Consolidated Returns as of 31 March 2024
Holding the Bill Bernstein Sheltered Sam 50/50 Portfolio, how long should you stay invested to have high probability to obtain a positive return?
Considering all the available data source (~39 years), the longest period with a negative return lasted 53 months (from October 2004 to February 2009).
This means that every rolling period of 54 months or above has always granted a positive return.
To obtain comprehensive information, please consult the Bill Bernstein Sheltered Sam 50/50 Portfolio: ETF allocation and returns page.
Previous vs subsequent Returns
Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?
In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.
Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area
The annualized return of the last 10 years has been 5.07% (updated at Mar 31, 2024).
Rolling Returns
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.64% |
+33.29%
Apr 1985 - Mar 1986 |
-25.19%
Mar 2008 - Feb 2009 |
14.35%
66 out of 460 |
US Inflation Adjusted | +5.84% |
+30.48%
Apr 1985 - Mar 1986 |
-25.19%
Mar 2008 - Feb 2009 |
22.17%
102 out of 460 |
Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.35% |
+25.33%
Mar 1985 - Feb 1987 |
-12.27%
Mar 2007 - Feb 2009 |
7.37%
33 out of 448 |
US Inflation Adjusted | +5.34% |
+22.21%
Mar 1985 - Feb 1987 |
-14.04%
Mar 2007 - Feb 2009 |
11.83%
53 out of 448 |
Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +8.34% |
+18.07%
Nov 1990 - Oct 1993 |
-5.25%
Mar 2006 - Feb 2009 |
2.52%
11 out of 436 |
US Inflation Adjusted | +5.43% |
+14.68%
Nov 1990 - Oct 1993 |
-7.26%
Mar 2006 - Feb 2009 |
11.47%
50 out of 436 |
Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.80% |
+16.22%
Oct 1985 - Sep 1989 |
-1.75%
Mar 2005 - Feb 2009 |
0.47%
2 out of 424 |
US Inflation Adjusted | +5.11% |
+12.12%
Oct 1985 - Sep 1989 |
-4.18%
Mar 2005 - Feb 2009 |
4.72%
20 out of 424 |
Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.83% |
+16.36%
Jan 1985 - Dec 1989 |
+0.21%
Mar 2004 - Feb 2009 |
0.00%
0 out of 412 |
US Inflation Adjusted | +5.19% |
+12.25%
Jan 1985 - Dec 1989 |
-2.37%
Mar 2004 - Feb 2009 |
1.70%
7 out of 412 |
Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.61% |
+13.60%
Mar 1985 - Feb 1991 |
+2.90%
Apr 2014 - Mar 2020 |
0.00%
0 out of 400 |
US Inflation Adjusted | +5.05% |
+10.20%
Dec 1990 - Nov 1996 |
-0.32%
Nov 2017 - Oct 2023 |
0.25%
1 out of 400 |
Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.49% |
+14.57%
Jan 1985 - Dec 1991 |
+3.12%
Mar 2002 - Feb 2009 |
0.00%
0 out of 388 |
US Inflation Adjusted | +4.98% |
+10.98%
Oct 1990 - Sep 1997 |
+0.53%
Mar 2002 - Feb 2009 |
0.00%
0 out of 388 |
Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.73% |
+13.97%
Oct 1985 - Sep 1993 |
+2.91%
Mar 2001 - Feb 2009 |
0.00%
0 out of 376 |
US Inflation Adjusted | +5.21% |
+9.92%
Nov 1990 - Oct 1998 |
+0.50%
Mar 2001 - Feb 2009 |
0.00%
0 out of 376 |
Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.50% |
+14.26%
Jan 1985 - Dec 1993 |
+3.61%
Mar 2000 - Feb 2009 |
0.00%
