Bill Bernstein Sheltered Sam 70/30 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 21 2024
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.05%
1 Day
Feb 21 2024
1.13%
Current Month
February 2024

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 7.60% compound annual return, with a 10.72% standard deviation.

Table of contents
The first official book of
How to build wealth
with Lazy Portfolios and Passive Investing Strategies
Choose a goal
Employ the best metrics to evaluate it
Join the passive investing strategy
Discover new asset allocations in USD and EUR,
in addition to the lazy portfolios on the website.

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 Currency ETF Name Investment Themes
17.50
VTV
USD Vanguard Value Equity, U.S., Large Cap, Value
14.00
VV
USD Vanguard Large-Cap Equity, U.S., Large Cap
10.50
IJS
USD iShares S&P Small-Cap 600 Value Equity, U.S., Small Cap, Value
7.00
VNQ
USD Vanguard Real Estate Real Estate, U.S.
4.90
EFV
USD iShares MSCI EAFE Value Equity, EAFE, Large Cap, Value
3.50
EEM
USD iShares MSCI Emerging Markets Equity, Emerging Markets, Large Cap
3.50
IJR
USD iShares Core S&P Small-Cap Equity, U.S., Small Cap
3.50
VGK
USD Vanguard FTSE Europe Equity, Developed Europe, Large Cap
3.50
VPL
USD Vanguard FTSE Pacific Equity, Developed Asia Pacific, Large Cap
18.00
SHY
USD iShares 1-3 Year Treasury Bond Bond, U.S., Short Term
12.00
TIP
USD iShares TIPS Bond Bond, U.S., All-Term
2.10
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 70/30 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 70/30 PORTFOLIO
Consolidated returns as of 31 January 2024
Live Update: Feb 21 2024
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 70/30 Portfolio 0.05 1.13 -0.91 2.19 5.22 6.78 6.42 7.60 9.48
US Inflation Adjusted return -1.22 0.52 2.05 2.52 3.54 4.94 6.51
Components
VTV
USD Vanguard Value 0.46 Feb 21 2024 2.32 0.87 3.95 7.29 10.42 10.24 9.11 10.83
VV
USD Vanguard Large-Cap 0.06 Feb 21 2024 2.87 1.77 6.76 21.57 14.18 12.47 10.13 11.43
IJS
USD iShares S&P Small-Cap 600 Value -0.49 Feb 21 2024 1.40 -5.45 -2.56 -3.13 7.33 7.77 10.06 11.75
VNQ
USD Vanguard Real Estate 0.56 Feb 21 2024 0.95 -5.06 0.56 -3.87 3.85 6.36 8.40 9.15
EFV
USD iShares MSCI EAFE Value 0.19 Feb 21 2024 0.60 -1.07 2.87 8.71 5.46 3.37 5.20 8.89
EEM
USD iShares MSCI Emerging Markets 0.17 Feb 21 2024 4.74 -4.53 -6.72 -4.65 -0.02 2.27 3.80 8.57
IJR
USD iShares Core S&P Small-Cap -0.30 Feb 21 2024 1.92 -3.93 -0.35 1.83 7.89 8.60 9.70 10.87
VGK
USD Vanguard FTSE Europe 0.12 Feb 21 2024 1.66 -1.23 1.48 8.38 7.68 4.73 6.68 9.80
VPL
USD Vanguard FTSE Pacific -0.14 Feb 21 2024 2.49 -0.90 1.04 5.81 4.75 5.07 2.69 6.14
SHY
USD iShares 1-3 Year Treasury Bond -0.09 Feb 21 2024 -0.51 0.32 3.17 3.50 1.13 0.91 3.01 4.35
TIP
USD iShares TIPS Bond -0.11 Feb 21 2024 -1.63 0.33 2.02 1.51 2.41 1.92 4.90 6.73
GLTR
USD Aberdeen Standard Physical Precious Metals Basket Shares -0.24 Feb 21 2024 -0.59 -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 70/30 Portfolio granted a 2.72% dividend yield. If you are interested in getting periodic income, please refer to the Bill Bernstein Sheltered Sam 70/30 Portfolio: Dividend Yield page.

