Data Source: from January 1985 to May 2023 (~38 years)
Consolidated Returns as of 31 May 2023
Live Update: Jun 02 2023
Consolidated Returns as of 31 May 2023
Live Update: Jun 02 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
1.45%
1 Day
Jun 02 2023
2.16%
Current Month
June 2023
The Bill Bernstein Sheltered Sam 70/30 Portfolio is a High Risk portfolio and can be implemented with 12 ETFs.
It's exposed for 67.9% on the Stock Market and for 2.1% on Commodities.
In the last 30 Years, the Bill Bernstein Sheltered Sam 70/30 Portfolio obtained a 7.72% compound annual return, with a 10.60% standard deviation.
Asset Allocation and ETFs
The Bill Bernstein Sheltered Sam 70/30 Portfolio has the following asset allocation:
67.9% Stocks
30% Fixed Income
2.1% Commodities
The Bill Bernstein Sheltered Sam 70/30 Portfolio can be implemented with the following ETFs:
| Weight (%) | Ticker | ETF Name | Investment Themes |
|---|---|---|---|
| 17.50 |
VTV
|
Vanguard Value | Equity, U.S., Large Cap, Value |
| 14.00 |
VV
|
Vanguard Large-Cap | Equity, U.S., Large Cap |
| 10.50 |
IJS
|
iShares S&P Small-Cap 600 Value | Equity, U.S., Small Cap, Value |
| 7.00 |
VNQ
|
Vanguard Real Estate | Real Estate, U.S. |
| 4.90 |
EFV
|
iShares MSCI EAFE Value | Equity, EAFE, Large Cap, Value |
| 3.50 |
IJR
|
iShares Core S&P Small-Cap | Equity, U.S., Small Cap |
| 3.50 |
EEM
|
iShares MSCI Emerging Markets | Equity, Emerging Markets, Large Cap |
| 3.50 |
VGK
|
Vanguard FTSE Europe | Equity, Developed Europe, Large Cap |
| 3.50 |
VPL
|
Vanguard FTSE Pacific | Equity, Developed Asia Pacific, Large Cap |
| 18.00 |
SHY
|
iShares 1-3 Year Treasury Bond | Bond, U.S., Short Term |
| 12.00 |
TIP
|
iShares TIPS Bond | Bond, U.S., All-Term |
| 2.10 |
GLTR
|
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 May 31, 2023
The Bill Bernstein Sheltered Sam 70/30 Portfolio guaranteed the following returns.
Portfolio returns are calculated in USD, assuming:
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
BILL BERNSTEIN SHELTERED SAM 70/30 PORTFOLIO
Consolidated returns as of 31 May 2023
Live Update: Jun 02 2023
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of May 31, 2023 | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Jun 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~38Y) |
||
| Bill Bernstein Sheltered Sam 70/30 Portfolio | 1.45 | 2.16 | -2.23 | -1.52 | -3.22 | 4.83 | 6.13 | 7.72 | 9.40 | ||
| US Inflation Adjusted return | -2.23 | -3.35 | -6.75 | 0.98 | 3.37 | 5.08 | 6.43 | ||||
| Components | |||||||||||
|
VTV
|
Vanguard Value | 1.97 | Jun 02 2023 | 2.64 | -4.12 | -6.58 | -3.93 | 8.08 | 9.73 | 9.03 | 9.87 |
|
VV
|
Vanguard Large-Cap | 1.46 | Jun 02 2023 | 2.50 | 0.73 | 3.57 | 2.95 | 10.80 | 11.85 | 9.84 | 8.93 |
|
IJS
|
iShares S&P Small-Cap 600 Value | 4.49 | Jun 02 2023 | 5.32 | -3.66 | -9.53 | -8.86 | 3.20 | 8.10 | 10.13 | 12.72 |
|
VNQ
|
Vanguard Real Estate | 2.44 | Jun 02 2023 | 2.45 | -3.96 | -6.98 | -15.87 | 4.07 | 5.34 | 8.35 | 6.94 |
|
EFV
|
iShares MSCI EAFE Value | 1.61 | Jun 02 2023 | 3.17 | -5.22 | 3.57 | 0.31 | 1.52 | 3.09 | 5.45 | 9.87 |
|
IJR
|
iShares Core S&P Small-Cap | 4.12 | Jun 02 2023 | 5.01 | -1.67 | -8.53 | -7.27 | 3.75 | 8.89 | 9.76 | 11.34 |
|
EEM
|
iShares MSCI Emerging Markets | 1.72 | Jun 02 2023 | 3.53 | -2.40 | -1.90 | -8.29 | -1.39 | 1.39 | 5.57 | 7.36 |
|
VGK
|
Vanguard FTSE Europe | 1.18 | Jun 02 2023 | 2.37 | -5.12 | 7.20 | 4.26 | 4.15 | 5.05 | 7.11 | 8.65 |
|
VPL
|
Vanguard FTSE Pacific | 1.82 | Jun 02 2023 | 3.85 | -1.16 | 3.07 | -0.43 | 1.34 | 4.54 | 2.62 | 8.21 |
|
SHY
|
iShares 1-3 Year Treasury Bond | -0.28 | Jun 02 2023 | -0.13 | -0.38 | 1.41 | -0.24 | 0.88 | 0.65 | 3.03 | 4.43 |
|
TIP
|
iShares TIPS Bond | -0.49 | Jun 02 2023 | -0.33 | -1.71 | 0.52 | -5.71 | 2.20 | 1.42 | 5.21 | 6.80 |
|
GLTR
|
Aberdeen Standard Physical Precious Metals Basket Shares | -1.07 | Jun 02 2023 | 0.14 | -3.62 | 3.86 | 1.74 | 7.14 | 1.81 | 5.98 | 8.47 |
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Apr 2023.
