Bill Bernstein Sheltered Sam 30/70 Portfolio: ETF allocation and returns

Data Source: from January 1985 to January 2024 (~39 years)
Consolidated Returns as of 31 January 2024
Live Update: Feb 27 2024, 03:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.04%
1 Day
Feb 27 2024, 03:00PM Eastern Time
0.18%
Current Month
February 2024

The Bill Bernstein Sheltered Sam 30/70 Portfolio is a Medium Risk portfolio and can be implemented with 12 ETFs.

It's exposed for 29.1% on the Stock Market and for 0.9% on Commodities.

In the last 30 Years, the Bill Bernstein Sheltered Sam 30/70 Portfolio obtained a 5.58% compound annual return, with a 5.23% standard deviation.

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Asset Allocation and ETFs

The Bill Bernstein Sheltered Sam 30/70 Portfolio has the following asset allocation:

29.1% Stocks
70% Fixed Income
0.9% Commodities

The Bill Bernstein Sheltered Sam 30/70 Portfolio can be implemented with the following ETFs:

Weight (%) Ticker Currency ETF Name Investment Themes
7.50
VTV
USD Vanguard Value Equity, U.S., Large Cap, Value
6.00
VV
USD Vanguard Large-Cap Equity, U.S., Large Cap
4.50
IJS
USD iShares S&P Small-Cap 600 Value Equity, U.S., Small Cap, Value
3.00
VNQ
USD Vanguard Real Estate Real Estate, U.S.
2.10
EFV
USD iShares MSCI EAFE Value Equity, EAFE, Large Cap, Value
1.50
EEM
USD iShares MSCI Emerging Markets Equity, Emerging Markets, Large Cap
1.50
IJR
USD iShares Core S&P Small-Cap Equity, U.S., Small Cap
1.50
VGK
USD Vanguard FTSE Europe Equity, Developed Europe, Large Cap
1.50
VPL
USD Vanguard FTSE Pacific Equity, Developed Asia Pacific, Large Cap
42.00
SHY
USD iShares 1-3 Year Treasury Bond Bond, U.S., Short Term
28.00
TIP
USD iShares TIPS Bond Bond, U.S., All-Term
0.90
GLTR
USD Aberdeen Standard Physical Precious Metals Basket Shares Commodity, Broad Precious Metals

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 Jan 31, 2024

The Bill Bernstein Sheltered Sam 30/70 Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming: February 2024 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
BILL BERNSTEIN SHELTERED SAM 30/70 PORTFOLIO
Consolidated returns as of 31 January 2024
Live Update: Feb 27 2024, 03:00PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Jan 31, 2024
  1 Day Time ET(*) Feb 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~39Y)
Bill Bernstein Sheltered Sam 30/70 Portfolio 0.04 0.18 -0.21 2.50 3.82 3.94 3.58 5.58 7.25
US Inflation Adjusted return -0.51 0.83 0.70 -0.21 0.77 2.98 4.34
Components
VTV
USD Vanguard Value 0.00 03:00PM, Feb 27 2024 3.05 0.87 3.95 7.29 10.42 10.24 9.11 10.83
VV
USD Vanguard Large-Cap 0.16 02:59PM, Feb 27 2024 4.91 1.77 6.76 21.57 14.18 12.47 10.13 11.43
IJS
USD iShares S&P Small-Cap 600 Value 0.81 03:00PM, Feb 27 2024 2.03 -5.45 -2.56 -3.13 7.33 7.77 10.06 11.75
VNQ
USD Vanguard Real Estate 0.10 03:00PM, Feb 27 2024 0.08 -5.06 0.56 -3.87 3.85 6.36 8.40 9.15
EFV
USD iShares MSCI EAFE Value 0.36 02:59PM, Feb 27 2024 1.46 -1.07 2.87 8.71 5.46 3.37 5.20 8.89
EEM
USD iShares MSCI Emerging Markets 0.26 03:00PM, Feb 27 2024 5.56 -4.53 -6.72 -4.65 -0.02 2.27 3.80 8.57
IJR
USD iShares Core S&P Small-Cap 0.63 03:00PM, Feb 27 2024 3.15 -3.93 -0.35 1.83 7.89 8.60 9.70 10.87
VGK
USD Vanguard FTSE Europe 0.12 02:59PM, Feb 27 2024 2.82 -1.23 1.48 8.38 7.68 4.73 6.68 9.80
VPL
USD Vanguard FTSE Pacific 0.10 02:59PM, Feb 27 2024 3.71 -0.90 1.04 5.81 4.75 5.07 2.69 6.14
SHY
USD iShares 1-3 Year Treasury Bond -0.01 02:59PM, Feb 27 2024 -0.56 0.32 3.17 3.50 1.13 0.91 3.01 4.35
TIP
USD iShares TIPS Bond -0.09 03:00PM, Feb 27 2024 -1.64 0.33 2.02 1.51 2.41 1.92 4.90 6.73
GLTR
USD Aberdeen Standard Physical Precious Metals Basket Shares -0.14 02:58PM, Feb 27 2024 -0.92 -2.93 -2.28 -2.86 6.21 2.83 5.41 6.94
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Current inflation (annualized) is 1Y: 3.11% , 5Y: 4.16% , 10Y: 2.79% , 30Y: 2.53%

In 2023, the Bill Bernstein Sheltered Sam 30/70 Portfolio granted a 2.85% dividend yield. If you are interested in getting periodic income, please refer to the Bill Bernstein Sheltered Sam 30/70 Portfolio: Dividend Yield page.