Capital Growth as of Jan 31, 2024

An investment of 1$, since February 1994, now would be worth 9.00$, with a total return of 800.49% (7.60% annualized).

The Inflation Adjusted Capital now would be 4.25$, with a net total return of 325.40% (4.94% annualized).
An investment of 1$, since January 1985, now would be worth 34.51$, with a total return of 3350.52% (9.48% annualized).

The Inflation Adjusted Capital now would be 11.75$, with a net total return of 1075.49% (6.51% annualized).

Portfolio Metrics as of Jan 31, 2024

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

Metrics are calculated based on monthly returns, assuming:
BILL BERNSTEIN SHELTERED SAM 70/30 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 (%) -0.91 10.93 2.19 5.22 4.64 6.78 6.42 6.81 7.60 9.48
Infl. Adjusted Return (%) details -1.22 10.16 0.52 2.05 -0.97 2.52 3.54 4.13 4.94 6.51
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 (%) -7.88 -17.80 -17.80 -17.80 -39.73 -39.73 -39.73
Start to Recovery (# months) details 5 25* 25* 25* 39 39 39
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 9 9 9 16 16 16
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 23 23 23
End (yyyy mm) 2023 12 - - - 2011 01 2011 01 2011 01
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 08 2022 01 2022 01 2022 01 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 9 9 9 16 16 16
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 23 23 23
End (yyyy mm) 2023 12 - - - 2011 01 2011 01 2011 01
Longest negative period (# months) details 9 31 31 33 61 63 63
Period Start (yyyy mm) 2023 02 2021 04 2021 04 2017 07 2004 02 2003 12 2003 12
Period End (yyyy mm) 2023 10 2023 10 2023 10 2020 03 2009 02 2009 02 2009 02
Annualized Return (%) -6.81 -1.11 -1.11 -0.05 -1.22 -0.13 -0.13
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -8.75 -22.45 -22.45 -22.45 -40.72 -40.72 -40.72
Start to Recovery (# months) details 5 29* 29* 29* 62 62 62
Start (yyyy mm) 2023 08 2021 09 2021 09 2021 09 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 13 13 13 16 16 16
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 46 46 46
End (yyyy mm) 2023 12 - - - 2012 12 2012 12 2012 12
Longest Drawdown Depth (%) -4.80
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details 6
Start (yyyy mm) 2023 02 2021 09 2021 09 2021 09 2007 11 2007 11 2007 11
Start to Bottom (# months) 4 13 13 13 16 16 16
Bottom (yyyy mm) 2023 05 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 2 16 16 16 46 46 46
End (yyyy mm) 2023 07 - - - 2012 12 2012 12 2012 12
Longest negative period (# months) details 10 36* 54 69 69 118 118
Period Start (yyyy mm) 2023 02 2021 02 2019 05 2018 02 2018 02 1999 05 1999 05
Period End (yyyy mm) 2023 11 2024 01 2023 10 2023 10 2023 10 2009 02 2009 02
Annualized Return (%) -1.94 -0.97 -0.14 -0.18 -0.18 -0.20 -0.20
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 11.25 12.29 12.90 10.60 11.23 10.72 10.71
Sharpe Ratio 0.01 0.20 0.39 0.50 0.49 0.50 0.51
Sortino Ratio 0.02 0.28 0.52 0.67 0.64 0.65 0.66
Ulcer Index 3.22 7.02 6.43 4.94 8.19 7.15 6.59
Ratio: Return / Standard Deviation 0.46 0.38 0.53 0.61 0.61 0.71 0.89
Ratio: Return / Deepest Drawdown 0.66 0.26 0.38 0.36 0.17 0.19 0.24
% Positive Months details 50% 58% 63% 65% 65% 65% 68%
Positive Months 6 21 38 79 158 237 319
Negative Months 6 15 22 41 82 123 150
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 6.42 11.30 11.30 14.06
Worst 10 Years Return (%) - Annualized 5.00 3.12 3.12
Best 10 Years Return (%) - Annualized 3.54 9.37 9.37 10.77
Worst 10 Years Return (%) - Annualized 2.51 0.52 0.52
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 44.00 20.83 17.13 11.30 9.01 7.60
Worst Rolling Return (%) - Annualized -34.38 -9.61 -1.59 3.12 5.86
% Positive Periods 79% 90% 99% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 79.83 27.04 17.26 10.02 7.01 6.89
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.63 3.66 5.27
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 40.97 18.01 14.77 9.37 6.54 4.94
Worst Rolling Return (%) - Annualized -34.39 -11.54 -4.12 0.52 3.70
% Positive Periods 75% 85% 94% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 79.83 27.04 17.26 10.02 7.01 6.89
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.63 3.66 5.27
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 44.00 20.83 18.61 14.06 12.43 10.53
Worst Rolling Return (%) - Annualized -34.38 -9.61 -1.59 3.12 5.86 7.38
% Positive Periods 81% 92% 99% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 79.83 27.04 17.26 10.02 7.01 6.89
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.63 3.66 5.27
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 40.97 18.01 14.77 10.77 9.12 7.60
Worst Rolling Return (%) - Annualized -34.39 -11.54 -4.12 0.52 3.70 4.74
% Positive Periods 75% 88% 96% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 79.83 27.04 17.26 10.02 7.01 6.89
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.63 3.66 5.27
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 70/30 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
-39.73% Nov 2007 Feb 2009 16 Jan 2011 23 39 17.81
-17.80% Jan 2022 Sep 2022 9 in progress 16 25 8.35
-17.14% Jan 2020 Mar 2020 3 Nov 2020 8 11 7.51
-13.73% Feb 2001 Sep 2002 20 Jul 2003 10 30 7.20
-13.47% May 2011 Sep 2011 5 Mar 2012 6 11 5.71
-13.19% May 1998 Aug 1998 4 Jan 1999 5 9 5.63
-9.24% Sep 2018 Dec 2018 4 Apr 2019 4 8 4.03
-7.28% Jun 2015 Jan 2016 8 Jun 2016 5 13 4.02
-6.31% Feb 1994 Mar 1994 2 Apr 1995 13 15 4.11
-5.42% Apr 2012 May 2012 2 Aug 2012 3 5 2.48
-4.34% Sep 2000 Nov 2000 3 Dec 2000 1 4 2.15
-4.14% May 2019 May 2019 1 Jun 2019 1 2 2.39
-4.11% Apr 2004 Apr 2004 1 Sep 2004 5 6 2.09
-3.87% Jun 2007 Jul 2007 2 Sep 2007 2 4 2.19
-3.68% Feb 2018 Mar 2018 2 Jul 2018 4 6 2.51
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 139 2.6 Months 38.50%
 
