Data Source: from January 1985 to February 2023 (~38 years)
Consolidated Returns as of 28 February 2023
Live Update: Mar 20 2023, 04:00PM Eastern Time
Consolidated Returns as of 28 February 2023
Live Update: Mar 20 2023, 04:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.20%
1 Day
Mar 20 2023, 04:00PM Eastern Time
0.54%
Current Month
March 2023
The Bill Bernstein Sheltered Sam 20/80 Portfolio is a Low Risk portfolio and can be implemented with 12 ETFs.
It's exposed for 19.4% on the Stock Market and for 0.6% on Commodities.
In the last 30 Years, the Bill Bernstein Sheltered Sam 20/80 Portfolio obtained a 5.20% compound annual return, with a 4.10% standard deviation.
Asset Allocation and ETFs
The Bill Bernstein Sheltered Sam 20/80 Portfolio has the following asset allocation:
The Bill Bernstein Sheltered Sam 20/80 Portfolio can be implemented with the following ETFs:
| Weight | Ticker | ETF Name | Investment Themes | |
|---|---|---|---|---|
| 5.00 % | VTV | Vanguard Value | Equity, U.S., Large Cap, Value | |
| 4.00 % | VV | Vanguard Large-Cap | Equity, U.S., Large Cap | |
| 3.00 % | IJS | iShares S&P Small-Cap 600 Value | Equity, U.S., Small Cap, Value | |
| 2.00 % | VNQ | Vanguard Real Estate | Real Estate, U.S. | |
| 1.40 % | EFV | iShares MSCI EAFE Value | Equity, EAFE, Large Cap, Value | |
| 1.00 % | IJR | iShares Core S&P Small-Cap | Equity, U.S., Small Cap | |
| 1.00 % | EEM | iShares MSCI Emerging Markets | Equity, Emerging Markets, Large Cap | |
| 1.00 % | VGK | Vanguard FTSE Europe | Equity, Developed Europe, Large Cap | |
| 1.00 % | VPL | Vanguard FTSE Pacific | Equity, Developed Asia Pacific, Large Cap | |
| 48.00 % | SHY | iShares 1-3 Year Treasury Bond | Bond, U.S., Short Term | |
| 32.00 % | TIP | iShares TIPS Bond | Bond, U.S., All-Term | |
| 0.60 % | 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 20/80 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 20/80 PORTFOLIO RETURNS
Consolidated returns as of 28 February 2023
Live Update: Mar 20 2023, 04:00PM Eastern Time
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 20/80 Portfolio | 0.20 | 0.54 | -1.59 | -0.72 | -6.01 | 2.55 | 2.49 | 5.20 | 6.66 | |
| US Inflation Adjusted return | -2.14 | -2.26 | -11.36 | -1.25 | -0.13 | 2.63 | 3.77 | |||
| Components | ||||||||||
|
VTV Vanguard Value |
1.39 |
04:00PM 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 |
04:00PM 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 |
04:00PM 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 |
04:00PM 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 |
04:00PM 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 |
04:00PM 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 |
04:00PM 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 |
04:00PM 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 |
04:00PM 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 |
04:00PM 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 |
04:00PM 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 |
03:58PM Mar 20 2023 |
7.14 | -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 20/80 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 20/80 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 (%) |
-1.59 | -0.28 | -0.72 | -6.01 | 1.53 | 2.55 | 2.49 | 4.08 | 5.20 | 6.66 |
| 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 (%) |
-2.14 | -1.32 | -2.26 | -11.36 | -3.46 | -1.25 | -0.13 | 1.53 | 2.63 | 3.77 |
| Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 7.85 | 5.96 | 4.99 | 4.04 | 4.18 | 4.10 | 4.48 | |||
| Sharpe Ratio | -1.03 | 0.14 | 0.28 | 0.45 | 0.71 | 0.73 | 0.60 | |||
| Sortino Ratio | -1.50 | 0.18 | 0.35 | 0.59 | 0.91 | 0.96 | 0.82 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -9.53 | -11.24 | -11.24 | -11.24 | -11.24 | -11.24 | -11.24 | |||
| 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 (%) | 28.71 | 14.65 | 12.97 | 10.67 | 9.56 | 7.83 | ||||
| Worst Return (%) | -10.83 | 0.78 | 1.84 | 2.27 | 4.00 | 5.20 | ||||
| % Positive Periods | 92% | 100% | 100% | 100% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 0 | 1 | 3 | 5 | 22 | 40 | 78 | 166 | 250 | 319 |
| Negative | 1 | 2 | 3 | 7 | 14 | 20 | 42 | 74 | 110 | 139 |
| % Positive | 0% | 33% | 50% | 42% | 61% | 67% | 65% | 69% | 69% | 70% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 33.60 | 20.87 | 10.65 | 6.66 | 5.95 | 7.12 | ||||
| Perpetual WR (%) | 0.00 | 0.00 | 0.00 | 1.51 | 2.56 | 3.63 | ||||
- 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 20/80 Portfolio granted a 2.88% dividend yield. If you are interested in getting periodic income, please refer to the Bill Bernstein Sheltered Sam 20/80 Portfolio: Dividend Yield page.