Waiting for updates, inflation of May 2023 is set to 0%.
Current inflation (annualized) is
1Y: 3.79%
, 5Y: 3.81%
, 10Y: 2.68%
, 30Y: 2.51%
Live update: World Markets and Indexes
In 2022, the Bill Bernstein Sheltered Sam 70/30 Portfolio granted a 2.34% dividend yield. If you are interested in getting periodic income, please refer to the Bill Bernstein Sheltered Sam 70/30 Portfolio: Dividend Yield page.
Portfolio Metrics as of May 31, 2023
Metrics of Bill Bernstein Sheltered Sam 70/30 Portfolio, updated as of 31 May 2023.
Portfolio metrics are calculated based on monthly returns, assuming:
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
BILL BERNSTEIN SHELTERED SAM 70/30 PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1985 - 31 May 2023 (~38 years)
Swipe left to see all data
| Metrics as of May 31, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~38Y) |
|
| Portfolio Return (%) | -2.23 | -1.18 | -1.52 | -3.22 | 7.58 | 4.83 | 6.13 | 7.30 | 7.72 | 9.40 |
| US Inflation (%) | 0.00 | 0.84 | 1.90 | 3.79 | 5.77 | 3.81 | 2.68 | 2.55 | 2.51 | 2.79 |
| Infl. Adjusted Return (%) | -2.23 | -2.00 | -3.35 | -6.75 | 1.72 | 0.98 | 3.37 | 4.64 | 5.08 | 6.43 |
| Waiting for updates, inflation of May 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 15.44 | 12.21 | 12.88 | 10.29 | 11.07 | 10.60 | 10.68 | |||
| Sharpe Ratio | -0.41 | 0.54 | 0.27 | 0.52 | 0.55 | 0.52 | 0.51 | |||
| Sortino Ratio | -0.60 | 0.74 | 0.36 | 0.69 | 0.71 | 0.67 | 0.65 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -11.78 | -17.80 | -17.80 | -17.80 | -39.73 | -39.73 | -39.73 | |||
| Start (yyyy mm) | 2022 06 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2007 11 | 2007 11 | |||
| Bottom (yyyy mm) | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | |||
| Start to Bottom (# months) | 4 | 9 | 9 | 9 | 16 | 16 | 16 | |||
| Start to Recovery (# months) in progress |
8
|
> 17
|
> 17
|
> 17
|
39
|
39
|
39
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||||
| Best Return (%) | 44.00 | 20.83 | 18.61 | 14.06 | 12.43 | 10.53 | ||||
| Worst Return (%) | -34.38 | -9.61 | -1.59 | 3.12 | 5.86 | 7.72 | ||||
| % Positive Periods | 81% | 93% | 100% | 100% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 0 | 2 | 3 | 6 | 23 | 39 | 80 | 162 | 240 | 315 |
| Negative | 1 | 1 | 3 | 6 | 13 | 21 | 40 | 78 | 120 | 146 |
| % Positive | 0% | 67% | 50% | 50% | 64% | 65% | 67% | 68% | 67% | 68% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 39.22 | 21.84 | 13.01 | 8.78 | 7.62 | 10.31 | ||||
| Perpetual WR (%) | 1.69 | 0.97 | 3.26 | 4.43 | 4.83 | 6.04 | ||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
- 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).
- Maximum Drawdown: 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.
- Rolling Returns: returns over a time frame (best, worst, % of positive returns).
- Pos./Neg. Months: number of months with positive/negative return.
- Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
- Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
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.
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 May 2023
Swipe left to see all data
| Asset |
VTV
|
VV
|
