 | -13.43 | 5.22 | -0.53 | 7.19 | 8.36 |
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Feb 2023. Current inflation (annualized) is 1Y: 6.04% , 5Y: 3.86% , 10Y: 2.63% , 30Y: 2.51%
Live update: World Markets and Indexes
Portfolio Metrics as of Feb 28, 2023
Metrics of Bill Bernstein Sheltered Sam 10/90 Portfolio, updated as of 28 February 2023.
Portfolio metrics are calculated based on monthly returns, assuming:
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
BILL BERNSTEIN SHELTERED SAM 10/90 PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1985 - 28 February 2023 (~38 years)
Swipe left to see all data
| Metrics as of Feb 28, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~38Y) |
|
| Portfolio Return (%) |
-1.37 | -0.28 | -1.40 | -6.18 | 0.43 | 1.95 | 1.62 | 3.23 | 4.57 | 6.03 |
| US Inflation (%) | 0.56 | 1.05 | 1.58 | 6.04 | 5.16 | 3.86 | 2.63 | 2.51 | 2.51 | 2.79 |
| Infl. Adjusted Return (%) |
-1.91 | -1.32 | -2.93 | -11.52 | -4.50 | -1.84 | -0.98 | 0.70 | 2.01 | 3.15 |
| Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 6.41 | 4.59 | 3.80 | 3.14 | 3.28 | 3.37 | 3.82 | |||
| Sharpe Ratio | -1.29 | -0.06 | 0.20 | 0.31 | 0.64 | 0.71 | 0.53 | |||
| Sortino Ratio | -1.87 | -0.08 | 0.26 | 0.39 | 0.83 | 0.95 | 0.75 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -8.53 | -9.93 | -9.93 | -9.93 | -9.93 | -9.93 | -9.93 | |||
| Start (yyyy mm) | 2022 03 | 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) | 7 | 9 | 9 | 9 | 9 | 9 | 9 | |||
| Start to Recovery (# months) in progress |
> 12
|
> 14
|
> 14
|
> 14
|
> 14
|
> 14
|
> 14
|
|||
| 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 | 4.57 | ||||
| % Positive Periods | 91% | 100% | 100% | 100% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 0 | 1 | 3 | 5 | 21 | 40 | 75 | 167 | 259 | 331 |
| Negative | 1 | 2 | 3 | 7 | 15 | 20 | 45 | 73 | 101 | 127 |
| % Positive | 0% | 33% | 50% | 42% | 58% | 67% | 63% | 70% | 72% | 72% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 32.73 | 20.58 | 10.11 | 6.08 | 5.52 | 6.50 | ||||
| Perpetual WR (%) | 0.00 | 0.00 | 0.00 | 0.69 | 1.97 | 3.05 | ||||
- 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.
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 28 February 2023
Swipe left to see all data
|
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Asset | VTV | VV | IJS | VNQ | EFV | IJR | EEM | VGK | VPL | SHY | TIP | GLTR | |