DD = 0% 38.50%
 
0% < DD <= -5% 131 2.8 Months 36.29%
 
DD <= -5% 74.79%
 
-5% < DD <= -10% 52 6.9 Months 14.40%
 
DD <= -10% 89.20%
 
-10% < DD <= -15% 23 15.7 Months 6.37%
 
DD <= -15% 95.57%
 
-15% < DD <= -20% 6 60.2 Months 1.66%
 
DD <= -20% 97.23%
 
-20% < DD <= -25% 1 361.0 Months 0.28%
 
DD <= -25% 97.51%
 
-25% < DD <= -30% 5 72.2 Months 1.39%
 
DD <= -30% 98.89%
 
-30% < DD <= -35% 2 180.5 Months 0.55%
 
DD <= -35% 99.45%
 
-35% < DD <= -40% 2 180.5 Months 0.55%
 
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
-40.72% Nov 2007 Feb 2009 16 Dec 2012 46 62 16.04
-22.45% Sep 2021 Sep 2022 13 in progress 16 29 13.00
-16.98% Jan 2020 Mar 2020 3 Nov 2020 8 11 7.30
-16.79% Feb 2001 Mar 2003 26 Oct 2003 7 33 8.79
-13.83% May 1998 Aug 1998 4 Apr 1999 8 12 5.49
-9.63% Sep 2018 Dec 2018 4 Sep 2019 9 13 3.73
-8.34% Feb 1994 Nov 1994 10 May 1995 6 16 5.39
-7.95% Mar 2015 Jan 2016 11 Jul 2016 6 17 4.09
-5.16% Sep 2000 Nov 2000 3 Jan 2001 2 5 2.46
-4.27% Jun 2007 Jul 2007 2 Oct 2007 3 5 2.25
-4.26% Apr 2004 Apr 2004 1 Oct 2004 6 7 2.41
-4.04% Jul 1999 Sep 1999 3 Dec 1999 3 6 2.28
-3.96% Feb 2018 Mar 2018 2 Aug 2018 5 7 2.74
-3.66% Jan 2000 Feb 2000 2 Aug 2000 6 8 1.84
-3.40% Jun 1996 Jul 1996 2 Sep 1996 2 4 1.68
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 100 3.6 Months 27.70%
 
DD = 0% 27.70%
 
0% < DD <= -5% 145 2.5 Months 40.17%
 
DD <= -5% 67.87%
 
-5% < DD <= -10% 49 7.4 Months 13.57%
 
DD <= -10% 81.44%
 
-10% < DD <= -15% 32 11.3 Months 8.86%
 
DD <= -15% 90.30%
 
-15% < DD <= -20% 22 16.4 Months 6.09%
 
DD <= -20% 96.40%
 
-20% < DD <= -25% 4 90.3 Months 1.11%
 
DD <= -25% 97.51%
 
-25% < DD <= -30% 4 90.3 Months 1.11%
 
DD <= -30% 98.61%
 
-30% < DD <= -35% 3 120.3 Months 0.83%
 
DD <= -35% 99.45%
 
-35% < DD <= -40% 1 361.0 Months 0.28%
 
DD <= -40% 99.72%
 
-40% < DD <= -45% 1 361.0 Months 0.28%
 
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
-39.73% Nov 2007 Feb 2009 16 Jan 2011 23 39 17.81
-18.62% Sep 1987 Nov 1987 3 Jan 1989 14 17 8.81
-17.80% Jan 2022 Sep 2022 9 in progress 16 25 8.35
-17.14% Jan 2020 Mar 2020 3 Nov 2020 8 11 7.51
-13.73% Feb 2001 Sep 2002 20 Jul 2003 10 30 7.20
-13.47% May 2011 Sep 2011 5 Mar 2012 6 11 5.71
-13.19% May 1998 Aug 1998 4 Jan 1999 5 9 5.63
-11.32% Jan 1990 Sep 1990 9 Feb 1991 5 14 5.61
-9.24% Sep 2018 Dec 2018 4 Apr 2019 4 8 4.03
-7.28% Jun 2015 Jan 2016 8 Jun 2016 5 13 4.02
-6.31% Feb 1994 Mar 1994 2 Apr 1995 13 15 4.11
-5.42% Apr 2012 May 2012 2 Aug 2012 3 5 2.48
-4.34% Sep 2000 Nov 2000 3 Dec 2000 1 4 2.15
-4.14% May 2019 May 2019 1 Jun 2019 1 2 2.39
-4.11% Apr 2004 Apr 2004 1 Sep 2004 5 6 2.09
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 201 2.3 Months 42.77%
 
