Data Source: from January 1985 to October 2022 (~38 years)
Consolidated Returns as of 31 October 2022
Live Update: Nov 29 2022, 04:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.24%
1 Day
Nov 29 2022, 04:00PM Eastern Time
3.08%
Current Month
November 2022

The Bill Bernstein Sheltered Sam 60/40 Portfolio is a High Risk portfolio and can be implemented with 12 ETFs.

It's exposed for 58.2% on the Stock Market and for 1.8% on Commodities.

In the last 30 Years, the Bill Bernstein Sheltered Sam 60/40 Portfolio obtained a 7.60% compound annual return, with a 9.07% standard deviation.

Asset Allocation and ETFs

The Bill Bernstein Sheltered Sam 60/40 Portfolio has the following asset allocation:

58.2% Stocks
40% Fixed Income
1.8% Commodities

The Bill Bernstein Sheltered Sam 60/40 Portfolio can be implemented with the following ETFs:

Weight Ticker ETF Name Investment Themes
15.00 %
VTV Vanguard Value Equity, U.S., Large Cap, Value
12.00 %
VV Vanguard Large-Cap Equity, U.S., Large Cap
9.00 %
IJS iShares S&P Small-Cap 600 Value Equity, U.S., Small Cap, Value
6.00 %
VNQ Vanguard Real Estate Real Estate, U.S.
4.20 %
EFV iShares MSCI EAFE Value Equity, EAFE, Large Cap, Value
3.00 %
IJR iShares Core S&P Small-Cap Equity, U.S., Small Cap
3.00 %
EEM iShares MSCI Emerging Markets Equity, Emerging Markets, Large Cap
3.00 %
VGK Vanguard FTSE Europe Equity, Developed Europe, Large Cap
3.00 %
VPL Vanguard FTSE Pacific Equity, Developed Asia Pacific, Large Cap
24.00 %
SHY iShares 1-3 Year Treasury Bond Bond, U.S., Short Term
16.00 %
TIP iShares TIPS Bond Bond, U.S., All-Term
1.80 %
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 60/40 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 60/40 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
(~38Y)
Bill Bernstein Sheltered Sam 60/40 Portfolio 0.24 3.08 5.06 -5.79 -10.76 4.24 5.97 7.60 8.94
US Inflation Adjusted return 4.64 -8.60 -17.18 0.37 3.32 4.97 5.99
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
SHY
iShares 1-3 Year Treasury Bond
-0.04 04:00PM
Nov 29 2022
0.40 -0.13 -1.72 -4.91 0.41 0.45 3.11 5.33
TIP
iShares TIPS Bond
-0.43 04:00PM
Nov 29 2022
0.35 1.42 -8.80 -12.43 1.79 0.80 5.47 5.86
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 1985
(*) 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 60/40 Portfolio, updated as of 31 October 2022.