IJS
|
VNQ
|
EFV
|
IJR
|
EEM
|
VGK
|
VPL
|
SHY
|
TIP
|
GLTR
|
|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
VTV
|
-
|
0.89
|
0.89
|
0.82
|
0.87
|
0.88
|
0.58
|
0.89
|
0.78
|
0.50
|
0.77
|
0.29
|
|
VV
|
0.89
|
-
|
0.86
|
0.91
|
0.80
|
0.89
|
0.64
|
0.87
|
0.86
|
0.66
|
0.91
|
0.32
|
|
IJS
|
0.89
|
0.86
|
-
|
0.87
|
0.78
|
0.99
|
0.50
|
0.79
|
0.70
|
0.34
|
0.69
|
0.03
|
|
VNQ
|
0.82
|
0.91
|
0.87
|
-
|
0.86
|
0.88
|
0.76
|
0.89
|
0.90
|
0.66
|
0.88
|
0.36
|
|
EFV
|
0.87
|
0.80
|
0.78
|
0.86
|
-
|
0.76
|
0.81
|
0.98
|
0.92
|
0.64
|
0.76
|
0.53
|
|
IJR
|
0.88
|
0.89
|
0.99
|
0.88
|
0.76
|
-
|
0.50
|
0.79
|
0.72
|
0.36
|
0.73
|
0.03
|
|
EEM
|
0.58
|
0.64
|
0.50
|
0.76
|
0.81
|
0.50
|
-
|
0.79
|
0.93
|
0.74
|
0.67
|
0.67
|
|
VGK
|
0.89
|
0.87
|
0.79
|
0.89
|
0.98
|
0.79
|
0.79
|
-
|
0.93
|
0.70
|
0.84
|
0.55
|
|
VPL
|
0.78
|
0.86
|
0.70
|
0.90
|
0.92
|
0.72
|
0.93
|
0.93
|
-
|
0.79
|
0.85
|
0.64
|
|
SHY
|
0.50
|
0.66
|
0.34
|
0.66
|
0.64
|
0.36
|
0.74
|
0.70
|
0.79
|
-
|
0.83
|
0.81
|
|
TIP
|
0.77
|
0.91
|
0.69
|
0.88
|
0.76
|
0.73
|
0.67
|
0.84
|
0.85
|
0.83
|
-
|
0.46
|
|
GLTR
|
0.29
|
0.32
|
0.03
|
0.36
|
0.53
|
0.03
|
0.67
|
0.55
|
0.64
|
0.81
|
0.46
|
-
|
| Asset |
VTV
|
VV
|
IJS
|
VNQ
|
EFV
|
IJR
|
EEM
|
VGK
|
VPL
|
SHY
|
TIP
|
GLTR
|
|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
VTV
|
-
|
0.92
|
0.90
|
0.81
|
0.89
|
0.91
|
0.70
|
0.89
|
0.83
|
-0.06
|
0.43
|
0.25
|
|
VV
|
0.92
|
-
|
0.85
|
0.84
|
0.80
|
0.89
|
0.71
|
0.88
|
0.85
|
0.08
|
0.60
|
0.31
|
|
IJS
|
0.90
|
0.85
|
-
|
0.76
|
0.85
|
0.99
|
0.72
|
0.82
|
0.81
|
-0.12
|
0.38
|
0.15
|
|
VNQ
|
0.81
|
0.84
|
0.76
|
-
|
0.72
|
0.79
|
0.64
|
0.79
|
0.73
|
0.08
|
0.64
|
0.30
|
|
EFV
|
0.89
|
0.80
|
0.85
|
0.72
|
-
|
0.83
|
0.81
|
0.96
|
0.90
|
0.01
|
0.39
|
0.30
|
|
IJR
|
0.91
|
0.89
|
0.99
|
0.79
|
0.83
|
-
|
0.73
|
0.84
|
0.83
|
-0.09
|
0.44
|
0.18
|
|
EEM
|
0.70
|
0.71
|
0.72
|
0.64
|
0.81
|
0.73
|
-
|
0.81
|
0.86
|
0.18
|
0.44
|
0.45
|
|
VGK
|
0.89
|
0.88
|
0.82
|
0.79
|
0.96
|
0.84
|
0.81
|
-
|
0.91
|
0.13
|
0.54
|
0.39
|
|
VPL
|
0.83
|
0.85
|
0.81
|
0.73
|
0.90
|
0.83
|
0.86
|
0.91
|
-
|
0.19
|
0.53
|
0.35
|
|
SHY
|
-0.06
|
0.08
|
-0.12
|
0.08
|
0.01
|
-0.09
|
0.18
|
0.13
|
0.19
|
-
|
0.61
|
0.30
|
|
TIP
|
0.43
|
0.60
|
0.38
|
0.64
|
0.39
|
0.44
|
0.44
|
0.54
|
0.53
|
0.61
|
-
|
0.44
|
|
GLTR
|
0.25
|
0.31
|
0.15
|
0.30
|
0.30
|
0.18
|
0.45
|
0.39
|
0.35
|
0.30
|
0.44
|
-
|
| Asset |
VTV
|
VV
|
IJS
|
VNQ
|
EFV
|
IJR
|
EEM
|
VGK
|
VPL
|
SHY
|
TIP
|
GLTR
|
|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
VTV
|
-
|
0.93
|
0.88
|
0.68
|
0.85
|
0.88
|
0.66
|
0.84
|
0.78
|
-0.11
|
0.32
|
0.15
|
|
VV
|
0.93
|
-
|
0.82
|
0.72
|
0.79
|
0.86
|
0.69
|
0.85
|
0.81
|
0.02
|
0.46
|
0.21
|
|
IJS
|
0.88
|
0.82
|
-
|
0.65
|
0.76
|
0.99
|
0.62
|
0.73
|
0.73
|
-0.15
|
0.27
|
0.07
|
|
VNQ
|
0.68
|
0.72
|
0.65
|
-
|
0.57
|
0.67
|
0.52
|
0.63
|
0.61
|
0.14
|
0.62
|
0.25
|
|
EFV
|
0.85
|
0.79
|
0.76
|
0.57
|
-
|
0.75
|
0.79
|
0.96
|
0.88
|
-0.03
|
0.33
|
0.22
|
|
IJR
|
0.88
|
0.86
|
0.99
|
0.67
|
0.75
|
-
|
0.62
|
0.74
|
0.74
|
-0.12
|
0.31
|
0.08
|
|
EEM
|
0.66
|
0.69
|
0.62
|
0.52
|
0.79
|
0.62
|
-
|
0.77
|
0.86
|
0.15
|
0.43
|
0.39
|
|
VGK
|
0.84
|
0.85
|
0.73
|
0.63
|