| VTV |
1.00
|
0.92
|
0.92
|
0.79
|
0.87
|
0.92
|
0.59
|
0.88
|
0.80
|
0.50
|
0.78
|
0.29
|
|
| VV |
0.92
|
1.00
|
0.94
|
0.90
|
0.83
|
0.96
|
0.63
|
0.88
|
0.85
|
0.51
|
0.86
|
0.31
|
|
| IJS |
0.92
|
0.94
|
1.00
|
0.83
|
0.83
|
0.99
|
0.58
|
0.87
|
0.79
|
0.58
|
0.85
|
0.18
|
|
| VNQ |
0.79
|
0.90
|
0.83
|
1.00
|
0.78
|
0.84
|
0.70
|
0.83
|
0.86
|
0.52
|
0.86
|
0.45
|
|
| EFV |
0.87
|
0.83
|
0.83
|
0.78
|
1.00
|
0.82
|
0.85
|
0.99
|
0.95
|
0.73
|
0.79
|
0.54
|
|
| IJR |
0.92
|
0.96
|
0.99
|
0.84
|
0.82
|
1.00
|
0.58
|
0.87
|
0.80
|
0.58
|
0.87
|
0.19
|
|
| EEM |
0.59
|
0.63
|
0.58
|
0.70
|
0.85
|
0.58
|
1.00
|
0.82
|
0.92
|
0.77
|
0.67
|
0.67
|
|
| VGK |
0.88
|
0.88
|
0.87
|
0.83
|
0.99
|
0.87
|
0.82
|
1.00
|
0.95
|
0.72
|
0.86
|
0.54
|
|
| VPL |
0.80
|
0.85
|
0.79
|
0.86
|
0.95
|
0.80
|
0.92
|
0.95
|
1.00
|
0.77
|
0.84
|
0.64
|
|
| SHY |
0.50
|
0.51
|
0.58
|
0.52
|
0.73
|
0.58
|
0.77
|
0.72
|
0.77
|
1.00
|
0.74
|
0.48
|
|
| TIP |
0.78
|
0.86
|
0.85
|
0.86
|
0.79
|
0.87
|
0.67
|
0.86
|
0.84
|
0.74
|
1.00
|
0.34
|
|
| GLTR |
0.29
|
0.31
|
0.18
|
0.45
|
0.54
|
0.19
|
0.67
|
0.54
|
0.64
|
0.48
|
0.34
|
1.00
|
|
|
|
|
|
|
|
|
|
|
|
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||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Asset | VTV | VV | IJS | VNQ | EFV | IJR | EEM | VGK | VPL | SHY | TIP | GLTR | |
| VTV |
1.00
|
0.93
|
0.90
|
0.79
|
0.88
|
0.90
|
0.70
|
0.89
|
0.83
|
-0.08
|
0.43
|
0.26
|
|
| VV |
0.93
|
1.00
|
0.86
|
0.84
|
0.80
|
0.90
|
0.71
|
0.88
|
0.84
|
0.05
|
0.60
|
0.31
|
|
| IJS |
0.90
|
0.86
|
1.00
|
0.76
|
0.84
|
0.99
|
0.72
|
0.83
|
0.82
|
-0.08
|
0.41
|
0.18
|
|
| VNQ |
0.79
|
0.84
|
0.76
|
1.00
|
0.70
|
0.79
|
0.64
|
0.79
|
0.73
|
0.11
|
0.66
|
0.31
|
|
| EFV |
0.88
|
0.80
|
0.84
|
0.70
|
1.00
|
0.82
|
0.81
|
0.96
|
0.91
|
-0.02
|
0.38
|
0.30
|
|
| IJR |
0.90
|
0.90
|
0.99
|
0.79
|
0.82
|
1.00
|
0.73
|
0.84
|
0.84
|
-0.04
|
0.47
|
0.20
|
|
| EEM |
0.70
|
0.71
|
0.72
|
0.64
|
0.81
|
0.73
|
1.00
|
0.81
|
0.86
|
0.16
|
0.43
|
0.45
|
|
| VGK |
0.89
|
0.88
|
0.83
|
0.79
|
0.96
|
0.84
|
0.81
|
1.00
|
0.91
|
0.10
|
0.54
|
0.38
|
|
| VPL |
0.83
|
0.84
|
0.82
|
0.73
|
0.91
|
0.84
|
0.86
|
0.91
|
1.00
|
0.16
|
0.53
|
0.34
|
|
| SHY |
-0.08
|
0.05
|
-0.08
|
0.11
|
-0.02
|
-0.04
|
0.16
|
0.10
|
0.16
|
1.00
|
0.59
|
0.22
|
|
| TIP |
0.43
|
0.60
|
0.41