Portfolio metrics are calculated based on monthly returns, assuming:
BILL BERNSTEIN SHELTERED SAM 60/40 PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1985 - 31 October 2022 (~38 years)
Swipe left to see all data
Metrics as of Oct 31, 2022
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~38Y)
Portfolio
Return (%)
5.06 -5.09 -5.79 -10.76 3.69 4.24 5.97 6.99 7.60 8.94
US Inflation (%) 0.41 0.59 3.08 7.75 5.01 3.85 2.57 2.52 2.51 2.79
Infl. Adjusted
Return (%)
4.64 -5.65 -8.60 -17.18 -1.26 0.37 3.32 4.37 4.97 5.99
Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 12.68 12.27 10.80 8.67 9.53 9.07 9.27
Sharpe Ratio -0.90 0.27 0.30 0.63 0.62 0.60 0.53
Sortino Ratio -1.32 0.35 0.39 0.82 0.80 0.77 0.69
MAXIMUM DRAWDOWN
Drawdown Depth (%) -16.48 -16.48 -16.48 -16.48 -34.12 -34.12 -34.12
Start (yyyy mm) 2022 01 2022 01 2022 01 2022 01 2007 11 2007 11 2007 11
Bottom (yyyy mm) 2022 09 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Start to Bottom (# months) 9 9 9 9 16 16 16
Start to Recovery (# months) in progress
> 10
> 10
> 10
> 10
38
38
38
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 37.75 19.30 17.49 13.39 11.89 10.05
Worst Return (%) -29.82 -7.40 -0.65 3.64 5.71 7.39
% Positive Periods 84% 95% 100% 100% 100% 100%
MONTHS
Positive 1 1 3 5 23 40 83 162 245 313
Negative 0 2 3 7 13 20 37 78 115 141
% Positive 100% 33% 50% 42% 64% 67% 69% 68% 68% 69%
WITHDRAWAL RATES (WR)
Safe WR (%) 36.54 21.70 12.95 8.53 7.63 9.77
Perpetual WR (%) 0.00 0.37 3.21 4.19 4.74 5.65
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 SHY TIP GLTR
VTV
1.00
0.91
0.95
0.80
0.94
0.92
0.67
0.97
0.90
0.42
0.69
0.15
VV
0.91
1.00
0.92
0.88
0.78
0.95
0.60
0.91
0.92
0.46
0.79
0.11
IJS
0.95
0.92
1.00
0.76
0.84
0.99
0.60
0.92
0.92
0.55
0.81
0.16
VNQ
0.80
0.88
0.76
1.00
0.66
0.80
0.56
0.81
0.84
0.32
0.75
0.22
EFV
0.94
0.78
0.84
0.66
1.00
0.79
0.77
0.94
0.84
0.45
0.60
0.18
IJR
0.92
0.95
0.99
0.80
0.79
1.00
0.57
0.91
0.94
0.57
0.83
0.16
EEM
0.67
0.60
0.60
0.56
0.77
0.57
1.00
0.67
0.74
0.55
0.60
0.02
VGK
0.97
0.91
0.92
0.81
0.94
0.91
0.67
1.00
0.90
0.55
0.72
0.10
VPL
0.90
0.92
0.92
0.84
0.84
0.94
0.74
0.90
1.00
0.58
0.83
0.26
SHY
0.42
0.46
0.55
0.32
0.45
0.57
0.55
0.55
0.58
1.00
0.71
-0.16
TIP
0.69
0.79
0.81
0.75
0.60
0.83
0.60
0.72
0.83
0.71
1.00
0.22
GLTR
0.15
0.11
0.16
0.22
0.18
0.16
0.02
0.10
0.26
-0.16
0.22
1.00
 
 
 
 
 
 
 
 
 
 
 
 
Asset VTV VV IJS VNQ EFV IJR EEM VGK VPL SHY TIP GLTR
VTV
1.00
0.93
0.91
0.78
0.90
0.91
0.72
0.91
0.86
-0.15
0.40
0.24
VV
0.93
1.00
0.85
0.82
0.82
0.89
0.72
0.90
0.87
-0.02
0.56
0.31
IJS
0.91
0.85
1.00
0.74
0.86
0.99
0.73
0.84
0.85
-0.15
0.38
0.18
VNQ
0.78
0.82
0.74
1.00
0.67
0.77
0.57
0.76
0.70
0.03
0.64
0.28
EFV
0.90
0.82
0.86
0.67
1.00
0.84
0.79
0.95
0.90
-0.14
0.34
0.25
IJR
0.91
0.89
0.99
0.77
0.84
1.00
0.74
0.86
0.87
-0.10
0.45
0.20
EEM
0.72
0.72
0.73
0.57
0.79
0.74
1.00
0.79
0.83
-0.01
0.37
0.39
VGK
0.91
0.90
0.84
0.76
0.95
0.86
0.79
1.00
0.90
-0.01
0.50
0.35
VPL
0.86
0.87
0.85
0.70
0.90
0.87
0.83
0.90
1.00
0.01
0.48
0.27
SHY
-0.15
-0.02
-0.15
0.03
-0.14
-0.10
-0.01
-0.01
0.01
1.00
0.57
0.11
TIP
0.40
0.56
0.38
0.64
0.34
0.45
0.37
0.50
0.48
0.57
1.00
0.38
GLTR
0.24
0.31
0.18
0.28
0.25
0.20
0.39
0.35
0.27
0.11
0.38
1.00
 
