Data Source: from January 1976 to October 2022 (~47 years)
Consolidated Returns as of 31 October 2022
Live Update: Nov 29 2022, 04:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.52%
1 Day
Nov 29 2022, 04:00PM Eastern Time
4.88%
Current Month
November 2022

The Bill Bernstein Sheltered Sam 100/0 Portfolio is a Very High Risk portfolio and can be implemented with 10 ETFs.

It's exposed for 97% on the Stock Market and for 3% on Commodities.

In the last 30 Years, the Bill Bernstein Sheltered Sam 100/0 Portfolio obtained a 9.40% compound annual return, with a 15.05% standard deviation.

Asset Allocation and ETFs

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

97% Stocks
0% Fixed Income
3% Commodities

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

Weight Ticker ETF Name Investment Themes
25.00 %
VTV Vanguard Value Equity, U.S., Large Cap, Value
20.00 %
VV Vanguard Large-Cap Equity, U.S., Large Cap
15.00 %
IJS iShares S&P Small-Cap 600 Value Equity, U.S., Small Cap, Value
10.00 %
VNQ Vanguard Real Estate Real Estate, U.S.
7.00 %
EFV iShares MSCI EAFE Value Equity, EAFE, Large Cap, Value
5.00 %
IJR iShares Core S&P Small-Cap Equity, U.S., Small Cap
5.00 %
EEM iShares MSCI Emerging Markets Equity, Emerging Markets, Large Cap
5.00 %
VGK Vanguard FTSE Europe Equity, Developed Europe, Large Cap
5.00 %
VPL Vanguard FTSE Pacific Equity, Developed Asia Pacific, Large Cap
3.00 %
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 100/0 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 100/0 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
(~47Y)
Bill Bernstein Sheltered Sam 100/0 Portfolio 0.52 4.88 8.65 -6.69 -12.87 6.06 9.26 9.40 11.98
US Inflation Adjusted return 8.21 -9.48 -19.13 2.13 6.53 6.72 8.04
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
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 1976
(*) 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 100/0 Portfolio, updated as of 31 October 2022.

Portfolio metrics are calculated based on monthly returns, assuming:
BILL BERNSTEIN SHELTERED SAM 100/0 PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1976 - 31 October 2022 (~47 years)
Swipe left to see all data
Metrics as of Oct 31, 2022
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~47Y)
Portfolio
Return (%)
8.65 -5.32 -6.69 -12.87 5.93 6.06 9.26 9.37 9.40 11.98
US Inflation (%) 0.41 0.59 3.08 7.75 5.01 3.85 2.57 2.52 2.51 3.65
Infl. Adjusted
Return (%)
8.21 -5.87 -9.48 -19.13 0.87 2.13 6.53 6.69 6.72 8.04
Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 19.10 19.97 17.63 14.10 15.85 15.05 14.82
Sharpe Ratio -0.71 0.28 0.29 0.62 0.52 0.48 0.54
Sortino Ratio -1.06 0.36 0.37 0.81 0.68 0.62 0.70
MAXIMUM DRAWDOWN
Drawdown Depth (%) -21.73 -25.40 -25.40 -25.40 -54.91 -54.91 -54.91
Start (yyyy mm) 2022 01 2020 01 2020 01 2020 01 2007 11 2007 11 2007 11
Bottom (yyyy mm) 2022 09 2020 03 2020 03 2020 03 2009 02 2009 02 2009 02
Start to Bottom (# months) 9 3 3 3 16 16 16
Start to Recovery (# months) in progress
> 10
11
11
11
62
62
62
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 64.80 35.58 31.56 21.52 17.56 14.92
Worst Return (%) -47.55 -16.64 -4.85 1.21 6.03 8.79
% Positive Periods 80% 92% 97% 100% 100% 100%
MONTHS
Positive 1 1 3 5 22 39 84 162 242 376
Negative 0 2 3 7 14 21 36 78 118 186
% Positive 100% 33% 50% 42% 61% 65% 70% 68% 67% 67%
WITHDRAWAL RATES (WR)
Safe WR (%) 38.14 22.43 15.32 10.23 9.11 10.76
Perpetual WR (%) 0.87 2.08 6.13 6.27 6.30 7.44
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 GLTR
VTV
1.00
0.91
0.95
0.80
0.94
0.92
0.67
0.97
0.90
0.15
VV
0.91
1.00
0.92
0.88
0.78
0.95
0.60
0.91
0.92
0.11
IJS
0.95
0.92
1.00
0.76
0.84
0.99
0.60
0.92
0.92
0.16
VNQ
0.80
0.88
0.76
1.00
0.66
0.80
0.56
0.81
0.84
0.22
EFV
0.94
0.78
0.84
0.66
1.00
0.79
0.77
0.94
0.84
0.18
IJR
0.92
0.95
0.99
0.80
0.79
1.00
0.57
0.91
0.94
0.16
EEM
0.67
0.60
0.60
0.56
0.77
0.57
1.00
0.67
0.74
0.02
VGK
0.97
0.91
0.92
0.81
0.94
0.91
0.67
1.00
0.90
0.10
VPL
0.90
0.92
0.92
0.84
0.84
0.94
0.74
0.90
1.00
0.26
GLTR
0.15
0.11
0.16
0.22
0.18
0.16
0.02
0.10
0.26
1.00
 
