Bill Bernstein Sheltered Sam 90/10 Portfolio: Rolling Returns

Data Source: from January 1985 to January 2024 (~39 years)
Consolidated Returns as of 31 January 2024

Holding the Bill Bernstein Sheltered Sam 90/10 Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~39 years), the longest period with a negative return lasted 102 months (from September 2000 to February 2009).

This means that every rolling period of 103 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Bill Bernstein Sheltered Sam 90/10 Portfolio: ETF allocation and returns page.

Previous vs subsequent Returns

Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?

In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.

Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area

BILL BERNSTEIN SHELTERED SAM 90/10 PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to January 2024

The annualized return of the last 10 years has been 7.80% (updated at Jan 31, 2024).

Rolling Returns

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

BILL BERNSTEIN SHELTERED SAM 90/10 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 -43.25 03/2008
02/2009
0.56$ -4.13 0.95$ 11.29 1.11$ 22.27 1.22$ 57.50 03/2009
02/2010
1.57$ 5.87 24.64%
2Y -26.14 03/2007
02/2009
0.54$ -0.17 0.99$ 10.24 1.21$ 18.48 1.40$ 39.42 03/2009
02/2011
1.94$ 1.35 15.43%
3Y -14.23 03/2006
02/2009
0.63$ 2.15 1.06$ 9.71 1.32$ 15.52 1.54$ 25.64 03/2009
02/2012
1.98$ 6.06 12.62%
4Y -7.63 03/2005
02/2009
0.72$ 1.48 1.06$ 9.01 1.41$ 14.48 1.71$ 22.37 04/2003
03/2007
2.24$ 7.24 7.99%
5Y -3.68 03/2004
02/2009
0.82$ 3.12 1.16$ 7.90 1.46$ 13.63 1.89$ 21.29 03/2009
02/2014
2.62$ 8.14 1.99%
6Y 2.01 10/2005
09/2011
1.12$ 4.78 1.32$ 8.25 1.60$ 11.65 1.93$ 19.21 03/2009
02/2015
2.87$ 6.11 0.00%
7Y 0.47 03/2002
02/2009
1.03$ 5.42 1.44$ 8.25 1.74$ 10.34 1.99$ 14.73 03/2009
02/2016
2.61$ 7.80 0.00%
8Y 0.07 03/2001
02/2009
1.00$ 5.95 1.58$ 8.35 1.89$ 10.28 2.18$ 15.78 03/2009
02/2017
3.22$ 9.32 0.00%
9Y 0.70 03/2000
02/2009
1.06$ 5.62 1.63$ 8.08 2.01$ 10.34 2.42$ 15.22 03/2009
02/2018
3.57$ 7.57 0.00%
10Y 1.91 03/1999
02/2009
1.20$ 5.72 1.74$ 8.39 2.23$ 10.67 2.75$ 13.95 03/2009
02/2019
3.69$ 7.80 0.00%
11Y 1.75 03/1998
02/2009
1.21$ 5.98 1.89$ 8.12 2.35$ 11.03 3.15$ 12.73 03/2009
02/2020
3.73$ 8.37 0.00%
12Y 3.32 03/1997
02/2009
1.47$ 5.88 1.98$ 7.59 2.40$ 10.89 3.45$ 13.68 03/2009
02/2021
4.65$ 8.85 0.00%
13Y 4.24 04/2007
03/2020
1.71$ 6.33 2.22$ 7.81 2.65$ 9.61 3.29$ 13.41 03/2009
02/2022
5.13$ 8.37 0.00%
14Y 4.90 04/2006
03/2020
1.95$ 6.70 2.47$ 7.54 2.76$ 9.20 3.42$ 11.99 03/2009
02/2023
4.88$ 9.31 0.00%
15Y 5.35 10/2007
09/2022
2.18$ 6.71 2.64$ 7.61 3.00$ 8.47 3.38$ 10.94 02/2009
01/2024
4.74$ 10.94 0.00%
16Y 5.50 11/2007
10/2023
2.35$ 6.91 2.91$ 7.74 3.29$ 8.77 3.83$ 10.01 10/2002
09/2018
4.60$ 7.04 0.00%
17Y 6.03 11/2006
10/2023
2.70$ 7.13 3.22$ 8.09 3.75$ 8.78 4.18$ 9.62 02/2003
01/2020