Capital Growth as of Jan 31, 2024

An investment of 1$, since February 1994, now would be worth 5.11$, with a total return of 410.55% (5.58% annualized).

The Inflation Adjusted Capital now would be 2.41$, with a net total return of 141.19% (2.98% annualized).
An investment of 1$, since January 1985, now would be worth 15.44$, with a total return of 1443.58% (7.25% annualized).

The Inflation Adjusted Capital now would be 5.26$, with a net total return of 425.85% (4.34% annualized).

Portfolio Metrics as of Jan 31, 2024

Metrics of Bill Bernstein Sheltered Sam 30/70 Portfolio, updated as of 31 January 2024.

Metrics are calculated based on monthly returns, assuming:
BILL BERNSTEIN SHELTERED SAM 30/70 PORTFOLIO
Advanced Metrics
Data Source: 1 January 1985 - 31 January 2024 (~39 years)
Swipe left to see all data
Metrics as of Jan 31, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~39Y)
Investment Return (%) -0.21 6.83 2.50 3.82 1.64 3.94 3.58 4.44 5.58 7.25
Infl. Adjusted Return (%) details -0.51 6.09 0.83 0.70 -3.81 -0.21 0.77 1.82 2.98 4.34
US Inflation (%) 0.31 0.70 1.66 3.11 5.66 4.16 2.79 2.57 2.53 2.79
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -4.05 -12.55 -12.55 -12.55 -16.58 -16.58 -16.58
Start to Recovery (# months) details 5 25* 25* 25* 18 18 18
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2008 06 2008 06 2008 06
Start to Bottom (# months) 3 9 9 9 9 9 9
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 2 16 16 16 9 9 9
End (yyyy mm) 2023 12 - - - 2009 11 2009 11 2009 11
Longest Drawdown Depth (%) -1.82
same as
deepest