0.96
|
0.74
|
0.77
|
-
|
0.86
|
0.09
|
0.46
|
0.29
|
|
VPL
|
0.78
|
0.81
|
0.73
|
0.61
|
0.88
|
0.74
|
0.86
|
0.86
|
-
|
0.12
|
0.44
|
0.25
|
|
SHY
|
-0.11
|
0.02
|
-0.15
|
0.14
|
-0.03
|
-0.12
|
0.15
|
0.09
|
0.12
|
-
|
0.62
|
0.30
|
|
TIP
|
0.32
|
0.46
|
0.27
|
0.62
|
0.33
|
0.31
|
0.43
|
0.46
|
0.44
|
0.62
|
-
|
0.46
|
|
GLTR
|
0.15
|
0.21
|
0.07
|
0.25
|
0.22
|
0.08
|
0.39
|
0.29
|
0.25
|
0.30
|
0.46
|
-
|
| Asset |
VTV
|
VV
|
IJS
|
VNQ
|
EFV
|
IJR
|
EEM
|
VGK
|
VPL
|
SHY
|
TIP
|
GLTR
|
|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
VTV
|
-
|
0.95
|
0.85
|
0.64
|
0.81
|
0.80
|
0.70
|
0.83
|
0.67
|
-0.15
|
0.16
|
0.37
|
|
VV
|
0.95
|
-
|
0.82
|
0.61
|
0.78
|
0.82
|
0.72
|
0.84
|
0.69
|
-0.12
|
0.21
|
0.38
|
|
IJS
|
0.85
|
0.82
|
-
|
0.68
|
0.75
|
0.96
|
0.67
|
0.74
|
0.61
|
-0.17
|
0.12
|
0.38
|
|
VNQ
|
0.64
|
0.61
|
0.68
|
-
|
0.61
|
0.64
|
0.51
|
0.59
|
0.49
|
-0.02
|
0.32
|
0.38
|
|
EFV
|
0.81
|
0.78
|
0.75
|
0.61
|
-
|
0.72
|
0.77
|
0.94
|
0.84
|
-0.13
|
0.17
|
0.47
|
|
IJR
|
0.80
|
0.82
|
0.96
|
0.64
|
0.72
|
-
|
0.69
|
0.74
|
0.64
|
-0.19
|
0.11
|
0.40
|
|
EEM
|
0.70
|
0.72
|
0.67
|
0.51
|
0.77
|
0.69
|
-
|
0.77
|
0.75
|
-0.09
|
0.20
|
0.61
|
|
VGK
|
0.83
|
0.84
|
0.74
|
0.59
|
0.94
|
0.74
|
0.77
|
-
|
0.73
|
-0.10
|
0.20
|
0.44
|
|
VPL
|
0.67
|
0.69
|
0.61
|
0.49
|
0.84
|
0.64
|
0.75
|
0.73
|
-
|
-0.10
|
0.21
|
0.49
|
|
SHY
|
-0.15
|
-0.12
|
-0.17
|
-0.02
|
-0.13
|
-0.19
|
-0.09
|
-0.10
|
-0.10
|
-
|
0.62
|
0.03
|
|
TIP
|
0.16
|
0.21
|
0.12
|
0.32
|
0.17
|
0.11
|
0.20
|
0.20
|
0.21
|
0.62
|
-
|
0.27
|
|
GLTR
|
0.37
|
0.38
|
0.38
|
0.38
|
0.47
|
0.40
|
0.61
|
0.44
|
0.49
|
0.03
|
0.27
|
-
|
| Asset |
VTV
|
VV
|
IJS
|
VNQ
|
EFV
|
IJR
|
EEM
|
VGK
|
VPL
|
SHY
|
TIP
|
GLTR
|
|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
VTV
|
-
|
0.95
|
0.86
|
0.63
|
0.83
|
0.81
|
0.68
|
0.79
|
0.55
|
-0.03
|
0.21
|
0.32
|
|
VV
|
0.95
|
-
|
0.83
|
0.60
|
0.81
|
0.83
|
0.69
|
0.79
|
0.57
|
-0.02
|
0.24
|
0.32
|
|
IJS
|
0.86
|
0.83
|
-
|
0.69
|
0.76
|
0.96
|
0.64
|
0.70
|
0.50
|
-0.11
|
0.13
|
0.33
|
|
VNQ
|
0.63
|
0.60
|
0.69
|
-
|
0.60
|
0.65
|
0.48
|
0.57
|
0.41
|
0.01
|
0.29
|
0.33
|
|
EFV
|
0.83
|
0.81
|
0.76
|
0.60
|
-
|
0.74
|
0.71
|
0.89
|
0.71
|
-0.02
|
0.21
|
0.41
|
|
IJR
|
0.81
|
0.83
|
0.96
|
0.65
|
0.74
|
-
|
0.66
|
0.70
|
0.51
|
-0.12
|
0.12
|
0.34
|
|
EEM
|
0.68
|
0.69
|
0.64
|
0.48
|
0.71
|
0.66
|
-
|
0.68
|
0.59
|
0.02
|
0.21
|
0.44
|
|
VGK
|
0.79
|
0.79
|
0.70
|
0.57
|
0.89
|
0.70
|
0.68
|
-
|
0.68
|
0.01
|
0.23
|
0.41
|
|
VPL
|
0.55
|
0.57
|
0.50
|
0.41
|
0.71
|
0.51
|
0.59
|
0.68
|
-
|
0.01
|
0.20
|
0.42
|
|
SHY
|
-0.03
|
-0.02
|
-0.11
|
0.01
|
-0.02
|
-0.12
|
0.02
|
0.01
|
0.01
|
-
|
0.71
|
-0.03
|
|
TIP
|
0.21
|
0.24
|
0.13
|
0.29
|
0.21
|
0.12
|
0.21
|
0.23
|
0.20
|
0.71
|
-
|
0.14
|
|
GLTR
|
0.32
|
0.32
|
0.33
|
0.33
|
0.41
|
0.34
|
0.44
|
0.41
|
0.42
|
-0.03
|
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.
Readings that may interest you
Capital Growth as of May 31, 2023
An investment of 1000$, since June 1993,
now would be worth 9296.56$, with a total return of 829.66% (7.72% annualized).
The Inflation Adjusted Capital now would be 4419.01$, with a net total return of 341.90% (5.08% annualized).