Readings that may interest you
Capital Growth as of Feb 28, 2023
An investment of 1000$, since March 1993,
now would be worth 4574.26$, with a total return of 357.43% (5.20% annualized).
The Inflation Adjusted Capital now would be 2175.83$, with a net total return of 117.58% (2.63% annualized).
The Inflation Adjusted Capital now would be 2175.83$, with a net total return of 117.58% (2.63% annualized).
An investment of 1000$, since January 1985,
now would be worth 11726.07$, with a total return of 1072.61% (6.66% annualized).
The Inflation Adjusted Capital now would be 4104.36$, with a net total return of 310.44% (3.77% annualized).
The Inflation Adjusted Capital now would be 4104.36$, with a net total return of 310.44% (3.77% annualized).
Drawdowns
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -11.24% | Jan 2022 | Sep 2022 | 9 | in progress | 5 | 14 |
| -11.12% | Jun 2008 | Feb 2009 | 9 | Sep 2009 | 7 | 16 |
| -5.52% | Feb 1994 | Jun 1994 | 5 | Mar 1995 | 9 | 14 |
| -3.84% | Feb 2020 | Mar 2020 | 2 | Jun 2020 | 3 | 5 |
| -3.04% | Apr 2004 | Apr 2004 | 1 | Sep 2004 | 5 | 6 |
| -2.85% | May 2013 | Jun 2013 | 2 | Nov 2013 | 5 | 7 |
| -2.74% | Aug 2011 | Sep 2011 | 2 | Dec 2011 | 3 | 5 |
| -2.69% | May 2015 | Sep 2015 | 5 | Apr 2016 | 7 | 12 |
| -2.63% | Sep 2018 | Dec 2018 | 4 | Feb 2019 | 2 | 6 |
| -2.01% | Feb 1999 | Feb 1999 | 1 | Apr 1999 | 2 | 3 |
| -1.97% | Jul 1998 | Aug 1998 | 2 | Sep 1998 | 1 | 3 |
| -1.86% | May 2010 | Jun 2010 | 2 | Sep 2010 | 3 | 5 |
| -1.67% | Sep 2014 | Sep 2014 | 1 | Jan 2015 | 4 | 5 |
| -1.47% | Feb 1996 | Apr 1996 | 3 | Sep 1996 | 5 | 8 |
| -1.41% | Aug 1997 | Aug 1997 | 1 | Sep 1997 | 1 | 2 |
| -1.36% | Mar 1997 | Mar 1997 | 1 | Apr 1997 | 1 | 2 |
| -1.34% | Feb 2018 | Feb 2018 | 1 | Jul 2018 | 5 | 6 |
| -1.20% | Nov 1993 | Nov 1993 | 1 | Dec 1993 | 1 | 2 |
| -1.20% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 |
| -1.13% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -11.24% | Jan 2022 | Sep 2022 | 9 | in progress | 5 | 14 |
| -11.12% | Jun 2008 | Feb 2009 | 9 | Sep 2009 | 7 | 16 |