4.76$ 6.42 0.00%
18Y 6.54 04/2002
03/2020
3.12$ 7.27 3.53$ 7.95 3.96$ 8.97 4.69$ 10.31 04/2003
03/2021
5.85$ 6.97 0.00%
19Y 6.57 04/2001
03/2020
3.35$ 7.36 3.85$ 7.93 4.26$ 9.22 5.34$ 10.18 04/2003
03/2022
6.30$ 7.58 0.00%
20Y 6.02 04/2000
03/2020
3.22$ 7.43 4.19$ 8.17 4.81$ 9.20 5.81$ 9.72 12/1994
11/2014
6.38$ 7.82 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 -43.25 03/2008
02/2009
0.56$ -7.24 0.92$ 9.16 1.09$ 20.02 1.20$ 54.19 03/2009
02/2010
1.54$ 2.68 28.94%
2Y -27.62 03/2007
02/2009
0.52$ -3.22 0.93$ 7.49 1.15$ 15.50 1.33$ 36.50 03/2009
02/2011
1.86$ -3.22 21.07%
3Y -16.05 03/2006
02/2009
0.59$ 0.08 1.00$ 7.28 1.23$ 13.09 1.44$ 22.71 03/2009
02/2012
1.84$ 0.38 14.46%
4Y -9.92 03/2005
02/2009
0.65$ -0.79 0.96$ 6.74 1.29$ 12.05 1.57$ 19.21 03/2009
02/2013
2.01$ 2.54 16.93%
5Y -6.16 03/2004
02/2009
0.72$ 0.57 1.02$ 5.74 1.32$ 10.96 1.68$ 18.84 03/2009
02/2014
2.37$ 3.82 10.96%
6Y -0.19 10/2005
09/2011
0.98$ 2.23 1.14$ 6.02 1.42$ 9.16 1.69$ 17.22 03/2009
02/2015
2.59$ 2.31 0.35%
7Y -2.06 03/2002
02/2009
0.86$ 3.22 1.24$ 5.64 1.46$ 8.29 1.74$ 12.94 03/2009
02/2016
2.34$ 4.17 1.08%
8Y -2.28 03/2001
02/2009
0.83$ 3.62 1.32$ 5.85 1.57$ 8.00 1.85$ 13.81 03/2009
02/2017
2.81$ 5.76 1.51%
9Y -1.78 03/2000
02/2009
0.85$ 3.67 1.38$ 5.58 1.62$ 8.08 2.01$ 13.19 03/2009
02/2018
3.04$ 4.31 1.19%
10Y -0.66 03/1999
02/2009
0.93$ 3.68 1.43$ 5.94 1.78$ 8.07 2.17$ 11.97 03/2009
02/2019
3.09$ 4.87 0.83%
11Y -0.74 03/1998
02/2009
0.92$ 3.69 1.48$ 5.78 1.85$ 8.36 2.41$ 10.72 03/2009
02/2020
3.06$ 5.55 0.87%
12Y 0.88 03/1997
02/2009
1.11$ 3.51 1.51$ 5.44 1.88$ 8.35 2.61$ 11.66 03/2009
02/2021
3.75$ 6.10 0.00%
13Y 1.85 03/1996
02/2009
1.26$ 3.88 1.63$ 5.63 2.03$ 7.09 2.43$ 10.90 03/2009
02/2022
3.83$ 5.60 0.00%
14Y 2.90 10/1997
09/2011
1.49$ 4.38 1.82$ 5.18 2.02$ 6.86 2.53$ 9.23 03/2009
02/2023
3.44$ 6.58 0.00%
15Y 2.78 03/1994
02/2009
1.50$ 4.33 1.88$ 5.25 2.15$ 6.02 2.40$ 8.17 02/2009
01/2024
3.24$ 8.17 0.00%
16Y 2.99 11/2007
10/2023
1.60$ 4.62 2.05$ 5.35 2.30$ 6.41 2.70$ 7.75 10/2002
09/2018
3.29$ 4.54 0.00%
17Y 3.43 11/2006
10/2023
1.77$ 4.73 2.19$ 5.66 2.54$ 6.27 2.81$ 7.39 02/2003
01/2020
3.36$ 3.82 0.00%
18Y 4.31 11/2005
10/2023
2.13$ 4.79 2.32$ 5.60 2.66$ 6.49 3.10$ 8.10 04/2003
03/2021
4.06$ 4.39 0.00%
19Y 4.42 01/2000
12/2018
2.27$ 5.02 2.53$ 5.63 2.83$ 6.74 3.45$ 7.66 11/2002
10/2021
4.06$ 4.90 0.00%
20Y 3.86 04/2000
03/2020
2.13$ 5.10 2.70$ 5.86 3.12$ 6.64 3.61$ 7.24 03/1995
02/2015
4.04$ 5.11 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 -43.25 03/2008
02/2009
0.56$ -3.46 0.96$ 12.54 1.12$ 24.33 1.24$ 57.50 03/2009
02/2010
1.57$ 5.87 22.49%
2Y -26.14 03/2007
02/2009
0.54$ 2.18 1.04$ 11.12 1.23$ 18.78 1.41$ 39.42 03/2009
02/2011
1.94$ 1.35 11.66%
3Y -14.23 03/2006
02/2009
0.63$ 4.04 1.12$ 11.08 1.37$ 16.30 1.57$ 25.64 03/2009
02/2012
1.98$ 6.06 9.45%
4Y -7.63 03/2005
02/2009
0.72$ 3.51 1.14$ 10.23 1.47$ 15.51 1.78$ 22.37 04/2003
