Bill Bernstein Sheltered Sam 0/100 Portfolio: ETF allocation and returns

Data Source: from January 1985 to March 2024 (~39 years)
Consolidated Returns as of 31 March 2024
Live Update: Apr 12 2024, 03:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.25%
1 Day
Apr 12 2024, 03:00PM Eastern Time
0.61%
Current Month
April 2024

The Bill Bernstein Sheltered Sam 0/100 Portfolio is a Low Risk portfolio and can be implemented with 2 ETFs.

It's exposed for 0% on the Stock Market.

In the last 30 Years, the Bill Bernstein Sheltered Sam 0/100 Portfolio obtained a 3.94% compound annual return, with a 3.15% standard deviation.

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Asset Allocation and ETFs

The Bill Bernstein Sheltered Sam 0/100 Portfolio has the following asset allocation:

0% Stocks
100% Fixed Income
0% Commodities

The Bill Bernstein Sheltered Sam 0/100 Portfolio can be implemented with the following ETFs:

Weight (%) Ticker Currency ETF Name Investment Themes
60.00
SHY
USD iShares 1-3 Year Treasury Bond Bond, U.S., Short Term
40.00
TIP
USD iShares TIPS Bond Bond, U.S., All-Term

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 Mar 31, 2024

The Bill Bernstein Sheltered Sam 0/100 Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming: April 2024 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
BILL BERNSTEIN SHELTERED SAM 0/100 PORTFOLIO
Consolidated returns as of 31 March 2024
Live Update: Apr 12 2024, 03:00PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Mar 31, 2024
  1 Day Time ET(*) Apr 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~39Y)
Bill Bernstein Sheltered Sam 0/100 Portfolio 0.25 -0.61 0.46 3.43 1.51 1.42 1.33 3.94 5.31
US Inflation Adjusted return 0.09 1.80 -1.90 -2.66 -1.46 1.37 2.44
Components
SHY
USD iShares 1-3 Year Treasury Bond 0.10 03:00PM, Apr 12 2024 -0.33 0.34 2.78 2.79 0.97 0.91 3.07 4.33
TIP
USD iShares TIPS Bond 0.47 02:59PM, Apr 12 2024 -1.02 0.65 4.44 -0.38 1.96 1.89 5.16 6.69
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Mar 2024. Current inflation (annualized) is 1Y: 3.48% , 5Y: 4.19% , 10Y: 2.84% , 30Y: 2.54%

In 2023, the Bill Bernstein Sheltered Sam 0/100 Portfolio granted a 2.95% dividend yield. If you are interested in getting periodic income, please refer to the Bill Bernstein Sheltered Sam 0/100 Portfolio: Dividend Yield page.

Capital Growth as of Mar 31, 2024

An investment of 1$, since April 1994, now would be worth 3.19$, with a total return of 219.07% (3.94% annualized).

The Inflation Adjusted Capital now would be 1.50$, with a net total return of 50.32% (1.37% annualized).
An investment of 1$, since January 1985, now would be worth 7.63$, with a total return of 662.86% (5.31% annualized).

The Inflation Adjusted Capital now would be 2.58$, with a net total return of 157.76% (2.44% annualized).

Portfolio Metrics as of Mar 31, 2024

Metrics of Bill Bernstein Sheltered Sam 0/100 Portfolio, updated as of 31 March 2024.

