Bill Bernstein Sheltered Sam 10/90 Portfolio: Rolling Returns

Data Source: from January 1985 to January 2024 (~39 years)
Consolidated Returns as of 31 January 2024

Holding the Bill Bernstein Sheltered Sam 10/90 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 41 months (from June 2020 to October 2023).

This means that every rolling period of 42 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Bill Bernstein Sheltered Sam 10/90 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

BILL BERNSTEIN SHELTERED SAM 10/90 PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to January 2024

The annualized return of the last 10 years has been 2.10% (updated at Jan 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.

BILL BERNSTEIN SHELTERED SAM 10/90 PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1985 - 31 January 2024 (~39 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -8.70 10/2021
09/2022
0.91$ 0.47 1.00$ 4.86 1.04$ 8.67 1.08$ 17.42 01/1995
12/1995
1.17$ 3.08 12.03%
2Y -3.70 11/2021
10/2023
0.92$ 1.51 1.03$ 4.82 1.09$ 7.99 1.16$ 11.82 12/1994
11/1996
1.25$ -1.01 5.34%
3Y -0.58 11/2020
10/2023
0.98$ 1.77 1.05$ 4.74 1.14$ 7.62 1.24$ 10.66 01/1995
12/1997
1.35$ 0.07 1.23%
4Y 0.69 11/2019
10/2023
1.02$ 1.83 1.07$ 4.71 1.20$ 7.42 1.33$ 10.19 12/1994
11/1998
1.47$ 1.43 0.00%
5Y 1.16 05/2013
04/2018
1.05$ 2.04 1.10$ 4.55 1.24$ 7.32 1.42$ 8.37 09/1996
08/2001
1.49$ 2.45 0.00%
6Y 1.22 11/2012
10/2018
1.07$ 2.17 1.13$ 4.62 1.31$ 7.24 1.52$ 8.72 02/1995
01/2001
1.65$ 2.21 0.00%
7Y 1.58 10/2016
09/2023
1.11$ 2.22 1.16$ 4.71 1.37$ 7.03 1.60$ 8.60 11/1994
10/2001
1.78$ 2.24 0.00%
8Y 1.57 10/2014
09/2022
1.13$ 2.34 1.20$ 4.64 1.43$ 7.15 1.73$ 8.46 01/1995
12/2002
1.91$ 2.42 0.00%
9Y 1.56 11/2014
10/2023
1.14$ 2.60 1.25$ 4.32 1.46$ 6.82 1.81$ 8.38 01/1995
12/2003
2.06$ 1.97 0.00%
10Y 1.45 10/2012
09/2022
1.15$ 2.78 1.31$ 4.31 1.52$ 6.63 1.90$ 8.07 01/1995
12/2004
2.17$ 2.10 0.00%
11Y 1.52 11/2012
10/2023
1.18$ 2.86 1.36$ 4.35 1.59$ 6.71 2.04$ 7.60 12/1994
11/2005
2.23$ 1.89 0.00%
12Y 1.73 11/2011
10/2023
1.22$ 3.02 1.42$ 4.31 1.65$ 6.21 2.06$ 7.45 12/1994
11/2006
2.36$ 1.98 0.00%
13Y 1.94 11/2010
10/2023
1.28$ 3.18 1.50$ 4.31 1.73$ 6.21 2.18$ 7.48 12/1994
11/2007
2.55$ 2.33 0.00%
14Y 2.29 11/2009
10/2023
1.37$ 3.22 1.55$ 4.25 1.79$ 6.27 2.34$ 7.11 07/1994
06/2008
2.61$ 2.51 0.00%
15Y 2.31 03/2008
02/2023
1.40$ 3.31 1.63$ 4.29 1.87$ 6.17 2.45$ 6.94 12/1994
11/2009
2.73$ 2.90 0.00%
16Y 2.43 11/2007
10/2023
1.46$ 3.44 1.71$ 4.27 1.95$ 6.16 2.60$ 6.78 11/1994
10/2010
2.85$ 2.51 0.00%
17Y 2.69 11/2006
10/2023
1.57$ 3.52 1.80$ 4.55 2.13$ 5.98 2.68$ 6.68 12/1994
11/2011
3.00$ 2.93 0.00%
18Y 2.82 10/2005
09/2023
1.65$ 3.39 1.82$ 4.54 2.22$ 5.74 2.72$ 6.55 12/1994
11/2012
3.13$ 3.00 0.00%
19Y 2.85 11/2004
10/2023
1.70$ 3.44 1.90$ 4.46 2.28$ 5.55 2.78$ 6.27 05/1994
