Bill Bernstein Sheltered Sam 100/0 Portfolio: Rolling Returns

Data Source: from January 1976 to February 2024 (~48 years)
Consolidated Returns as of 29 February 2024

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

Considering all the available data source (~48 years), the longest period with a negative return lasted 116 months (from July 1999 to February 2009).

This means that every rolling period of 117 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Bill Bernstein Sheltered Sam 100/0 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 100/0 PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to February 2024

The annualized return of the last 10 years has been 8.31% (updated at Feb 29, 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 100/0 PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1976 - 29 February 2024 (~48 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 -47.55 03/2008
02/2009
0.52$ -5.06 0.94$ 12.24 1.12$ 24.13 1.24$ 64.80 03/2009
02/2010
1.64$ 13.35 25.21%
2Y -29.60 03/2007
02/2009
0.49$ -0.49 0.99$ 10.79 1.22$ 19.85 1.43$ 43.95 03/2009
02/2011
2.07$ 3.90 16.02%
3Y -16.64 03/2006
02/2009
0.57$ 1.84 1.05$ 10.47 1.34$ 17.15 1.60$ 28.12 03/2009
02/2012
2.10$ 6.25 13.23%
4Y -9.30 03/2005
02/2009
0.67$ 0.67 1.02$ 9.73 1.44$ 15.56 1.78$ 24.52 04/2003
03/2007
2.40$ 11.16 12.78%
5Y -4.85 03/2004
02/2009
0.77$ 2.57 1.13$ 8.29 1.48$ 14.55 1.97$ 23.40 03/2009
02/2014
2.86$ 8.94 4.65%
6Y 1.36 10/2005
09/2011
1.08$ 4.36 1.29$ 8.71 1.65$ 12.44 2.02$ 21.10 03/2009
02/2015
3.15$ 7.96 0.00%
7Y -0.40 03/2002
02/2009
0.97$ 5.23 1.42$ 8.57 1.77$ 10.98 2.07$ 16.10 03/2009
02/2016
2.84$ 8.53 0.72%
8Y -0.82 03/2001
02/2009
0.93$ 6.02 1.59$ 8.59 1.93$ 10.81 2.27$ 17.30 03/2009
02/2017
3.58$ 10.58 0.38%
9Y -0.19 03/2000
02/2009
0.98$ 5.84 1.66$ 8.34 2.05$ 10.84 2.52$ 16.70 03/2009
02/2018
4.01$ 8.10 0.40%
10Y 1.21 03/1999
02/2009
1.12$ 5.61 1.72$ 8.83 2.33$ 11.11 2.86$ 15.28 03/2009
02/2019
4.14$ 8.31 0.00%
11Y 1.06 03/1998
02/2009
1.12$ 5.87 1.87$ 8.61 2.48$ 11.44 3.29$ 13.85 03/2009
02/2020
4.16$ 9.40 0.00%
12Y 2.77 03/1997
02/2009
1.38$ 5.72 1.94$ 7.92 2.49$ 11.52 3.69$ 14.91 03/2009
02/2021
5.30$ 9.66 0.00%
13Y 3.95 03/1996
02/2009
1.65$ 6.20 2.18$ 8.18 2.77$ 10.26 3.55$ 14.61 03/2009
02/2022
5.88$ 9.01 0.00%
14Y 4.88 04/2006
03/2020
1.94$ 6.69 2.47$ 7.68 2.81$ 9.70 3.65$ 13.11 03/2009
02/2023
5.60$ 10.12 0.00%