 
 
 
 
 
 
 
 
 
 
 
Asset VTV VV IJS VNQ EFV IJR EEM VGK VPL SHY TIP GLTR
VTV
1.00
0.94
0.89
0.66
0.84
0.89
0.64
0.84
0.77
-0.19
0.27
0.11
VV
0.94
1.00
0.83
0.70
0.79
0.87
0.67
0.85
0.80
-0.06
0.41
0.17
IJS
0.89
0.83
1.00
0.61
0.77
0.99
0.62
0.74
0.73
-0.19
0.24
0.07
VNQ
0.66
0.70
0.61
1.00
0.57
0.64
0.49
0.62
0.61
0.10
0.61
0.21
EFV
0.84
0.79
0.77
0.57
1.00
0.75
0.77
0.95
0.87
-0.13
0.30
0.15
IJR
0.89
0.87
0.99
0.64
0.75
1.00
0.61
0.76
0.74
-0.15
0.27
0.08
EEM
0.64
0.67
0.62
0.49
0.77
0.61
1.00
0.75
0.82
0.03
0.39
0.32
VGK
0.84
0.85
0.74
0.62
0.95
0.76
0.75
1.00
0.83
-0.02
0.40
0.22
VPL
0.77
0.80
0.73
0.61
0.87
0.74
0.82
0.83
1.00
0.00
0.42
0.16
SHY
-0.19
-0.06
-0.19
0.10
-0.13
-0.15
0.03
-0.02
0.00
1.00
0.58
0.19
TIP
0.27
0.41
0.24
0.61
0.30
0.27
0.39
0.40
0.42
0.58
1.00
0.43
GLTR
0.11
0.17
0.07
0.21
0.15
0.08
0.32
0.22
0.16
0.19
0.43
1.00
 
 
 
 
 
 
 
 
 
 
 
 
Asset VTV VV IJS VNQ EFV IJR EEM VGK VPL SHY TIP GLTR
VTV
1.00
0.95
0.85
0.63
0.81
0.80
0.70
0.83
0.65
-0.15
0.16
0.36
VV
0.95
1.00
0.82
0.60
0.78
0.82
0.71
0.84
0.67
-0.15
0.19
0.37
IJS
0.85
0.82
1.00
0.68
0.75
0.96
0.66
0.74
0.60
-0.18
0.11
0.38
VNQ
0.63
0.60
0.68
1.00
0.60
0.64
0.51
0.59
0.47
-0.03
0.31
0.37
EFV
0.81
0.78
0.75
0.60
1.00
0.72
0.76
0.93
0.83
-0.15
0.16
0.47
IJR
0.80
0.82
0.96
0.64
0.72
1.00
0.68
0.74
0.62
-0.20
0.10
0.39
EEM
0.70
0.71
0.66
0.51
0.76
0.68
1.00
0.76
0.73
-0.09
0.18
0.60
VGK
0.83
0.84
0.74
0.59
0.93
0.74
0.76
1.00
0.72
-0.12
0.19
0.43
VPL
0.65
0.67
0.60
0.47
0.83
0.62
0.73
0.72
1.00
-0.12
0.19
0.50
SHY
-0.15
-0.15
-0.18
-0.03
-0.15
-0.20
-0.09
-0.12
-0.12
1.00
0.62
0.01
TIP
0.16
0.19
0.11
0.31
0.16
0.10
0.18
0.19
0.19
0.62
1.00
0.26
GLTR
0.36
0.37
0.38
0.37
0.47
0.39
0.60
0.43
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
0.82
0.68
0.79
0.55
-0.04
0.20
0.32
VV
0.95
1.00
0.83
0.60
0.81
0.84
0.69
0.79
0.56
-0.03
0.23
0.32
IJS
0.86
0.83
1.00
0.69
0.77
0.96
0.64
0.71
0.50
-0.11
0.13
0.34
VNQ
0.63
0.60
0.69
1.00
0.60
0.65
0.48
0.56
0.40
0.00
0.29
0.33
EFV
0.83
0.81
0.77
0.60
1.00
0.74
0.70
0.88
0.71
-0.03
0.21
0.41
IJR
0.82
0.84
0.96
0.65
0.74
1.00
0.66
0.70
0.51
-0.13
0.12
0.34
EEM
0.68
0.69
0.64
0.48
0.70
0.66
1.00
0.68
0.58
0.01
0.20
0.44
VGK
0.79
0.79
0.71
0.56
0.88
0.70
0.68
1.00
0.67
0.00
0.22
0.40
VPL
0.55
0.56
0.50
0.40
0.71
0.51
0.58
0.67
1.00
0.00
0.19
0.42
SHY
-0.04
-0.03
-0.11
0.00
-0.03
-0.13
0.01
0.00
0.00
1.00
0.71
-0.04
TIP
0.20
0.23
0.13
0.29
0.21
0.12
0.20
0.22
0.19
0.71
1.00
0.13
GLTR
0.32
0.32
0.34
0.33
0.41
0.34
0.44
0.40
0.42
-0.04
0.13
1.00