04/2013
3.17$ 3.04 0.00%
20Y 2.99 11/2003
10/2023
1.80$ 3.47 1.97$ 4.46 2.39$ 5.44 2.88$ 6.02 07/1994
06/2014
3.22$ 3.10 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -15.61 10/2021
09/2022
0.84$ -1.35 0.98$ 2.43 1.02$ 6.24 1.06$ 14.52 01/1995
12/1995
1.14$ -0.03 27.22%
2Y -8.70 11/2021
10/2023
0.83$ -0.04 0.99$ 2.15 1.04$ 5.50 1.11$ 8.64 12/1994
11/1996
1.18$ -5.47 15.43%
3Y -5.97 10/2020
09/2023
0.83$ 0.17 1.00$ 2.33 1.07$ 5.20 1.16$ 7.92 01/1995
12/1997
1.25$ -5.29 13.23%
4Y -3.72 11/2019
10/2023
0.85$ 0.22 1.00$ 2.19 1.09$ 4.90 1.21$ 7.70 12/1994
11/1998
1.34$ -3.01 10.54%
5Y -2.27 10/2017
09/2022
0.89$ 0.33 1.01$ 2.24 1.11$ 4.80 1.26$ 5.84 12/1994
11/1999
1.32$ -1.64 9.63%
6Y -2.15 11/2017
10/2023
0.87$ 0.53 1.03$ 2.19 1.13$ 4.72 1.31$ 6.01 01/1995
12/2000
1.41$ -1.44 10.38%
7Y -1.87 10/2016
09/2023
0.87$ 0.45 1.03$ 2.26 1.16$ 4.53 1.36$ 5.97 12/1994
11/2001
1.50$ -1.21 8.30%
8Y -1.45 11/2015
10/2023
0.88$ 0.66 1.05$ 2.20 1.18$ 4.57 1.42$ 5.89 01/1995
12/2002
1.58$ -0.91 8.30%
9Y -1.31 11/2014
10/2023
0.88$ 0.82 1.07$ 2.11 1.20$ 4.15 1.44$ 5.86 01/1995
12/2003
1.67$ -1.12 9.09%
10Y -1.12 11/2013
10/2023
0.89$ 1.03 1.10$ 1.94 1.21$ 4.04 1.48$ 5.45 01/1995
12/2004
1.70$ -0.67 9.13%
11Y -1.06 11/2012
10/2023
0.88$ 0.94 1.10$ 1.94 1.23$ 4.02 1.54$ 4.97 07/1994
06/2005
1.70$ -0.76 8.73%
12Y -0.82 11/2011
10/2023
0.90$ 1.17 1.15$ 2.14 1.28$ 3.70 1.54$ 4.81 12/1994
11/2006
1.75$ -0.60 8.76%
13Y -0.69 11/2010
10/2023
0.91$ 1.31 1.18$ 2.10 1.30$ 3.68 1.59$ 4.70 12/1994
11/2007
1.81$ -0.28 8.29%
14Y -0.24 11/2009
10/2023
0.96$ 1.18 1.17$ 2.11 1.33$ 3.70 1.66$ 4.27 01/1995
12/2008
1.79$ -0.05 2.59%
15Y -0.04 03/2008
02/2023
0.99$ 1.17 1.19$ 2.21 1.38$ 3.66 1.71$ 4.32 12/1994
11/2009
1.88$ 0.33 0.55%
16Y -0.01 11/2007
10/2023
0.99$ 1.23 1.21$ 2.16 1.40$ 3.63 1.76$ 4.25 11/1994
10/2010
1.94$ 0.11 0.59%
17Y 0.18 11/2006
10/2023
1.03$ 1.17 1.21$ 2.35 1.48$ 3.50 1.79$ 4.10 12/1994
11/2011
1.98$ 0.41 0.00%
18Y 0.37 10/2005
09/2023
1.06$ 0.93 1.18$ 2.30 1.50$ 3.31 1.79$ 4.01 12/1994
11/2012
2.02$ 0.50 0.00%
19Y 0.29 11/2004
10/2023
1.05$ 0.94 1.19$ 2.23 1.52$ 3.24 1.83$ 3.76 05/1994
04/2013
2.01$ 0.47 0.00%
20Y 0.40 11/2003
10/2023
1.08$ 0.96 1.20$ 2.29 1.57$ 3.12 1.84$ 3.61 12/1994
11/2014
2.03$ 0.51 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -8.70 10/2021
09/2022
0.91$ 1.07 1.01$ 5.58 1.05$ 11.34 1.11$ 27.18 04/1985
03/1986
1.27$ 3.08 10.48%
2Y -3.70 11/2021
10/2023
0.92$ 1.75 1.03$ 5.50 1.11$ 9.62 1.20$ 18.61 03/1985
02/1987
1.40$ -1.01 4.04%
3Y -0.58 11/2020
10/2023
0.98$ 2.16 1.06$ 5.80 1.18$ 8.93 1.29$ 13.72 03/1985
02/1988
1.47$ 0.07 0.92%
4Y 0.69 11/2019
10/2023
1.02$ 2.24 1.09$ 5.71 1.24$ 8.97 1.40$ 12.16 04/1989
03/1993
1.58$ 1.43 0.00%
5Y 1.16 05/2013
04/2018
1.05$ 2.28 1.11$ 5.80 1.32$ 8.77 1.52$ 11.90 09/1988
08/1993
1.75$ 2.45 0.00%