 
 
 
 
 
 
 
 
 
Asset VTV VV IJS VNQ EFV IJR EEM VGK VPL GLTR
VTV
1.00
0.93
0.91
0.78
0.90
0.91
0.72
0.91
0.86
0.24
VV
0.93
1.00
0.85
0.82
0.82
0.89
0.72
0.90
0.87
0.31
IJS
0.91
0.85
1.00
0.74
0.86
0.99
0.73
0.84
0.85
0.18
VNQ
0.78
0.82
0.74
1.00
0.67
0.77
0.57
0.76
0.70
0.28
EFV
0.90
0.82
0.86
0.67
1.00
0.84
0.79
0.95
0.90
0.25
IJR
0.91
0.89
0.99
0.77
0.84
1.00
0.74
0.86
0.87
0.20
EEM
0.72
0.72
0.73
0.57
0.79
0.74
1.00
0.79
0.83
0.39
VGK
0.91
0.90
0.84
0.76
0.95
0.86
0.79
1.00
0.90
0.35
VPL
0.86
0.87
0.85
0.70
0.90
0.87
0.83
0.90
1.00
0.27
GLTR
0.24
0.31
0.18
0.28
0.25
0.20
0.39
0.35
0.27
1.00
 
 
 
 
 
 
 
 
 
 
Asset VTV VV IJS VNQ EFV IJR EEM VGK VPL GLTR
VTV
1.00
0.94
0.89
0.66
0.84
0.89
0.64
0.84
0.77
0.11
VV
0.94
1.00
0.83
0.70
0.79
0.87
0.67
0.85
0.80
0.17
IJS
0.89
0.83
1.00
0.61
0.77
0.99
0.62
0.74
0.73
0.07
VNQ
0.66
0.70
0.61
1.00
0.57
0.64
0.49
0.62
0.61
0.21
EFV
0.84
0.79
0.77
0.57
1.00
0.75
0.77
0.95
0.87
0.15
IJR
0.89
0.87
0.99
0.64
0.75
1.00
0.61
0.76
0.74
0.08
EEM
0.64
0.67
0.62
0.49
0.77
0.61
1.00
0.75
0.82
0.32
VGK
0.84
0.85
0.74
0.62
0.95
0.76
0.75
1.00
0.83
0.22
VPL
0.77
0.80
0.73
0.61
0.87
0.74
0.82
0.83
1.00
0.16
GLTR
0.11
0.17
0.07
0.21
0.15
0.08
0.32
0.22
0.16
1.00
 