15Y 5.08 03/1994
02/2009
2.10$ 6.82 2.69$ 7.81 3.09$ 8.68 3.48$ 13.12 03/2009
02/2024
6.35$ 13.12 0.00%
16Y 5.72 11/2007
10/2023
2.43$ 7.03 2.96$ 7.91 3.37$ 9.08 4.01$ 10.65 10/2002
09/2018
5.05$ 7.82 0.00%
17Y 6.29 11/2006
10/2023
2.82$ 7.31 3.31$ 8.32 3.88$ 9.05 4.35$ 10.18 02/2003
01/2020
5.19$ 6.98 0.00%
18Y 6.65 04/2002
03/2020
3.18$ 7.49 3.66$ 8.17 4.11$ 9.20 4.87$ 10.96 04/2003
03/2021
6.50$ 7.51 0.00%
19Y 6.69 04/2001
03/2020
3.42$ 7.55 3.98$ 8.28 4.52$ 9.61 5.71$ 10.84 04/2003
03/2022
7.06$ 7.98 0.00%
20Y 6.03 04/2000
03/2020
3.22$ 7.63 4.34$ 8.46 5.07$ 9.52 6.16$ 10.01 12/1994
11/2014
6.73$ 8.33 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 -47.55 03/2008
02/2009
0.52$ -8.52 0.91$ 9.65 1.09$ 21.85 1.21$ 61.33 03/2009
02/2010
1.61$ 10.36 29.23%
2Y -31.02 03/2007
02/2009
0.47$ -3.82 0.92$ 8.06 1.16$ 16.97 1.36$ 40.94 03/2009
02/2011
1.98$ -0.40 22.55%
3Y -18.41 03/2006
02/2009
0.54$ -0.20 0.99$ 7.74 1.25$ 14.42 1.49$ 25.13 03/2009
02/2012
1.95$ 0.69 15.69%
4Y -11.55 03/2005
02/2009
0.61$ -1.51 0.94$ 7.24 1.32$ 12.88 1.62$ 21.25 03/2009
02/2013
2.16$ 6.32 18.21%
5Y -7.30 03/2004
02/2009
0.68$ 0.22 1.01$ 6.18 1.34$ 11.90 1.75$ 20.91 03/2009
02/2014
2.58$ 4.65 13.62%
6Y -0.83 10/2005
09/2011
0.95$ 1.98 1.12$ 6.10 1.42$ 10.09 1.78$ 19.08 03/2009
02/2015
2.85$ 4.14 1.73%
7Y -2.90 03/2002
02/2009
0.81$ 3.06 1.23$ 5.75 1.47$ 9.14 1.84$ 14.30 03/2009
02/2016
2.54$ 4.89 1.44%
8Y -3.14 03/2001
02/2009
0.77$ 3.59 1.32$ 6.00 1.59$ 8.64 1.93$ 15.31 03/2009
02/2017
3.12$ 6.96 2.26%
9Y -2.64 03/2000
02/2009
0.78$ 3.68 1.38$ 5.83 1.66$ 8.88 2.15$ 14.65 03/2009
02/2018
3.42$ 4.85 2.77%
10Y -1.34 03/1999
02/2009
0.87$ 3.69 1.43$ 6.32 1.84$ 8.48 2.25$ 13.28 03/2009
02/2019
3.47$ 5.39 1.66%
11Y -1.41 03/1998
02/2009
0.85$ 3.63 1.48$ 6.27 1.95$ 8.88 2.54$ 11.82 03/2009
02/2020
3.41$ 6.60 0.87%
12Y 0.35 03/1997
02/2009
1.04$ 3.39 1.49$ 5.82 1.97$ 8.88 2.77$ 12.87 03/2009
02/2021
4.27$ 6.91 0.00%
13Y 1.45 03/1996
02/2009
1.20$ 3.77 1.61$ 5.97 2.12$ 7.59 2.58$ 12.08 03/2009
02/2022
4.40$ 6.25 0.00%
14Y 2.65 10/1997
09/2011
1.44$ 4.38 1.82$ 5.38 2.08$ 7.34 2.69$ 10.32 03/2009
02/2023
3.95$ 7.37 0.00%
15Y 2.51 03/1994
02/2009
1.45$ 4.39 1.90$ 5.43 2.21$ 6.38 2.52$ 10.33 03/2009
02/2024
4.36$ 10.33 0.00%
16Y 3.21 11/2007
10/2023
1.65$ 4.71 2.08$ 5.48 2.34$ 6.77 2.85$ 8.37 10/2002
09/2018
3.62$ 5.32 0.00%
17Y 3.69 11/2006
10/2023
1.85$ 4.95 2.27$ 5.84 2.62$ 6.53 2.93$ 7.94 02/2003