6Y 1.22 11/2012
10/2018
1.07$ 2.44 1.15$ 5.94 1.41$ 8.96 1.67$ 11.34 03/1985
02/1991
1.90$ 2.21 0.00%
7Y 1.58 10/2016
09/2023
1.11$ 2.64 1.20$ 6.20 1.52$ 8.91 1.81$ 11.75 01/1985
12/1991
2.17$ 2.24 0.00%
8Y 1.57 10/2014
09/2022
1.13$ 2.56 1.22$ 6.01 1.59$ 8.82 1.96$ 11.66 03/1985
02/1993
2.41$ 2.42 0.00%
9Y 1.56 11/2014
10/2023
1.14$ 2.69 1.26$ 5.91 1.67$ 8.67 2.11$ 11.29 01/1985
12/1993
2.61$ 1.97 0.00%
10Y 1.45 10/2012
09/2022
1.15$ 2.94 1.33$ 5.95 1.78$ 8.43 2.24$ 10.10 03/1985
02/1995
2.61$ 2.10 0.00%
11Y 1.52 11/2012
10/2023
1.18$ 3.14 1.40$ 5.84 1.86$ 8.58 2.47$ 10.48 01/1985
12/1995
2.99$ 1.89 0.00%
12Y 1.73 11/2011
10/2023
1.22$ 3.19 1.45$ 5.88 1.98$ 8.42 2.63$ 10.00 01/1985
12/1996
3.13$ 1.98 0.00%
13Y 1.94 11/2010
10/2023
1.28$ 3.31 1.52$ 5.88 2.10$ 8.36 2.83$ 10.05 03/1985
02/1998
3.47$ 2.33 0.00%
14Y 2.29 11/2009
10/2023
1.37$ 3.40 1.59$ 6.02 2.26$ 8.28 3.04$ 9.87 01/1985
12/1998
3.73$ 2.51 0.00%
15Y 2.31 03/2008
02/2023
1.40$ 3.49 1.67$ 6.02 2.40$ 8.31 3.31$ 9.28 04/1985
03/2000
3.78$ 2.90 0.00%
16Y 2.43 11/2007
10/2023
1.46$ 3.60 1.75$ 6.05 2.56$ 8.17 3.51$ 9.48 03/1985
02/2001
4.25$ 2.51 0.00%
17Y 2.69 11/2006
10/2023
1.57$ 3.71 1.85$ 5.98 2.68$ 8.08 3.74$ 9.24 03/1985
02/2002
4.49$ 2.93 0.00%
18Y 2.82 10/2005
09/2023
1.65$ 3.90 1.99$ 5.82 2.77$ 7.88 3.91$ 9.22 03/1985
02/2003
4.89$ 3.00 0.00%
19Y 2.85 11/2004
10/2023
1.70$ 4.06 2.12$ 5.97 3.01$ 7.76 4.13$ 9.19 03/1985
02/2004
5.31$ 3.04 0.00%
20Y 2.99 11/2003
10/2023
1.80$ 4.17 2.26$ 5.79 3.08$ 7.62 4.34$ 8.93 01/1985
12/2004
5.53$ 3.10 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -15.61 10/2021
09/2022
0.84$ -1.23 0.98$ 2.74 1.02$ 8.18 1.08$ 24.50 04/1985
03/1986
1.24$ -0.03 25.11%
2Y -8.70 11/2021
10/2023
0.83$ 0.17 1.00$ 2.87 1.05$ 6.52 1.13$ 15.66 03/1985
02/1987
1.33$ -5.47 12.11%
3Y -5.97 10/2020
09/2023
0.83$ 0.53 1.01$ 2.88 1.08$ 5.93 1.18$ 10.39 03/1985
02/1988
1.34$ -5.29 9.91%
4Y -3.72 11/2019
10/2023
0.85$ 0.50 1.02$ 3.05 1.12$ 5.85 1.25$ 7.78 04/1989
03/1993
1.34$ -3.01 7.82%
5Y -2.27 10/2017
09/2022
0.89$ 0.55 1.02$ 3.02 1.16$ 5.45 1.30$ 7.89 01/1985
12/1989
1.46$ -1.64 7.07%
6Y -2.15 11/2017
10/2023
0.87$ 0.80 1.04$ 3.16 1.20$ 5.60 1.38$ 7.02 03/1985
02/1991
1.50$ -1.44 7.54%
7Y -1.87 10/2016
09/2023
0.87$ 0.74 1.05$ 3.35 1.25$ 5.57 1.46$ 7.52 01/1985
12/1991
1.66$ -1.21 5.96%
8Y -1.45 11/2015
10/2023
0.88$ 0.87 1.07$ 3.21 1.28$ 5.45 1.52$ 7.59 03/1985
02/1993
1.79$ -0.91 5.88%
9Y -1.31 11/2014
10/2023
0.88$ 0.97 1.09$ 3.29 1.33$ 5.38 1.60$ 7.32 01/1985
12/1993
1.88$ -1.12 6.35%
10Y -1.12 11/2013
10/2023
0.89$ 1.19 1.12$ 3.37 1.39$ 5.34 1.68$ 6.31 03/1985
02/1995
1.84$ -0.67 6.29%
11Y -1.06 11/2012
10/2023
0.88$ 1.32 1.15$ 3.29 1.42$ 5.33 1.76$ 6.75 01/1985
12/1995
2.05$ -0.76 5.92%
12Y -0.82 11/2011
10/2023
0.90$ 1.40 1.18$ 3.34 1.48$ 5.22 1.84$ 6.29 01/1985
12/1996