 
 
 
 
 
 
 
 
 
Asset VTV VV IJS VNQ EFV IJR EEM VGK VPL GLTR
VTV
1.00
0.95
0.85
0.63
0.81
0.80
0.70
0.83
0.65
0.36
VV
0.95
1.00
0.82
0.60
0.78
0.82
0.71
0.84
0.67
0.37
IJS
0.85
0.82
1.00
0.68
0.75
0.96
0.66
0.74
0.60
0.38
VNQ
0.63
0.60
0.68
1.00
0.60
0.64
0.51
0.59
0.47
0.37
EFV
0.81
0.78
0.75
0.60
1.00
0.72
0.76
0.93
0.83
0.47
IJR
0.80
0.82
0.96
0.64
0.72
1.00
0.68
0.74
0.62
0.39
EEM
0.70
0.71
0.66
0.51
0.76
0.68
1.00
0.76
0.73
0.60
VGK
0.83
0.84
0.74
0.59
0.93
0.74
0.76
1.00
0.72
0.43
VPL
0.65
0.67
0.60
0.47
0.83
0.62
0.73
0.72
1.00
0.50
GLTR
0.36
0.37
0.38
0.37
0.47
0.39
0.60
0.43
0.50
1.00
 
 
 
 
 
 
 
 
 
 
Asset VTV VV IJS VNQ EFV IJR EEM VGK VPL GLTR
VTV
1.00
0.96
0.86
0.64
0.84
0.83
0.69
0.80
0.59
0.29
VV
0.96
1.00
0.83
0.61
0.83
0.84
0.71
0.82
0.61
0.29
IJS
0.86
0.83
1.00
0.70
0.77
0.96
0.64
0.72
0.54
0.29
VNQ
0.64
0.61
0.70
1.00
0.60
0.66
0.49
0.57
0.43
0.30
EFV
0.84
0.83
0.77
0.60
1.00
0.76
0.72
0.90
0.74
0.36
IJR
0.83
0.84
0.96
0.66
0.76
1.00
0.66
0.72
0.56
0.31
EEM
0.69
0.71
0.64
0.49
0.72
0.66
1.00
0.70
0.61
0.39
VGK
0.80
0.82
0.72
0.57
0.90
0.72
0.70
1.00
0.71
0.37
VPL
0.59
0.61
0.54
0.43
0.74
0.56
0.61
0.71
1.00
0.38
GLTR
0.29
0.29
0.29
0.30
0.36
0.31
0.39
0.37
0.38
1.00

Portfolio Dividends

In 2021, the Bill Bernstein Sheltered Sam 100/0 Portfolio granted a 2.43% dividend yield. If you are interested in getting periodic income, please refer to the Bill Bernstein Sheltered Sam 100/0 Portfolio: Dividend Yield page.

Capital Growth as of Oct 31, 2022

An investment of 1000$, since November 1992, now would be worth 14803.42$, with a total return of 1380.34% (9.40% annualized).

The Inflation Adjusted Capital now would be 7043.76$, with a net total return of 604.38% (6.72% annualized).
An investment of 1000$, since January 1976, now would be worth 200523.45$, with a total return of 19952.34% (11.98% annualized).

The Inflation Adjusted Capital now would be 37344.31$, with a net total return of 3634.43% (8.04% annualized).