same as
deepest

same as
deepest
-12.55 -12.55 -12.55
Start to Recovery (# months) details 6 25* 25* 25*
Start (yyyy mm) 2023 02 2022 01 2022 01 2022 01 2022 01 2022 01 2022 01
Start to Bottom (# months) 1 9 9 9 9 9 9
Bottom (yyyy mm) 2023 02 2022 09 2022 09 2022 09 2022 09 2022 09 2022 09
Bottom to End (# months) 5 16 16 16 16 16 16
End (yyyy mm) 2023 07 - - - - - -
Longest negative period (# months) details 9 33 34 34 41 41 41
Period Start (yyyy mm) 2023 02 2021 02 2021 01 2021 01 2005 10 2005 10 2005 10
Period End (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2009 02 2009 02 2009 02
Annualized Return (%) -3.73 -0.62 -0.49 -0.49 -0.15 -0.15 -0.15
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -5.08 -18.58 -18.58 -18.58 -18.58 -18.58 -18.58
Start to Recovery (# months) details 11 32* 32* 32* 32* 32* 32*
Start (yyyy mm) 2023 02 2021 06 2021 06 2021 06 2021 06 2021 06 2021 06
Start to Bottom (# months) 9 16 16 16 16 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2022 09 2022 09 2022 09
Bottom to End (# months) 2 16 16 16 16 16 16
End (yyyy mm) 2023 12 - - - - - -
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details
Start (yyyy mm) 2023 02 2021 06 2021 06 2021 06 2021 06 2021 06 2021 06
Start to Bottom (# months) 9 16 16 16 16 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2022 09 2022 09 2022 09
Bottom to End (# months) 2 16 16 16 16 16 16
End (yyyy mm) 2023 12 - - - - - -
Longest negative period (# months) details 10 36* 60* 113 113 113 113
Period Start (yyyy mm) 2023 02 2021 02 2019 02 2014 06 2014 06 2014 06 2014 06
Period End (yyyy mm) 2023 11 2024 01 2024 01 2023 10 2023 10 2023 10 2023 10
Annualized Return (%) -2.05 -3.81 -0.21 -0.09 -0.09 -0.09 -0.09
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 6.39 7.04 6.61 5.32 5.43 5.23 5.51
Sharpe Ratio -0.20 -0.08 0.33 0.46 0.57 0.64 0.59
Sortino Ratio -0.30 -0.11 0.43 0.61 0.74 0.83 0.79
Ulcer Index 1.59 5.65 4.51 3.33 3.38 2.91 2.65
Ratio: Return / Standard Deviation 0.60 0.23 0.60 0.67 0.82 1.07 1.32
Ratio: Return / Deepest Drawdown 0.94 0.13 0.31 0.28 0.27 0.34 0.44
% Positive Months details 50% 55% 65% 67% 69% 69% 70%
Positive Months 6 20 39 81 166 251 331
Negative Months 6 16 21 39 74 109 138
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 3.58 6.00 9.17 11.34
Worst 10 Years Return (%) - Annualized 2.92 2.92 2.92
Best 10 Years Return (%) - Annualized 0.77 4.17 6.53 7.53
Worst 10 Years Return (%) - Annualized 0.13 0.13 0.13
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 20.69 13.15 10.45 9.17 7.14 5.58
Worst Rolling Return (%) - Annualized -15.69 -1.11 1.75 2.92 4.32
% Positive Periods 89% 99% 100% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 90.69 30.81 19.95 10.81 6.36 5.75
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.14 1.87 3.37
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 18.14 10.43 7.88 6.53 4.72 2.98
Worst Rolling Return (%) - Annualized -16.91 -4.09 -1.44 0.13 1.70
% Positive Periods 83% 91% 93% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 90.69 30.81 19.95 10.81 6.36 5.75
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.14 1.87 3.37
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1985 - Jan 2024)
Best Rolling Return (%) - Annualized 30.24 15.73 14.11 11.34 10.17 8.42
Worst Rolling Return (%) - Annualized -15.69 -1.11 1.75 2.92 4.32 5.44
% Positive Periods 91% 99% 100% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 90.69 30.81 19.95 10.81 6.36 5.75
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.14 1.87 3.31
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 27.49 12.31 10.07 7.53 6.93 5.55
Worst Rolling Return (%) - Annualized -16.91 -4.09 -1.44 0.13 1.70 2.85
% Positive Periods 82% 93% 95% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 90.69 30.81 19.95 10.81 6.36 5.75
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.14 1.87 3.31
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 January 2024
Swipe left to see all data
Asset
VTV
VV
IJS
VNQ
EFV
EEM
IJR
VGK
VPL
SHY
TIP
GLTR
VTV
-
0.89
0.86
0.91
0.95
0.83
0.84
0.92
0.89
0.36
0.66
0.30
VV
0.89
-
0.74
0.88
0.79
0.86
0.75
0.88
0.92
0.44
0.75
0.42
IJS
0.86
0.74
-
0.91
0.83
0.73
1.00
0.77
0.77
0.14
0.48
0.05
VNQ
0.91
0.88
0.91
-
0.87
0.83
0.89
0.90
0.89
0.43
0.70
0.34
EFV
0.95
0.79
0.83
0.87
-
0.83
0.79
0.93
0.85
0.33
0.62
0.29
EEM
0.83
0.86
0.73
0.83
0.83
-
0.72
0.83
0.96
0.51
0.69
0.57
IJR
0.84
0.75
1.00
0.89
0.79
0.72
-
0.74
0.77
0.14
0.48
0.03
VGK
0.92
0.88
0.77
0.90
0.93
0.83
0.74
-
0.88
0.48
0.80
0.45
VPL
0.89
0.92
0.77
0.89
0.85
0.96
0.77
0.88
-
0.59
0.80
0.52
SHY
0.36
0.44
0.14
0.43
0.33
0.51
0.14
0.48
0.59
-
0.86
0.80
TIP
0.66
0.75
0.48
0.70
0.62
0.69
0.48
0.80
0.80
0.86
-
0.67
GLTR
0.30
0.42
0.05
0.34
0.29
0.57
0.03
0.45
0.52
0.80
0.67
-
Asset
VTV
VV
IJS
VNQ
EFV
EEM
IJR
VGK
VPL
SHY
TIP
GLTR
VTV
-
0.91
0.90
0.81
0.90
0.71
0.90
0.91
0.84
0.01
0.47
0.30
VV
0.91
-
0.83
0.85
0.80
0.72
0.87
0.89
0.85
0.15
0.63
0.37
IJS
0.90
0.83
-
0.77
0.86
0.74
0.99
0.83
0.82
-0.03
0.41
0.20
VNQ
0.81
0.85
0.77
-
0.74
0.67
0.80
0.83
0.76
0.16
0.68
0.35
EFV
0.90
0.80
0.86
0.74
-
0.81
0.85
0.95
0.90
0.07
0.42
0.31
EEM
0.71
0.72
0.74
0.67
0.81
-
0.74
0.82
0.87
0.21
0.47
0.47
IJR
0.90
0.87
0.99
0.80
0.85
0.74
-
0.85
0.84
0.00
0.48
0.23
VGK
0.91
0.89
0.83
0.83
0.95
0.82
0.85
-
0.92
0.20
0.58
0.41
VPL
0.84
0.85
0.82
0.76
0.90
0.87
0.84
0.92
-
0.26
0.57
0.38
SHY
0.01
0.15
-0.03
0.16
0.07
0.21
0.00
0.20
0.26
-
0.63
0.29
TIP
0.47
0.63
0.41
0.68
0.42
0.47
0.48
0.58
0.57
0.63
-
0.45
GLTR
0.30
0.37
0.20
0.35
0.31
0.47
0.23
0.41
0.38
0.29
0.45
-
Asset
VTV
VV
IJS
VNQ
EFV
EEM
IJR
VGK
VPL
SHY
TIP
GLTR
VTV
-
0.93
0.88
0.71
0.86
0.68
0.88
0.85
0.80
-0.08
0.36
0.18
VV
0.93
-
0.82
0.75
0.79
0.69
0.85
0.85
0.83
0.05
0.51
0.23
IJS
0.88
0.82
-
0.69
0.77
0.64
0.99
0.74
0.75
-0.10
0.32
0.10
VNQ
0.71
0.75
0.69
-
0.61
0.56
0.71
0.68
0.66
0.18
0.63
0.28
EFV
0.86
0.79
0.77
0.61
-
0.79
0.75
0.95
0.89
-0.01
0.35
0.23
EEM
0.68
0.69
0.64
0.56
0.79
-
0.63
0.78
0.86
0.16
0.45
0.42
IJR
0.88
0.85
0.99
0.71
0.75
0.63
-
0.75
0.76
-0.07
0.36
0.11
VGK
0.85
0.85
0.74
0.68
0.95
0.78
0.75
-
0.87
0.12
0.49
0.31
VPL
0.80
0.83
0.75
0.66
0.89
0.86
0.76
0.87
-
0.14
0.49
0.30
SHY
-0.08
0.05
-0.10
0.18
-0.01
0.16
-0.07
0.12
0.14
-
0.63
0.31
TIP
0.36
0.51
0.32
0.63
0.35
0.45
0.36
0.49
0.49
0.63
-
0.47
GLTR
0.18
0.23
0.10
0.28
0.23
0.42
0.11
0.31
0.30
0.31
0.47
-
Asset
VTV
VV
IJS
VNQ
EFV
EEM
IJR
VGK
VPL
SHY
TIP
GLTR
VTV
-
0.95
0.85
0.64
0.82
0.72
0.80
0.83
0.68
-0.14
0.17
0.38
VV
0.95
-
0.82
0.62
0.79
0.73
0.82
0.84
0.71
-0.12
0.21
0.38
IJS
0.85
0.82
-
0.69
0.75
0.68
0.96
0.74
0.63
-0.16
0.13
0.38
VNQ
0.64
0.62
0.69
-
0.62
0.53
0.65
0.61
0.51
-0.02
0.33
0.39
EFV
0.82
0.79
0.75
0.62
-
0.78
0.73
0.94
0.84
-0.14
0.17
0.47
EEM
0.72
0.73
0.68
0.53
0.78
-
0.70
0.78
0.76
-0.10
0.19
0.61
IJR
0.80
0.82
0.96
0.65
0.73
0.70
-
0.74
0.65
-0.18
0.12
0.40
VGK
0.83
0.84
0.74
0.61
0.94
0.78
0.74
-
0.74
-0.10
0.21
0.44
VPL
0.68
0.71
0.63
0.51
0.84
0.76
0.65
0.74
-
-0.11
0.21
0.50
SHY
-0.14
-0.12
-0.16
-0.02
-0.14
-0.10
-0.18
-0.10
-0.11
-
0.62
0.04
TIP
0.17
0.21
0.13
0.33
0.17
0.19
0.12
0.21
0.21
0.62
-
0.29
GLTR
0.38
0.38
0.38
0.39
0.47
0.61
0.40
0.44
0.50
0.04
0.29
-
Asset
VTV
VV
IJS
VNQ
EFV
EEM
IJR
VGK
VPL
SHY
TIP
GLTR
VTV
-
0.95
0.85
0.64
0.83
0.68
0.81
0.79
0.55
-0.03
0.21
0.32
VV
0.95
-
0.83
0.61
0.81
0.69
0.83
0.79
0.57
-0.02
0.25
0.32
IJS
0.85
0.83
-
0.70
0.76
0.64
0.96
0.71
0.51
-0.10
0.15
0.33
VNQ
0.64
0.61
0.70
-
0.61
0.49
0.66
0.57
0.42
0.02
0.30
0.33
EFV
0.83
0.81
0.76
0.61
-
0.71
0.74
0.89
0.71
-0.01
0.22
0.41
EEM
0.68
0.69
0.64
0.49
0.71
-
0.66
0.68
0.59
0.02
0.21
0.44
IJR
0.81
0.83
0.96
0.66
0.74
0.66
-
0.70
0.52
-0.11
0.13
0.33
VGK
0.79
0.79
0.71
0.57
0.89
0.68
0.70
-
0.68
0.02
0.23
0.41
VPL
0.55
0.57
0.51
0.42
0.71
0.59
0.52
0.68
-
0.02
0.21
0.42
SHY
-0.03
-0.02
-0.10
0.02
-0.01
0.02
-0.11
0.02
0.02
-
0.71
-0.02
TIP
0.21
0.25
0.15
0.30
0.22
0.21
0.13
0.23
0.21
0.71
-
0.14
GLTR
0.32
0.32
0.33
0.33
0.41
0.44
0.33
0.41
0.42
-0.02
0.14
-