2.08$ -0.60 5.83%
13Y -0.69 11/2010
10/2023
0.91$ 1.39 1.19$ 3.33 1.53$ 5.27 1.94$ 6.54 03/1985
02/1998
2.27$ -0.28 5.41%
14Y -0.24 11/2009
10/2023
0.96$ 1.38 1.21$ 3.47 1.61$ 5.21 2.03$ 6.45 01/1985
12/1998
2.39$ -0.05 1.66%
15Y -0.04 03/2008
02/2023
0.99$ 1.41 1.23$ 3.49 1.67$ 5.11 2.11$ 5.90 04/1985
03/2000
2.36$ 0.33 0.34%
16Y -0.01 11/2007
10/2023
0.99$ 1.53 1.27$ 3.52 1.74$ 4.97 2.17$ 6.08 03/1985
02/2001
2.57$ 0.11 0.36%
17Y 0.18 11/2006
10/2023
1.03$ 1.61 1.31$ 3.50 1.79$ 4.90 2.25$ 5.98 03/1985
02/2002
2.68$ 0.41 0.00%
18Y 0.37 10/2005
09/2023
1.06$ 1.80 1.37$ 3.37 1.81$ 4.75 2.30$ 5.96 03/1985
02/2003
2.83$ 0.50 0.00%
19Y 0.29 11/2004
10/2023
1.05$ 1.92 1.43$ 3.43 1.89$ 4.56 2.33$ 6.00 03/1985
02/2004
3.02$ 0.47 0.00%
20Y 0.40 11/2003
10/2023
1.08$ 2.01 1.48$ 3.39 1.94$ 4.46 2.39$ 5.73 01/1985
12/2004
3.04$ 0.51 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.58% +27.18%
Apr 1985 - Mar 1986
-8.70%
Oct 2021 - Sep 2022
10.48%
48 out of 458
US Inflation Adjusted +2.74% +24.50%
Apr 1985 - Mar 1986
-15.61%
Oct 2021 - Sep 2022
25.11%
115 out of 458
1 Year Annualized Rolling Returns
Timeframes ending in every month
1 Year Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 2 Years (24 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.50% +18.61%
Mar 1985 - Feb 1987
-3.70%
Nov 2021 - Oct 2023
4.04%
18 out of 446
US Inflation Adjusted +2.87% +15.66%
Mar 1985 - Feb 1987
-8.70%
Nov 2021 - Oct 2023
12.11%
54 out of 446
2 Years Annualized Rolling Returns
Timeframes ending in every month
2 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 3 Years (36 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.80% +13.72%
Mar 1985 - Feb 1988
-0.58%
Nov 2020 - Oct 2023
0.92%
4 out of 434
US Inflation Adjusted +2.88% +10.39%
Mar 1985 - Feb 1988
-5.97%
Oct 2020 - Sep 2023
9.91%
43 out of 434
3 Years Annualized Rolling Returns
Timeframes ending in every month
3 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 4 Years (48 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.71% +12.16%
Apr 1989 - Mar 1993
+0.69%
Nov 2019 - Oct 2023
0.00%
0 out of 422
US Inflation Adjusted +3.05% +7.78%
Apr 1989 - Mar 1993
-3.72%
Nov 2019 - Oct 2023
7.82%
33 out of 422
4 Years Annualized Rolling Returns
Timeframes ending in every month
4 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 5 Years (60 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.80% +11.90%
Sep 1988 - Aug 1993
+1.16%
May 2013 - Apr 2018
0.00%
0 out of 410
US Inflation Adjusted +3.02% +7.89%
Jan 1985 - Dec 1989
-2.27%
Oct 2017 - Sep 2022
7.07%
29 out of 410
5 Years Annualized Rolling Returns
Timeframes ending in every month
5 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 6 Years (72 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.94% +11.34%
Mar 1985 - Feb 1991
+1.22%