Drawdowns

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-54.91% Nov 2007 Feb 2009 16 Dec 2012 46 62
-25.69% Feb 2001 Sep 2002 20 Oct 2003 13 33
-25.40% Jan 2020 Mar 2020 3 Nov 2020 8 11
-21.73% Jan 2022 Sep 2022 9 in progress 1 10
-19.86% May 1998 Aug 1998 4 Apr 1999 8 12
-13.05% Sep 2018 Dec 2018 4 Jul 2019 7 11
-10.21% Jun 2015 Feb 2016 9 Jul 2016 5 14
-7.66% Sep 2000 Nov 2000 3 Jan 2001 2 5
-7.23% Feb 1994 Mar 1994 2 Apr 1995 13 15
-6.09% Jun 2007 Jul 2007 2 Oct 2007 3 5
-5.22% Feb 2018 Mar 2018 2 Jul 2018 4 6
-4.88% Jan 2000 Feb 2000 2 Mar 2000 1 3
-4.83% Oct 1997 Oct 1997 1 Feb 1998 4 5
-4.76% Jun 1996 Jul 1996 2 Sep 1996 2 4
-4.74% Apr 2004 Apr 2004 1 Jun 2004 2 3
-4.45% Jul 1999 Sep 1999 3 Dec 1999 3 6
-4.34% Mar 2005 Apr 2005 2 Jun 2005 2 4
-3.93% Aug 1997 Aug 1997 1 Sep 1997 1 2
-3.80% May 2006 May 2006 1 Sep 2006 4 5
-3.76% Sep 2014 Sep 2014 1 Nov 2014 2 3
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-54.91% Nov 2007 Feb 2009 16 Dec 2012 46 62
-25.69% Feb 2001 Sep 2002 20 Oct 2003 13 33
-25.44% Sep 1987 Nov 1987 3 Jan 1989 14 17
-25.40% Jan 2020 Mar 2020 3 Nov 2020 8 11
-21.73% Jan 2022 Sep 2022 9 in progress 1 10
-19.86% May 1998 Aug 1998 4 Apr 1999 8 12
-17.87% Jan 1990 Sep 1990 9 Mar 1991 6 15
-14.00% Jul 1981 Jul 1982 13 Oct 1982 3 16
-13.05% Sep 2018 Dec 2018 4 Jul 2019 7 11
-12.26% Feb 1980 Mar 1980 2 Jun 1980 3 5
-10.21% Jun 2015 Feb 2016 9 Jul 2016 5 14
-9.70% Oct 1978 Oct 1978 1 Mar 1979 5 6
-8.19% Oct 1979 Oct 1979 1 Dec 1979 2 3
-7.66% Sep 2000 Nov 2000 3 Jan 2001 2 5
-7.23% Feb 1994 Mar 1994 2 Apr 1995 13 15
-6.32% Feb 1984 Jul 1984 6 Aug 1984 1 7
-6.09% Jun 2007 Jul 2007 2 Oct 2007 3 5
-5.31% Dec 1980 Jan 1981 2 Mar 1981 2 4
-5.22% Feb 2018 Mar 2018 2 Jul 2018 4 6
-4.93% Sep 1986 Sep 1986 1 Nov 1986 2 3

Rolling Returns ( more details)