The Inflation Adjusted Capital now would be 4419.01$, with a net total return of 341.90% (5.08% annualized).
An investment of 1000$, since January 1985,
now would be worth 31533.35$, with a total return of 3053.33% (9.40% annualized).
The Inflation Adjusted Capital now would be 10945.51$, with a net total return of 994.55% (6.43% annualized).
The Inflation Adjusted Capital now would be 10945.51$, with a net total return of 994.55% (6.43% annualized).
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 70/30 PORTFOLIO
Drawdown periods
Updated to May 2023
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -39.73% | Nov 2007 | Feb 2009 | 16 | Jan 2011 | 23 | 39 |
| -17.80% | Jan 2022 | Sep 2022 | 9 | in progress | 8 | 17 |
| -17.14% | Jan 2020 | Mar 2020 | 3 | Nov 2020 | 8 | 11 |
| -13.73% | Feb 2001 | Sep 2002 | 20 | Jul 2003 | 10 | 30 |
| -13.47% | May 2011 | Sep 2011 | 5 | Mar 2012 | 6 | 11 |
| -13.19% | May 1998 | Aug 1998 | 4 | Jan 1999 | 5 | 9 |
| -9.24% | Sep 2018 | Dec 2018 | 4 | Apr 2019 | 4 | 8 |
| -7.28% | Jun 2015 | Jan 2016 | 8 | Jun 2016 | 5 | 13 |
| -6.31% | Feb 1994 | Mar 1994 | 2 | Apr 1995 | 13 | 15 |
| -5.42% | Apr 2012 | May 2012 | 2 | Aug 2012 | 3 | 5 |
| -4.34% | Sep 2000 | Nov 2000 | 3 | Dec 2000 | 1 | 4 |
| -4.14% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 |
| -4.11% | Apr 2004 | Apr 2004 | 1 | Sep 2004 | 5 | 6 |
| -3.87% | Jun 2007 | Jul 2007 | 2 | Sep 2007 | 2 | 4 |
| -3.68% | Feb 2018 | Mar 2018 | 2 | Jul 2018 | 4 | 6 |
| -3.17% | Oct 1997 | Oct 1997 | 1 | Jan 1998 | 3 | 4 |
| -3.04% | Aug 1997 | Aug 1997 | 1 | Sep 1997 | 1 | 2 |
| -3.02% | Jun 1996 | Jul 1996 | 2 | Sep 1996 | 2 | 4 |
| -3.00% | Jul 1999 | Sep 1999 | 3 | Dec 1999 | 3 | 6 |
| -2.99% | Sep 2014 | Sep 2014 | 1 | Nov 2014 | 2 | 3 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -39.73% | Nov 2007 | Feb 2009 | 16 | Jan 2011 | 23 | 39 |
| -18.62% | Sep 1987 | Nov 1987 | 3 | Jan 1989 | 14 | 17 |
| -17.80% | Jan 2022 | Sep 2022 | 9 | in progress | 8 | 17 |
| -17.14% | Jan 2020 | Mar 2020 | 3 | Nov 2020 | 8 | 11 |
| -13.73% | Feb 2001 | Sep 2002 | 20 | Jul 2003 | 10 | 30 |
| -13.47% | May 2011 | Sep 2011 | 5 | Mar 2012 | 6 | 11 |
| -13.19% | May 1998 | Aug 1998 | 4 | Jan 1999 | 5 | 9 |
| -11.32% | Jan 1990 | Sep 1990 | 9 | Feb 1991 | 5 | 14 |
| -9.24% | Sep 2018 | Dec 2018 | 4 | Apr 2019 | 4 | 8 |
| -7.28% | Jun 2015 | Jan 2016 | 8 | Jun 2016 | 5 | 13 |
| -6.31% | Feb 1994 | Mar 1994 | 2 | Apr 1995 | 13 | 15 |
| -5.42% | Apr 2012 | May 2012 | 2 | Aug 2012 | 3 | 5 |
| -4.34% | Sep 2000 | Nov 2000 | 3 | Dec 2000 | 1 | 4 |
| -4.14% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 |
| -4.11% | Apr 2004 | Apr 2004 | 1 | Sep 2004 | 5 | 6 |
| -3.99% | Sep 1986 | Sep 1986 | 1 | Nov 1986 | 2 | 3 |
| -3.87% | Jun 2007 | Jul 2007 | 2 | Sep 2007 | 2 | 4 |
| -3.68% | Feb 2018 | Mar 2018 | 2 | Jul 2018 | 4 | 6 |
| -3.38% | Jun 1991 | Jun 1991 | 1 | Aug 1991 | 2 | 3 |
| -3.17% | Oct 1997 | Oct 1997 | 1 | Jan 1998 | 3 | 4 |
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 70/30 PORTFOLIO
Annualized Rolling Returns
Data Source: from January 1985 to May 2023
Swipe left to see all data
| Rolling Period |
Annualized Return (%) | Negative Periods |
|||
|---|---|---|---|---|---|
| Average | Latest | Best | Worst | ||
| 1 Year |
9.90 | -3.22 |
44.00 Mar 2009 - Feb 2010 |
-34.38 Mar 2008 - Feb 2009 |
19.11% |
| 2 Years |
9.48 | -3.02 |
30.81 Mar 2009 - Feb 2011 |
-19.21 Mar 2007 - Feb 2009 |
8.68% |
| 3 Years |
9.20 | 7.58 |
20.83 Mar 2009 - Feb 2012 |
-9.61 Mar 2006 - Feb 2009 |
7.28% |
| 5 Years |
9.03 | 4.83 |
18.61 Jan 1985 - Dec 1989 |
-1.59 Mar 2004 - Feb 2009 |
0.50% |
| 7 Years |
9.00 | 6.36 |
16.41 Oct 1990 - Sep 1997 |
1.95 Mar 2002 - Feb 2009 |
0.00% |
| 10 Years |
8.91 | 6.13 |
14.06 Dec 1987 - Nov 1997 |
3.12 Mar 1999 - Feb 2009 |
0.00% |
| 15 Years |
8.54 | 5.67 |
14.17 Jan 1985 - Dec 1999 |
4.86 Oct 2007 - Sep 2022 |
0.00% |
| 20 Years |
8.63 | 7.30 |
12.43 Jan 1985 - Dec 2004 |
5.86 Apr 2000 - Mar 2020 |
0.00% |
| 30 Years |
8.91 | 7.72 |
10.53 Jan 1985 - Dec 2014 |
7.72 Jun 1993 - May 2023 |
0.00% |
Annualized rolling and average returns over full calendar month periods
If you need a deeper detail about rolling returns, please refer to the Bill Bernstein Sheltered Sam 70/30 Portfolio: Rolling 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 70/30 PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to May 2023
The annualized return of the last 10 years has been 6.13% (updated at May 31, 2023).