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 30/70 PORTFOLIO
Drawdown periods
Drawdown periods - 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
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-16.58% Jun 2008 Feb 2009 9 Nov 2009 9 18 8.33
-12.55% Jan 2022 Sep 2022 9 in progress 16 25 6.73
-6.24% Feb 2020 Mar 2020 2 Jul 2020 4 6 2.82
-5.67% Feb 1994 Jun 1994 5 Apr 1995 10 15 3.82
-4.37% May 2011 Sep 2011 5 Jan 2012 4 9 1.55
-4.01% Jul 1998 Aug 1998 2 Oct 1998 2 4 1.90
-3.98% Sep 2018 Dec 2018 4 Mar 2019 3 7 1.92
-3.54% May 2015 Sep 2015 5 Apr 2016 7 12 2.07
-3.32% May 2010 Jun 2010 2 Sep 2010 3 5 1.87
-3.26% Apr 2004 Apr 2004 1 Sep 2004 5 6 1.71
-2.64% May 2013 Jun 2013 2 Oct 2013 4 6 1.42
-2.62% Jun 2002 Jul 2002 2 Dec 2002 5 7 1.47
-2.18% Feb 1999 Feb 1999 1 Apr 1999 2 3 1.18
-2.11% Aug 2001 Sep 2001 2 Dec 2001 3 5 0.90
-1.94% Sep 2014 Sep 2014 1 Jan 2015 4 5 0.85
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 180 2.0 Months 49.86%
 