| -5.52% | Feb 1994 | Jun 1994 | 5 | Mar 1995 | 9 | 14 |
| -4.40% | Sep 1987 | Nov 1987 | 3 | Jan 1988 | 2 | 5 |
| -3.84% | Feb 2020 | Mar 2020 | 2 | Jun 2020 | 3 | 5 |
| -3.05% | Aug 1990 | Sep 1990 | 2 | Nov 1990 | 2 | 4 |
| -3.04% | Apr 2004 | Apr 2004 | 1 | Sep 2004 | 5 | 6 |
| -2.85% | May 2013 | Jun 2013 | 2 | Nov 2013 | 5 | 7 |
| -2.74% | Aug 2011 | Sep 2011 | 2 | Dec 2011 | 3 | 5 |
| -2.69% | May 2015 | Sep 2015 | 5 | Apr 2016 | 7 | 12 |
| -2.65% | Jan 1990 | Apr 1990 | 4 | May 1990 | 1 | 5 |
| -2.63% | Sep 2018 | Dec 2018 | 4 | Feb 2019 | 2 | 6 |
| -2.27% | Sep 1986 | Sep 1986 | 1 | Nov 1986 | 2 | 3 |
| -2.01% | Feb 1999 | Feb 1999 | 1 | Apr 1999 | 2 | 3 |
| -1.97% | Jul 1998 | Aug 1998 | 2 | Sep 1998 | 1 | 3 |
| -1.94% | Apr 1987 | May 1987 | 2 | Jul 1987 | 2 | 4 |
| -1.86% | May 2010 | Jun 2010 | 2 | Sep 2010 | 3 | 5 |
| -1.67% | Sep 2014 | Sep 2014 | 1 | Jan 2015 | 4 | 5 |
| -1.47% | Feb 1996 | Apr 1996 | 3 | Sep 1996 | 5 | 8 |
| -1.41% | Aug 1997 | Aug 1997 | 1 | Sep 1997 | 1 | 2 |
Rolling Returns ( more details)
Bill Bernstein Sheltered Sam 20/80 Portfolio: annualized rolling and average returns
Swipe left to see all data
| Rolling Period |
Return (*) | Negative Periods |
||
|---|---|---|---|---|
| Average (%) | Best (%) | Worst (%) | ||
| 1 Year |
6.77 |
28.71 Apr 1985 - Mar 1986 |
-10.83 Mar 2008 - Feb 2009 |
8.05% |
| 2 Years |
6.64 |
20.29 Mar 1985 - Feb 1987 |
-1.84 Mar 2007 - Feb 2009 |
2.07% |
| 3 Years |
6.57 |
14.65 Oct 1990 - Sep 1993 |
0.78 Oct 2019 - Sep 2022 |
0.00% |
| 5 Years |
6.53 |
12.97 Jan 1985 - Dec 1989 |
1.84 Oct 2017 - Sep 2022 |
0.00% |
| 7 Years |
6.52 |
12.48 Jan 1985 - Dec 1991 |
2.36 Apr 2013 - Mar 2020 |
0.00% |
| 10 Years |
6.48 |
10.67 Mar 1985 - Feb 1995 |
2.27 Oct 2012 - Sep 2022 |
0.00% |
| 15 Years |
6.45 |
10.11 Jan 1985 - Dec 1999 |
2.98 Oct 2007 - Sep 2022 |
0.00% |
| 20 Years |
6.47 |
9.56 Jan 1985 - Dec 2004 |
4.00 Oct 2002 - Sep 2022 |
0.00% |
| 30 Years |
6.47 |
7.83 Jan 1985 - Dec 2014 |
5.20 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 20/80 Portfolio: Rolling Returns page.