Portfolio Dividends

In 2021, the Bill Bernstein Sheltered Sam 60/40 Portfolio granted a 2.23% dividend yield. If you are interested in getting periodic income, please refer to the Bill Bernstein Sheltered Sam 60/40 Portfolio: Dividend Yield page.

Capital Growth as of Oct 31, 2022

An investment of 1000$, since November 1992, now would be worth 9011.11$, with a total return of 801.11% (7.60% annualized).

The Inflation Adjusted Capital now would be 4287.66$, with a net total return of 328.77% (4.97% annualized).
An investment of 1000$, since January 1985, now would be worth 25535.72$, with a total return of 2453.57% (8.94% annualized).

The Inflation Adjusted Capital now would be 9022.83$, with a net total return of 802.28% (5.99% annualized).

Drawdowns

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-34.12% Nov 2007 Feb 2009 16 Dec 2010 22 38
-16.48% Jan 2022 Sep 2022 9 in progress 1 10
-14.38% Jan 2020 Mar 2020 3 Nov 2020 8 11
-11.25% May 2011 Sep 2011 5 Feb 2012 5 10
-10.89% May 1998 Aug 1998 4 Dec 1998 4 8
-10.65% Jun 2002 Sep 2002 4 Jun 2003 9 13
-7.95% Feb 2001 Sep 2001 8 Mar 2002 6 14
-7.94% Sep 2018 Dec 2018 4 Apr 2019 4 8
-6.29% Jun 2015 Jan 2016 8 Jun 2016 5 13
-6.11% Feb 1994 Jun 1994 5 Apr 1995 10 15
-4.47% Apr 2012 May 2012 2 Aug 2012 3 5
-3.90% Apr 2004 Apr 2004 1 Sep 2004 5 6
-3.44% May 2019 May 2019 1 Jun 2019 1 2
-3.25% Sep 2000 Nov 2000 3 Dec 2000 1 4
-3.16% Feb 2018 Mar 2018 2 Jul 2018 4 6
-3.11% Jun 2007 Jul 2007 2 Sep 2007 2 4
-2.73% Aug 1997 Aug 1997 1 Sep 1997 1 2
-2.73% Sep 2014 Sep 2014 1 Nov 2014 2 3
-2.69% Feb 1999 Feb 1999 1 Apr 1999 2 3
-2.59% Oct 1997 Oct 1997 1 Dec 1997 2 3
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-34.12% Nov 2007 Feb 2009 16 Dec 2010 22 38
-16.48% Jan 2022 Sep 2022 9 in progress 1 10
-16.09% Sep 1987 Nov 1987 3 Jan 1989 14 17
-14.38% Jan 2020 Mar 2020 3 Nov 2020 8 11
-11.25% May 2011 Sep 2011 5 Feb 2012 5 10
-10.89% May 1998 Aug 1998 4 Dec 1998 4 8
-10.65% Jun 2002 Sep 2002 4 Jun 2003 9 13
-9.53% Aug 1990 Sep 1990 2 Feb 1991 5 7
-7.95% Feb 2001 Sep 2001 8 Mar 2002 6 14
-7.94% Sep 2018 Dec 2018 4 Apr 2019 4 8
-6.29% Jun 2015 Jan 2016 8 Jun 2016 5 13
-6.11% Feb 1994 Jun 1994 5 Apr 1995 10 15
-5.45% Jan 1990 Apr 1990 4 Jul 1990 3 7
-4.47% Apr 2012 May 2012 2 Aug 2012 3 5
-3.90% Apr 2004 Apr 2004 1 Sep 2004 5 6
-3.67% Sep 1986 Sep 1986 1 Nov 1986 2 3
-3.44% May 2019 May 2019 1 Jun 2019 1 2
-3.25% Sep 2000 Nov 2000 3 Dec 2000 1 4
-3.16% Feb 2018 Mar 2018 2 Jul 2018 4 6
-3.11% Jun 2007 Jul 2007 2 Sep 2007 2 4

