Bill Bernstein Sheltered Sam 30/70 Portfolio vs Credit Suisse Global Market Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - June 2025 (~41 years)
Consolidated Returns as of 30 June 2025
Initial Amount: 1$
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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The minimum date range must be at least 12 months. 'Date To' cannot be beyond June 2025.
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Results
30 Years
(1995/07 - 2025/06)
All Data
(1985/01 - 2025/06)
Inflation Adjusted:
Bill Bernstein Sheltered Sam 30/70 Portfolio
1.00$
Invested Capital
July 1995
5.35$
Final Capital
June 2025
5.75%
Yearly Return
5.18%
Std Deviation
-16.58%
Max Drawdown
18months
Recovery Period
1.00$
Invested Capital
July 1995
2.54$
Final Capital
June 2025
3.16%
Yearly Return
5.18%
Std Deviation
-18.58%
Max Drawdown
49months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1985
17.11$
Final Capital
June 2025
7.26%
Yearly Return
5.48%
Std Deviation
-16.58%
Max Drawdown
18months
Recovery Period
1.00$
Invested Capital
January 1985
5.63$
Final Capital
June 2025
4.36%
Yearly Return
5.48%
Std Deviation
-18.58%
Max Drawdown
49months*
Recovery Period
* in progress
Credit Suisse Global Market Portfolio
1.00$
Invested Capital
July 1995
7.81$
Final Capital
June 2025
7.09%
Yearly Return
8.32%
Std Deviation
-25.90%
Max Drawdown
29months
Recovery Period
1.00$
Invested Capital
July 1995
3.71$
Final Capital
June 2025
4.47%
Yearly Return
8.32%
Std Deviation
-28.49%
Max Drawdown
46months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1985
31.07$
Final Capital
June 2025
8.86%
Yearly Return
8.58%
Std Deviation
-25.90%
Max Drawdown
29months
Recovery Period
1.00$
Invested Capital
January 1985
10.22$
Final Capital
June 2025
5.91%
Yearly Return
8.58%
Std Deviation
-28.49%
Max Drawdown
46months*
Recovery Period
* in progress

As of June 2025, in the previous 30 Years, the Bill Bernstein Sheltered Sam 30/70 Portfolio obtained a 5.75% compound annual return, with a 5.18% standard deviation. It suffered a maximum drawdown of -16.58% that required 18 months to be recovered.

As of June 2025, in the previous 30 Years, the Credit Suisse Global Market Portfolio obtained a 7.09% compound annual return, with a 8.32% standard deviation. It suffered a maximum drawdown of -25.90% that required 29 months to be recovered.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators. Content is for informational, educational, illustrative, and entertainment purposes only.
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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Weight
(%)
Ticker Name
7.50
VTV
Vanguard Value
6.00
VV
Vanguard Large-Cap
4.50
IJS
iShares S&P Small-Cap 600 Value
3.00
VNQ
Vanguard Real Estate
2.10
EFV
iShares MSCI EAFE Value
1.50
EEM
iShares MSCI Emerging Markets
1.50
IJR
iShares Core S&P Small-Cap
1.50
VGK
Vanguard FTSE Europe
1.50
VPL
Vanguard FTSE Pacific
42.00
SHY
iShares 1-3 Year Treasury Bond
28.00
TIP
iShares TIPS Bond
0.90
GLTR
Aberdeen Standard Physical Precious Metals Basket Shares
Weight
(%)
Ticker Name
20.00
SPY
SPDR S&P 500
15.00
VEU
Vanguard FTSE All-World ex-US
5.00
EEM
iShares MSCI Emerging Markets
5.00
VNQ
Vanguard Real Estate
22.00
LQD
iShares Investment Grade Corporate Bond
16.00
BNDX
Vanguard Total International Bond
15.00
TLT
iShares 20+ Year Treasury Bond
2.00
TIP
iShares TIPS Bond
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Portfolio Returns as of Jun 30, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
Return Comparison
Capital Growth
30 Years
(1995/07 - 2025/06)
All Data
(1985/01 - 2025/06)
Inflation Adjusted:
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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Bill Bernstein Sheltered Sam 30/70
Bill Bernstein
1 $ 5.35 $ 435.07% 5.75%
Credit Suisse Global Market Portfolio
Credit Suisse
1 $ 7.81 $ 680.85% 7.09%