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

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
13.24 64.80
Mar 2009 - Feb 2010
-47.55
Mar 2008 - Feb 2009
20.15%
2 Years
12.66 43.95
Mar 2009 - Feb 2011
-29.60
Mar 2007 - Feb 2009
8.91%
3 Years
12.34 35.58
Aug 1984 - Jul 1987
-16.64
Mar 2006 - Feb 2009
8.35%
5 Years
12.16 31.56
Aug 1982 - Jul 1987
-4.85
Mar 2004 - Feb 2009
2.78%
7 Years
12.06 24.56
Aug 1982 - Jul 1989
-0.40
Mar 2002 - Feb 2009
0.42%
10 Years
11.95 21.52
Sep 1977 - Aug 1987
1.21
Mar 1999 - Feb 2009
0.00%
15 Years
11.47 19.18
Aug 1982 - Jul 1997
5.08
Mar 1994 - Feb 2009
0.00%
20 Years
11.45 17.56
Apr 1978 - Mar 1998
6.03
Apr 2000 - Mar 2020
0.00%
30 Years
11.49 14.92
Jun 1977 - May 2007
8.79
Apr 1990 - Mar 2020
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 100/0 Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Bill Bernstein Sheltered Sam 100/0 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
1.45
60%
-1.39
40%
-2.12
60%
2.26
80%
0.51
80%
0.08
60%
2.84
100%
0.43
60%
-2.71
20%
1.53
60%
3.37
80%
1.25
80%
 Capital Growth on monthly avg returns
100
101.45
100.03
97.91
100.13
100.64
100.72
103.58
104.02
101.20
102.75
106.21
107.53
Best 8.7
2019
4.7
2021
4.4
2021
10.2
2020
3.8
2020
6.3
2019
6.3
2022
4.8
2020
3.1
2019
8.6
2022
12.8
2020
5.4
2021
Worst -3.6
2022
-8.3
2020
-16.7
2020
-6.2
2022
-6.1
2019
-8.1
2022
0.0
2021
-4.0
2022
-9.2
2022
-6.8
2018
-2.8
2021
-8.3
2018
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
0.37
50%
0.52
60%
0.10
70%
1.68
90%
0.59
90%
0.17
60%
2.38
90%
-0.42
50%
-1.22
40%
2.10
70%
2.49
90%
1.13
80%
 Capital Growth on monthly avg returns
100
100.37
100.90
101.00
102.69
103.30
103.48
105.94
105.50
104.21
106.40
109.05
110.28
Best 8.7
2019
4.7
2014
7.8
2016
10.2
2020
3.8
2020
6.3
2019
6.3
2022
4.8
2020
4.5
2013
8.6
2022
12.8
2020
5.4
2021
Worst -5.0
2016
-8.3
2020
-16.7
2020
-6.2
2022
-6.1
2019
-8.1
2022
-1.9
2014
-5.9
2015
-9.2
2022
-6.8
2018
-2.8
2021
-8.3
2018
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
1.27
62%
0.58
62%
1.25
72%
2.14
81%
0.90
68%
0.58
60%
1.14
62%
0.50
60%
-0.37
60%
0.39
62%
1.91
74%
2.24
83%
 Capital Growth on monthly avg returns
100
101.27
101.85
103.13
105.34
106.28
106.90
108.12
108.66
108.26
108.68
110.76
113.25
Best 12.9
1976
7.5
1991
8.5
2009
14.6
2009
7.4
1990
6.3
2019
9.3
2009
11.2
1982
8.9
2010
11.8
2011
12.8
2020
10.0
1991
Worst -11.9
2009
-12.3
2009
-16.7
2020
-6.2
2022
-8.3
2010
-8.7
2008
-10.5
2002
-15.4
1998
-9.8
2001
-21.1
1987
-9.8
2008
-8.3
2018
Monthly Seasonality over the period Jan 1976 - Oct 2022