Seasonality
In which months is it better to invest in Bill Bernstein Sheltered Sam 70/30 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.
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 |
1.65
60% |
-0.82
40% |
-1.24
80% |
1.57
80% |
-0.27
60% |
0.05
80% |
2.17
100% |
0.29
60% |
-2.17
20% |
1.04
60% |
3.03
80% |
0.26
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.65
|
100.81
|
99.56
|
101.12
|
100.85
|
100.91
|
103.10
|
103.39
|
101.15
|
102.21
|
105.31
|
105.58
|
| Best |
6.3 2019 |
3.1 2021 |
3.1 2021 |
6.9 2020 |
2.5 2020 |
4.6 2019 |
4.9 2022 |
3.4 2020 |
2.0 2019 |
5.9 2022 |
8.7 2020 |
4.0 2021 |
| Worst |
-2.9 2022 |
-5.5 2020 |
-11.2 2020 |
-4.7 2022 |
-4.1 2019 |
-6.1 2022 |
0.4 2021 |
-3.3 2022 |
-7.4 2022 |
-5.0 2018 |
-2.0 2021 |
-5.6 2018 |
Monthly Seasonality over the period Jun 2018 - May 2023
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 |
0.60
50% |
0.07
60% |
-0.05
70% |
1.08
90% |
0.20
80% |
0.10
70% |
1.81
90% |
-0.33
40% |
-0.98
40% |
1.48
70% |
2.18
80% |
0.35
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.60
|
100.67
|
100.62
|
101.71
|
101.92
|
102.02
|
103.86
|
103.52
|
102.51
|
104.02
|
106.28
|
106.65
|
| Best |
6.3 2019 |
3.3 2014 |
5.6 2016 |
6.9 2020 |
2.5 2020 |
4.6 2019 |
4.9 2022 |
3.4 2020 |
3.5 2013 |
5.9 2022 |
8.7 2020 |
4.0 2021 |
| Worst |
-3.2 2016 |
-5.5 2020 |
-11.2 2020 |
-4.7 2022 |
-4.1 2019 |
-6.1 2022 |
-1.4 2014 |
-4.3 2015 |
-7.4 2022 |
-5.0 2018 |
-2.0 2021 |
-5.6 2018 |
Monthly Seasonality over the period Jun 2013 - May 2023
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 |
1.03
67% |
0.57
67% |
0.97
74% |
1.43
79% |
0.86
69% |
0.31
63% |
1.07
68% |
0.05
61% |
-0.28
55% |
0.52
66% |
1.26
68% |
1.79
82% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.03
|
101.60
|
102.58
|
104.05
|
104.95
|
105.27
|
106.40
|
106.45
|
106.15
|
106.70
|
108.05
|
109.98
|
| Best |
8.3 1987 |
6.1 1986 |
6.5 2009 |
9.3 2009 |
5.8 1990 |
4.6 2019 |
6.6 2009 |
5.9 1986 |
6.2 2010 |
8.1 2011 |
8.7 2020 |
8.1 1991 |
| Worst |
-8.4 2009 |
-8.6 2009 |
-11.2 2020 |
-4.7 2022 |
-5.8 2010 |
-6.1 2022 |
-6.7 2002 |
-10.2 1998 |
-7.4 2022 |
-15.1 1987 |
-5.5 2008 |
-5.6 2018 |
Monthly Seasonality over the period Jan 1985 - May 2023
Monthly/Yearly Returns
Bill Bernstein Sheltered Sam 70/30 Portfolio data source starts from January 1985: let's focus on monthly and yearly returns.