DD = 0% 49.86%
 
0% < DD <= -5% 145 2.5 Months 40.17%
 
DD <= -5% 90.03%
 
-5% < DD <= -10% 28 12.9 Months 7.76%
 
DD <= -10% 97.78%
 
-10% < DD <= -15% 7 51.6 Months 1.94%
 
DD <= -15% 99.72%
 
-15% < DD <= -20% 1 361.0 Months 0.28%
 
DD <= -20% 100.00%
 
-20% < DD <= -25% 0 - 0.00%
 
DD <= -25% 100.00%
 
-25% < DD <= -30% 0 - 0.00%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-18.58% Jun 2021 Sep 2022 16 in progress 16 32 12.24
-16.97% Nov 2007 Feb 2009 16 Mar 2010 13 29 7.39
-7.68% Feb 1994 Nov 1994 10 May 1995 6 16 5.12
-5.97% Feb 2020 Mar 2020 2 Jul 2020 4 6 2.50
-5.43% May 2011 Sep 2011 5 Jan 2012 4 9 2.23
-4.55% Feb 2018 Dec 2018 11 Apr 2019 4 15 1.94
-4.44% May 1998 Aug 1998 4 Nov 1998 3 7 1.74
-4.28% Mar 2015 Sep 2015 7 Jul 2016 10 17 2.39
-3.41% Apr 2004 Apr 2004 1 Nov 2004 7 8 1.99
-3.23% May 2010 Jun 2010 2 Sep 2010 3 5 1.88
-2.98% May 2013 Aug 2013 4 Oct 2013 2 6 1.74
-2.98% Jun 2002 Mar 2003 10 May 2003 2 12 2.01
-2.50% Aug 2001 Sep 2001 2 Dec 2001 3 5 1.07
-2.24% Sep 2005 Oct 2005 2 Dec 2005 2 4 1.07
-2.18% Feb 1996 Jul 1996 6 Sep 1996 2 8 1.31
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 128 2.8 Months 35.46%
 
DD = 0% 35.46%
 
0% < DD <= -5% 184 2.0 Months 50.97%
 
DD <= -5% 86.43%
 
-5% < DD <= -10% 22 16.4 Months 6.09%
 
DD <= -10% 92.52%
 
-10% < DD <= -15% 16 22.6 Months 4.43%
 
DD <= -15% 96.95%
 
-15% < DD <= -20% 11 32.8 Months 3.05%
 
DD <= -20% 100.00%
 
-20% < DD <= -25% 0 - 0.00%
 
DD <= -25% 100.00%
 
-25% < DD <= -30% 0 - 0.00%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-16.58% Jun 2008 Feb 2009 9 Nov 2009 9 18 8.33
-12.55% Jan 2022 Sep 2022 9 in progress 16 25 6.73
-7.59% Sep 1987 Nov 1987 3 Jun 1988 7 10 3.58
-6.24% Feb 2020 Mar 2020 2 Jul 2020 4 6 2.82
-5.67% Feb 1994 Jun 1994 5 Apr 1995 10 15 3.82
-4.64% Aug 1990 Sep 1990 2 Dec 1990 3 5 2.79
-4.37% May 2011 Sep 2011 5 Jan 2012 4 9 1.55
-4.01% Jul 1998 Aug 1998 2 Oct 1998 2 4 1.90
-3.98% Sep 2018 Dec 2018 4 Mar 2019 3 7 1.92
-3.54% May 2015 Sep 2015 5 Apr 2016 7 12 2.07
-3.35% Jan 1990 Apr 1990 4 May 1990 1 5 2.11
-3.32% May 2010 Jun 2010 2 Sep 2010 3 5 1.87
-3.26% Apr 2004 Apr 2004 1 Sep 2004 5 6 1.71
-2.64% May 2013 Jun 2013 2 Oct 2013 4 6 1.42
-2.63% Sep 1986 Sep 1986 1 Nov 1986 2 3 1.42
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 248 1.9 Months 52.77%
 