Seasonality
In which months is it better to invest in Bill Bernstein Sheltered Sam 20/80 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 |
0.77
80% |
-0.35
40% |
-0.35
60% |
0.52
60% |
0.40
80% |
0.00
80% |
1.16
100% |
0.10
80% |
-1.31
20% |
0.30
60% |
1.17
80% |
0.24
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.77
|
100.42
|
100.06
|
100.58
|
100.98
|
100.98
|
102.15
|
102.26
|
100.92
|
101.22
|
102.41
|
102.65
|
| Best |
2.5 2023 |
0.5 2019 |
0.9 2019 |
2.7 2020 |
0.9 2021 |
1.8 2019 |
2.7 2022 |
1.1 2020 |
0.2 2019 |
1.9 2022 |
2.7 2020 |
1.4 2020 |
| Worst |
-1.7 2022 |
-1.6 2023 |
-3.0 2020 |
-2.2 2022 |
-0.5 2019 |
-2.8 2022 |
0.2 2019 |
-2.3 2022 |
-4.4 2022 |
-1.8 2018 |
-0.4 2021 |
-1.1 2018 |
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 |
0.58
80% |
-0.06
60% |
0.10
60% |
0.50
80% |
0.15
60% |
-0.05
60% |
0.87
90% |
-0.13
60% |
-0.64
40% |
0.46
70% |
0.67
70% |
0.09
50% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.58
|
100.51
|
100.61
|
101.12
|
101.27
|
101.22
|
102.10
|
101.98
|
101.32
|
101.79
|
102.47
|
102.57
|
| Best |
2.5 2023 |
1.1 2014 |
2.1 2016 |
2.7 2020 |
1.0 2014 |
1.8 2019 |
2.7 2022 |
1.1 2020 |
1.6 2013 |
1.9 2022 |
2.7 2020 |
1.4 2020 |
| Worst |
-1.7 2022 |
-1.6 2023 |
-3.0 2020 |
-2.2 2022 |
-1.3 2013 |
-2.8 2022 |
-0.5 2014 |
-2.3 2022 |
-4.4 2022 |
-1.8 2018 |
-0.4 2021 |
-1.1 2018 |
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 |
0.76
79% |
0.33
72% |
0.42
68% |
0.60
76% |
0.64
63% |
0.51
66% |
0.74
68% |
0.40
68% |
0.16
58% |
0.48
71% |
0.65
71% |
0.88
74% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.76
|
101.09
|
101.51
|
102.12
|
102.78
|
103.31
|
104.07
|
104.48
|
104.64
|
105.15
|
105.83
|
106.77
|
| Best |
3.2 1988 |
4.2 1986 |
4.1 1986 |
2.7 2020 |
4.8 1985 |
3.1 1986 |
3.2 1997 |
3.4 1986 |
2.6 1998 |
2.8 2011 |
2.9 1985 |
4.8 1991 |
| Worst |
-2.6 2009 |
-3.0 2009 |
-3.0 2020 |
-3.0 2004 |
-1.5 2010 |
-2.8 2022 |
-1.0 2003 |
-2.5 1990 |
-4.4 2022 |
-5.6 2008 |
-1.2 1993 |
-1.1 2018 |
Monthly Seasonality over the period Jan 1985 - Feb 2023
Monthly/Yearly Returns