01/2020
3.66$ 4.39 0.00%
18Y 4.42 03/1998
02/2016
2.17$ 5.15 2.46$ 5.88 2.79$ 6.73 3.22$ 8.74 04/2003
03/2021
4.51$ 4.91 0.00%
19Y 4.53 01/2000
12/2018
2.32$ 5.28 2.65$ 5.84 2.93$ 7.02 3.63$ 8.26 04/2003
03/2022
4.51$ 5.31 0.00%
20Y 3.87 04/2000
03/2020
2.13$ 5.35 2.83$ 6.08 3.25$ 7.07 3.91$ 7.54 03/1995
02/2015
4.27$ 5.63 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 -47.55 03/2008
02/2009
0.52$ -2.58 0.97$ 13.97 1.13$ 27.06 1.27$ 64.80 03/2009
02/2010
1.64$ 13.35 20.63%
2Y -29.60 03/2007
02/2009
0.49$ 3.17 1.06$ 13.16 1.28$ 21.59 1.47$ 43.95 03/2009
02/2011
2.07$ 3.90 9.91%
3Y -16.64 03/2006
02/2009
0.57$ 5.64 1.17$ 12.83 1.43$ 20.29 1.74$ 35.58 08/1984
07/1987
2.49$ 6.25 8.10%
4Y -9.30 03/2005
02/2009
0.67$ 4.87 1.20$ 12.69 1.61$ 18.72 1.98$ 30.91 07/1982
06/1986
2.93$ 11.16 7.53%
5Y -4.85 03/2004
02/2009
0.77$ 5.32 1.29$ 12.54 1.80$ 17.79 2.26$ 31.56 08/1982
07/1987
3.94$ 8.94 2.70%
6Y 1.36 10/2005
09/2011
1.08$ 5.75 1.39$ 11.89 1.96$ 17.91 2.68$ 25.15 10/1981
09/1987
3.84$ 7.96 0.00%
7Y -0.40 03/2002
02/2009
0.97$ 6.82 1.58$ 11.35 2.12$ 17.44 3.08$ 24.56 08/1982
07/1989
4.65$ 8.53 0.40%
8Y -0.82 03/2001
02/2009
0.93$ 6.75 1.68$ 11.03 2.30$ 17.11 3.53$ 22.16 03/1979
02/1987
4.96$ 10.58 0.21%
9Y -0.19 03/2000
02/2009
0.98$ 7.27 1.88$ 11.24 2.60$ 17.24 4.18$ 22.21 03/1978
02/1987
6.07$ 8.10 0.21%
10Y 1.21 03/1999
02/2009
1.12$ 7.06 1.97$ 11.16 2.88$ 17.04 4.82$ 21.52 09/1977
08/1987
7.01$ 8.31 0.00%
11Y 1.06 03/1998
02/2009
1.12$ 6.78 2.05$ 11.38 3.27$ 16.54 5.38$ 20.60 09/1976
08/1987
7.84$ 9.40 0.00%
12Y 2.77 03/1997
02/2009
1.38$ 6.70 2.17$ 11.37 3.64$ 16.51 6.25$ 19.21 09/1977
08/1989
8.23$ 9.66 0.00%
13Y 3.95 03/1996
02/2009
1.65$ 6.76 2.34$ 11.53 4.13$ 16.59 7.35$ 18.62 09/1976
08/1989
9.20$ 9.01 0.00%
14Y 4.88 04/2006
03/2020
1.94$ 7.36 2.70$ 10.91 4.26$ 16.62 8.60$ 18.79 01/1976
12/1989
11.13$ 10.12 0.00%
15Y 5.08 03/1994
02/2009
2.10$ 7.40 2.91$ 10.86 4.69$ 16.49 9.86$ 19.18 08/1982
07/1997
13.90$ 13.12 0.00%
16Y 5.72 11/2007
10/2023
2.43$ 7.45 3.15$ 10.29 4.79$ 16.26 11.14$ 18.36 04/1982
03/1998
14.84$ 7.82 0.00%
17Y 6.29 11/2006
10/2023
2.82$ 7.77 3.56$ 10.32 5.31$ 16.37 13.16$ 18.00 08/1982
07/1999
16.67$ 6.98 0.00%
18Y 6.65 04/2002
03/2020
3.18$ 7.86 3.90$ 10.42 5.95$ 16.21 14.93$ 17.72 04/1980
03/1998
18.84$ 7.51 0.00%
19Y 6.69 04/2001
03/2020
3.42$ 7.99 4.30$ 10.25 6.39$ 15.98 16.71$ 17.30 03/1979
02/1998