We are providing two different views:
- Histogram: it shows the distribution of the returns recorded so far
- Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 1985 - May 2023
315 Positive Months (68%) - 146 Negative Months (32%)
MONTHLY RETURNS TABLE
Jan 1985 - May 2023
(Scroll down to see all data)
Swipe left to see all data
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2023 |
+1.43 | -0.77 | 5.5 | -2.7 | 0.5 | 0.6 | -2.2 | |||||||
| 2022 |
-11.08 | -16.47 | -2.9 | -0.9 | 1.0 | -4.7 | 0.6 | -6.1 | 4.9 | -3.3 | -7.4 | 5.9 | 5.2 | -2.9 |
| 2021 |
+16.83 | +9.15 | 0.6 | 3.1 | 3.1 | 2.8 | 1.9 | 0.0 | 0.4 | 1.4 | -2.8 | 3.5 | -2.0 | 4.0 |
| 2020 |
+7.39 | +5.95 | -1.3 | -5.5 | -11.2 | 6.9 | 2.5 | 1.5 | 3.2 | 3.4 | -2.3 | -0.9 | 8.7 | 3.7 |
| 2019 |
+19.18 | +16.52 | 6.3 | 1.8 | 0.4 | 2.2 | -4.1 | 4.6 | 0.4 | -1.1 | 2.0 | 1.7 | 1.5 | 2.2 |
| 2018 |
-5.89 | -7.65 | 2.4 | -3.4 | -0.3 | 0.4 | 1.2 | 0.2 | 2.0 | 1.2 | -0.4 | -5.0 | 1.7 | -5.6 |
| 2017 |
+13.05 | +10.71 | 1.1 | 1.9 | 0.1 | 0.7 | 0.4 | 0.9 | 1.5 | -0.1 | 2.0 | 1.1 | 1.8 | 0.9 |
| 2016 |
+11.18 | +8.92 | -3.2 | 0.2 | 5.6 | 0.9 | 0.2 | 1.3 | 3.0 | 0.0 | 0.3 | -1.8 | 2.6 | 1.9 |
| 2015 |
-1.94 | -2.65 | -0.6 | 2.8 | -0.4 | 0.4 | 0.2 | -1.6 | 0.4 | -4.3 | -1.8 | 4.8 | 0.0 | -1.5 |
| 2014 |
+6.76 | +5.96 | -1.9 | 3.3 | 0.7 | 0.5 | 1.4 | 1.7 | -1.4 | 2.2 | -3.0 | 2.5 | 0.9 | -0.1 |
| 2013 |
+16.94 | +15.21 | 3.3 | 0.4 | 2.2 | 1.8 | -0.2 | -1.6 | 3.8 | -2.5 | 3.5 | 3.0 | 1.3 | 1.1 |
| 2012 |
+12.52 | +10.60 | 4.4 | 2.2 | 1.4 | -0.5 | -4.9 | 3.4 | 0.6 | 1.7 | 1.8 | -0.6 | 0.6 | 1.9 |
| 2011 |
+0.50 | -2.40 | 1.1 | 2.8 | 0.2 | 3.1 | -1.2 | -1.3 | -0.8 | -4.3 | -6.6 | 8.1 | -0.6 | 0.5 |
| 2010 |
+13.77 | +12.09 | -2.3 | 1.9 | 4.9 | 2.1 | -5.8 | -3.3 | 5.5 | -2.8 | 6.2 | 3.0 | -0.7 | 5.3 |
| 2009 |
+21.02 | +17.81 | -8.4 | -8.6 | 6.5 | 9.3 | 5.2 | -0.6 | 6.6 | 3.6 | 3.6 | -2.4 | 4.4 | 2.0 |
| 2008 |
-24.68 | -24.75 | -2.8 | -1.1 | 0.3 | 2.9 | 1.0 | -5.8 | -0.6 | 0.6 | -5.5 | -14.4 | -5.5 | 4.5 |
| 2007 |
+4.59 | +0.49 | 1.5 | -0.5 | 1.1 | 2.3 | 2.2 | -1.4 | -2.6 | 1.3 | 3.1 | 2.1 | -3.3 | -1.1 |
| 2006 |
+16.71 | +13.82 | 4.2 | 0.0 | 2.1 | 1.4 | -2.7 | 0.7 | 0.7 | 2.0 | 1.0 | 3.2 | 2.3 | 0.9 |
| 2005 |
+8.34 | +4.76 | -2.0 | 2.4 | -1.6 | -1.1 | 2.4 | 1.7 | 2.8 | 0.2 | 1.6 | -2.3 | 2.9 | 1.3 |
| 2004 |
+14.43 | +10.82 | 1.5 | 1.8 | 0.8 | -4.1 | 1.5 | 2.2 | -1.8 | 1.6 | 1.7 | 1.8 | 4.2 | 2.7 |
| 2003 |
+27.42 | +25.07 | -1.9 | -1.0 | -0.4 | 5.6 | 5.6 | 1.6 | 1.7 | 2.5 | 0.6 | 4.6 | 1.8 | 4.1 |
| 2002 |
-5.96 | -8.14 | -0.5 | 0.3 | 3.9 | -0.1 | 0.5 | -3.2 | -6.7 | 1.2 | -5.3 | 2.1 | 3.5 | -1.2 |
| 2001 |
-1.22 | -2.73 | 3.1 | -3.7 | -3.3 | 4.8 | 1.0 | -0.6 | -0.9 | -1.5 | -6.2 | 1.5 | 3.5 | 1.7 |
| 2000 |
+5.24 | +1.79 | -3.0 | 0.0 | 4.4 | -1.1 | -0.8 | 2.0 | 0.4 | 3.4 | -1.3 | -0.4 | -2.7 | 4.6 |
| 1999 |
+11.96 | +9.04 | 0.7 | -2.9 | 2.5 | 5.6 | -1.4 | 3.2 | -1.2 | -1.2 | -0.7 | 1.8 | 1.2 | 4.0 |
| 1998 |
+8.60 | +6.87 | 0.5 | 4.2 | 3.1 | 0.6 | -1.8 | 0.5 | -1.9 | -10.2 | 4.1 | 4.6 | 3.3 | 2.2 |
| 1997 |
+16.84 | +14.89 | 1.7 | 0.8 | -2.3 | 1.7 | 4.8 | 3.4 | 4.6 | -3.0 | 4.8 | -3.2 | 1.2 | 1.7 |
| 1996 |
+14.61 | +10.92 | 2.1 | 0.2 | 1.0 | 1.3 | 1.2 | -0.1 | -2.9 | 2.0 | 2.9 | 1.7 | 4.6 | 0.1 |
| 1995 |
+23.07 | +20.02 | 0.1 | 2.5 | 2.1 | 2.4 | 3.0 | 1.3 | 2.8 | 0.5 | 2.1 | -1.4 | 3.1 | 2.6 |
| 1994 |
-1.61 | -4.17 | 3.4 | -2.4 | -4.0 | 1.1 | 0.3 | -1.4 | 2.3 | 2.6 | -2.2 | 0.7 | -3.2 | 1.4 |