DD = 0% 52.77%
 
0% < DD <= -5% 183 2.6 Months 38.94%
 
DD <= -5% 91.70%
 
-5% < DD <= -10% 31 15.2 Months 6.60%
 
DD <= -10% 98.30%
 
-10% < DD <= -15% 7 67.1 Months 1.49%
 
DD <= -15% 99.79%
 
-15% < DD <= -20% 1 470.0 Months 0.21%
 
DD <= -20% 100.00%
 
-20% < DD <= -25% 0 - 0.00%
 
DD <= -25% 100.00%
 
-25% < DD <= -30% 0 - 0.00%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-18.58% Jun 2021 Sep 2022 16 in progress 16 32 12.24
-16.97% Nov 2007 Feb 2009 16 Mar 2010 13 29 7.39
-8.47% Sep 1987 Nov 1987 3 Jan 1989 14 17 3.66
-7.68% Feb 1994 Nov 1994 10 May 1995 6 16 5.12
-7.13% Jan 1990 Sep 1990 9 Feb 1991 5 14 3.91
-5.97% Feb 2020 Mar 2020 2 Jul 2020 4 6 2.50
-5.43% May 2011 Sep 2011 5 Jan 2012 4 9 2.23
-4.55% Feb 2018 Dec 2018 11 Apr 2019 4 15 1.94
-4.44% May 1998 Aug 1998 4 Nov 1998 3 7 1.74
-4.28% Mar 2015 Sep 2015 7 Jul 2016 10 17 2.39
-3.41% Apr 2004 Apr 2004 1 Nov 2004 7 8 1.99
-3.23% May 2010 Jun 2010 2 Sep 2010 3 5 1.88
-2.99% Sep 1986 Sep 1986 1 Jan 1987 4 5 1.46
-2.98% May 2013 Aug 2013 4 Oct 2013 2 6 1.74
-2.98% Jun 2002 Mar 2003 10 May 2003 2 12 2.01
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 179 2.6 Months 38.09%
 