Bill Bernstein Sheltered Sam 20/80 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
319 Positive Months (70%) - 139 Negative Months (30%)
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 |
+0.86 | -0.50 | 2.5 | -1.6 | ||||||||||
| 2022 |
-8.57 | -14.12 | -1.7 | -0.2 | -0.9 | -2.2 | 0.1 | -2.8 | 2.7 | -2.3 | -4.4 | 1.9 | 2.2 | -1.1 |
| 2021 |
+6.12 | -0.85 | 0.3 | 0.4 | 0.8 | 1.3 | 0.9 | 0.1 | 0.9 | 0.4 | -1.1 | 1.2 | -0.4 | 1.2 |
| 2020 |
+6.51 | +5.08 | 0.5 | -0.9 | -3.0 | 2.7 | 0.8 | 0.7 | 1.6 | 1.1 | -0.7 | -0.5 | 2.7 | 1.4 |
| 2019 |
+9.31 | +6.87 | 2.3 | 0.5 | 0.9 | 0.8 | -0.5 | 1.8 | 0.2 | 0.7 | 0.2 | 0.6 | 0.5 | 0.8 |
| 2018 |
-1.46 | -3.31 | 0.3 | -1.3 | 0.3 | 0.0 | 0.6 | 0.3 | 0.4 | 0.7 | -0.5 | -1.8 | 0.8 | -1.1 |
| 2017 |
+4.67 | +2.51 | 0.6 | 0.7 | 0.1 | 0.4 | 0.1 | 0.0 | 0.7 | 0.4 | 0.3 | 0.3 | 0.5 | 0.5 |
| 2016 |
+4.89 | +2.75 | -0.2 | 0.4 | 2.1 | 0.3 | -0.2 | 1.3 | 1.0 | -0.2 | 0.4 | -0.7 | 0.0 | 0.6 |
| 2015 |
-0.87 | -1.59 | 1.0 | 0.3 | -0.1 | 0.3 | -0.2 | -0.7 | 0.3 | -1.5 | -0.5 | 1.3 | -0.2 | -0.8 |
| 2014 |
+3.15 | +2.37 | 0.1 | 1.1 | 0.0 | 0.6 | 1.0 | 0.6 | -0.5 | 0.9 | -1.7 | 1.1 | 0.4 | -0.5 |
| 2013 |
+2.51 | +0.99 | 0.8 | 0.2 | 0.7 | 0.8 | -1.3 | -1.6 | 1.5 | -1.3 | 1.6 | 1.1 | 0.2 | -0.1 |
| 2012 |
+5.52 | +3.72 | 2.0 | 0.4 | 0.2 | 0.4 | -0.9 | 0.7 | 0.8 | 0.4 | 0.7 | 0.0 | 0.4 | 0.3 |
| 2011 |
+4.55 | +1.54 | 0.4 | 1.0 | 0.3 | 1.8 | -0.1 | -0.2 | 1.0 | -0.9 | -1.9 | 2.8 | 0.0 | 0.2 |
| 2010 |
+6.66 | +5.09 | 0.1 | 0.2 | 1.3 | 1.4 | -1.5 | -0.4 | 1.5 | -0.1 | 2.0 | 1.7 | -0.8 | 1.1 |
| 2009 |
+8.71 | +5.83 | -2.6 | -3.0 | 3.6 | 1.8 | 2.1 | -0.1 | 2.0 | 1.5 | 1.8 | -0.4 | 2.4 | -0.3 |
| 2008 |
-4.20 | -4.29 | 0.9 | 0.5 | 0.1 | 0.0 | 0.2 | -1.0 | -0.2 | 0.6 | -2.3 | -5.6 | -0.5 | 3.2 |
| 2007 |
+7.87 | +3.64 | 0.6 | 0.7 | 0.6 | 1.0 | 0.2 | -0.3 | 0.3 | 1.0 | 1.5 | 1.1 | 1.0 | -0.2 |
| 2006 |
+6.52 | +3.88 | 1.3 | 0.0 | 0.1 | 0.4 | -0.7 | 0.4 | 0.9 | 1.4 | 0.5 | 1.1 | 1.2 | -0.3 |
| 2005 |
+3.75 | +0.32 | -0.6 | 0.4 | -0.4 | 0.4 | 1.1 | 0.7 | -0.1 | 1.1 | 0.3 | -1.1 | 1.1 | 0.8 |
| 2004 |
