Bill Bernstein Sheltered Sam 0/100 Portfolio: Rolling Returns

Last Update: 31 May 2023

Implementing the Bill Bernstein Sheltered Sam 0/100 Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all 5 years rolling periods, you would have obtained a positive returns 100.00% of times

Considering all 2 years rolling periods, you would have obtained a positive returns 93.15% of times

All the returns are calculated over the available historical serie, starting from January 1985 until May 2023.

In order to have complete information about the portfolio, please refer to the Bill Bernstein Sheltered Sam 0/100 Portfolio: ETF allocation and returns page.

Rolling Returns

Bill Bernstein Sheltered Sam 0/100 Portfolio: annualized rolling and average returns

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Rolling Period	Annualized Return (%)				Negative Periods
Rolling Period	Average	Latest	Best	Worst	Negative Periods
1 Year	5.44	-2.36	25.65 Apr 1985 - Mar 1986	-8.05 Oct 2021 - Sep 2022	12.22%
2 Years	5.34	-2.40	16.93 Mar 1985 - Feb 1987	-3.20 Oct 2020 - Sep 2022	6.85%
3 Years	5.35	-0.75	12.90 Mar 1985 - Feb 1988	-0.75 Jun 2020 - May 2023	3.99%
4 Years	5.36	0.87	11.97 Mar 1989 - Feb 1993	-0.02 Dec 2012 - Nov 2016	0.24%
5 Years	5.34	1.46	11.38 Sep 1988 - Aug 1993	0.11 May 2013 - Apr 2018	0.00%
6 Years	5.33	1.23	10.99 Oct 1987 - Sep 1993	0.12 Nov 2012 - Oct 2018	0.00%
7 Years	5.32	1.23	11.00 Jan 1985 - Dec 1991	0.55 Nov 2011 - Oct 2018	0.00%
8 Years	5.30	1.18	11.10 Mar 1985 - Feb 1993	0.94 Nov 2014 - Oct 2022	0.00%
9 Years	5.27	1.06	10.51 Jan 1985 - Dec 1993	0.94 Oct 2013 - Sep 2022	0.00%
10 Years	5.28	1.00	9.52 Mar 1985 - Feb 1995	0.61 Oct 2012 - Sep 2022	0.00%
11 Years	5.31	0.85	9.75 Jan 1985 - Dec 1995	0.84 Mar 2012 - Feb 2023	0.00%
12 Years	5.33	1.25	9.21 Mar 1985 - Feb 1997	1.13 Nov 2010 - Oct 2022	0.00%
13 Years	5.35	1.47	9.26 Mar 1985 - Feb 1998	1.43 Dec 2009 - Nov 2022	0.00%
14 Years	5.35	1.68	9.10 Jan 1985 - Dec 1998	1.67 Jan 2009 - Dec 2022	0.00%
15 Years	5.37	1.76	8.54 Oct 1987 - Sep 2002	1.59 Mar 2008 - Feb 2023	0.00%
20 Years	5.36	2.35	8.29 Jan 1985 - Dec 2004	2.35 Jun 2003 - May 2023	0.00%
30 Years	5.26	3.94	6.60 Mar 1985 - Feb 2015	3.92 Mar 1993 - Feb 2023	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
+5.44%	+25.65% Apr 1985 - Mar 1986	-8.05% Oct 2021 - Sep 2022	12.22% 55 out of 450

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
+5.34%	+16.93% Mar 1985 - Feb 1987	-3.20% Oct 2020 - Sep 2022	6.85% 30 out of 438

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
+5.35%	+12.90% Mar 1985 - Feb 1988	-0.75% Jun 2020 - May 2023	3.99% 17 out of 426

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
+5.36%	+11.97% Mar 1989 - Feb 1993	-0.02% Dec 2012 - Nov 2016	0.24% 1 out of 414

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
+5.34%	+11.38% Sep 1988 - Aug 1993	+0.11% May 2013 - Apr 2018	0.00% 0 out of 402

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
+5.33%	+10.99% Oct 1987 - Sep 1993	+0.12% Nov 2012 - Oct 2018	0.00% 0 out of 390

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
+5.32%	+11.00% Jan 1985 - Dec 1991	+0.55% Nov 2011 - Oct 2018	0.00% 0 out of 378

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
+5.30%	+11.10% Mar 1985 - Feb 1993	+0.94% Nov 2014 - Oct 2022	0.00% 0 out of 366

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
+5.27%	+10.51% Jan 1985 - Dec 1993	+0.94% Oct 2013 - Sep 2022	0.00% 0 out of 354

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
+5.28%	+9.52% Mar 1985 - Feb 1995	+0.61% Oct 2012 - Sep 2022	0.00% 0 out of 342

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
+5.31%	+9.75% Jan 1985 - Dec 1995	+0.84% Mar 2012 - Feb 2023	0.00% 0 out of 330

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
+5.33%	+9.21% Mar 1985 - Feb 1997	+1.13% Nov 2010 - Oct 2022	0.00% 0 out of 318

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
+5.35%	+9.26% Mar 1985 - Feb 1998	+1.43% Dec 2009 - Nov 2022	0.00% 0 out of 306

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
+5.35%	+9.10% Jan 1985 - Dec 1998	+1.67% Jan 2009 - Dec 2022	0.00% 0 out of 294

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
+5.37%	+8.54% Oct 1987 - Sep 2002	+1.59% Mar 2008 - Feb 2023	0.00% 0 out of 282

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
+5.36%	+8.29% Jan 1985 - Dec 2004	+2.35% Jun 2003 - May 2023	0.00% 0 out of 222

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
+5.26%	+6.60% Mar 1985 - Feb 2015	+3.92% Mar 1993 - Feb 2023	0.00% 0 out of 102

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 0/100 Portfolio: ETF allocation and returns page.