Bill Bernstein Sheltered Sam 100/0 Portfolio vs US Stocks Value Portfolio Portfolio Comparison

Simulation Settings
Period: January 1976 - April 2025 (~49 years)
Consolidated Returns as of 30 April 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
All (since January 1976)
Inflation Adjusted:
Bill Bernstein Sheltered Sam 100/0 Portfolio
1.00$
Initial Capital
May 1995
13.93$
Final Capital
April 2025
9.18%
Yearly Return
15.36%
Std Deviation
-54.91%
Max Drawdown
62months
Recovery Period
1.00$
Initial Capital
May 1995
6.61$
Final Capital
April 2025
6.50%
Yearly Return
15.36%
Std Deviation
-55.66%
Max Drawdown
66months
Recovery Period
1.00$
Initial Capital
January 1976
265.20$
Final Capital
April 2025
11.98%
Yearly Return
14.77%
Std Deviation
-54.91%
Max Drawdown
62months
Recovery Period
1.00$
Initial Capital
January 1976
46.12$
Final Capital
April 2025
8.08%
Yearly Return
14.77%
Std Deviation
-55.66%
Max Drawdown
66months
Recovery Period
US Stocks Value Portfolio
1.00$
Initial Capital
May 1995
15.85$
Final Capital
April 2025
9.65%
Yearly Return
15.46%
Std Deviation
-55.41%
Max Drawdown
68months
Recovery Period
1.00$
Initial Capital
May 1995
7.52$
Final Capital
April 2025
6.96%
Yearly Return
15.46%
Std Deviation
-56.66%
Max Drawdown
74months
Recovery Period
1.00$
Initial Capital
January 1976
212.95$
Final Capital
April 2025
11.48%
Yearly Return
15.19%
Std Deviation
-55.41%
Max Drawdown
68months
Recovery Period
1.00$
Initial Capital
January 1976
37.03$
Final Capital
April 2025
7.60%
Yearly Return
15.19%
Std Deviation
-56.66%
Max Drawdown
74months
Recovery Period

As of April 2025, in the previous 30 Years, the Bill Bernstein Sheltered Sam 100/0 Portfolio obtained a 9.18% compound annual return, with a 15.36% standard deviation. It suffered a maximum drawdown of -54.91% that required 62 months to be recovered.

As of April 2025, in the previous 30 Years, the US Stocks Value Portfolio obtained a 9.65% compound annual return, with a 15.46% standard deviation. It suffered a maximum drawdown of -55.41% that required 68 months to be recovered.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators. Content is for informational, educational, illustrative, and entertainment purposes only.
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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Bill Bernstein Sheltered Sam 100/0 Portfolio
Weight
(%)		 Ticker Name
25.00
VTV
Vanguard Value
20.00
VV
Vanguard Large-Cap
15.00
IJS
iShares S&P Small-Cap 600 Value
10.00
VNQ
Vanguard Real Estate
7.00
EFV
iShares MSCI EAFE Value
5.00
EEM
iShares MSCI Emerging Markets
5.00
IJR
iShares Core S&P Small-Cap
5.00
VGK
Vanguard FTSE Europe
5.00
VPL
Vanguard FTSE Pacific
3.00
GLTR
Aberdeen Standard Physical Precious Metals Basket Shares
US Stocks Value Portfolio
Weight
(%)		 Ticker Name
100.00
IUSV
iShares Core S&P U.S. Value ETF
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Portfolio Returns as of Apr 30, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
RETURN COMPARISON
Period: 1 January 1976 - 30 April 2025 (~49 years)
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Return (%) as of Apr 30, 2025
YTD
(4M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~49Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_bernstein.webp Sheltered Sam 100/0
Bill Bernstein 		-1.09 -1.50 -1.47 10.04 12.72 8.24 9.18 11.98
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp US Stocks Value
-- Market Benchmark 		-3.71 -3.78 -4.91 4.78 14.02 9.44 9.65 11.48
Return over 1 year are annualized.
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Capital Growth as of Apr 30, 2025

Bill Bernstein Sheltered Sam 100/0 Portfolio: an investment of 1$, since May 1995, now would be worth 13.93$, with a total return of 1292.94% (9.18% annualized).

US Stocks Value Portfolio: an investment of 1$, since May 1995, now would be worth 15.85$, with a total return of 1484.63% (9.65% annualized).


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Bill Bernstein Sheltered Sam 100/0 Portfolio: an investment of 1$, since January 1976, now would be worth 265.20$, with a total return of 26419.67% (11.98% annualized).

US Stocks Value Portfolio: an investment of 1$, since January 1976, now would be worth 212.95$, with a total return of 21194.56% (11.48% annualized).


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Portfolio Metrics as of Apr 30, 2025