Rolling Returns ( more details)

Bill Bernstein Sheltered Sam 60/40 Portfolio: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
9.48 37.75
Mar 2009 - Feb 2010
-29.82
Mar 2008 - Feb 2009
15.58%
2 Years
9.06 27.10
Apr 1985 - Mar 1987
-15.74
Mar 2007 - Feb 2009
6.96%
3 Years
8.74 19.30
Nov 1990 - Oct 1993
-7.40
Mar 2006 - Feb 2009
5.49%
5 Years
8.64 17.49
Jan 1985 - Dec 1989
-0.65
Mar 2004 - Feb 2009
0.25%
7 Years
8.59 15.27
Oct 1990 - Sep 1997
2.57
Mar 2002 - Feb 2009
0.00%
10 Years
8.53 13.39
Oct 1985 - Sep 1995
3.64
Mar 1999 - Feb 2009
0.00%
15 Years
8.25 13.38
Jan 1985 - Dec 1999
4.56
Oct 2007 - Sep 2022
0.00%
20 Years
8.29 11.89
Jan 1985 - Dec 2004
5.71
Apr 2000 - Mar 2020
0.00%
30 Years
8.55 10.05
Jan 1985 - Dec 2014
7.39
Oct 1992 - Sep 2022
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 60/40 Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Bill Bernstein Sheltered Sam 60/40 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
0.89
60%
-0.83
40%
-1.16
60%
1.31
80%
0.41
80%
0.05
80%
1.96
100%
0.25
60%
-1.99
20%
0.89
60%
2.04
80%
0.94
80%
 Capital Growth on monthly avg returns
100
100.89
100.05
98.89
100.19
100.59
100.64
102.61
102.86
100.82
101.71
103.79
104.76
Best 5.5
2019
2.5
2021
2.7
2021
6.0
2020
2.2
2020
4.1
2019
4.4
2022
2.9
2020
1.7
2019
5.1
2022
7.5
2020
3.5
2021
Worst -2.6
2022
-4.5
2020
-9.5
2020
-4.2
2022
-3.4
2019
-5.4
2022
0.3
2019
-3.1
2022
-6.8
2022
-4.4
2018
-1.7
2021
-4.7
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
0.39
50%
0.32
70%
0.13
70%
1.05
90%
0.35
80%
0.07
70%
1.62
90%
-0.29
50%
-0.91
40%
1.27
70%
1.47
80%
0.72
70%
 Capital Growth on monthly avg returns
100
100.39
100.71
100.84
101.91
102.26
102.33
103.99
103.69
102.75
104.06
105.58
106.34
Best 5.5
2019
2.9
2014
4.9
2016
6.0
2020
2.2
2020
4.1
2019
4.4
2022
2.9
2020
3.1
2013
5.1
2022
7.5
2020
3.5
2021
Worst -2.6
2022
-4.5
2020
-9.5
2020
-4.2
2022
-3.4
2019
-5.4
2022
-1.2
2014
-3.7
2015
-6.8
2022
-4.4
2018
-1.7
2021
-4.7
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
0.87
66%
0.60
68%
0.87
74%
1.28
82%
0.88
71%
0.35
66%
1.01
68%
0.12
63%
-0.19
55%
0.50
66%
1.04
68%
1.73
81%
 Capital Growth on monthly avg returns
100
100.87
101.48
102.36
103.66
104.58
104.95
106.00
106.13
105.93
106.46
107.57
109.43
Best 7.2
1987
5.8
1986
5.8
2009
7.7
2009
5.3
1990
4.1
2019
5.6
2009
5.4
1986
5.4
2010
7.0
2011
7.5
2020
7.5
1991
Worst -7.3
2009
-7.4
2009
-9.5
2020
-4.2
2022
-5.0
2010
-5.4
2022
-5.5
2002
-8.5
1998
-6.8
2022
-12.8
1987
-4.4
2008
-4.7
2018
Monthly Seasonality over the period Jan 1985 - Oct 2022