Nov 2012 - Oct 2018
0.00%
0 out of 398
US Inflation Adjusted +3.16% +7.02%
Mar 1985 - Feb 1991
-2.15%
Nov 2017 - Oct 2023
7.54%
30 out of 398
6 Years Annualized Rolling Returns
Timeframes ending in every month
6 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 7 Years (84 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.20% +11.75%
Jan 1985 - Dec 1991
+1.58%
Oct 2016 - Sep 2023
0.00%
0 out of 386
US Inflation Adjusted +3.35% +7.52%
Jan 1985 - Dec 1991
-1.87%
Oct 2016 - Sep 2023
5.96%
23 out of 386
7 Years Annualized Rolling Returns
Timeframes ending in every month
7 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 8 Years (96 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.01% +11.66%
Mar 1985 - Feb 1993
+1.57%
Oct 2014 - Sep 2022
0.00%
0 out of 374
US Inflation Adjusted +3.21% +7.59%
Mar 1985 - Feb 1993
-1.45%
Nov 2015 - Oct 2023
5.88%
22 out of 374
8 Years Annualized Rolling Returns
Timeframes ending in every month
8 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 9 Years (108 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.91% +11.29%
Jan 1985 - Dec 1993
+1.56%
Nov 2014 - Oct 2023
0.00%
0 out of 362
US Inflation Adjusted +3.29% +7.32%
Jan 1985 - Dec 1993
-1.31%
Nov 2014 - Oct 2023
6.35%
23 out of 362
9 Years Annualized Rolling Returns
Timeframes ending in every month
9 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 10 Years (120 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.95% +10.10%
Mar 1985 - Feb 1995
+1.45%
Oct 2012 - Sep 2022
0.00%
0 out of 350
US Inflation Adjusted +3.37% +6.31%
Mar 1985 - Feb 1995
-1.12%
Nov 2013 - Oct 2023
6.29%
22 out of 350
10 Years Annualized Rolling Returns
Timeframes ending in every month
10 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 11 Years (132 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.84% +10.48%
Jan 1985 - Dec 1995
+1.52%
Nov 2012 - Oct 2023
0.00%
0 out of 338
US Inflation Adjusted +3.29% +6.75%
Jan 1985 - Dec 1995
-1.06%
Nov 2012 - Oct 2023
5.92%
20 out of 338
11 Years Annualized Rolling Returns
Timeframes ending in every month
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 12 Years (144 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.88% +10.00%
Jan 1985 - Dec 1996
+1.73%
Nov 2011 - Oct 2023
0.00%
0 out of 326
US Inflation Adjusted +3.34% +6.29%
Jan 1985 - Dec 1996
-0.82%
Nov 2011 - Oct 2023
5.83%
19 out of 326
12 Years Annualized Rolling Returns
Timeframes ending in every month
12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 13 Years (156 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.88% +10.05%
Mar 1985 - Feb 1998
+1.94%
Nov 2010 - Oct 2023
0.00%
0 out of 314
US Inflation Adjusted +3.33% +6.54%
Mar 1985 - Feb 1998
-0.69%
Nov 2010 - Oct 2023
5.41%
17 out of 314
13 Years Annualized Rolling Returns
Timeframes ending in every month