DD = 0% 38.09%
 
0% < DD <= -5% 235 2.0 Months 50.00%
 
DD <= -5% 88.09%
 
-5% < DD <= -10% 29 16.2 Months 6.17%
 
DD <= -10% 94.26%
 
-10% < DD <= -15% 16 29.4 Months 3.40%
 
DD <= -15% 97.66%
 
-15% < DD <= -20% 11 42.7 Months 2.34%
 
DD <= -20% 100.00%
 
-20% < DD <= -25% 0 - 0.00%
 
DD <= -25% 100.00%
 
-25% < DD <= -30% 0 - 0.00%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 

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 30/70 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 -15.69 03/2008
02/2009
0.84$ 2.03 1.02$ 5.95 1.05$ 10.67 1.10$ 20.69 03/2009
02/2010
1.20$ 3.82 10.32%
2Y -5.33 03/2007
02/2009
0.89$ 1.92 1.03$ 6.22 1.12$ 9.69 1.20$ 15.17 03/2009
02/2011
1.32$ -0.38 7.42%
3Y -1.11 03/2006
02/2009
0.96$ 2.88 1.08$ 6.00 1.19$ 8.62 1.28$ 13.15 01/1995
12/1997
1.44$ 1.64 0.31%
5Y 1.75 03/2004
02/2009
1.09$ 3.63 1.19$ 5.38 1.29$ 8.12 1.47$ 10.45 01/1995
12/1999
1.64$ 3.94 0.00%
7Y 2.83 04/2013
03/2020
1.21$ 3.95 1.31$ 5.21 1.42$ 7.55 1.66$ 9.44 12/1994
11/2001
1.88$ 3.70 0.00%
10Y 2.92 11/2013
10/2023
1.33$ 4.13 1.49$ 5.48 1.70$ 7.80 2.11$ 9.17 01/1995
12/2004
2.40$ 3.58 0.00%
15Y 3.43 10/2007
09/2022
1.65$ 4.52 1.94$ 5.47 2.22$ 6.83 2.69$ 7.63 12/1994
11/2009
3.01$ 4.96 0.00%
20Y 4.32 11/2003
10/2023
2.32$ 5.00 2.65$ 5.47 2.89$ 6.51 3.52$ 7.14 12/1994
11/2014
3.97$ 4.44 0.00%
30Y 5.58 02/1994
01/2024
5.10$ 5.58 5.10$ 5.58 5.10$ 5.58 5.10$ 5.58 02/1994
01/2024
5.10$ 5.58 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 -16.91 10/2021
09/2022
0.83$ -0.75 0.99$ 3.70 1.03$ 7.80 1.07$ 18.14 03/2009
02/2010
1.18$ 0.70 16.33%
2Y -9.02 11/2021
10/2023
0.82$ 0.73 1.01$ 3.56 1.07$ 7.02 1.14$ 12.76 03/2009
02/2011
1.27$ -4.87 12.46%
3Y -4.09 12/2020
11/2023
0.88$ 1.15 1.03$ 3.56 1.11$ 5.97 1.18$ 10.43 04/1995
03/1998
1.34$ -3.81 8.31%
5Y -1.44 10/2017
09/2022
0.93$ 1.67 1.08$ 3.10 1.16$ 5.54 1.30$ 7.88 01/1995
12/1999
1.46$ -0.21 6.64%
7Y -0.46 10/2016
09/2023
0.96$ 2.21 1.16$ 3.05 1.23$ 4.93 1.40$ 6.82 12/1994
11/2001
1.58$ 0.21 1.44%
10Y 0.13 11/2013
10/2023
1.01$ 2.33 1.25$ 3.22 1.37$ 5.14 1.65$ 6.53 01/1995
12/2004
1.88$ 0.77 0.00%
15Y 1.03 10/2007
09/2022
1.16$ 2.34 1.41$ 3.33 1.63$ 4.32 1.88$ 4.99 12/1994
11/2009
2.07$ 2.34 0.00%
20Y 1.70 11/2003
10/2023
1.40$ 2.44 1.61$ 3.25 1.89$ 4.10 2.23$ 4.72 12/1994
11/2014
2.51$ 1.82 0.00%
30Y 2.98 02/1994
01/2024
2.41$ 2.98 2.41$ 2.98 2.41$ 2.98 2.41$ 2.98 02/1994
01/2024
2.41$ 2.98 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 -15.69 03/2008
02/2009
0.84$ 2.27 1.02$ 6.68 1.06$ 13.28 1.13$ 30.24 04/1985
03/1986
1.30$ 3.82 8.73%
2Y -5.33 03/2007
02/2009
0.89$ 3.04 1.06$ 7.07 1.14$ 11.03 1.23$ 21.97 03/1985
02/1987
1.48$ -0.38 5.61%
3Y -1.11 03/2006
02/2009
0.96$ 3.21 1.09$ 6.91 1.22$ 10.23 1.33$ 15.73 10/1990
09/1993
1.55$ 1.64 0.23%
5Y 1.75 03/2004
02/2009
1.09$ 3.88 1.20$ 7.10 1.40$ 9.95 1.60$ 14.11 01/1985
12/1989
1.93$ 3.94 0.00%
7Y 2.83 04/2013
03/2020
1.21$ 4.25 1.33$ 6.92 1.59$ 10.06 1.95$ 13.19 01/1985
12/1991
2.38$ 3.70 0.00%
10Y 2.92 11/2013
10/2023
1.33$ 4.42 1.54$ 6.31 1.84$ 9.76 2.53$ 11.34 10/1985
09/1995
2.92$ 3.58 0.00%
15Y 3.43 10/2007
09/2022
1.65$ 4.72 1.99$ 6.53 2.58$ 9.09 3.68$ 10.94 01/1985
12/1999
4.74$ 4.96 0.00%
20Y 4.32 11/2003
10/2023
2.32$ 5.30 2.80$ 6.83 3.74$ 8.71 5.31$ 10.17 01/1985
12/2004
6.94$ 4.44 0.00%
30Y 5.44 11/1993
10/2023
4.90$ 6.03 5.78$ 6.88 7.35$ 7.38 8.46$ 8.42 01/1985
12/2014
11.31$ 5.58 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 -16.91 10/2021
09/2022
0.83$ -0.88 0.99$ 4.19 1.04$ 10.24 1.10$ 27.49 04/1985
03/1986
1.27$ 0.70 17.25%
2Y -9.02 11/2021
10/2023
0.82$ 1.17 1.02$ 3.85 1.07$ 8.19 1.17$ 18.93 03/1985
02/1987
1.41$ -4.87 9.42%
3Y -4.09 12/2020
11/2023
0.88$ 1.59 1.04$ 4.10 1.12$ 7.00 1.22$ 12.31 11/1990
10/1993
1.41$ -3.81 6.22%
5Y -1.44 10/2017
09/2022
0.93$ 1.92 1.09$ 4.33 1.23$ 6.85 1.39$ 10.07 01/1985
12/1989
1.61$ -0.21 4.88%
7Y -0.46 10/2016
09/2023
0.96$ 2.34 1.17$ 4.18 1.33$ 6.61 1.56$ 8.91 01/1985
12/1991
1.81$ 0.21 1.04%
10Y 0.13 11/2013
10/2023
1.01$ 2.53 1.28$ 3.78 1.44$ 6.53 1.88$ 7.53 10/1985
09/1995
2.06$ 0.77 0.00%
15Y 1.03 10/2007
09/2022
1.16$ 2.64 1.47$ 3.94 1.78$ 5.97 2.38$ 7.52 01/1985
12/1999
2.96$ 2.34 0.00%
20Y 1.70 11/2003
10/2023
1.40$ 3.11 1.84$ 4.44 2.38$ 5.49 2.91$ 6.93 01/1985
12/2004
3.82$ 1.82 0.00%
30Y 2.85 11/1993
10/2023
2.32$ 3.44 2.75$ 4.39 3.62$ 4.68 3.94$ 5.55 01/1985
12/2014
5.05$ 2.98 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Bill Bernstein Sheltered Sam 30/70 Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Bill Bernstein Sheltered Sam 30/70 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.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.28
60%
-0.44
40%
-0.30
60%
0.76
80%
-0.05
60%
0.27
80%
1.48
100%
-0.24
60%
-1.78
20%
0.72
60%
2.07
80%
1.31
80%
Best 3.1
2023
0.9
2021
1.4
2023
3.5
2020
1.1
2020
2.3
2019
3.1
2022
1.6
2020
0.6
2019
2.7
2022
3.8
2020
3.2
2023
Worst -1.9
2022
-1.8
2023
-4.5
2020
-2.7
2022
-1.5
2023
-3.5
2022
0.2
2019
-2.5
2022
-5.0
2022
-1.1
2023
-0.7
2021
-1.5
2022
Monthly Seasonality over the period Feb 1985 - Jan 2024
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.59
70%
-0.03
60%
0.15
70%
0.57
90%
0.15
60%
0.29
80%
1.00
90%
-0.12
60%
-1.10
30%
0.41
60%
1.29
80%
0.46
60%
Best 3.1
2019
1.5
2014
2.8
2016
3.5
2020
1.1
2020
2.3
2019
3.1
2022
1.6
2020
0.7
2017
2.7
2022
3.8
2020
3.2
2023
Worst -1.9
2022
-1.8
2023
-4.5
2020
-2.7
2022
-1.5
2023
-3.5
2022
-0.7
2014
-2.5
2022
-5.0
2022
-2.5
2018
-0.7
2021
-2.0
2018
Monthly Seasonality over the period Feb 1985 - Jan 2024
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.79
73%
0.38
72%
0.55
74%
0.75
85%
0.64
62%
0.50
69%
0.82
69%
0.29
64%
0.02
56%
0.44
72%
0.85
72%
1.13
79%
Best 4.0
1987
4.6
1986
4.4
1986
3.5
2020
4.9
1985
3.0
1986
3.5
1997
3.9
1986
2.9
1997
3.8
2011
3.8
2020
5.5
1991
Worst -3.8
2009
-4.1
2009
-4.5
2020
-3.3
2004
-2.4
2010
-3.5
2022
-1.9
2002
-3.4
1990
-5.0
2022
-7.2
2008
-1.5
1994
-2.0
2018
Monthly Seasonality over the period Feb 1985 - Jan 2024