|
0.66
|
0.38
|
0.47
|
0.43
|
0.54
|
0.53
|
0.59
|
1.00
|
0.40
|
|
| GLTR |
0.26
|
0.31
|
0.18
|
0.31
|
0.30
|
0.20
|
0.45
|
0.38
|
0.34
|
0.22
|
0.40
|
1.00
|
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Asset | VTV | VV | IJS | VNQ | EFV | IJR | EEM | VGK | VPL | SHY | TIP | GLTR | |
| VTV |
1.00
|
0.94
|
0.88
|
0.67
|
0.83
|
0.88
|
0.66
|
0.84
|
0.77
|
-0.13
|
0.30
|
0.14
|
|
| VV |
0.94
|
1.00
|
0.84
|
0.72
|
0.79
|
0.87
|
0.68
|
0.85
|
0.80
|
-0.01
|
0.44
|
0.19
|
|
| IJS |
0.88
|
0.84
|
1.00
|
0.63
|
0.76
|
0.99
|
0.62
|
0.74
|
0.72
|
-0.12
|
0.27
|
0.08
|
|
| VNQ |
0.67
|
0.72
|
0.63
|
1.00
|
0.58
|
0.65
|
0.52
|
0.63
|
0.62
|
0.17
|
0.64
|
0.24
|
|
| EFV |
0.83
|
0.79
|
0.76
|
0.58
|
1.00
|
0.74
|
0.79
|
0.96
|
0.88
|
-0.04
|
0.34
|
0.19
|
|
| IJR |
0.88
|
0.87
|
0.99
|
0.65
|
0.74
|
1.00
|
0.61
|
0.75
|
0.73
|
-0.09
|
0.30
|
0.09
|
|
| EEM |
0.66
|
0.68
|
0.62
|
0.52
|
0.79
|
0.61
|
1.00
|
0.77
|
0.85
|
0.14
|
0.43
|
0.38
|
|
| VGK |
0.84
|
0.85
|
0.74
|
0.63
|
0.96
|
0.75
|
0.77
|
1.00
|
0.85
|
0.07
|
0.44
|
0.26
|
|
| VPL |
0.77
|
0.80
|
0.72
|
0.62
|
0.88
|
0.73
|
0.85
|
0.85
|
1.00
|
0.10
|
0.46
|
0.23
|
|
| SHY |
-0.13
|
-0.01
|
-0.12
|
0.17
|
-0.04
|
-0.09
|
0.14
|
0.07
|
0.10
|
1.00
|
0.59
|
0.25
|
|
| TIP |
0.30
|
0.44
|
0.27
|
0.64
|
0.34
|
0.30
|
0.43
|
0.44
|
0.46
|
0.59
|
1.00
|
0.44
|
|
| GLTR |
0.14
|
0.19
|
0.08
|
0.24
|
0.19
|
0.09
|
0.38
|
0.26
|
0.23
|
0.25
|
0.44
|
1.00
|
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Asset | VTV | VV | IJS | VNQ | EFV | IJR | EEM | VGK | VPL | SHY | TIP | GLTR | |
| VTV |
1.00
|
0.95
|
0.85
|
0.64
|
0.81
|
0.80
|
0.70
|
0.83
|
0.66
|
-0.15
|
0.16
|
0.37
|
|
| VV |
0.95
|
1.00
|
0.82
|
0.61
|
0.78
|
0.82
|
0.72
|
0.84
|
0.67
|
-0.13
|
0.20
|
0.37
|
|
| IJS |
0.85
|
0.82
|
1.00
|
0.68
|
0.75
|
0.96
|
0.66
|
0.74
|
0.60
|
-0.17
|
0.12
|
0.38
|
|
| VNQ |
0.64
|
0.61
|
0.68
|
1.00
|
0.61
|
0.64
|
0.51
|
0.59
|
0.48
|
-0.02
|
0.32
|
0.37
|
|
| EFV |
0.81
|
0.78
|
0.75
|
0.61
|
1.00
|
0.72
|
0.78
|
0.94
|
0.83
|
-0.14
|
0.17
|
0.47
|
|
| IJR |
0.80
|
0.82
|
0.96
|
0.64
|
0.72
|
1.00
|
0.69
|
0.74
|
0.63
|
-0.19
|
0.11
|
0.40
|
|
| EEM |
0.70
|
0.72
|
0.66
|
0.51
|
0.78
|
0.69
|
1.00
|
0.77
|
0.74
|
-0.09
|
0.19
|
0.60
|
|
| VGK |
0.83
|
0.84
|
0.74
|
0.59
|
0.94
|
0.74
|
0.77
|
1.00
|
0.72
|
-0.10
|
0.20
|
0.44
|
|
| VPL |
0.66
|
0.67
|
0.60
|
0.48