DD = 0% 42.77%
 
0% < DD <= -5% 163 2.9 Months 34.68%
 
DD <= -5% 77.45%
 
-5% < DD <= -10% 61 7.7 Months 12.98%
 
DD <= -10% 90.43%
 
-10% < DD <= -15% 26 18.1 Months 5.53%
 
DD <= -15% 95.96%
 
-15% < DD <= -20% 9 52.2 Months 1.91%
 
DD <= -20% 97.87%
 
-20% < DD <= -25% 1 470.0 Months 0.21%
 
DD <= -25% 98.09%
 
-25% < DD <= -30% 5 94.0 Months 1.06%
 
DD <= -30% 99.15%
 
-30% < DD <= -35% 2 235.0 Months 0.43%
 
DD <= -35% 99.57%
 
-35% < DD <= -40% 2 235.0 Months 0.43%
 
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
-40.72% Nov 2007 Feb 2009 16 Dec 2012 46 62 16.04
-22.45% Sep 2021 Sep 2022 13 in progress 16 29 13.00
-19.40% Sep 1987 Nov 1987 3 May 1989 18 21 9.59
-16.98% Jan 2020 Mar 2020 3 Nov 2020 8 11 7.30
-16.79% Feb 2001 Mar 2003 26 Oct 2003 7 33 8.79
-15.47% Jan 1990 Oct 1990 10 May 1991 7 17 7.94
-13.83% May 1998 Aug 1998 4 Apr 1999 8 12 5.49
-9.63% Sep 2018 Dec 2018 4 Sep 2019 9 13 3.73
-8.34% Feb 1994 Nov 1994 10 May 1995 6 16 5.39
-7.95% Mar 2015 Jan 2016 11 Jul 2016 6 17 4.09
-5.16% Sep 2000 Nov 2000 3 Jan 2001 2 5 2.46
-4.34% Sep 1986 Sep 1986 1 Jan 1987 4 5 2.12
-4.27% Jun 2007 Jul 2007 2 Oct 2007 3 5 2.25
-4.26% Apr 2004 Apr 2004 1 Oct 2004 6 7 2.41
-4.04% Jul 1999 Sep 1999 3 Dec 1999 3 6 2.28
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 151 3.1 Months 32.13%
 