13 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 14 Years (168 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.02% +9.87%
Jan 1985 - Dec 1998
+2.29%
Nov 2009 - Oct 2023
0.00%
0 out of 302
US Inflation Adjusted +3.47% +6.45%
Jan 1985 - Dec 1998
-0.24%
Nov 2009 - Oct 2023
1.66%
5 out of 302
14 Years Annualized Rolling Returns
Timeframes ending in every month
14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 15 Years (180 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.02% +9.28%
Apr 1985 - Mar 2000
+2.31%
Mar 2008 - Feb 2023
0.00%
0 out of 290
US Inflation Adjusted +3.49% +5.90%
Apr 1985 - Mar 2000
-0.04%
Mar 2008 - Feb 2023
0.34%
1 out of 290
15 Years Annualized Rolling Returns
Timeframes ending in every month
15 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 16 Years (192 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.05% +9.48%
Mar 1985 - Feb 2001
+2.43%
Nov 2007 - Oct 2023
0.00%
0 out of 278
US Inflation Adjusted +3.52% +6.08%
Mar 1985 - Feb 2001
-0.01%
Nov 2007 - Oct 2023
0.36%
1 out of 278
16 Years Annualized Rolling Returns
Timeframes ending in every month
16 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 17 Years (204 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.98% +9.24%
Mar 1985 - Feb 2002
+2.69%
Nov 2006 - Oct 2023
0.00%
0 out of 266
US Inflation Adjusted +3.50% +5.98%
Mar 1985 - Feb 2002
+0.18%
Nov 2006 - Oct 2023
0.00%
0 out of 266
17 Years Annualized Rolling Returns
Timeframes ending in every month
17 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 18 Years (216 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.82% +9.22%
Mar 1985 - Feb 2003
+2.82%
Oct 2005 - Sep 2023
0.00%
0 out of 254
US Inflation Adjusted +3.37% +5.96%
Mar 1985 - Feb 2003
+0.37%
Oct 2005 - Sep 2023
0.00%
0 out of 254
18 Years Annualized Rolling Returns
Timeframes ending in every month
18 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 19 Years (228 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.97% +9.19%
Mar 1985 - Feb 2004
+2.85%
Nov 2004 - Oct 2023
0.00%
0 out of 242
US Inflation Adjusted +3.43% +6.00%
Mar 1985 - Feb 2004
+0.29%
Nov 2004 - Oct 2023
0.00%
0 out of 242
19 Years Annualized Rolling Returns
Timeframes ending in every month
19 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 20 Years (240 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +5.79% +8.93%
Jan 1985 - Dec 2004
+2.99%
Nov 2003 - Oct 2023
0.00%
0 out of 230
US Inflation Adjusted +3.39% +5.73%
Jan 1985 - Dec 2004
+0.40%
Nov 2003 - Oct 2023
0.00%
0 out of 230
20 Years Annualized Rolling Returns
Timeframes ending in every month
20 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

To obtain comprehensive information, please consult the Bill Bernstein Sheltered Sam 10/90 Portfolio: ETF allocation and returns page.