Last Update: 31 December 2022

Implementing the Bill Bernstein Sheltered Sam 30/70 Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all 4 years rolling periods, you would have obtained a positive returns 100.00% of times

Considering all 1 year rolling periods, you would have obtained a positive returns 92.13% of times

All the returns are calculated over the available historical serie, starting from January 1985 until December 2022.

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.

Rolling Returns

Bill Bernstein Sheltered Sam 30/70 Portfolio: annualized rolling and average returns

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Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
7.47 30.24
Apr 1985 - Mar 1986
-15.69
Mar 2008 - Feb 2009
7.87%
2 Years
7.28 21.97
Mar 1985 - Feb 1987
-5.33
Mar 2007 - Feb 2009
3.00%
3 Years
7.15 15.73
Oct 1990 - Sep 1993
-1.11
Mar 2006 - Feb 2009
0.24%
4 Years
7.13 13.61
Aug 1985 - Jul 1989
0.78
Mar 2005 - Feb 2009
0.00%
5 Years
7.10 14.11
Jan 1985 - Dec 1989
1.75
Mar 2004 - Feb 2009
0.00%
6 Years
7.10 12.51
Mar 1985 - Feb 1991
2.61
Apr 2014 - Mar 2020
0.00%
7 Years
7.09 13.19
Jan 1985 - Dec 1991
2.83
Apr 2013 - Mar 2020
0.00%
8 Years
7.07 12.76
Apr 1985 - Mar 1993
2.76
Oct 2014 - Sep 2022
0.00%
9 Years
7.05 12.80
Jan 1985 - Dec 1993
2.95
Oct 2013 - Sep 2022
0.00%
10 Years
7.05 11.34
Oct 1985 - Sep 1995
3.08
Oct 2012 - Sep 2022
0.00%
11 Years
7.05 11.90
Jan 1985 - Dec 1995
3.49
Jan 2008 - Dec 2018
0.00%
12 Years
7.04 11.58
Jan 1985 - Dec 1996
3.53
Apr 2008 - Mar 2020
0.00%
13 Years
7.02 11.64
Jan 1985 - Dec 1997
3.70
Apr 2007 - Mar 2020
0.00%
14 Years
6.97 11.40
Jan 1985 - Dec 1998
3.83
Oct 2008 - Sep 2022
0.00%
15 Years
6.96 10.94
Jan 1985 - Dec 1999
3.43
Oct 2007 - Sep 2022
0.00%
20 Years
6.99 10.17
Jan 1985 - Dec 2004
4.74
Oct 2002 - Sep 2022
0.00%
30 Years
7.04 8.42
Jan 1985 - Dec 2014
5.82
Oct 1992 - Sep 2022
0.00%
(*) Annualized rolling and average returns over full calendar month periods

Annualized Rolling Returns - 1 Year (12 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+7.47% +30.24%
Apr 1985 - Mar 1986
-15.69%
Mar 2008 - Feb 2009
7.87%
35 out of 445
1 Year Annualized Rolling Returns over time
1 Year Annualized Rolling Returns Histogram

Annualized Rolling Returns - 2 Years (24 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+7.28% +21.97%
Mar 1985 - Feb 1987
-5.33%
Mar 2007 - Feb 2009
3.00%
13 out of 433
2 Years Annualized Rolling Returns over time
2 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 3 Years (36 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+7.15% +15.73%
Oct 1990 - Sep 1993
-1.11%
Mar 2006 - Feb 2009
0.24%
1 out of 421
3 Years Annualized Rolling Returns over time
3 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 4 Years (48 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+7.13% +13.61%
Aug 1985 - Jul 1989
+0.78%
Mar 2005 - Feb 2009
0.00%
0 out of 409
4 Years Annualized Rolling Returns over time
4 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 5 Years (60 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+7.10% +14.11%
Jan 1985 - Dec 1989
+1.75%
Mar 2004 - Feb 2009
0.00%
0 out of 397
5 Years Annualized Rolling Returns over time
5 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 6 Years (72 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+7.10% +12.51%
Mar 1985 - Feb 1991
+2.61%
Apr 2014 - Mar 2020
0.00%
0 out of 385
6 Years Annualized Rolling Returns over time
6 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 7 Years (84 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+7.09% +13.19%
Jan 1985 - Dec 1991
+2.83%
Apr 2013 - Mar 2020
0.00%
0 out of 373
7 Years Annualized Rolling Returns over time
7 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 8 Years (96 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+7.07% +12.76%
Apr 1985 - Mar 1993
+2.76%
Oct 2014 - Sep 2022
0.00%
0 out of 361
8 Years Annualized Rolling Returns over time
8 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 9 Years (108 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+7.05% +12.80%
Jan 1985 - Dec 1993
+2.95%
Oct 2013 - Sep 2022
0.00%
0 out of 349
9 Years Annualized Rolling Returns over time
9 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 10 Years (120 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+7.05% +11.34%
Oct 1985 - Sep 1995
+3.08%
Oct 2012 - Sep 2022
0.00%
0 out of 337
10 Years Annualized Rolling Returns over time
10 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 11 Years (132 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+7.05% +11.90%
Jan 1985 - Dec 1995
+3.49%
Jan 2008 - Dec 2018
0.00%
0 out of 325
11 Years Annualized Rolling Returns over time
11 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 12 Years (144 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+7.04% +11.58%
Jan 1985 - Dec 1996
+3.53%
Apr 2008 - Mar 2020
0.00%
0 out of 313
12 Years Annualized Rolling Returns over time
12 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 13 Years (156 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+7.02% +11.64%
Jan 1985 - Dec 1997
+3.70%
Apr 2007 - Mar 2020
0.00%
0 out of 301
13 Years Annualized Rolling Returns over time
13 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 14 Years (168 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+6.97% +11.40%
Jan 1985 - Dec 1998
+3.83%
Oct 2008 - Sep 2022
0.00%
0 out of 289
14 Years Annualized Rolling Returns over time
14 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 15 Years (180 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+6.96% +10.94%
Jan 1985 - Dec 1999
+3.43%
Oct 2007 - Sep 2022
0.00%
0 out of 277
15 Years Annualized Rolling Returns over time
15 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 20 Years (240 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+6.99% +10.17%
Jan 1985 - Dec 2004
+4.74%
Oct 2002 - Sep 2022
0.00%
0 out of 217
20 Years Annualized Rolling Returns over time
20 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 30 Years (360 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+7.04% +8.42%
Jan 1985 - Dec 2014
+5.82%
Oct 1992 - Sep 2022
0.00%
0 out of 97
30 Years Annualized Rolling Returns over time
30 Years Annualized Rolling Returns Histogram

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.

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