03/2007
2.24$ 7.24 5.92%
5Y -3.68 03/2004
02/2009
0.82$ 4.17 1.22$ 10.32 1.63$ 14.99 2.01$ 21.29 03/2009
02/2014
2.62$ 8.14 1.46%
6Y 2.01 10/2005
09/2011
1.12$ 5.33 1.36$ 9.77 1.74$ 14.20 2.21$ 19.21 03/2009
02/2015
2.87$ 6.11 0.00%
7Y 0.47 03/2002
02/2009
1.03$ 6.22 1.52$ 9.38 1.87$ 13.57 2.43$ 18.68 10/1990
09/1997
3.31$ 7.80 0.00%
8Y 0.07 03/2001
02/2009
1.00$ 6.38 1.63$ 9.35 2.04$ 13.91 2.83$ 16.55 10/1985
09/1993
3.40$ 9.32 0.00%
9Y 0.70 03/2000
02/2009
1.06$ 6.61 1.77$ 9.61 2.28$ 13.66 3.16$ 17.01 01/1985
12/1993
4.11$ 7.57 0.00%
10Y 1.91 03/1999
02/2009
1.20$ 6.33 1.84$ 9.54 2.48$ 13.25 3.47$ 15.54 12/1987
11/1997
4.24$ 7.80 0.00%
11Y 1.75 03/1998
02/2009
1.21$ 6.43 1.98$ 9.68 2.76$ 13.06 3.85$ 15.91 01/1985
12/1995
5.07$ 8.37 0.00%
12Y 3.32 03/1997
02/2009
1.47$ 6.15 2.04$ 9.70 3.03$ 12.45 4.08$ 16.38 10/1985
09/1997
6.17$ 8.85 0.00%
13Y 4.24 04/2007
03/2020
1.71$ 6.53 2.27$ 8.91 3.03$ 12.14 4.43$ 16.30 01/1985
12/1997
7.12$ 8.37 0.00%
14Y 4.90 04/2006
03/2020
1.95$ 7.07 2.60$ 8.56 3.15$ 11.89 4.81$ 15.74 01/1985
12/1998
7.74$ 9.31 0.00%
15Y 5.35 10/2007
09/2022
2.18$ 7.01 2.76$ 8.21 3.26$ 11.86 5.37$ 15.73 01/1985
12/1999
8.94$ 10.94 0.00%
16Y 5.50 11/2007
10/2023
2.35$ 7.15 3.01$ 8.35 3.60$ 11.72 5.89$ 14.91 01/1985
12/2000
9.23$ 7.04 0.00%
17Y 6.03 11/2006
10/2023
2.70$ 7.35 3.34$ 8.39 3.93$ 11.57 6.43$ 13.71 01/1985
12/2001
8.88$ 6.42 0.00%
18Y 6.54 04/2002
03/2020
3.12$ 7.47 3.65$ 8.78 4.55$ 11.46 7.04$ 12.40 12/1987
11/2005
8.20$ 6.97 0.00%
19Y 6.57 04/2001
03/2020
3.35$ 7.47 3.93$ 8.88 5.03$ 11.46 7.86$ 13.23 01/1985
12/2003
10.60$ 7.58 0.00%
20Y 6.02 04/2000
03/2020
3.22$ 7.71 4.42$ 8.93 5.52$ 11.48 8.79$ 13.44 01/1985
12/2004
12.45$ 7.82 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 -43.25 03/2008
02/2009
0.56$ -5.83 0.94$ 9.31 1.09$ 21.13 1.21$ 54.19 03/2009
02/2010
1.54$ 2.68 26.86%
2Y -27.62 03/2007
02/2009
0.52$ -0.75 0.98$ 7.71 1.16$ 15.55 1.33$ 36.50 03/2009
02/2011
1.86$ -3.22 16.37%
3Y -16.05 03/2006
02/2009
0.59$ 1.51 1.04$ 7.80 1.25$ 13.19 1.45$ 22.71 03/2009
02/2012
1.84$ 0.38 11.29%
4Y -9.92 03/2005
02/2009
0.65$ 1.28 1.05$ 7.89 1.35$ 12.48 1.60$ 19.21 03/2009
02/2013
2.01$ 2.54 12.56%
5Y -6.16 03/2004
02/2009
0.72$ 1.72 1.08$ 7.43 1.43$ 11.85 1.75$ 18.84 03/2009
02/2014
2.37$ 3.82 8.05%
6Y -0.19 10/2005
09/2011
0.98$ 2.75 1.17$ 7.20 1.51$ 11.07 1.87$ 17.22 03/2009
02/2015
2.59$ 2.31 0.25%
7Y -2.06 03/2002
02/2009
0.86$ 3.75 1.29$ 6.97 1.60$ 10.21 1.97$ 15.40 10/1990
09/1997
2.72$ 4.17 0.78%
8Y -2.28 03/2001
02/2009
0.83$ 3.78 1.34$ 6.77 1.68$ 10.62 2.24$ 13.81 03/2009
02/2017
2.81$ 5.76 1.07%
9Y -1.78 03/2000
02/2009
0.85$ 4.14 1.44$ 7.03 1.84$ 10.49 2.45$ 13.22 01/1991
12/1999
3.05$ 4.31 0.83%
10Y -0.66 03/1999
02/2009
0.93$ 4.16 1.50$ 7.21 2.00$ 9.96 2.58$ 12.44 10/1990
09/2000
3.23$ 4.87 0.57%
11Y -0.74 03/1998
02/2009
0.92$ 4.23 1.57$ 7.23 2.15$ 9.75 2.78$ 12.00 01/1985