DD = 0% 32.13%
 
0% < DD <= -5% 178 2.6 Months 37.87%
 
DD <= -5% 70.00%
 
-5% < DD <= -10% 61 7.7 Months 12.98%
 
DD <= -10% 82.98%
 
-10% < DD <= -15% 40 11.8 Months 8.51%
 
DD <= -15% 91.49%
 
-15% < DD <= -20% 27 17.4 Months 5.74%
 
DD <= -20% 97.23%
 
-20% < DD <= -25% 4 117.5 Months 0.85%
 
DD <= -25% 98.09%
 
-25% < DD <= -30% 4 117.5 Months 0.85%
 
DD <= -30% 98.94%
 
-30% < DD <= -35% 3 156.7 Months 0.64%
 
DD <= -35% 99.57%
 
-35% < DD <= -40% 1 470.0 Months 0.21%
 
DD <= -40% 99.79%
 
-40% < DD <= -45% 1 470.0 Months 0.21%
 
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 70/30 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 -34.38 03/2008
02/2009
0.65$ -1.94 0.98$ 9.84 1.09$ 17.82 1.17$ 44.00 03/2009
02/2010
1.44$ 5.22 20.63%
2Y -19.21 03/2007
02/2009
0.65$ 0.84 1.01$ 9.10 1.19$ 14.98 1.32$ 30.81 03/2009
02/2011
1.71$ 0.80 13.06%
3Y -9.61 03/2006
02/2009
0.73$ 3.04 1.09$ 8.30 1.27$ 13.36 1.45$ 20.83 03/2009
02/2012
1.76$ 4.64 9.54%
5Y -1.59 03/2004
02/2009
0.92$ 3.90 1.21$ 7.53 1.43$ 11.82 1.74$ 17.13 03/2009
02/2014
2.20$ 6.78 0.66%
7Y 1.95 03/2002
02/2009
1.14$ 5.52 1.45$ 7.53 1.66$ 9.25 1.85$ 11.99 03/2009
02/2016
2.20$ 6.49 0.00%
10Y 3.12 03/1999
02/2009
1.36$ 5.64 1.73$ 7.40 2.04$ 9.70 2.52$ 11.30 03/2009
02/2019
2.91$ 6.42 0.00%
15Y 4.86 10/2007
09/2022
2.03$ 6.34 2.51$ 7.12 2.80$ 8.05 3.19$ 8.98 02/2009
01/2024
3.63$ 8.98 0.00%
20Y 5.86 04/2000
03/2020
3.12$ 6.86 3.76$ 7.50 4.25$ 8.19 4.83$ 9.01 12/1994
11/2014
5.61$ 6.81 0.00%
30Y 7.60 02/1994
01/2024
9.00$ 7.60 9.00$ 7.60 9.00$ 7.60 9.00$ 7.60 02/1994
01/2024
9.00$ 7.60 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 -34.39 03/2008
02/2009
0.65$ -4.53 0.95$ 7.25 1.07$ 15.42 1.15$ 40.97 03/2009
02/2010
1.40$ 2.05 24.93%
2Y -20.83 03/2007
02/2009
0.62$ -1.46 0.97$ 6.39 1.13$ 12.51 1.26$ 28.07 03/2009
02/2011
1.64$ -3.75 18.69%
3Y -11.54 03/2006
02/2009
0.69$ 0.18 1.00$ 5.84 1.18$ 10.56 1.35$ 18.01 03/2009
02/2012
1.64$ -0.97 14.77%
5Y -4.12 03/2004
02/2009
0.81$ 1.23 1.06$ 5.11 1.28$ 9.07 1.54$ 14.77 03/2009
02/2014
1.99$ 2.52 5.32%
7Y -0.61 03/2002
02/2009
0.95$ 3.13 1.24$ 5.20 1.42$ 6.87 1.59$ 10.25 03/2009
02/2016
1.97$ 2.90 0.72%
10Y 0.52 03/1999
02/2009
1.05$ 3.44 1.40$ 5.04 1.63$ 7.10 1.98$ 9.37 03/2009
02/2019
2.44$ 3.54 0.00%
15Y 2.43 10/2007
09/2022
1.43$ 4.12 1.83$ 4.80 2.02$ 5.58 2.25$ 6.75 02/2003