Monthly/Yearly Returns

Bill Bernstein Sheltered Sam 100/0 Portfolio data source starts from January 1976: 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 1976 - Oct 2022
376 Positive Months (67%) - 186 Negative Months (33%)
MONTHLY RETURNS TABLE
Jan 1976 - 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
-14.96 -20.44 -3.6 -1.3 2.1 -6.2 0.9 -8.1 6.3 -4.0 -9.2 8.6
2021
+23.26 +15.16 0.9 4.7 4.4 3.6 2.4 0.0 0.0 1.9 -3.7 4.7 -2.8 5.4
2020
+7.92 +6.47 -2.4 -8.3 -16.7 10.2 3.8 2.0 4.4 4.8 -3.3 -1.2 12.8 5.1
2019
+25.10 +22.31 8.7 2.6 0.2 3.0 -6.1 6.3 0.5 -2.1 3.1 2.3 2.1 2.9
2018
-8.54 -10.26 3.6 -4.7 -0.6 0.7 1.6 0.2 3.0 1.5 -0.4 -6.8 2.2 -8.3
2017
+18.07 +15.63 1.4 2.7 0.2 0.8 0.5 1.4 2.0 -0.3 3.0 1.5 2.6 1.1
2016
+14.96 +12.63 -5.0 0.0 7.8 1.3 0.5 1.3 4.1 0.1 0.3 -2.4 4.1 2.6
2015
-2.58 -3.28 -1.6 4.3 -0.6 0.5 0.5 -2.1 0.5 -5.9 -2.6 7.0 0.1 -2.0
2014
+8.93 +8.11 -3.2 4.7 1.1 0.5 1.5 2.4 -1.9 2.9 -3.8 3.3 1.2 0.1
2013
+25.60 +23.74 4.9 0.5 3.1 2.3 0.4 -1.7 5.0 -3.1 4.5 4.0 1.8 1.6
2012
+16.72 +14.73 5.9 3.2 2.2 -1.0 -7.2 5.0 0.6 2.5 2.5 -0.9 0.7 2.8
2011
-1.94 -4.76 1.6 4.0 0.2 3.9 -1.7 -1.9 -1.8 -6.4 -9.6 11.8 -0.9 0.7
2010
+18.03 +16.29 -3.8 3.0 7.1 2.4 -8.3 -5.2 8.0 -4.4 8.9 3.8 -0.7 7.7
2009
+28.40 +25.00 -11.9 -12.3 8.5 14.6 7.2 -0.8 9.3 4.8 4.5 -3.5 5.5 3.2
2008
-36.97 -37.02 -5.1 -2.2 0.3 4.8 1.6 -8.7 -0.9 0.6 -7.7 -20.7 -9.8 5.8
2007
+2.63 -1.39 2.1 -1.3 1.4 3.2 3.4 -2.0 -4.2 1.4 4.1 2.6 -5.7 -1.7
2006
+22.83 +19.78 5.9 0.0 3.2 1.9 -3.8 0.8 0.6 2.3 1.3 4.4 2.9 1.6
2005
+11.09 +7.42 -2.9 3.7 -2.4 -2.0 3.2 2.2 4.5 -0.3 2.4 -2.9 4.0 1.5
2004
+19.02 +15.27 1.9 2.1 0.8 -4.7 1.8 3.1 -2.8 1.7 2.4 2.3 6.2 3.4
2003
+37.23 +34.70 -2.8 -2.2 -0.3 8.2 7.1 2.3 3.2 3.1 0.2 6.3 2.4 5.2
2002
-13.43 -15.44 -0.9 0.0 5.9 -1.0 0.3 -5.1 -10.5 0.7 -9.0 4.0 5.6 -3.0
2001
-5.06 -6.51 3.8 -5.8 -5.1 7.0 1.1 -0.9 -1.9 -2.5 -9.8 1.5 6.2 2.8
2000
+2.19 -1.16 -4.3 -0.6 5.7 -1.6 -1.1 2.1 0.3 4.3 -2.0 -1.0 -4.8 6.1
1999
+17.38 +14.31 0.7 -3.4 3.4 7.8 -1.7 4.6 -1.6 -1.6 -1.3 2.4 1.7 5.7
1998
+8.80 +7.07 0.2 6.2 4.3 0.6 -2.9 0.3 -2.8 -15.4 5.2 7.0 4.8 3.2
1997
+20.21 +18.19 2.3 1.0 -2.8 1.8 6.5 4.4 5.3 -3.9 6.1 -4.8 1.4 2.0
1996
+19.51 +15.67 2.7 1.0 1.6 2.0 1.8 -0.6 -4.2 2.9 3.4 1.4 5.7 0.5
1995
+25.90 +22.78 -0.7 2.8 2.7 2.9 2.9 1.5 4.0 0.2 2.5 -2.4 3.9 3.1
1994
-1.11 -3.68 4.3 -2.6 -4.7 2.0 0.5 -1.9 2.6 3.7 -2.5 0.9 -4.4 1.6