12/1995
3.47$ 5.55 0.59%
12Y 0.88 03/1997
02/2009
1.11$ 3.98 1.59$ 6.95 2.23$ 9.40 2.93$ 12.57 10/1985
09/1997
4.14$ 6.10 0.00%
13Y 1.85 03/1996
02/2009
1.26$ 4.20 1.70$ 6.42 2.24$ 9.06 3.08$ 12.59 04/1985
03/1998
4.67$ 5.60 0.00%
14Y 2.90 10/1997
09/2011
1.49$ 4.66 1.89$ 6.21 2.32$ 8.96 3.32$ 12.13 01/1985
12/1998
4.96$ 6.58 0.00%
15Y 2.78 03/1994
02/2009
1.50$ 4.67 1.98$ 5.88 2.35$ 8.88 3.58$ 12.16 01/1985
12/1999
5.59$ 8.17 0.00%
16Y 2.99 11/2007
10/2023
1.60$ 4.79 2.11$ 5.94 2.51$ 8.52 3.69$ 11.35 01/1985
12/2000
5.58$ 4.54 0.00%
17Y 3.43 11/2006
10/2023
1.77$ 5.05 2.30$ 6.02 2.70$ 8.41 3.94$ 10.36 11/1990
10/2007
5.34$ 3.82 0.00%
18Y 4.31 11/2005
10/2023
2.13$ 5.10 2.44$ 6.25 2.97$ 8.26 4.17$ 9.11 12/1988
11/2006
4.80$ 4.39 0.00%
19Y 4.35 03/1990
02/2009
2.24$ 5.16 2.60$ 6.39 3.24$ 8.11 4.39$ 9.92 01/1985
12/2003
6.03$ 4.90 0.00%
20Y 3.86 04/2000
03/2020
2.13$ 5.34 2.83$ 6.29 3.38$ 8.18 4.81$ 10.10 01/1985
12/2004
6.85$ 5.11 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +12.54% +57.50%
Mar 2009 - Feb 2010
-43.25%
Mar 2008 - Feb 2009
22.49%
103 out of 458
US Inflation Adjusted +9.31% +54.19%
Mar 2009 - Feb 2010
-43.25%
Mar 2008 - Feb 2009
26.86%
123 out of 458
1 Year Annualized Rolling Returns
Timeframes ending in every month
1 Year Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 2 Years (24 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.12% +39.42%
Mar 2009 - Feb 2011
-26.14%
Mar 2007 - Feb 2009
11.66%
52 out of 446
US Inflation Adjusted +7.71% +36.50%
Mar 2009 - Feb 2011
-27.62%
Mar 2007 - Feb 2009
16.37%
73 out of 446
2 Years Annualized Rolling Returns
Timeframes ending in every month
2 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 3 Years (36 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +11.08% +25.64%
Mar 2009 - Feb 2012
-14.23%
Mar 2006 - Feb 2009
9.45%
41 out of 434
US Inflation Adjusted +7.80% +22.71%
Mar 2009 - Feb 2012
-16.05%
Mar 2006 - Feb 2009
11.29%
49 out of 434
3 Years Annualized Rolling Returns
Timeframes ending in every month
3 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 4 Years (48 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +10.23% +22.37%
Apr 2003 - Mar 2007
-7.63%
Mar 2005 - Feb 2009
5.92%
25 out of 422
US Inflation Adjusted +7.89% +19.21%
Mar 2009 - Feb 2013
-9.92%
Mar 2005 - Feb 2009
12.56%
53 out of 422
4 Years Annualized Rolling Returns
Timeframes ending in every month
4 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 5 Years (60 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +10.32% +21.29%
Mar 2009 - Feb 2014
-3.68%
Mar 2004 - Feb 2009
1.46%
6 out of 410
US Inflation Adjusted +7.43% +18.84%
Mar 2009 - Feb 2014
-6.16%
Mar 2004 - Feb 2009
8.05%
33 out of 410
5 Years Annualized Rolling Returns
Timeframes ending in every month
5 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 6 Years (72 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.77% +19.21%