01/2018
2.66$ 6.26 0.00%
20Y 3.70 04/2000
03/2020
2.06$ 4.55 2.43$ 5.13 2.72$ 5.75 3.05$ 6.54 12/1994
11/2014
3.54$ 4.13 0.00%
30Y 4.94 02/1994
01/2024
4.25$ 4.94 4.25$ 4.94 4.25$ 4.94 4.25$ 4.94 02/1994
01/2024
4.25$ 4.94 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 -34.38 03/2008
02/2009
0.65$ -1.40 0.98$ 10.93 1.10$ 20.00 1.20$ 44.00 03/2009
02/2010
1.44$ 5.22 18.78%
2Y -19.21 03/2007
02/2009
0.65$ 2.55 1.05$ 9.70 1.20$ 16.17 1.34$ 30.81 03/2009
02/2011
1.71$ 0.80 9.87%
3Y -9.61 03/2006
02/2009
0.73$ 4.37 1.13$ 9.75 1.32$ 13.96 1.47$ 20.83 03/2009
02/2012
1.76$ 4.64 7.14%
5Y -1.59 03/2004
02/2009
0.92$ 4.64 1.25$ 9.02 1.54$ 13.46 1.88$ 18.61 01/1985
12/1989
2.34$ 6.78 0.49%
7Y 1.95 03/2002
02/2009
1.14$ 5.93 1.49$ 8.23 1.74$ 12.49 2.27$ 16.41 10/1990
09/1997
2.89$ 6.49 0.00%
10Y 3.12 03/1999
02/2009
1.36$ 6.00 1.79$ 8.51 2.26$ 12.12 3.14$ 14.06 12/1987
11/1997
3.72$ 6.42 0.00%
15Y 4.86 10/2007
09/2022
2.03$ 6.64 2.62$ 7.75 3.06$ 10.90 4.71$ 14.17 01/1985
12/1999
7.30$ 8.98 0.00%
20Y 5.86 04/2000
03/2020
3.12$ 7.05 3.90$ 8.37 4.98$ 10.62 7.52$ 12.43 01/1985
12/2004
10.41$ 6.81 0.00%
30Y 7.38 11/1993
10/2023
8.47$ 8.13 10.42$ 8.85 12.72$ 9.40 14.80$ 10.53 01/1985
12/2014
20.15$ 7.60 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 -34.39 03/2008
02/2009
0.65$ -4.02 0.95$ 7.81 1.07$ 16.75 1.16$ 40.97 03/2009
02/2010
1.40$ 2.05 24.02%
2Y -20.83 03/2007
02/2009
0.62$ 0.19 1.00$ 6.81 1.14$ 12.96 1.27$ 28.07 03/2009
02/2011
1.64$ -3.75 14.35%
3Y -11.54 03/2006
02/2009
0.69$ 1.50 1.04$ 6.62 1.21$ 10.81 1.36$ 18.01 03/2009
02/2012
1.64$ -0.97 11.52%
5Y -4.12 03/2004
02/2009
0.81$ 1.74 1.08$ 6.39 1.36$ 10.22 1.62$ 14.77 03/2009
02/2014
1.99$ 2.52 3.90%
7Y -0.61 03/2002
02/2009
0.95$ 3.37 1.26$ 5.91 1.49$ 8.85 1.81$ 13.19 10/1990
09/1997
2.38$ 2.90 0.52%
10Y 0.52 03/1999
02/2009
1.05$ 3.81 1.45$ 6.12 1.81$ 8.74 2.31$ 10.77 10/1990
09/2000
2.77$ 3.54 0.00%
15Y 2.43 10/2007
09/2022
1.43$ 4.28 1.87$ 5.30 2.17$ 7.89 3.12$ 10.65 01/1985
12/1999
4.56$ 6.26 0.00%
20Y 3.70 04/2000
03/2020
2.06$ 4.76 2.53$ 5.74 3.05$ 7.32 4.10$ 9.12 01/1985
12/2004
5.72$ 4.13 0.00%
30Y 4.74 11/1993
10/2023
4.01$ 5.53 5.02$ 6.20 6.07$ 6.66 6.91$ 7.60 01/1985
12/2014
9.00$ 4.94 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 70/30 Portfolio: Rolling Returns page.