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Bill Bernstein Sheltered Sam 30/70
Bill Bernstein
1 $ 2.54 $ 154.30% 3.16%
Credit Suisse Global Market Portfolio
Credit Suisse
1 $ 3.71 $ 271.11% 4.47%

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Bill Bernstein Sheltered Sam 30/70
Bill Bernstein
1 $ 17.11 $ 1 611.36% 7.26%
Credit Suisse Global Market Portfolio
Credit Suisse
1 $ 31.07 $ 3 007.46% 8.86%

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Bill Bernstein Sheltered Sam 30/70
Bill Bernstein
1 $ 5.63 $ 463.05% 4.36%
Credit Suisse Global Market Portfolio
Credit Suisse
1 $ 10.22 $ 922.37% 5.91%

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Return (%) as of Jun 30, 2025
YTD
(6M)
1M 6M 1Y 5Y 10Y 30Y MAX
(~41Y)
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_bernstein.webp Sheltered Sam 30/70
Bill Bernstein
4.51 1.65 4.51 8.09 4.70 4.16 5.75 7.26
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_credit_suisse.webp Global Market Portfolio
Credit Suisse
6.72 2.94 6.72 9.95 4.00 5.39 7.09 8.86
Returns over 1 year are annualized.
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Portfolio Metrics as of Jun 30, 2025