Mar 2009 - Feb 2015
+2.01%
Oct 2005 - Sep 2011
0.00%
0 out of 398
US Inflation Adjusted +7.20% +17.22%
Mar 2009 - Feb 2015
-0.19%
Oct 2005 - Sep 2011
0.25%
1 out of 398
6 Years Annualized Rolling Returns
Timeframes ending in every month
6 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 7 Years (84 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.38% +18.68%
Oct 1990 - Sep 1997
+0.47%
Mar 2002 - Feb 2009
0.00%
0 out of 386
US Inflation Adjusted +6.97% +15.40%
Oct 1990 - Sep 1997
-2.06%
Mar 2002 - Feb 2009
0.78%
3 out of 386
7 Years Annualized Rolling Returns
Timeframes ending in every month
7 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 8 Years (96 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.35% +16.55%
Oct 1985 - Sep 1993
+0.07%
Mar 2001 - Feb 2009
0.00%
0 out of 374
US Inflation Adjusted +6.77% +13.81%
Mar 2009 - Feb 2017
-2.28%
Mar 2001 - Feb 2009
1.07%
4 out of 374
8 Years Annualized Rolling Returns
Timeframes ending in every month
8 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 9 Years (108 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.61% +17.01%
Jan 1985 - Dec 1993
+0.70%
Mar 2000 - Feb 2009
0.00%
0 out of 362
US Inflation Adjusted +7.03% +13.22%
Jan 1991 - Dec 1999
-1.78%
Mar 2000 - Feb 2009
0.83%
3 out of 362
9 Years Annualized Rolling Returns
Timeframes ending in every month
9 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 10 Years (120 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.54% +15.54%
Dec 1987 - Nov 1997
+1.91%
Mar 1999 - Feb 2009
0.00%
0 out of 350
US Inflation Adjusted +7.21% +12.44%
Oct 1990 - Sep 2000
-0.66%
Mar 1999 - Feb 2009
0.57%
2 out of 350
10 Years Annualized Rolling Returns
Timeframes ending in every month
10 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 11 Years (132 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.68% +15.91%
Jan 1985 - Dec 1995
+1.75%
Mar 1998 - Feb 2009
0.00%
0 out of 338
US Inflation Adjusted +7.23% +12.00%
Jan 1985 - Dec 1995
-0.74%
Mar 1998 - Feb 2009
0.59%
2 out of 338
11 Years Annualized Rolling Returns
Timeframes ending in every month
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 12 Years (144 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.70% +16.38%
Oct 1985 - Sep 1997
+3.32%
Mar 1997 - Feb 2009
0.00%
0 out of 326
US Inflation Adjusted +6.95% +12.57%
Oct 1985 - Sep 1997
+0.88%
Mar 1997 - Feb 2009
0.00%
0 out of 326
12 Years Annualized Rolling Returns
Timeframes ending in every month
12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 13 Years (156 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.91% +16.30%
Jan 1985 - Dec 1997
+4.24%
Apr 2007 - Mar 2020
0.00%
0 out of 314
US Inflation Adjusted +6.42% +12.59%
Apr 1985 - Mar 1998
+1.85%
Mar 1996 - Feb 2009
0.00%
0 out of 314
13 Years Annualized Rolling Returns
