Simulation Settings
Period: January 1985 - March 2025 (~40 years)
Consolidated Returns as of 31 March 2025
Live Update available for April 2025
Consolidated Returns as of 31 March 2025
Live Update available for April 2025
Rebalancing: at every Jan 1st
Currency:
USD
Inflation: US
Results
Bill Bernstein Sheltered Sam 20/80 Portfolio
1.00$
Initial Capital
April 1995
April 1995
4.66$
Final Capital
March 2025
March 2025
5.26%
Yearly Return
4.10%
Std Deviation
-11.24%
Max Drawdown
31months
Recovery Period
1.00$
Initial Capital
April 1995
April 1995
2.20$
Final Capital
March 2025
March 2025
2.67%
Yearly Return
4.10%
Std Deviation
-18.11%
Max Drawdown
46months*
Recovery Period
* in progress
* in progress
1.00$
Initial Capital
January 1985
January 1985
13.22$
Final Capital
March 2025
March 2025
6.62%
Yearly Return
4.49%
Std Deviation
-11.24%
Max Drawdown
31months
Recovery Period
1.00$
Initial Capital
January 1985
January 1985
4.36$
Final Capital
March 2025
March 2025
3.73%
Yearly Return
4.49%
Std Deviation
-18.11%
Max Drawdown
46months*
Recovery Period
* in progress
* in progress
---
1 Day: ---
---
Month: ---
The Bill Bernstein Sheltered Sam 20/80 Portfolio can be implemented with 12 ETFs. This portfolio has a low risk, suggesting it experiences minor value changes. It is ideal for conservative investors who prioritize capital preservation and prefer stable, predictable returns.
The portfolio asset allocation is: 19.4% on the Stock Market, 80% on Fixed Income, 0.6% on Commodities. In general, bonds are useful for mitigating overall portfolio risk, especially if they are issued by national entities or highly reliable companies. This portfolio has a 80% allocation to bonds, leading to its classification as low risk.
As of March 2025, in the previous 30 Years, the Bill Bernstein Sheltered Sam 20/80 Portfolio obtained a 5.26% compound annual return, with a 4.10% standard deviation. It suffered a maximum drawdown of -11.24% that required 31 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.
Table of contents
Resources & Extras
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Asset Allocation and ETFs
To effectively implement the asset allocation of the Bill Bernstein Sheltered Sam 20/80 Portfolio, investors can utilize the following selection of ETFs. These ETFs have been chosen specifically for their ability to represent each asset class within the portfolio and facilitate ease of management.
19.4% Stocks
80% Fixed Income
0.6% Commodities
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| Weight (%) |
ETF Ticker |
ETF Currency |
ETF Name | Investment Themes (Orig.Currency) |
|---|---|---|---|---|
| 5.00 |
VTV
|
USD | Vanguard Value | Equity, U.S., Large Cap, Value (USD) |
| 4.00 |
VV
|
USD | Vanguard Large-Cap | Equity, U.S., Large Cap (USD) |
| 3.00 |
IJS
|
USD | iShares S&P Small-Cap 600 Value | Equity, U.S., Small Cap, Value (USD) |
| 2.00 |
VNQ
|
USD | Vanguard Real Estate | Real Estate, U.S. (USD) |
| 1.40 |
EFV
|
USD | iShares MSCI EAFE Value | Equity, EAFE, Large Cap, Value (USD) |
| 1.00 |
EEM
|
USD | iShares MSCI Emerging Markets | Equity, Emerging Markets, Large Cap (USD) |
| 1.00 |
IJR
|
USD | iShares Core S&P Small-Cap | Equity, U.S., Small Cap (USD) |
| 1.00 |
VGK
|
USD | Vanguard FTSE Europe | Equity, Developed Europe, Large Cap (USD) |
| 1.00 |
VPL
|
USD | Vanguard FTSE Pacific | Equity, Developed Asia Pacific, Large Cap (USD) |
| 48.00 |
SHY
|
USD | iShares 1-3 Year Treasury Bond | Bond, U.S., Short Term (USD) |
| 32.00 |
TIP
|
USD | iShares TIPS Bond | Bond, U.S., All-Term (USD) |
| 0.60 |
GLTR
|
USD | Aberdeen Standard Physical Precious Metals Basket Shares | Commodity, Broad Precious Metals (USD) |
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.