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Bill Bernstein Sheltered Sam 30/70 Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

BILL BERNSTEIN SHELTERED SAM 30/70 PORTFOLIO
Monthly Returns Distribution
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1985 - 31 January 2024 (~39 years)
251 Positive Months (70%) - 109 Negative Months (30%)
331 Positive Months (71%) - 138 Negative Months (29%)
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(Scroll down to see all data)
Investment 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:
  • VTV - Vanguard Value (VTV), up to December 2004
  • VV - Vanguard Large-Cap (VV), up to December 2004
  • IJS - iShares S&P Small-Cap 600 Value (IJS), up to December 2000
  • VNQ - Vanguard Real Estate (VNQ), up to December 2004
  • EFV - iShares MSCI EAFE Value (EFV), up to December 2005
  • EEM - iShares MSCI Emerging Markets (EEM), up to December 2003
  • IJR - iShares Core S&P Small-Cap (IJR), up to December 2000
  • VGK - Vanguard FTSE Europe (VGK), up to December 2005
  • VPL - Vanguard FTSE Pacific (VPL), up to December 2005
  • SHY - iShares 1-3 Year Treasury Bond (SHY), up to December 2002
  • TIP - iShares TIPS Bond (TIP), up to December 2003
  • GLTR - Aberdeen Standard Physical Precious Metals Basket Shares (GLTR), up to December 2010

Portfolio efficiency

The following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.

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30 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Simplified Permanent Portfolio +6.77 6.90 -16.43 25 50 25
Desert Portfolio Gyroscopic Investing +6.50 5.52 -14.72 30 60 10
Permanent Portfolio Harry Browne +6.39 6.60 -15.92 25 50 25
Larry Portfolio Larry Swedroe +5.73 5.59 -15.96 30 70 0
Stocks/Bonds 20/80 +5.59 4.93 -16.57 20 80 0
Sheltered Sam 30/70 Bill Bernstein +5.58 5.23 -16.58 29.1 70 0.9

Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Medium Risk categorization.

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30 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 40/60 Momentum +7.86 7.02 -21.11 40 60 0
Couch Potato Scott Burns +7.86 8.77 -27.04 50 50 0
All Weather Portfolio Ray Dalio +7.22 7.43 -20.58 30 55 15
Robo Advisor 50 Betterment +7.01 9.31 -30.72 49.9 50.1 0
PISI Portfolio Davide Pisicchio +6.90 6.50 -18.36 30 60 10
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