+6.77 | +3.40 | 0.8 | 1.3 | 0.8 | -3.0 | 1.0 | 0.6 | -0.2 | 1.6 | 0.5 | 1.0 | 0.9 | 1.4 |
| 2003 |
+11.07 | +9.02 | -0.4 | 0.9 | -0.5 | 1.5 | 3.1 | 0.3 | -1.0 | 1.2 | 1.5 | 1.4 | 0.6 | 2.0 |
| 2002 |
+6.48 | +4.01 | 0.2 | 0.8 | 0.6 | 1.4 | 0.8 | -0.1 | -0.7 | 1.8 | -0.1 | -0.3 | 0.6 | 1.4 |
| 2001 |
+5.17 | +3.56 | 2.0 | -0.3 | -0.3 | 1.5 | 0.8 | -0.1 | 0.8 | 0.0 | -0.8 | 1.6 | -0.2 | 0.0 |
| 2000 |
+10.33 | +6.71 | -0.8 | 1.0 | 2.3 | -0.4 | -0.2 | 1.8 | 0.7 | 1.9 | 0.0 | 0.6 | 0.6 | 2.5 |
| 1999 |
+2.93 | +0.24 | 0.6 | -2.0 | 1.0 | 1.9 | -0.9 | 0.7 | -0.4 | -0.4 | 0.5 | 0.7 | 0.3 | 0.9 |
| 1998 |
+8.26 | +6.54 | 1.0 | 1.1 | 1.1 | 0.6 | 0.0 | 0.7 | -0.4 | -1.6 | 2.6 | 1.1 | 1.1 | 0.7 |
| 1997 |
+11.23 | +9.37 | 0.6 | 0.3 | -1.4 | 1.6 | 2.0 | 1.7 | 3.2 | -1.4 | 2.4 | -0.1 | 0.8 | 1.1 |
| 1996 |
+6.44 | +3.01 | 1.0 | -1.2 | -0.2 | -0.1 | 0.3 | 0.8 | -0.7 | 0.4 | 2.0 | 2.0 | 2.5 | -0.5 |
| 1995 |
+18.36 | +15.43 | 1.4 | 2.0 | 1.1 | 1.5 | 3.2 | 0.8 | 0.8 | 1.0 | 1.3 | 0.4 | 1.9 | 1.7 |
| 1994 |
-2.45 | -4.99 | 2.0 | -2.1 | -2.7 | -0.4 | 0.0 | -0.4 | 1.9 | 0.8 | -1.6 | 0.2 | -1.1 | 1.0 |
| 1993 |
+13.19 | +10.17 | 2.0 | 2.2 | 1.1 | 0.7 | 0.3 | 1.8 | 0.9 | 2.4 | 0.3 | 0.6 | -1.2 | 1.4 |
| 1992 |
+7.98 | +4.94 | -1.0 | 0.8 | -0.9 | 0.8 | 2.0 | 0.6 | 2.5 | 0.5 | 1.3 | -1.4 | 0.6 | 1.9 |
| 1991 |
+17.84 | +14.33 | 1.7 | 2.0 | 0.9 | 1.0 | 1.3 | -1.1 | 1.6 | 2.0 | 1.5 | 1.1 | -0.3 | 4.8 |
| 1990 |
+5.02 | -1.03 | -2.1 | 0.3 | 0.2 | -1.1 | 3.3 | 1.1 | 1.0 | -2.5 | -0.5 | 1.2 | 2.4 | 1.7 |
| 1989 |
+15.82 | +10.68 | 2.0 | -0.6 | 0.7 | 2.5 | 2.4 | 2.2 | 2.9 | -0.7 | 0.5 | 1.1 | 1.2 | 0.8 |
| 1988 |
+8.98 | +4.37 | 3.2 | 1.8 | -0.7 | -0.1 | -0.6 | 2.5 | -0.4 | -0.6 | 2.2 | 1.6 | -1.0 | 0.5 |
| 1987 |
+2.97 | -1.41 | 2.9 | 1.3 | 0.3 | -1.6 | -0.3 | 1.7 | 1.0 | 0.4 | -1.4 | -2.4 | -0.6 | 1.9 |
| 1986 |
+16.07 | +14.81 | 0.7 | 4.2 | 4.1 | 0.5 | -0.9 | 3.1 | -0.1 | 3.4 | -2.3 | 1.4 | 1.3 | -0.2 |
| 1985 |
+21.99 | +17.53 | 3.0 | -1.0 | 1.6 | 1.7 | 4.8 | 1.2 | -0.3 | 1.1 | -0.1 | 2.2 | 2.9 | 3.1 |
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 20/80 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 | ||