Evaluate your portfolio strategy in 7 different currencies
Portfolio and ETF Returns as of Mar 31, 2025
The Bill Bernstein Sheltered Sam 20/80 Portfolio guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- rebalancing: at every January 1st. How do returns change with different rebalancing strategies?
- dividend reinvestment, when applicable.
BILL BERNSTEIN SHELTERED SAM 20/80 PORTFOLIO
1 January 1985 - 31 March 2025 (~40 years)
Live Update: April 2025
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Mar 31, 2025 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | --- |
YTD (3M) |
1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX (~40Y) |
|||
| Investment Return | --- | --- | 2.20 | -0.10 | 0.63 | 5.93 | 3.99 | 3.14 | 5.26 | 6.62 | |||
| Components | |||||||||||||
|
VTV
|
USD | Vanguard Value | --- | --- | --- | 2.63 | -2.46 | 0.11 | 8.56 | 17.08 | 10.32 | 9.56 | 10.96 |
|
VV
|
USD | Vanguard Large-Cap | --- | --- | --- | -4.37 | -5.77 | -1.74 | 8.61 | 18.49 | 12.36 | 10.47 | 11.53 |
|
IJS
|
USD | iShares S&P Small-Cap 600 Value | --- | --- | --- | -9.92 | -6.39 | -8.70 | -3.38 | 16.08 | 6.71 | 10.05 | 11.45 |
|
VNQ
|
USD | Vanguard Real Estate | --- | --- | --- | 2.68 | -2.59 | -5.20 | 9.03 | 9.41 | 4.84 | 9.31 | 9.21 |
|
EFV
|
USD | iShares MSCI EAFE Value | --- | --- | --- | 12.33 | 2.86 | 4.21 | 13.34 | 14.95 | 5.00 | 5.94 | 9.11 |
|
EEM
|
USD | iShares MSCI Emerging Markets | --- | --- | --- | 4.50 | 1.13 | -3.10 | 8.92 | 7.39 | 3.11 | 5.75 | 8.72 |
|
IJR
|
USD | iShares Core S&P Small-Cap | --- | --- | --- | -8.97 | -6.17 | -9.48 | -3.44 | 15.05 | 7.48 | 9.78 | 10.62 |
|
VGK
|
USD | Vanguard FTSE Europe | --- | --- | --- | 11.07 | 0.42 | 0.27 | 7.75 | 13.77 | 6.02 | 7.07 | 9.87 |
|
VPL
|
USD | Vanguard FTSE Pacific | --- | --- | --- | 2.57 | -0.27 | -5.42 | -1.57 | 8.75 | 4.58 | 2.89 | 6.09 |
|
SHY
|
USD | iShares 1-3 Year Treasury Bond | --- | --- | --- | 1.56 | 0.44 | 1.48 | 5.25 | 0.99 | 1.34 | 3.10 | 4.35 |
|
TIP
|
USD | iShares TIPS Bond | --- | --- | --- | 4.26 | 0.68 | 1.08 | 6.06 | 1.92 | 2.19 | 5.21 | 6.67 |
|
GLTR
|
USD | Aberdeen Standard Physical Precious Metals Basket Shares | --- | --- | --- | 17.91 | 9.28 | 14.28 | 35.57 | 11.51 | 7.80 | 7.23 | 7.75 |
| Returns over 1 year are annualized | |||||||||||||
| (*) Eastern Time (ET - America/New York) | |||||||||||||
| The live monthly return is calculated by assuming, for each asset, the weight defined by the base asset allocation. | |||||||||||||
In 2024, the Bill Bernstein Sheltered Sam 20/80 Portfolio granted a 3.16% dividend yield. If you are interested in getting periodic income, please refer to the Bill Bernstein Sheltered Sam 20/80 Portfolio: Dividend Yield page.