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.
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
0.21
40%
-0.82
40%
-1.24
80%
1.57
80%
-0.27
60%
0.83
80%
2.34
100%
-0.41
40%
-2.77
20%
1.58
60%
3.97
80%
2.44
80%
Best 5.5
2023
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
5.3
2023
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
-2.3
2023
-2.0
2021
-2.9
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
0.70
50%
0.07
60%
-0.05
70%
1.08
90%
0.20
80%
0.67
80%
1.72
90%
-0.31
40%
-1.67
30%
0.95
60%
2.68
80%
0.76
60%
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
2.0
2019
5.9
2022
8.7
2020
5.3
2023
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 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
0.98
65%
0.57
67%
0.97
74%
1.43
79%
0.86
69%
0.41
64%
1.12
69%
-0.01
59%
-0.36
54%
0.45
64%
1.39
69%
1.88
82%
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 Feb 1985 - Jan 2024

Monthly Returns

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

BILL BERNSTEIN SHELTERED SAM 70/30 PORTFOLIO
Monthly Returns Distribution
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1985 - 31 January 2024 (~39 years)
237 Positive Months (66%) - 123 Negative Months (34%)
319 Positive Months (68%) - 150 Negative Months (32%)
Swipe left to see all data
(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.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 60/40 Momentum +9.48 9.58 -32.52 60 40 0
Simple Path to Wealth JL Collins +8.83 11.77 -38.53 75 25 0
Shield Strategy Aim Ways +8.63 8.85 -19.36 42 38 20
Aim Bold Strategy Aim Ways +8.16 9.93 -30.09 45 40 15
Stocks/Bonds 60/40 +8.05 9.63 -30.55 60 40 0
Weird Portfolio Value Stock Geek +8.02 10.84 -32.97 60 20 20
Yale Endowment David Swensen +7.91 11.02 -39.48 70 30 0
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
Edge Select Moderately Aggressive Merrill Lynch +7.71 11.15 -38.23 69 31 0
Jane Bryant Quinn Portfolio Jane Bryant Quinn +7.65 10.79 -39.55 70 30 0
Six Ways from Sunday Scott Burns +7.62 10.92 -39.14 66.7 33.3 0
Sheltered Sam 70/30 Bill Bernstein +7.60 10.72 -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 Author Return Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 60/40 Momentum +9.48 9.58 -32.52 60 40 0
Simple Path to Wealth JL Collins +8.83 11.77 -38.53 75 25 0
Shield Strategy Aim Ways +8.63 8.85 -19.36 42 38 20
Aim Bold Strategy Aim Ways +8.16 9.93 -30.09 45 40 15
Talmud Portfolio Roger Gibson +8.07 10.85 -40.17 66.7 33.3 0
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.