1993
+25.63 +22.27 3.1 2.5 5.0 0.2 2.0 1.2 2.1 3.4 0.0 2.5 -3.1 4.6
1992
+9.73 +6.64 1.8 1.0 -1.8 2.3 2.6 -2.5 2.8 -1.6 0.6 -0.4 2.8 2.0
1991
+31.84 +27.92 5.1 7.5 2.3 1.1 3.9 -4.6 3.8 2.1 0.2 1.9 -4.3 10.0
1990
-11.83 -16.91 -5.9 0.2 0.6 -3.3 7.4 -0.6 0.2 -9.9 -7.1 0.3 4.8 2.1
1989
+26.34 +20.72 5.8 -0.7 1.1 4.2 2.8 -0.3 6.5 2.5 0.9 -3.6 2.1 2.8
1988
+20.88 +15.77 4.9 5.0 -0.5 1.5 0.0 4.9 0.0 -2.7 3.0 2.2 -0.7 1.8
1987
+3.74 -0.67 11.5 3.7 2.8 0.1 -0.2 3.3 4.6 3.2 -1.4 -21.1 -4.1 5.1
1986
+26.09 +24.72 2.2 7.3 6.1 0.1 3.1 2.6 -3.5 7.3 -4.9 3.1 2.1 -1.3
1985
+35.09 +30.14 7.8 2.2 1.3 0.7 5.3 2.0 0.4 -0.2 -2.9 4.4 6.0 4.0
1984
+7.75 +3.66 0.8 -2.7 1.2 0.5 -4.7 1.6 -2.2 10.1 1.5 0.2 -0.2 2.2
1983
+26.03 +21.43 4.2 2.3 4.5 7.6 0.9 2.8 -1.9 1.0 1.3 -1.3 2.8 -0.3
1982
+18.67 +14.30 -2.1 -4.0 -0.9 3.7 -3.1 -2.4 -2.2 11.2 1.5 11.3 4.5 1.2
1981
-0.04 -8.23 -2.5 1.7 4.5 -0.7 0.8 0.1 -0.8 -4.8 -5.0 5.2 4.4 -2.2
1980
+28.25 +13.98 7.2 0.0 -12.2 4.7 5.8 4.2 5.9 1.9 1.9 2.5 7.9 -2.9
1979
+25.49 +10.77 5.2 -2.1 6.2 0.8 -1.1 5.1 2.2 6.8 0.4 -8.2 5.5 3.3
1978
+14.91 +5.41 -3.9 0.4 4.2 6.9 2.1 -0.6 5.5 4.9 0.3 -9.7 2.6 2.4
1977
+7.35 +0.61 -1.2 -0.5 0.0 1.6 -0.4 5.0 -0.6 -1.1 0.9 -2.3 4.5 1.4
1976
+29.03 +23.04 12.9 1.7 1.9 -0.7 -1.8 4.4 -0.4 -0.1 2.4 -1.7 1.6 6.5

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
  • GLTR - Aberdeen Standard Physical Precious Metals Basket Shares: simulated historical serie, up to December 2010

Portfolio efficiency

Compared to the Bill Bernstein Sheltered Sam 100/0 Portfolio, the following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
US Stocks Momentum
+12.44 15.06 -53.85 100 0 0
Stocks/Bonds 80/20 Momentum
+11.15 12.13 -43.61 80 20 0
US Stocks
+9.79 15.27 -50.84 100 0 0
US Stocks Minimum Volatility
+9.77 13.59 -43.27 100 0 0
Stocks/Bonds 60/40 Momentum
+9.67 9.35 -32.52 60 40 0
Sheltered Sam 100/0
Bill Bernstein
+9.40 15.05 -54.91 97 0 3

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

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
Technology
+13.06 23.81 -81.08 100 0 0
US Stocks Momentum
+12.44 15.06 -53.85 100 0 0
Stocks/Bonds 80/20 Momentum
+11.15 12.13 -43.61 80 20 0
US Stocks
+9.79 15.27 -50.84 100 0 0
US Stocks Minimum Volatility
+9.77 13.59 -43.27 100 0 0
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