The following metrics, updated as of 30 June 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 July 2024 - 30 June 2025 (1 year)
Period: 1 July 2020 - 30 June 2025 (5 years)
Period: 1 July 2015 - 30 June 2025 (10 years)
Period: 1 July 1995 - 30 June 2025 (30 years)
Period: 1 January 1985 - 30 June 2025 (~41 years)
1 Year
5 Years
10 Years
30 Years
All (1985/01 - 2025/06)
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Sheltered Sam 30/70 Global Market Portfolio
Author Bill Bernstein Credit Suisse
ASSET ALLOCATION
Stocks 29.1% 45%
Fixed Income 70% 55%
Commodities 0.9% 0%
PERFORMANCES
Annualized Return (%) 8.09 9.95
Infl. Adjusted (%) 5.52 7.33
DRAWDOWN
Deepest Drawdown Depth (%) -2.02 -3.62
Start to Recovery (months) 3 9
Longest Drawdown Depth (%) -2.02 -3.62
Start to Recovery (months) 3 9
Longest Negative Period (months) 5 8
RISK INDICATORS
Standard Deviation (%) 4.54 7.03
Sharpe Ratio 0.76 0.76
Sortino Ratio 0.95 0.91
Ulcer Index 0.72 1.59
Ratio: Return / Standard Deviation 1.78 1.42
Ratio: Return / Deepest Drawdown 4.00 2.75
Metrics calculated over the period 1 July 2024 - 30 June 2025
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Sheltered Sam 30/70 Global Market Portfolio
Author Bill Bernstein Credit Suisse
ASSET ALLOCATION
Stocks 29.1% 45%
Fixed Income 70% 55%
Commodities 0.9% 0%
PERFORMANCES
Annualized Return (%) 4.70 4.00
Infl. Adjusted (%) 0.17 -0.50
DRAWDOWN
Deepest Drawdown Depth (%) -12.55 -23.10
Start to Recovery (months) 31 42
Longest Drawdown Depth (%) -12.55 -23.10
Start to Recovery (months) 31 42
Longest Negative Period (months) 34 44
RISK INDICATORS
Standard Deviation (%) 6.36 11.01
Sharpe Ratio 0.32 0.12
Sortino Ratio 0.42 0.17
Ulcer Index 4.44 9.93
Ratio: Return / Standard Deviation 0.74 0.36
Ratio: Return / Deepest Drawdown 0.37 0.17
Metrics calculated over the period 1 July 2020 - 30 June 2025
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Sheltered Sam 30/70 Global Market Portfolio
Author Bill Bernstein Credit Suisse
ASSET ALLOCATION
Stocks 29.1% 45%
Fixed Income 70% 55%
Commodities 0.9% 0%
PERFORMANCES
Annualized Return (%) 4.16 5.39
Infl. Adjusted (%) 1.09 2.28
DRAWDOWN
Deepest Drawdown Depth (%) -12.55 -23.10
Start to Recovery (months) 31 42
Longest Drawdown Depth (%) -12.55 -23.10
Start to Recovery (months) 31 42
Longest Negative Period (months) 34 50
RISK INDICATORS
Standard Deviation (%) 5.50 9.27
Sharpe Ratio 0.43 0.38
Sortino Ratio 0.56 0.52
Ulcer Index 3.32 7.24
Ratio: Return / Standard Deviation 0.76 0.58
Ratio: Return / Deepest Drawdown 0.33 0.23
Metrics calculated over the period 1 July 2015 - 30 June 2025
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Sheltered Sam 30/70 Global Market Portfolio
Author Bill Bernstein Credit Suisse
ASSET ALLOCATION
Stocks 29.1% 45%
Fixed Income 70% 55%
Commodities 0.9% 0%
PERFORMANCES
Annualized Return (%) 5.75 7.09
Infl. Adjusted (%) 3.16 4.47
DRAWDOWN
Deepest Drawdown Depth (%) -16.58 -25.90
Start to Recovery (months) 18 29
Longest Drawdown Depth (%) -12.55 -23.10
Start to Recovery (months) 31 42
Longest Negative Period (months) 41 50
RISK INDICATORS
Standard Deviation (%) 5.18 8.32
Sharpe Ratio 0.67 0.58
Sortino Ratio 0.88 0.77
Ulcer Index 2.80 5.57
Ratio: Return / Standard Deviation 1.11 0.85
Ratio: Return / Deepest Drawdown 0.35 0.27
Metrics calculated over the period 1 July 1995 - 30 June 2025
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Sheltered Sam 30/70 Global Market Portfolio
Author Bill Bernstein Credit Suisse
ASSET ALLOCATION
Stocks 29.1% 45%
Fixed Income 70% 55%
Commodities 0.9% 0%
PERFORMANCES
Annualized Return (%) 7.26 8.86
Infl. Adjusted (%) 4.36 5.91
DRAWDOWN
Deepest Drawdown Depth (%) -16.58 -25.90
Start to Recovery (months) 18 29
Longest Drawdown Depth (%) -12.55 -23.10
Start to Recovery (months) 31 42
Longest Negative Period (months) 41 50
RISK INDICATORS
Standard Deviation (%) 5.48 8.58
Sharpe Ratio 0.75 0.66
Sortino Ratio 1.00 0.90
Ulcer Index 2.61 5.04
Ratio: Return / Standard Deviation 1.33 1.03
Ratio: Return / Deepest Drawdown 0.44 0.34
Metrics calculated over the period 1 January 1985 - 30 June 2025
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Drawdowns

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.