Monthly/Yearly Returns

Bill Bernstein Sheltered Sam 60/40 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 - Oct 2022
313 Positive Months (69%) - 141 Negative Months (31%)
MONTHLY RETURNS TABLE
Jan 1985 - 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
-12.26 -17.91 -2.6 -0.7 0.6 -4.2 0.5 -5.4 4.4 -3.1 -6.8 5.1
2021
+14.69 +7.15 0.6 2.5 2.7 2.5 1.7 0.1 0.5 1.2 -2.5 3.1 -1.7 3.5
2020
+7.21 +5.77 -0.9 -4.5 -9.5 6.0 2.2 1.3 2.9 2.9 -1.9 -0.8 7.5 3.2
2019
+17.21 +14.59 5.5 1.6 0.5 1.9 -3.4 4.1 0.3 -0.8 1.7 1.5 1.3 2.0
2018
-5.00 -6.78 2.0 -3.0 -0.1 0.3 1.1 0.2 1.7 1.1 -0.4 -4.4 1.5 -4.7
2017
+11.37 +9.07 1.0 1.7 0.1 0.6 0.3 0.7 1.3 0.0 1.7 0.9 1.6 0.8
2016
+9.92 +7.69 -2.6 0.2 4.9 0.8 0.1 1.3 2.6 -0.1 0.3 -1.6 2.1 1.6
2015
-1.72 -2.44 -0.3 2.3 -0.4 0.4 0.1 -1.4 0.4 -3.7 -1.6 4.1 0.0 -1.4
2014
+6.04 +5.24 -1.5 2.9 0.5 0.6 1.3 1.5 -1.2 1.9 -2.7 2.2 0.8 -0.2
2013
+14.05 +12.37 2.8 0.3 1.9 1.6 -0.4 -1.6 3.3 -2.2 3.1 2.6 1.1 0.9
2012
+11.12 +9.22 3.9 1.8 1.2 -0.3 -4.2 2.9 0.7 1.5 1.6 -0.5 0.6 1.6
2011
+1.31 -1.61 1.0 2.5 0.2 2.9 -1.0 -1.1 -0.4 -3.6 -5.6 7.0 -0.4 0.5
2010
+12.35 +10.69 -1.8 1.6 4.2 1.9 -5.0 -2.8 4.6 -2.2 5.4 2.8 -0.7 4.4
2009
+18.56 +15.42 -7.3 -7.4 5.8 7.7 4.6 -0.5 5.6 3.2 3.2 -2.0 4.0 1.5
2008
-20.58 -20.66 -2.1 -0.8 0.2 2.3 0.9 -4.8 -0.5 0.6 -4.9 -12.5 -4.4 4.2
2007
+5.25 +1.12 1.3 -0.3 1.0 2.1 1.8 -1.1 -2.0 1.2 2.8 1.9 -2.4 -0.9
2006
+14.67 +11.83 3.6 0.0 1.7 1.2 -2.3 0.6 0.8 1.8 0.9 2.8 2.1 0.7
2005
+7.42 +3.87 -1.7 2.0 -1.4 -0.8 2.1 1.5 2.2 0.4 1.4 -2.0 2.5 1.2
2004
+12.90 +9.34 1.4 1.7 0.8 -3.9 1.4 1.8 -1.5 1.6 1.4 1.6 3.6 2.4
2003
+24.15 +21.86 -1.6 -0.6 -0.4 4.8 5.2 1.3 1.2 2.2 0.8 4.0 1.6 3.7
2002
-3.47 -5.71 -0.3 0.4 3.2 0.2 0.6 -2.6 -5.5 1.3 -4.2 1.6 2.8 -0.6
2001
+0.06 -1.47 2.9 -3.1 -2.7 4.1 0.9 -0.5 -0.5 -1.2 -5.1 1.5 2.7 1.3
2000
+6.26 +2.78 -2.5 0.2 3.9 -1.0 -0.7 1.9 0.5 3.1 -1.0 -0.2 -2.1 4.2
1999
+10.16 +7.28 0.7 -2.7 2.2 4.9 -1.3 2.7 -1.0 -1.0 -0.5 1.6 1.0 3.4
