Data Source: from January 1985 to June 2026
Consolidated Returns as of 30 June 2026

Managing the Bill Bernstein Sheltered Sam 30/70 Portfolio with a yearly rebalancing, you would have obtained a 7.32% compound annual return in the last 30 Years.

With a quarterly rebalancing, over the same period, the return would have been 5.70%.

How do returns and drawdowns change, implementing different rebalancing strategies?

Rebalancing Strategies

In order to keep risk under control, you should rebalance assets quotes from time to time, so to keep them at the original percentage of the asset allocation.

Portfolio Returns as of Jun 30, 2026

Implementing different rebalancing strategies, the Bill Bernstein Sheltered Sam 30/70 Portfolio guaranteed the following returns.

BILL BERNSTEIN SHELTERED SAM 30/70 PORTFOLIO RETURNS
Period: January 1985 - June 2026
Annualized Returns
Swipe left to see all data
Return (%) and number of rebalances as of Jun 30, 2026
Rebalancing Strategy 1Y 5Y 10Y 30Y MAX
(~42Y)
No Rebalancing 21.49 (0) 7.73 (0) 8.78 (0) 7.32 (0) 8.53 (0)
Yearly Rebalancing 10.41 (1) 4.11 (5) 4.96 (10) 5.78 (30) 7.34 (42)
Half Yearly Rebalancing 10.27 (2) 4.03 (10) 4.98 (20) 5.70 (60) 7.27 (83)
Quarterly Rebalancing 10.17 (4) 4.05 (20) 5.06 (40) 5.79 (120) 7.34 (166)
5% Tolerance per asset 11.35 (1) 4.31 (1) 5.17 (3) 5.85 (10) 7.35 (12)
10% Tolerance per asset 10.83 (1) 4.65 (1) 5.42 (2) 5.77 (3) 7.32 (4)

In order to have complete information about the portfolio, please refer to the Bill Bernstein Sheltered Sam 30/70 Portfolio: ETF allocation and returns page.

Performances as of Jun 30, 2026

Historical returns and stats of Bill Bernstein Sheltered Sam 30/70 Portfolio, after implementing different rebalancing strategies.

BILL BERNSTEIN SHELTERED SAM 30/70 PORTFOLIO PERFORMANCES
Period: January 1985 - June 2026
Swipe left to see all data
Standard Deviation
Max Drawdown (%)
Rebalancing Strategy Return % Std Dev(%) Ret. / Std Dev MaxDD(%) Ret. / MaxDD
No Rebalancing 8.53 (0) 8.62 0.99 -29.80 0.29
Yearly Rebalancing 7.34 (42) 5.45 1.35 -16.58 0.44
Half Yearly Rebalancing 7.27 (83) 5.44 1.34 -17.18 0.42
Quarterly Rebalancing 7.34 (166) 5.46 1.34 -17.72 0.41
5% Tolerance per asset 7.35 (12) 5.61 1.31 -16.65 0.44
10% Tolerance per asset 7.32 (4) 6.11 1.20 -17.86 0.41
(*) Since Jan 1985 (~42 yrs) | Annualized Returns (and number of rebalances)

Drawdowns as of Jun 30, 2026

Historical Drawdowns of Bill Bernstein Sheltered Sam 30/70 Portfolio, after implementing different rebalancing strategies.

BILL BERNSTEIN SHELTERED SAM 30/70 PORTFOLIO DRAWDOWNS
Period: January 1985 - June 2026
Swipe left to see all data
Rebalancing
Tolerance per asset
No Rebalancing Yearly Half Yearly Quarterly 5% 10%
-29.80
Nov 2007 - Jan 2011
-16.58
Jun 2008 - Nov 2009
-17.18
Jun 2008 - Mar 2010
-17.72
Jun 2008 - Mar 2010
-16.65
Jun 2008 - Mar 2010
-17.86
Jun 2008 - Apr 2010
-18.53
Jan 2022 - Feb 2024
-12.55
Jan 2022 - Jul 2024
-12.69
Jan 2022 - Jul 2024
-12.71
Jan 2022 - Jul 2024
-12.96
Jan 2022 - Jul 2024
-14.18
Jan 2022 - Mar 2024
-17.51
Jan 2020 - Nov 2020
-7.59
Sep 1987 - Jun 1988
-6.43
Sep 1987 - Feb 1988
-6.24
Feb 2020 - Jul 2020
-7.58
Sep 1987 - Jun 1988
-8.96
Sep 1987 - Jun 1988
-10.06
Sep 2018 - Jun 2019
-6.24
Feb 2020 - Jul 2020
-6.24
Feb 2020 - Jul 2020
-5.87
Sep 1987 - Feb 1988
-7.04
Feb 2020 - Jul 2020
-7.40
Feb 2020 - Jul 2020
-9.15
May 2011 - Jan 2012
-5.67
Feb 1994 - Apr 1995
-5.67
Feb 1994 - Apr 1995
-5.69
Feb 1994 - Mar 1995
-5.79
Feb 1994 - Apr 1995
-6.68
Aug 1990 - Jan 1991
5 Worst Drawdowns - Average
-17.01 -9.73 -9.64 -9.65 -10.00 -11.02
10 Worst Drawdowns - Average
-12.33 -6.92 -6.86 -6.84 -7.27 -8.09

For a deeper insight, please refer to the Bill Bernstein Sheltered Sam 30/70 Portfolio: ETF allocation and returns page.