DRAWDOWN COMPARISON
Period: 1 July 1995 - 30 June 2025 (30 years)
Period: 1 January 1985 - 30 June 2025 (~41 years)
30 Years
(1995/07 - 2025/06)

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Sheltered Sam 30/70 Global Market Portfolio
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-25.90 29 Nov 2007
Mar 2010
-23.10 42 Jan 2022
Jun 2025
-16.58 18 Jun 2008
Nov 2009
-12.55 31 Jan 2022
Jul 2024
-8.34 5 Feb 2020
Jun 2020
-6.28 27 Feb 2001
Apr 2003
-6.24 6 Feb 2020
Jul 2020
-6.05 15 Mar 2015
May 2016
-6.00 14 Feb 2018
Mar 2019
-5.62 4 Jul 1998
Oct 1998
-5.32 7 May 2013
Nov 2013
-4.41 8 Aug 2016
Mar 2017
-4.37 9 May 2011
Jan 2012
-4.15 6 Apr 2004
Sep 2004
-4.01 4 Jul 1998
Oct 1998

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Sheltered Sam 30/70 Global Market Portfolio
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-25.90 29 Nov 2007
Mar 2010
-23.10 42 Jan 2022
Jun 2025
-16.58 18 Jun 2008
Nov 2009
-12.55 31 Jan 2022
Jul 2024
-11.04 10 Sep 1987
Jun 1988
-9.84 6 Aug 1990
Jan 1991
-8.34 5 Feb 2020
Jun 2020
-7.84 7 Jan 1990
Jul 1990
-7.59 10 Sep 1987
Jun 1988
-6.85 16 Feb 1994
May 1995
-6.28 27 Feb 2001
Apr 2003
-6.24 6 Feb 2020
Jul 2020
-6.05 15 Mar 2015
May 2016
-6.00 14 Feb 2018
Mar 2019
-5.67 15 Feb 1994
Apr 1995

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the Simulation Settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Annualized Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1985 - 30 June 2025 (~41 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

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Yearly Returns

For each year, the following table provides the return and intra-year drawdown. The highlighted returns represent the highest values for that specific year.

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Sheltered Sam 30/70 Global Market Portfolio
Year Return
(%)
Drawdown
(%)
Return
(%)
Drawdown
(%)
2025
4.51 -0.49 6.72 -1.56
2024
5.87 -2.02 5.96 -3.62
2023
7.25 -4.05 12.57 -8.81
2022
-9.07 -12.55 -19.25 -23.10
2021
8.27 -1.49 7.49 -2.99
2020
6.68 -6.24 12.06 -8.34
2019
11.29 -1.23 19.24 -1.07
2018
-2.35 -3.98 -4.76 -6.00
2017
6.35 0.00 13.93 0.00
2016
6.14 -0.94 6.49 -4.41
2015
-1.08 -3.54 -1.54 -6.05
2014
3.87 -1.94 10.70 -2.47
2013
5.39 -2.64 5.77 -5.32
2012
6.92 -1.73 12.25 -2.32
2011
3.74 -4.37 6.64 -3.80
2010
8.08 -3.32 11.92 -3.33
2009
11.17 -7.71 17.08 -12.90
2008
-8.30 -12.57 -12.93 -20.63
2007
7.21 -0.78 7.60 -2.29
2006
8.56 -1.09 12.00 -2.16
2005
4.67 -1.32 7.92 -2.32
2004
8.30 -3.26 11.74 -4.15
2003
14.34 -0.69 19.38 -1.62
2002
3.99 -2.62 -0.18 -5.20
2001
3.89 -2.11 -0.30 -6.28
2000
9.31 -1.23 2.79 -3.32
1999
4.74 -2.18 9.76 -2.51
1998
8.32 -4.01 13.06 -5.62
1997
12.35 -1.75 10.21 -3.97
1996
8.07 -1.16 8.88 -1.37
1995
19.30 0.00 21.92 0.00
1994
-2.28 -5.67 -3.16 -6.85
1993
14.75 -1.45 20.70 -2.78
1992
8.20 -1.27 4.18 -4.17
1991
19.59 -1.56 25.49 -2.87
1990
2.91 -4.64 -1.53 -9.84
1989
17.14 -0.61 21.42 -0.61
1988
10.47 -1.19 14.53 -2.19
1987
3.06 -7.59 3.66 -11.04
1986
17.32 -2.63 25.89 -4.02
1985
23.63 -0.55 31.49 -1.25
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