Metrics are calculated based on monthly returns, assuming:
BILL BERNSTEIN SHELTERED SAM 0/100 PORTFOLIO
Advanced Metrics
Data Source: 1 January 1985 - 31 March 2024 (~39 years)
Swipe left to see all data
Metrics as of Mar 31, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~39Y)
Investment Return (%) 0.46 0.13 3.43 1.51 -0.52 1.42 1.33 2.28 3.94 5.31
Infl. Adjusted Return (%) details 0.09 -0.99 1.80 -1.90 -5.82 -2.66 -1.46 -0.31 1.37 2.44
US Inflation (%) 0.38 1.13 1.61 3.48 5.63 4.19 2.84 2.59 2.54 2.80
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -2.11 -8.61 -8.61 -8.61 -8.61 -8.61 -8.61
Start to Recovery (# months) details 8 27* 27* 27* 27* 27* 27*
Start (yyyy mm) 2023 05 2022 01 2022 01 2022 01 2022 01 2022 01 2022 01
Start to Bottom (# months) 6 9 9 9 9 9 9
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2022 09 2022 09 2022 09
Bottom to End (# months) 2 18 18 18 18 18 18
End (yyyy mm) 2023 12 - - - - - -
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest
-3.63 -3.63 -3.63
Start to Recovery (# months) details 38 38 38
Start (yyyy mm) 2023 05 2022 01 2022 01 2022 01 2013 05 2013 05 2013 05
Start to Bottom (# months) 6 9 9 9 8 8 8
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2013 12 2013 12 2013 12
Bottom to End (# months) 2 18 18 18 30 30 30
End (yyyy mm) 2023 12 - - - 2016 06 2016 06 2016 06
Longest negative period (# months) details 8 36* 46 46 49 49 49
Period Start (yyyy mm) 2023 04 2021 04 2020 05 2020 05 2012 12 2012 12 2012 12
Period End (yyyy mm) 2023 11 2024 03 2024 02 2024 02 2016 12 2016 12 2016 12
Annualized Return (%) -0.38 -0.52 -0.07 -0.07 -0.02 -0.02 -0.02
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -3.79 -18.08 -19.97 -19.97 -19.97 -19.97 -19.97
Start to Recovery (# months) details 12* 36* 44* 44* 44* 44* 44*
Start (yyyy mm) 2023 04 2021 04 2020 08 2020 08 2020 08 2020 08 2020 08
Start to Bottom (# months) 7 31 39 39 39 39 39
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10
Bottom to End (# months) 5 5 5 5 5 5 5
End (yyyy mm) - - - - - - -
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest
-6.41 -8.59 -8.59 -8.59
Start to Recovery (# months) details 63 96 96 96
Start (yyyy mm) 2023 04 2021 04 2020 08 2015 02 2012 08 2012 08 2012 08
Start to Bottom (# months) 7 31 39 45 75 75 75
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2018 10 2018 10 2018 10 2018 10
Bottom to End (# months) 5 5 5 18 21 21 21
End (yyyy mm) - - - 2020 04 2020 07 2020 07 2020 07
Longest negative period (# months) details 12* 36* 60* 120* 240* 259* 259*
Period Start (yyyy mm) 2023 04 2021 04 2019 04 2014 04 2004 04 2002 09 2002 09
Period End (yyyy mm) 2024 03 2024 03 2024 03 2024 03 2024 03 2024 03 2024 03
Annualized Return (%) -1.90 -5.82 -2.66 -1.46 -0.31 -0.02 -0.02
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 2.82 3.91 3.34 2.71 2.90 3.15 3.66
Sharpe Ratio -1.31 -0.77 -0.14 0.04 0.32 0.53 0.36
Sortino Ratio -2.15 -1.04 -0.18 0.06 0.44 0.75 0.52
Ulcer Index 1.06 4.90 3.82 2.76 2.14 1.83 1.78
Ratio: Return / Standard Deviation 0.53 -0.13 0.42 0.49 0.78 1.25 1.45
Ratio: Return / Deepest Drawdown 0.71 -0.06 0.16 0.15 0.26 0.46 0.62
% Positive Months details 50% 52% 63% 60% 65% 66% 68%
Positive Months 6 19 38 73 156 240 323
Negative Months 6 17 22 47 84 120 148
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 1.33 3.60 7.51 9.52
Worst 10 Years Return (%) - Annualized 0.61 0.61 0.61
Best 10 Years Return (%) - Annualized -1.46 1.53 4.91 5.75
Worst 10 Years Return (%) - Annualized -1.87 -1.87 -1.87
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 16.47 10.67 8.13 7.51 5.42 3.94
Worst Rolling Return (%) - Annualized -8.05 -1.65 0.11 0.61 2.28
% Positive Periods 85% 91% 100% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 92.26 29.43 19.21 9.48 5.28 4.99
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 1.67
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 13.60 8.26 5.68 4.91 3.01 1.37
Worst Rolling Return (%) - Annualized -15.02 -6.98 -2.73 -1.87 -0.31
% Positive Periods 66% 67% 74% 86% 85% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 92.26 29.43 19.21 9.48 5.28 4.99
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 1.67
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1985 - Mar 2024)
Best Rolling Return (%) - Annualized 25.65 12.90 11.38 9.52 8.29 6.60
Worst Rolling Return (%) - Annualized -8.05 -1.65 0.11 0.61 2.28 3.72
% Positive Periods 87% 93% 100% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 92.26 29.43 19.21 9.48 5.28 4.76
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 1.40
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 23.00 9.60 7.10 5.75 5.10 3.81
Worst Rolling Return (%) - Annualized -15.02 -6.98 -2.73 -1.87 -0.31 1.16
% Positive Periods 69% 75% 81% 90% 92% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 92.26 29.43 19.21 9.48 5.28 4.76
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 1.40
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • 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).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

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 March 2024
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If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

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.

BILL BERNSTEIN SHELTERED SAM 0/100 PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1985 - 31 March 2024 (~39 years)
Inflation Adjusted:
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Rolling Returns

( more details)

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.

BILL BERNSTEIN SHELTERED SAM 0/100 PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1985 - 31 March 2024 (~39 years)
Inflation Adjusted:

If you need a deeper detail about rolling returns, please refer to the Bill Bernstein Sheltered Sam 0/100 Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Bill Bernstein Sheltered Sam 0/100 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.
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Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Bill Bernstein Sheltered Sam 0/100 Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

BILL BERNSTEIN SHELTERED SAM 0/100 PORTFOLIO
Monthly Returns Distribution
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1985 - 31 March 2024 (~39 years)
240 Positive Months (67%) - 120 Negative Months (33%)
323 Positive Months (69%) - 148 Negative Months (31%)
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(Scroll down to see all data)
Investment Returns, up to December 2003, have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can find additional information on extended Data Sources here.

In particular, the series derived from equivalent datasets are:
  • SHY - iShares 1-3 Year Treasury Bond (SHY), up to December 2002
  • TIP - iShares TIPS Bond (TIP), up to December 2003

Portfolio efficiency

No other portfolio in our database granted a higher return over 30 Years and a less severe drawdown at the same time.

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In the following table, you can compare the current portfolio with a list of famous portfolios. Metrics are calculated over the last 30 Years.

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