20.72$ 7.98 0.00%
20Y 6.03 04/2000
03/2020
3.22$ 8.26 4.89$ 9.92 6.63$ 15.62 18.22$ 17.56 04/1978
03/1998
25.42$ 8.33 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 -47.55 03/2008
02/2009
0.52$ -6.35 0.93$ 9.65 1.09$ 23.12 1.23$ 61.33 03/2009
02/2010
1.61$ 10.36 25.57%
2Y -31.02 03/2007
02/2009
0.47$ -0.39 0.99$ 8.50 1.17$ 17.37 1.37$ 40.94 03/2009
02/2011
1.98$ -0.40 16.40%
3Y -18.41 03/2006
02/2009
0.54$ 1.72 1.05$ 8.62 1.28$ 15.69 1.54$ 31.61 08/1984
07/1987
2.27$ 0.69 10.50%
4Y -11.55 03/2005
02/2009
0.61$ 1.75 1.07$ 8.52 1.38$ 14.64 1.72$ 27.03 07/1982
06/1986
2.60$ 6.32 10.92%
5Y -7.30 03/2004
02/2009
0.68$ 2.37 1.12$ 8.59 1.50$ 14.00 1.92$ 27.56 08/1982
07/1987
3.37$ 4.65 7.90%
6Y -0.83 10/2005
09/2011
0.95$ 3.15 1.20$ 8.28 1.61$ 13.31 2.11$ 20.87 10/1981
09/1987
3.11$ 4.14 0.99%
7Y -2.90 03/2002
02/2009
0.81$ 4.42 1.35$ 8.50 1.77$ 12.62 2.29$ 20.28 08/1982
07/1989
3.64$ 4.89 0.81%
8Y -3.14 03/2001
02/2009
0.77$ 4.21 1.39$ 8.15 1.87$ 12.42 2.55$ 17.24 08/1982
07/1990
3.56$ 6.96 1.24%
9Y -2.64 03/2000
02/2009
0.78$ 4.72 1.51$ 8.49 2.08$ 12.25 2.82$ 15.61 08/1982
07/1991
3.69$ 4.85 1.49%
10Y -1.34 03/1999
02/2009
0.87$ 4.57 1.56$ 8.57 2.27$ 12.11 3.13$ 15.35 08/1982
07/1992
4.17$ 5.39 0.87%
11Y -1.41 03/1998
02/2009
0.85$ 4.73 1.66$ 8.83 2.53$ 11.73 3.38$ 15.55 08/1982
07/1993
4.90$ 6.60 0.45%
12Y 0.35 03/1997
02/2009
1.04$ 4.38 1.67$ 8.60 2.69$ 11.50 3.69$ 14.58 08/1982
07/1994
5.11$ 6.91 0.00%
13Y 1.45 03/1996
02/2009
1.20$ 4.48 1.76$ 8.60 2.92$ 11.49 4.11$ 14.44 08/1982
07/1995
5.77$ 6.25 0.00%
14Y 2.65 10/1997
09/2011
1.44$ 4.98 1.97$ 8.13 2.98$ 11.48 4.57$ 14.18 07/1982
06/1996
6.39$ 7.37 0.00%
15Y 2.51 03/1994
02/2009
1.45$ 5.01 2.08$ 7.91 3.13$ 11.45 5.08$ 15.29 08/1982
07/1997
8.45$ 10.33 0.00%
16Y 3.21 11/2007
10/2023
1.65$ 5.11 2.21$ 7.63 3.24$ 11.30 5.54$ 14.59 07/1982
06/1998
8.83$ 5.32 0.00%
17Y 3.69 11/2006
10/2023
1.85$ 5.39 2.44$ 7.42 3.37$ 11.35 6.21$ 14.34 08/1982
07/1999
9.75$ 4.39 0.00%
18Y 4.42 03/1991
02/2009
2.17$ 5.44 2.59$ 7.74 3.82$ 11.10 6.65$ 13.69 08/1982
07/2000
10.06$ 4.91 0.00%
19Y 4.20 03/1990
02/2009
2.18$ 5.50 2.76$ 7.44 3.91$ 11.19 7.50$ 12.74 08/1982
07/2001
9.75$ 5.31 0.00%
20Y 3.87 04/2000
03/2020
2.13$ 5.77 3.07$ 7.29 4.08$ 10.99 8.04$ 12.32 04/1980
03/2000
10.21$ 5.63 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 +13.97% +64.80%
Mar 2009 - Feb 2010
-47.55%
Mar 2008 - Feb 2009
20.63%