Capital Growth as of Mar 31, 2025
An investment of 1$, from April 1995 to March 2025,
would be worth 4.66$, with a total return of 365.51% (5.26% annualized).
The Inflation Adjusted Capital would be 2.20$, with a net total return of 120.16% (2.67% annualized).
The Inflation Adjusted Capital would be 2.20$, with a net total return of 120.16% (2.67% annualized).
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An investment of 1$, from January 1985 to March 2025,
would be worth 13.22$, with a total return of 1222.22% (6.62% annualized).
The Inflation Adjusted Capital would be 4.36$, with a net total return of 336.33% (3.73% annualized).
The Inflation Adjusted Capital would be 4.36$, with a net total return of 336.33% (3.73% annualized).
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Portfolio Metrics as of Mar 31, 2025
Metrics of Bill Bernstein Sheltered Sam 20/80 Portfolio, updated as of 31 March 2025, provide a comprehensive overview of the portfolio's performance and risk characteristics.
These metrics include detailed data on returns, volatility, drawdowns and other key performance indicators. By examining them, you can gain insights into how the portfolio has performed over various time periods and understand its risk profile.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- rebalancing: at every January 1st. How do returns change with different rebalancing strategies?
- dividend reinvestment, when applicable.
BILL BERNSTEIN SHELTERED SAM 20/80 PORTFOLIO
Advanced Metrics
1 January 1985 - 31 March 2025 (~40 years)
Swipe left to see all data
| Metrics as of Mar 31, 2025 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
|
YTD
(3M) |
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~40Y) |
|
| Investment Return (%) | 2.20 | -0.10 | 2.20 | 0.63 | 5.93 | 2.25 | 3.99 | 3.14 | 3.88 | 5.26 | 6.62 |
| Growth of 1$ | 1.02 | 1.00 | 1.02 | 1.01 | 1.06 | 1.07 | 1.22 | 1.36 | 2.14 | 4.66 | 13.22 |
| US Inflation (%) | 0.63 | -0.05 | 0.63 | 1.59 | 2.39 | 3.60 | 4.37 | 3.08 | 2.55 | 2.53 | 2.79 |
| Returns / Inflation rates over 1 year are annualized. | |||||||||||
|
DRAWDOWN
|
Current | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | -0.10 | -1.62 | -8.73 | -11.24 | -11.24 | -11.24 | -11.24 | -11.24 | |||
| Start to Recovery (# months) | 1* | 2 | 24 | 31 | 31 | 31 | 31 | 31 | |||
| Start (yyyy mm) | 2024 04 | 2022 04 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | ||||
| Start to Bottom (# months) | 1 | 6 | 9 | 9 | 9 | 9 | 9 | ||||
| Bottom (yyyy mm) | 2024 04 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | ||||
| Bottom to End (# months) | 1 | 18 | 22 | 22 | 22 | 22 | 22 | ||||
| End (yyyy mm) | 2024 05 | 2024 03 | 2024 07 | 2024 07 | 2024 07 | 2024 07 | 2024 07 | ||||
| Longest Drawdown Depth (%) | -1.54 |
same |
same |
same |
same |
same |
same |
||||
| Start to Recovery (# months) | 3 | ||||||||||
| Start (yyyy mm) | 2024 12 | 2022 04 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | 2022 01 | ||||
| Start to Bottom (# months) | 1 | 6 | 9 | 9 | 9 | 9 | 9 | ||||