|
0.83
|
0.63
|
0.74
|
0.72
|
1.00
|
-0.10
|
0.20
|
0.50
|
|
| SHY |
-0.15
|
-0.13
|
-0.17
|
-0.02
|
-0.14
|
-0.19
|
-0.09
|
-0.10
|
-0.10
|
1.00
|
0.62
|
0.01
|
|
| TIP |
0.16
|
0.20
|
0.12
|
0.32
|
0.17
|
0.11
|
0.19
|
0.20
|
0.20
|
0.62
|
1.00
|
0.26
|
|
| GLTR |
0.37
|
0.37
|
0.38
|
0.37
|
0.47
|
0.40
|
0.60
|
0.44
|
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
|
0.81
|
0.68
|
0.79
|
0.55
|
-0.04
|
0.21
|
0.32
|
|
| VV |
0.95
|
1.00
|
0.83
|
0.60
|
0.81
|
0.84
|
0.69
|
0.79
|
0.57
|
-0.02
|
0.24
|
0.32
|
|
| IJS |
0.86
|
0.83
|
1.00
|
0.69
|
0.77
|
0.96
|
0.64
|
0.71
|
0.51
|
-0.10
|
0.14
|
0.34
|
|
| VNQ |
0.63
|
0.60
|
0.69
|
1.00
|
0.60
|
0.65
|
0.48
|
0.57
|
0.41
|
0.01
|
0.29
|
0.34
|
|
| EFV |
0.83
|
0.81
|
0.77
|
0.60
|
1.00
|
0.74
|
0.71
|
0.89
|
0.71
|
-0.02
|
0.21
|
0.41
|
|
| IJR |
0.81
|
0.84
|
0.96
|
0.65
|
0.74
|
1.00
|
0.66
|
0.70
|
0.51
|
-0.12
|
0.12
|
0.34
|
|
| EEM |
0.68
|
0.69
|
0.64
|
0.48
|
0.71
|
0.66
|
1.00
|
0.68
|
0.59
|
0.02
|
0.21
|
0.44
|
|
| VGK |
0.79
|
0.79
|
0.71
|
0.57
|
0.89
|
0.70
|
0.68
|
1.00
|
0.68
|
0.01
|
0.22
|
0.41
|
|
| VPL |
0.55
|
0.57
|
0.51
|
0.41
|
0.71
|
0.51
|
0.59
|
0.68
|
1.00
|
0.01
|
0.20
|
0.42
|
|
| SHY |
-0.04
|
-0.02
|
-0.10
|
0.01
|
-0.02
|
-0.12
|
0.02
|
0.01
|
0.01
|
1.00
|
0.71
|
-0.03
|
|
| TIP |
0.21
|
0.24
|
0.14
|
0.29
|
0.21
|
0.12
|
0.21
|
0.22
|
0.20
|
0.71
|
1.00
|
0.14
|
|
| GLTR |
0.32
|
0.32
|
0.34
|
0.34
|
0.41
|
0.34
|
0.44
|
0.41
|
0.42
|
-0.03
|
0.14
|
1.00
|
Portfolio Dividends
In 2022, the Bill Bernstein Sheltered Sam 10/90 Portfolio granted a 2.99% dividend yield. If you are interested in getting periodic income, please refer to the Bill Bernstein Sheltered Sam 10/90 Portfolio: Dividend Yield page.
Readings that may interest you
Capital Growth as of Feb 28, 2023
An investment of 1000$, since March 1993,
now would be worth 3824.39$, with a total return of 282.44% (4.57% annualized).
The Inflation Adjusted Capital now would be 1819.14$, with a net total return of 81.91% (2.01% annualized).
The Inflation Adjusted Capital now would be 1819.14$, with a net total return of 81.91% (2.01% annualized).
An investment of 1000$, since January 1985,
now would be worth 9332.49$, with a total return of 833.25% (6.03% annualized).
The Inflation Adjusted Capital now would be 3266.56$, with a net total return of 226.66% (3.15% annualized).