117 out of 567
US Inflation Adjusted +9.65% +61.33%
Mar 2009 - Feb 2010
-47.55%
Mar 2008 - Feb 2009
25.57%
145 out of 567
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 +13.16% +43.95%
Mar 2009 - Feb 2011
-29.60%
Mar 2007 - Feb 2009
9.91%
55 out of 555
US Inflation Adjusted +8.50% +40.94%
Mar 2009 - Feb 2011
-31.02%
Mar 2007 - Feb 2009
16.40%
91 out of 555
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 +12.83% +35.58%
Aug 1984 - Jul 1987
-16.64%
Mar 2006 - Feb 2009
8.10%
44 out of 543
US Inflation Adjusted +8.62% +31.61%
Aug 1984 - Jul 1987
-18.41%
Mar 2006 - Feb 2009
10.50%
57 out of 543
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 +12.69% +30.91%
Jul 1982 - Jun 1986
-9.30%
Mar 2005 - Feb 2009
7.53%
40 out of 531
US Inflation Adjusted +8.52% +27.03%
Jul 1982 - Jun 1986
-11.55%
Mar 2005 - Feb 2009
10.92%
58 out of 531
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 +12.54% +31.56%
Aug 1982 - Jul 1987
-4.85%
Mar 2004 - Feb 2009
2.70%
14 out of 519
US Inflation Adjusted +8.59% +27.56%
Aug 1982 - Jul 1987
-7.30%
Mar 2004 - Feb 2009
7.90%
41 out of 519
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 +11.89% +25.15%
Oct 1981 - Sep 1987
+1.36%
Oct 2005 - Sep 2011
0.00%
0 out of 507
US Inflation Adjusted +8.28% +20.87%
Oct 1981 - Sep 1987
-0.83%
Oct 2005 - Sep 2011
0.99%
5 out of 507
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 +11.35% +24.56%
Aug 1982 - Jul 1989
-0.40%
Mar 2002 - Feb 2009
0.40%
2 out of 495
US Inflation Adjusted +8.50% +20.28%
Aug 1982 - Jul 1989
-2.90%
Mar 2002 - Feb 2009
0.81%
4 out of 495
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 +11.03% +22.16%
Mar 1979 - Feb 1987
-0.82%
Mar 2001 - Feb 2009
0.21%
1 out of 483
US Inflation Adjusted +8.15% +17.24%
Aug 1982 - Jul 1990
-3.14%
Mar 2001 - Feb 2009
1.24%
6 out of 483
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 +11.24% +22.21%
Mar 1978 - Feb 1987
-0.19%
Mar 2000 - Feb 2009
0.21%
1 out of 471
US Inflation Adjusted +8.49% +15.61%
Aug 1982 - Jul 1991
-2.64%
Mar 2000 - Feb 2009
1.49%
7 out of 471
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 +11.16% +21.52%
Sep 1977 - Aug 1987
+1.21%
Mar 1999 - Feb 2009
0.00%
0 out of 459
US Inflation Adjusted +8.57% +15.35%
Aug 1982 - Jul 1992
-1.34%
Mar 1999 - Feb 2009
0.87%
4 out of 459
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 +11.38% +20.60%
Sep 1976 - Aug 1987
+1.06%