| Bottom (yyyy mm) | 2024 12 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | ||||
| Bottom to End (# months) | 2 | 18 | 22 | 22 | 22 | 22 | 22 | ||||
| End (yyyy mm) | 2025 02 | 2024 03 | 2024 07 | 2024 07 | 2024 07 | 2024 07 | 2024 07 | ||||
| Longest negative period (# months) | 4 | 25 | 36 | 36 | 36 | 36 | 36 | ||||
| Start (yyyy mm) | 2024 09 | 2022 04 | 2021 05 | 2021 05 | 2021 05 | 2021 05 | 2021 05 | ||||
| End (yyyy mm) | 2024 12 | 2024 04 | 2024 04 | 2024 04 | 2024 04 | 2024 04 | 2024 04 | ||||
| Annualized Return (%) | -0.88 | -0.33 | -0.09 | -0.09 | -0.09 | -0.09 | -0.09 | ||||
| Drawdowns / Negative periods marked with * are in progress | |||||||||||
| Deepest Drawdown Depth (%) | -10.62 | -2.46 | -11.90 | -18.11 | -18.11 | -18.11 | -18.11 | -18.11 | |||
| Start to Recovery (# months) | 46* | 6* | 36* | 46* | 46* | 46* | 46* | 46* | |||
| Start (yyyy mm) | 2024 10 | 2022 04 | 2021 06 | 2021 06 | 2021 06 | 2021 06 | 2021 06 | ||||
| Start to Bottom (# months) | 3 | 19 | 29 | 29 | 29 | 29 | 29 | ||||
| Bottom (yyyy mm) | 2024 12 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | ||||
| Bottom to End (# months) | 3 | 17 | 17 | 17 | 17 | 17 | 17 | ||||
| End (yyyy mm) | - | - | - | - | - | - | - | ||||
| Longest Drawdown Depth (%) |
same |
same |
same |
same |
same |
same |
same |
||||
| Start to Recovery (# months) | |||||||||||
| Start (yyyy mm) | 2024 10 | 2022 04 | 2021 06 | 2021 06 | 2021 06 | 2021 06 | 2021 06 | ||||
| Start to Bottom (# months) | 3 | 19 | 29 | 29 | 29 | 29 | 29 | ||||
| Bottom (yyyy mm) | 2024 12 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | ||||
| Bottom to End (# months) | 3 | 17 | 17 | 17 | 17 | 17 | 17 | ||||
| End (yyyy mm) | - | - | - | - | - | - | - | ||||
| Longest negative period (# months) | 6* | 36* | 60* | 118 | 150 | 150 | 150 | ||||
| Start (yyyy mm) | 2024 10 | 2022 04 | 2020 04 | 2015 04 | 2011 05 | 2011 05 | 2011 05 | ||||
| End (yyyy mm) | 2025 03 | 2025 03 | 2025 03 | 2025 01 | 2023 10 | 2023 10 | 2023 10 | ||||
| Annualized Return (%) | -1.88 | -1.29 | -0.36 | -0.02 | -0.03 | -0.03 | -0.03 | ||||
| Drawdowns / Negative periods marked with * are in progress | |||||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | ||||
| Standard Deviation (%) | 4.37 | 6.11 | 5.32 | 4.33 | 4.23 | 4.10 | 4.49 | ||||
| Sharpe Ratio | 0.24 | -0.31 | 0.29 | 0.33 | 0.56 | 0.73 | 0.77 | ||||
| Sortino Ratio | 0.29 | -0.42 | 0.38 | 0.44 | 0.72 | 0.96 | 1.06 | ||||
| Ulcer Index | 0.72 | 3.44 | 4.23 | 3.10 | 2.68 | 2.22 | 2.09 | ||||
| Ratio: Return / Standard Deviation | 1.36 | 0.37 | 0.75 | 0.73 | 0.92 | 1.28 | 1.48 | ||||
| Ratio: Return / Deepest Drawdown | 3.67 | 0.26 | 0.36 | 0.28 | 0.35 | 0.47 | 0.59 | ||||
| Positive Months (%) | 66.66 | 58.33 | 63.33 | 65.00 | 67.91 | 69.16 | 69.35 | ||||
| Positive Months | 8 | 21 | 38 | 78 | 163 | 249 | 335 | ||||
| Negative Months | 4 | 15 | 22 | 42 | 77 | 111 | 148 | ||||
|
LONG TERM RETURNS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | ||||
| Best 10 Years Return (%) - Annualized | 3.14 | 4.68 | 8.08 | 10.67 | |||||||