| 1993 |
+20.97 | +17.73 | 2.7 | 2.4 | 3.6 | 0.4 | 1.4 | 1.4 | 1.7 | 3.0 | 0.1 | 1.8 | -2.4 | 3.4 |
| 1992 |
+9.07 | +6.00 | 0.7 | 0.9 | -1.5 | 1.7 | 2.4 | -1.3 | 2.7 | -0.8 | 0.8 | -0.8 | 2.0 | 1.9 |
| 1991 |
+26.59 | +22.82 | 3.8 | 5.5 | 1.8 | 1.1 | 3.0 | -3.4 | 3.0 | 2.1 | 0.7 | 1.7 | -2.9 | 8.1 |
| 1990 |
-5.51 | -10.95 | -4.5 | 0.3 | 0.5 | -2.5 | 5.8 | 0.0 | 0.5 | -7.1 | -4.5 | 0.7 | 3.8 | 1.9 |
| 1989 |
+22.39 | +16.96 | 4.4 | -0.7 | 1.0 | 3.5 | 2.6 | 0.6 | 5.2 | 1.4 | 0.8 | -1.9 | 1.7 | 2.1 |
| 1988 |
+16.42 | +11.49 | 4.3 | 3.8 | -0.6 | 0.9 | -0.2 | 4.0 | -0.1 | -1.9 | 2.8 | 2.0 | -0.8 | 1.3 |
| 1987 |
+3.45 | -0.94 | 8.3 | 2.8 | 1.9 | -0.5 | -0.3 | 2.8 | 3.4 | 2.3 | -1.4 | -15.1 | -2.8 | 3.9 |
| 1986 |
+22.33 | +21.01 | 1.7 | 6.1 | 5.4 | 0.2 | 1.7 | 2.8 | -2.3 | 5.9 | -4.0 | 2.5 | 1.9 | -0.9 |
| 1985 |
+30.18 | +25.41 | 6.0 | 1.0 | 1.4 | 1.1 | 5.1 | 1.7 | 0.1 | 0.2 | -1.9 | 3.6 | 4.9 | 3.7 |
Portofolio Returns, up to December 2010, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
In particular, it has been used:
- VTV - Vanguard Value: simulated historical serie, up to December 2004
- VV - Vanguard Large-Cap: simulated historical serie, up to December 2004
- IJS - iShares S&P Small-Cap 600 Value: simulated historical serie, up to December 2000
- VNQ - Vanguard Real Estate: simulated historical serie, up to December 2004
- EFV - iShares MSCI EAFE Value: simulated historical serie, up to December 2005
- IJR - iShares Core S&P Small-Cap: simulated historical serie, up to December 2000
- EEM - iShares MSCI Emerging Markets: simulated historical serie, up to December 2003
- VGK - Vanguard FTSE Europe: simulated historical serie, up to December 2005
- VPL - Vanguard FTSE Pacific: simulated historical serie, up to December 2005
- SHY - iShares 1-3 Year Treasury Bond: simulated historical serie, up to December 2002
- TIP - iShares TIPS Bond: simulated historical serie, up to December 2003
- GLTR - Aberdeen Standard Physical Precious Metals Basket Shares: simulated historical serie, up to December 2010
Portfolio efficiency
Compared to the Bill Bernstein Sheltered Sam 70/30 Portfolio, the following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.
Swipe left to see all data
30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Stocks/Bonds 60/40 Momentum | +9.28 | 9.43 | -32.52 | 60 | 40 | 0 | ||
| Simple Path to Wealth | +8.66 | 11.60 | -38.53 | 75 | 25 | 0 | ||
| Yale Endowment | +8.06 | 10.83 | -39.48 | 70 | 30 | 0 | ||
| Stocks/Bonds 60/40 | +7.93 | 9.46 | -30.55 | 60 | 40 | 0 | ||
| Couch Potato | +7.88 | 8.66 | -27.04 | 50 | 50 | 0 | ||
| Edge Select Moderately Aggressive | +7.77 | 11.04 | -38.23 | 69 | 31 | 0 | ||
| Stocks/Bonds 40/60 Momentum | +7.77 | 6.87 | -21.11 | 40 | 60 | 0 | ||
| Sheltered Sam 70/30 | +7.72 | 10.60 | -39.73 | 67.9 | 30 | 2.1 | ||
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and High Risk categorization.
Swipe left to see all data
30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Stocks/Bonds 60/40 Momentum | +9.28 | 9.43 | -32.52 | 60 | 40 | 0 | ||
| Simple Path to Wealth | +8.66 | 11.60 | -38.53 | 75 | 25 | 0 | ||
| Late Sixties and Beyond | +8.19 | 11.57 | -41.80 | 71 | 29 | 0 | ||
| Yale Endowment | +8.06 | 10.83 | -39.48 | 70 | 30 | 0 | ||
| Talmud Portfolio | +8.00 | 10.64 | -40.17 | 66.7 | 33.3 | 0 | ||