The Inflation Adjusted Capital now would be 3266.56$, with a net total return of 226.66% (3.15% 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 | 5 | 14 |
| -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 | 5 | 14 |
| -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 |
6.13 |
27.18 Apr 1985 - Mar 1986 |
-8.70 Oct 2021 - Sep 2022 |
9.40% |
| 2 Years |
6.02 |
18.61 Mar 1985 - Feb 1987 |
-2.23 Jan 2021 - Dec 2022 |
1.61% |
| 3 Years |
5.99 |
13.72 Mar 1985 - Feb 1988 |
0.28 Oct 2019 - Sep 2022 |
0.00% |
| 5 Years |
5.96 |
11.90 Sep 1988 - Aug 1993 |
1.16 May 2013 - Apr 2018 |
0.00% |
| 7 Years |
5.95 |
11.75 Jan 1985 - Dec 1991 |
1.62 Nov 2011 - Oct 2018 |
0.00% |
| 10 Years |
5.91 |
10.10 Mar 1985 - Feb 1995 |
1.45 Oct 2012 - Sep 2022 |
0.00% |
| 15 Years |
5.94 |
9.28 Apr 1985 - Mar 2000 |
2.31 Mar 2008 - Feb 2023 |
0.00% |
| 20 Years |
5.95 |
8.93 Jan 1985 - Dec 2004 |
3.22 Oct 2002 - Sep 2022 |
0.00% |
| 30 Years |
5.89 |
7.21 Mar 1985 - Feb 2015 |
4.57 Mar 1993 - Feb 2023 |
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.
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 |
0.60
80% |
-0.26
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% |
0.83
80% |
0.22
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.60
|
100.33
|
100.16
|
100.50
|
100.91
|
100.90
|
101.88
|
101.95
|
100.79
|
100.94
|
101.78
|
102.00
|
| Best |
1.9 2023 |
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 |
1.7 2022 |
0.9 2020 |
| Worst |
-1.5 2022 |
-1.4 2023 |
-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 |
-0.8 2022 |
Monthly Seasonality over the period Mar 2018 - Feb 2023
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 |
0.57
80% |
-0.09
50% |
0.08
60% |
0.37
80% |
0.10
70% |
-0.08
60% |
0.69
90% |
-0.08
60% |
-0.58
20% |
0.26
70% |
0.37
60% |
0.03
50% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.57
|
100.48
|
100.56
|
100.94
|
101.04
|
100.97
|
101.66
|
101.58
|
100.99
|
101.25
|
101.63
|
101.66
|
| Best |
1.9 2023 |
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 |
1.7 2022 |
0.9 2020 |
| Worst |
-1.5 2022 |
-1.4 2023 |
-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 |
-0.8 2022 |
Monthly Seasonality over the period Mar 2013 - Feb 2023
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 |
0.71
79% |
0.28
69% |
0.30
61% |
0.44
74% |
0.58
66% |
0.55
76% |
0.67
76% |
0.46
71% |
0.23
66% |
0.49
82% |
0.53
74% |
0.69
74% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.71
|
100.99
|
101.29
|
101.73
|
102.33
|
102.90
|
103.59
|
104.07
|
104.31
|
104.82
|
105.37
|
106.10
|
| 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 - Feb 2023
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 - Feb 2023
331 Positive Months (72%) - 127 Negative Months (28%)
MONTHLY RETURNS TABLE
Jan 1985 - Feb 2023
(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 |
| 2023 |
+0.50 | -0.85 | 1.9 | -1.4 | ||||||||||
| 2022 |
-8.07 | -13.64 | -1.5 | -0.1 | -1.2 | -1.7 | 0.1 | -2.2 | 2.3 | -2.1 | -3.9 | 1.2 | 1.7 | -0.8 |
| 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 |
+6.61 | 8.69 | -23.97 | 0 | 100 | 0 | ||
|
Stocks/Bonds 20/80 Momentum |
+6.11 | 4.79 | -17.91 | 20 | 80 | 0 | ||
|
All Country World 20/80 |
+5.79 | 5.53 | -17.97 | 20 | 80 | 0 | ||
|
Stocks/Bonds 20/80 |
+5.58 | 4.74 | -16.57 | 20 | 80 | 0 | ||
|
Dimensional Retirement Income Fund DFA |
+5.50 | 4.76 | -12.91 | 20.4 | 79.6 | 0 | ||