Timeframes ending in every month
13 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 14 Years (168 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.56% +15.74%
Jan 1985 - Dec 1998
+4.90%
Apr 2006 - Mar 2020
0.00%
0 out of 302
US Inflation Adjusted +6.21% +12.13%
Jan 1985 - Dec 1998
+2.90%
Oct 1997 - Sep 2011
0.00%
0 out of 302
14 Years Annualized Rolling Returns
Timeframes ending in every month
14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 15 Years (180 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.21% +15.73%
Jan 1985 - Dec 1999
+5.35%
Oct 2007 - Sep 2022
0.00%
0 out of 290
US Inflation Adjusted +5.88% +12.16%
Jan 1985 - Dec 1999
+2.78%
Mar 1994 - Feb 2009
0.00%
0 out of 290
15 Years Annualized Rolling Returns
Timeframes ending in every month
15 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 16 Years (192 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.35% +14.91%
Jan 1985 - Dec 2000
+5.50%
Nov 2007 - Oct 2023
0.00%
0 out of 278
US Inflation Adjusted +5.94% +11.35%
Jan 1985 - Dec 2000
+2.99%
Nov 2007 - Oct 2023
0.00%
0 out of 278
16 Years Annualized Rolling Returns
Timeframes ending in every month
16 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 17 Years (204 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.39% +13.71%
Jan 1985 - Dec 2001
+6.03%
Nov 2006 - Oct 2023
0.00%
0 out of 266
US Inflation Adjusted +6.02% +10.36%
Nov 1990 - Oct 2007
+3.43%
Nov 2006 - Oct 2023
0.00%
0 out of 266
17 Years Annualized Rolling Returns
Timeframes ending in every month
17 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 18 Years (216 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.78% +12.40%
Dec 1987 - Nov 2005
+6.54%
Apr 2002 - Mar 2020
0.00%
0 out of 254
US Inflation Adjusted +6.25% +9.11%
Dec 1988 - Nov 2006
+4.31%
Nov 2005 - Oct 2023
0.00%
0 out of 254
18 Years Annualized Rolling Returns
Timeframes ending in every month
18 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 19 Years (228 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.88% +13.23%
Jan 1985 - Dec 2003
+6.57%
Apr 2001 - Mar 2020
0.00%
0 out of 242
US Inflation Adjusted +6.39% +9.92%
Jan 1985 - Dec 2003
+4.35%
Mar 1990 - Feb 2009
0.00%
0 out of 242
19 Years Annualized Rolling Returns
Timeframes ending in every month
19 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 20 Years (240 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.93% +13.44%
Jan 1985 - Dec 2004
+6.02%
Apr 2000 - Mar 2020
0.00%
0 out of 230
US Inflation Adjusted +6.29% +10.10%
Jan 1985 - Dec 2004
+3.86%
Apr 2000 - Mar 2020
0.00%
0 out of 230
20 Years Annualized Rolling Returns
Timeframes ending in every month
20 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

To obtain comprehensive information, please consult the Bill Bernstein Sheltered Sam 90/10 Portfolio: ETF allocation and returns page.