| Worst 10 Years Return (%) - Annualized | 2.27 | 2.27 | 2.27 | ||||||||
| Best 10 Years Return (%) - Annualized | 0.05 | 2.87 | 5.47 | 6.86 | |||||||
| Worst 10 Years Return (%) - Annualized | -0.49 | -0.49 | -0.49 | ||||||||
|
TIMEFRAMES
|
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |
| ··· As of Mar 2025 - Over the previous 30Y | |||||||||||
| Best Rolling Return (%) - Annualized | 15.50 | 11.42 | 8.88 | 8.08 | 6.34 | 5.26 | |||||
| Worst Rolling Return (%) - Annualized | -10.83 | -0.09 | 1.84 | 2.27 | 3.67 | ||||||
| Positive Periods (%) | 89.9 | 99.6 | 100.0 | 100.0 | 100.0 | 100.0 | |||||
| Best Rolling Return (%) - Annualized | 13.87 | 8.89 | 6.24 | 5.47 | 4.00 | 2.67 | |||||
| Worst Rolling Return (%) - Annualized | -16.25 | -5.29 | -1.85 | -0.49 | 1.06 | ||||||
| Positive Periods (%) | 81.9 | 87.6 | 88.0 | 93.7 | 100.0 | 100.0 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 1.51 | 2.07 | 2.16 | 3.69 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| 95% CVaR - Conditional Value at Risk (%) | 2.00 | 2.92 | 3.36 | 6.84 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| 99% VaR - Value at Risk (%) - Cumulative | 2.32 | 3.46 | 4.14 | 8.79 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| 99% CVaR - Conditional Value at Risk (%) | 2.83 | 4.35 | 5.39 | 10.11 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| Short term VaRs: analytical | 1+ year VaRs: historical data | |||||||||||
| Safe Withdrawal Rate (%) | 91.22 | 29.32 | 19.16 | 10.09 | 5.92 | 5.83 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | --- | 1.18 | 3.18 | |||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | |||||||||||
| ··· All available data (Jan 1985 - Mar 2025) | |||||||||||
| Best Rolling Return (%) - Annualized | 28.71 | 14.65 | 12.97 | 10.67 | 9.56 | 7.83 | |||||
| Worst Rolling Return (%) - Annualized | -10.83 | -0.09 | 1.84 | 2.27 | 3.67 | 4.89 | |||||
| Positive Periods (%) | 91.5 | 99.7 | 100.0 | 100.0 | 100.0 | 100.0 | |||||
| Best Rolling Return (%) - Annualized | 26.00 | 11.25 | 8.98 | 6.86 | 6.34 | 4.99 | |||||
| Worst Rolling Return (%) - Annualized | -16.25 | -5.29 | -1.85 | -0.49 | 1.06 | 2.31 | |||||
| Positive Periods (%) | 81.9 | 91.0 | 91.5 | 95.8 | 100.0 | 100.0 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 1.59 | 2.06 | 1.96 | 2.25 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | ||
| 95% CVaR - Conditional Value at Risk (%) | 2.13 | 2.99 | 3.27 | 5.68 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | ||
| 99% VaR - Value at Risk (%) - Cumulative | 2.47 | 3.59 | 4.12 | 7.75 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | ||
| 99% CVaR - Conditional Value at Risk (%) | 3.03 | 4.56 | 5.50 | 9.39 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | ||
| Short term VaRs: analytical | 1+ year VaRs: historical data | |||||||||||
| Safe Withdrawal Rate (%) | 91.22 | 29.32 | 19.16 | 10.09 | 5.92 | 5.43 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | --- | 1.18 | 2.72 | |||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | |||||||||||
- 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.
- Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
- Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
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Portfolio Components Correlation
Correlation measures to what degree the returns of two assets move in relation to each other. It is a statistical measure that describes the extent to which the returns of one asset are related to the returns of another asset.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 31 March 2025
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Correlation values range between -1 and +1
- A correlation of +1 indicates that the returns of the two assets move in perfect synchrony; when one asset's returns go up, the other asset's returns also go up by the same percentage, and vice versa. This perfect positive correlation implies that the assets perform similarly in different market conditions.
- A correlation of -1 indicates a perfect inverse relationship between the returns of the two assets. When one asset's returns go up, the other asset's returns go down by the same percentage. This perfect negative correlation suggests that the assets move in opposite directions, providing a diversification benefit by reducing overall portfolio risk.
- A correlation of 0 means that there is no linear relationship between the returns of the two assets. The returns of one asset do not predict the returns of the other.
Learn about historical correlations here: see how the main asset classes relate 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 20/80 PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
1 April 1995 - 31 March 2025 (30 Years)
1 January 1985 - 31 March 2025 (~40 years)
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Rolling Returns
For a detailed rolling return analysis, click here
Bill Bernstein Sheltered Sam 20/80 Portfolio: Rolling Returns
Bill Bernstein Sheltered Sam 20/80 Portfolio: 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 20/80 PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
1 April 1995 - 31 March 2025 (30 Years)
1 January 1985 - 31 March 2025 (~40 years)
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The values shown for the rolling periods represent key statistical points: the minimum, maximum, median, and the 15th and 85th percentiles. These percentiles give insight into the distribution of the data, indicating the range within which the central 70% of the values lie, while the median represents the middle value.
Seasonality
In which months is it better to invest in Bill Bernstein Sheltered Sam 20/80 Portfolio?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past. They are retrieved considering the time period from January 1985 to March 2025.
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For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the Bill Bernstein Sheltered Sam 20/80 Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
BILL BERNSTEIN SHELTERED SAM 20/80 PORTFOLIO
Monthly Returns Distribution
1 April 1995 - 31 March 2025 (30 Years)
1 January 1985 - 31 March 2025 (~40 years)
249 Positive Months (69%) - 111 Negative Months (31%)
335 Positive Months (69%) - 148 Negative Months (31%)
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Methodology
Returns, up to December 2010, 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:
Returns, up to December 2010, 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:
- Vanguard Value (VTV), up to December 2004
- Vanguard Large-Cap (VV), up to December 2004
- iShares S&P Small-Cap 600 Value (IJS), up to December 2000
- Vanguard Real Estate (VNQ), up to December 2004
- iShares MSCI EAFE Value (EFV), up to December 2005
- iShares MSCI Emerging Markets (EEM), up to December 2003
- iShares Core S&P Small-Cap (IJR), up to December 2000
- Vanguard FTSE Europe (VGK), up to December 2005
- Vanguard FTSE Pacific (VPL), up to December 2005
- iShares 1-3 Year Treasury Bond (SHY), up to December 2002
- iShares TIPS Bond (TIP), up to December 2003
- Aberdeen Standard Physical Precious Metals Basket Shares (GLTR), up to December 2010
Portfolio efficiency
Compare Bill Bernstein Sheltered Sam 20/80 Portfolio performance and efficiency against top portfolios to identify strengths and areas for improvement.
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Compare this portfolio with a list of famous portfolios. Metrics are calculated over the last 30 Years.
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Compare this portfolio with up to 3 other portfolios.
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The first official book of
Build wealth
with Lazy Portfolios and Passive Investing
with Lazy Portfolios and Passive Investing