Mar 1998 - Feb 2009
0.00%
0 out of 447
US Inflation Adjusted +8.83% +15.55%
Aug 1982 - Jul 1993
-1.41%
Mar 1998 - Feb 2009
0.45%
2 out of 447
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 +11.37% +19.21%
Sep 1977 - Aug 1989
+2.77%
Mar 1997 - Feb 2009
0.00%
0 out of 435
US Inflation Adjusted +8.60% +14.58%
Aug 1982 - Jul 1994
+0.35%
Mar 1997 - Feb 2009
0.00%
0 out of 435
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 +11.53% +18.62%
Sep 1976 - Aug 1989
+3.95%
Mar 1996 - Feb 2009
0.00%
0 out of 423
US Inflation Adjusted +8.60% +14.44%
Aug 1982 - Jul 1995
+1.45%
Mar 1996 - Feb 2009
0.00%
0 out of 423
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 +10.91% +18.79%
Jan 1976 - Dec 1989
+4.88%
Apr 2006 - Mar 2020
0.00%
0 out of 411
US Inflation Adjusted +8.13% +14.18%
Jul 1982 - Jun 1996
+2.65%
Oct 1997 - Sep 2011
0.00%
0 out of 411
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 +10.86% +19.18%
Aug 1982 - Jul 1997
+5.08%
Mar 1994 - Feb 2009
0.00%
0 out of 399
US Inflation Adjusted +7.91% +15.29%
Aug 1982 - Jul 1997
+2.51%
Mar 1994 - Feb 2009
0.00%
0 out of 399
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 +10.29% +18.36%
Apr 1982 - Mar 1998
+5.72%
Nov 2007 - Oct 2023
0.00%
0 out of 387
US Inflation Adjusted +7.63% +14.59%
Jul 1982 - Jun 1998
+3.21%
Nov 2007 - Oct 2023
0.00%
0 out of 387
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 +10.32% +18.00%
Aug 1982 - Jul 1999
+6.29%
Nov 2006 - Oct 2023
0.00%
0 out of 375
US Inflation Adjusted +7.42% +14.34%
Aug 1982 - Jul 1999
+3.69%
Nov 2006 - Oct 2023
0.00%
0 out of 375
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 +10.42% +17.72%
Apr 1980 - Mar 1998
+6.65%
Apr 2002 - Mar 2020
0.00%
0 out of 363
US Inflation Adjusted +7.74% +13.69%
Aug 1982 - Jul 2000
+4.42%
Mar 1991 - Feb 2009
0.00%
0 out of 363
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 +10.25% +17.30%
Mar 1979 - Feb 1998
+6.69%
Apr 2001 - Mar 2020
0.00%
0 out of 351
US Inflation Adjusted +7.44% +12.74%
Aug 1982 - Jul 2001
+4.20%
Mar 1990 - Feb 2009
0.00%
0 out of 351
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 +9.92% +17.56%
Apr 1978 - Mar 1998
+6.03%
Apr 2000 - Mar 2020
0.00%
0 out of 339
US Inflation Adjusted +7.29% +12.32%
Apr 1980 - Mar 2000
+3.87%
Apr 2000 - Mar 2020
0.00%
0 out of 339
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 100/0 Portfolio: ETF allocation and returns page.