1998
+8.53 +6.81 0.6 3.6 2.7 0.6 -1.5 0.5 -1.6 -8.5 3.8 3.9 2.9 1.9
1997
+15.72 +13.78 1.5 0.7 -2.1 1.7 4.3 3.1 4.3 -2.7 4.3 -2.6 1.1 1.6
1996
+12.97 +9.34 1.8 -0.1 0.7 1.0 1.1 0.1 -2.5 1.7 2.7 1.7 4.2 0.0
1995
+22.13 +19.10 0.3 2.4 1.9 2.2 3.1 1.2 2.4 0.6 1.9 -1.0 2.9 2.4
1994
-1.78 -4.34 3.1 -2.4 -3.7 0.8 0.3 -1.2 2.3 2.3 -2.1 0.6 -2.8 1.3
1993
+19.41 +16.22 2.5 2.3 3.1 0.4 1.1 1.5 1.5 2.9 0.1 1.6 -2.2 3.0
1992
+8.86 +5.79 0.4 0.9 -1.4 1.5 2.3 -1.0 2.6 -0.5 0.9 -0.9 1.7 1.9
1991
+24.84 +21.12 3.4 4.8 1.6 1.1 2.7 -2.9 2.7 2.0 0.8 1.6 -2.4 7.5
1990
-3.41 -8.97 -4.0 0.3 0.4 -2.2 5.3 0.3 0.6 -6.1 -3.6 0.8 3.5 1.9
1989
+21.08 +15.70 3.9 -0.6 0.9 3.3 2.6 0.9 4.7 1.0 0.7 -1.4 1.6 1.8
1988
+14.93 +10.07 4.1 3.4 -0.6 0.7 -0.3 3.7 -0.2 -1.7 2.7 1.9 -0.8 1.2
1987
+3.35 -1.04 7.2 2.5 1.6 -0.7 -0.3 2.6 3.0 1.9 -1.4 -12.8 -2.3 3.5
1986
+21.08 +19.77 1.5 5.8 5.1 0.3 1.2 2.8 -1.9 5.4 -3.7 2.3 1.8 -0.8
1985
+28.54 +23.83 5.4 0.6 1.4 1.2 5.1 1.6 0.0 0.4 -1.6 3.3 4.5 3.6

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 60/40 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
Stocks/Bonds 60/40 Momentum
+9.67 9.35 -32.52 60 40 0
Couch Potato
Scott Burns
+8.06 8.58 -27.04 50 50 0
Stocks/Bonds 40/60 Momentum
+8.04 6.77 -21.11 40 60 0
Stocks/Bonds 60/40
+8.00 9.35 -30.55 60 40 0
Coffeehouse
Bill Schultheis
+7.78 9.41 -33.93 60 40 0
Golden Butterfly
+7.70 7.36 -17.79 40 40 20
Sheltered Sam 60/40
Bill Bernstein
+7.60 9.07 -34.12 58.2 40 1.8

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

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 60/40 Momentum
+9.67 9.35 -32.52 60 40 0
Simple Path to Wealth
JL Collins
+8.74 11.50 -38.53 75 25 0
Seven Value
Scott Burns
+8.41 11.18 -41.22 71.5 28.5 0
Late Sixties and Beyond
Burton Malkiel
+8.41 11.45 -41.80 71 29 0
Yale Endowment
David Swensen
+8.35 10.67 -39.48 70 30 0
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