0 out of 364 |
US Inflation Adjusted | +4.99% |
+10.18%
Jan 1985 - Dec 1993 |
+0.97%
Nov 2014 - Oct 2023 |
0.00%
0 out of 364 |
Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.34% |
+12.72%
Oct 1985 - Sep 1995 |
+4.09%
Mar 1999 - Feb 2009 |
0.00%
0 out of 352 |
US Inflation Adjusted | +4.93% |
+9.07%
Oct 1990 - Sep 2000 |
+1.34%
Nov 2013 - Oct 2023 |
0.00%
0 out of 352 |
Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.36% |
+13.28%
Jan 1985 - Dec 1995 |
+3.96%
Mar 1998 - Feb 2009 |
0.00%
0 out of 340 |
US Inflation Adjusted | +5.05% |
+9.46%
Jan 1985 - Dec 1995 |
+1.42%
Mar 1998 - Feb 2009 |
0.00%
0 out of 340 |
Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.21% |
+13.12%
Jan 1985 - Dec 1996 |
+4.23%
Apr 2008 - Mar 2020 |
0.00%
0 out of 328 |
US Inflation Adjusted | +4.89% |
+9.40%
Oct 1985 - Sep 1997 |
+2.33%
Jun 2011 - May 2023 |
0.00%
0 out of 328 |
Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +6.93% |
+13.23%
Jan 1985 - Dec 1997 |
+4.07%
Apr 2007 - Mar 2020 |
0.00%
0 out of 316 |
US Inflation Adjusted | +4.58% |
+9.63%
Apr 1985 - Mar 1998 |
+2.25%
Apr 2007 - Mar 2020 |
0.00%
0 out of 316 |
Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.04% |
+12.89%
Jan 1985 - Dec 1998 |
+4.49%
Apr 2006 - Mar 2020 |
0.00%
0 out of 304 |
US Inflation Adjusted | +4.59% |
+9.36%
Jan 1985 - Dec 1998 |
+2.59%
Apr 2006 - Mar 2020 |
0.00%
0 out of 304 |
Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.12% |
+12.58%
Jan 1985 - Dec 1999 |
+4.21%
Oct 2007 - Sep 2022 |
0.00%
0 out of 292 |
US Inflation Adjusted | +4.66% |
+9.10%
Jan 1985 - Dec 1999 |
+1.80%
Oct 2007 - Sep 2022 |
0.00%
0 out of 292 |
Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.13% |
+12.24%
Jan 1985 - Dec 2000 |
+4.22%
Nov 2007 - Oct 2023 |
0.00%
0 out of 280 |
US Inflation Adjusted | +4.67% |
+8.76%
Jan 1985 - Dec 2000 |
+1.74%
Nov 2007 - Oct 2023 |
0.00%
0 out of 280 |
Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.40% |
+11.57%
Jan 1985 - Dec 2001 |
+4.61%
Nov 2006 - Oct 2023 |
0.00%
0 out of 268 |
US Inflation Adjusted | +4.89% |
+8.21%
Jan 1985 - Dec 2001 |
+2.05%
Nov 2006 - Oct 2023 |
0.00%
0 out of 268 |
Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.54% |
+10.83%
Jan 1985 - Dec 2002 |
+5.09%
Oct 2005 - Sep 2023 |
0.00%
0 out of 256 |
US Inflation Adjusted | +5.06% |
+7.53%
Jan 1985 - Dec 2002 |
+2.58%
Oct 2005 - Sep 2023 |
0.00%
0 out of 256 |
Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.56% |
+11.34%
Jan 1985 - Dec 2003 |
+5.27%
Nov 2004 - Oct 2023 |
0.00%
0 out of 244 |
US Inflation Adjusted | +5.02% |
+8.08%
Jan 1985 - Dec 2003 |
+2.66%
Nov 2004 - Oct 2023 |
0.00%
0 out of 244 |
Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +7.72% |
+11.34%
Jan 1985 - Dec 2004 |
+5.51%
Apr 2000 - Mar 2020 |
0.00%
0 out of 232 |
US Inflation Adjusted | +5.14% |
+8.06%
Jan 1985 - Dec 2004 |
+2.89%
Nov 2003 - Oct 2023 |
0.00%
0 out of 232 |
To obtain comprehensive information, please consult the Bill Bernstein Sheltered Sam 50/50 Portfolio: ETF allocation and returns page.