The following metrics, updated as of 30 April 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 May 2024 - 30 April 2025 (1 year)
Period: 1 May 2020 - 30 April 2025 (5 years)
Period: 1 May 2015 - 30 April 2025 (10 years)
Period: 1 May 1995 - 30 April 2025 (30 years)
Period: 1 January 1976 - 30 April 2025 (~49 years)
Swipe left to see all data
Sheltered Sam 100/0 US Stocks Value
Author Bill Bernstein
ASSET ALLOCATION
Stocks 97% 100%
Fixed Income 0% 0%
Commodities 3% 0%
PERFORMANCES
Annualized Return (%) 10.04 4.78
Infl. Adjusted Return (%) 7.81 2.65
DRAWDOWN
Deepest Drawdown Depth (%) -6.08 -10.35
Start to Recovery (months) 5* 5*
Longest Drawdown Depth (%) -6.08 -10.35
Start to Recovery (months) 5* 5*
Longest Negative Period (months) 8* 9*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 10.77 12.58
Sharpe Ratio 0.49 0.00
Sortino Ratio 0.66 0.00
Ulcer Index 2.72 4.26
Ratio: Return / Standard Deviation 0.93 0.38
Ratio: Return / Deepest Drawdown 1.65 0.46
Metrics calculated over the period 1 May 2024 - 30 April 2025
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Sheltered Sam 100/0 US Stocks Value
Author Bill Bernstein
ASSET ALLOCATION
Stocks 97% 100%
Fixed Income 0% 0%
Commodities 3% 0%
PERFORMANCES
Annualized Return (%) 12.72 14.02
Infl. Adjusted Return (%) 7.83 9.08
DRAWDOWN
Deepest Drawdown Depth (%) -21.73 -16.63
Start to Recovery (months) 24 13
Longest Drawdown Depth (%) -21.73 -16.63
Start to Recovery (months) 24 13
Longest Negative Period (months) 31 22
RISK INDICATORS
Standard Deviation (%) 15.38 15.82
Sharpe Ratio 0.66 0.73
Sortino Ratio 0.93 1.05
Ulcer Index 6.53 4.32
Ratio: Return / Standard Deviation 0.83 0.89
Ratio: Return / Deepest Drawdown 0.59 0.84
Metrics calculated over the period 1 May 2020 - 30 April 2025
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Sheltered Sam 100/0 US Stocks Value
Author Bill Bernstein
ASSET ALLOCATION
Stocks 97% 100%
Fixed Income 0% 0%
Commodities 3% 0%
PERFORMANCES
Annualized Return (%) 8.24 9.44
Infl. Adjusted Return (%) 5.01 6.18
DRAWDOWN
Deepest Drawdown Depth (%) -25.40 -26.06
Start to Recovery (months) 11 12
Longest Drawdown Depth (%) -21.73 -12.56
Start to Recovery (months) 24 15
Longest Negative Period (months) 38 37
RISK INDICATORS
Standard Deviation (%) 15.12 15.88
Sharpe Ratio 0.43 0.48
Sortino Ratio 0.58 0.66
Ulcer Index 6.52 5.98
Ratio: Return / Standard Deviation 0.54 0.59
Ratio: Return / Deepest Drawdown 0.32 0.36
Metrics calculated over the period 1 May 2015 - 30 April 2025
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Sheltered Sam 100/0 US Stocks Value
Author Bill Bernstein
ASSET ALLOCATION
Stocks 97% 100%
Fixed Income 0% 0%
Commodities 3% 0%
PERFORMANCES
Annualized Return (%) 9.18 9.65
Infl. Adjusted Return (%) 6.50 6.96
DRAWDOWN
Deepest Drawdown Depth (%) -54.91 -55.41
Start to Recovery (months) 62 68
Longest Drawdown Depth (%) -54.91 -55.41
Start to Recovery (months) 62 68
Longest Negative Period (months) 116 132
RISK INDICATORS
Standard Deviation (%) 15.36 15.46
Sharpe Ratio 0.45 0.48
Sortino Ratio 0.58 0.63
Ulcer Index 11.40 13.17
Ratio: Return / Standard Deviation 0.60 0.62
Ratio: Return / Deepest Drawdown 0.17 0.17
Metrics calculated over the period 1 May 1995 - 30 April 2025
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Sheltered Sam 100/0 US Stocks Value
Author Bill Bernstein
ASSET ALLOCATION
Stocks 97% 100%
Fixed Income 0% 0%
Commodities 3% 0%
PERFORMANCES
Annualized Return (%) 11.98 11.48
Infl. Adjusted Return (%) 8.08 7.60
DRAWDOWN
Deepest Drawdown Depth (%) -54.91 -55.41
Start to Recovery (months) 62 68
Longest Drawdown Depth (%) -54.91 -55.41
Start to Recovery (months) 62 68
Longest Negative Period (months) 116 132
RISK INDICATORS
Standard Deviation (%) 14.77 15.19
Sharpe Ratio 0.52 0.48
Sortino Ratio 0.68 0.64
Ulcer Index 9.49 10.98
Ratio: Return / Standard Deviation 0.81 0.76
Ratio: Return / Deepest Drawdown 0.22 0.21
Metrics calculated over the period 1 January 1976 - 30 April 2025
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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.

DRAWDOWN COMPARISON
Period: 1 May 1995 - 30 April 2025 (30 years)
Period: 1 January 1976 - 30 April 2025 (~49 years)

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Sheltered Sam 100/0 US Stocks Value
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-55.41 68 Jun 2007
Jan 2013
-54.91 62 Nov 2007
Dec 2012
-32.49 42 Sep 2000
Feb 2004
-26.06 12 Jan 2020
Dec 2020
-25.69 33 Feb 2001
Oct 2003
-25.40 11 Jan 2020
Nov 2020
-21.73 24 Jan 2022
Dec 2023
-19.86 12 May 1998
Apr 1999
-17.60 6 Jul 1998
Dec 1998
-16.63 13 Jan 2022
Jan 2023
-13.05 11 Sep 2018
Jul 2019
-12.56 15 Feb 2018
Apr 2019
-10.70 13 Jun 2015
Jun 2016
-10.35 5* Dec 2024
In progress
-10.21 14 Jun 2015
Jul 2016

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Sheltered Sam 100/0 US Stocks Value
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-55.41 68 Jun 2007
Jan 2013
-54.91 62 Nov 2007
Dec 2012
-32.49 42 Sep 2000
Feb 2004
-30.17 20 Sep 1987
Apr 1989
-26.06 12 Jan 2020
Dec 2020
-25.69 33 Feb 2001
Oct 2003
-25.44 17 Sep 1987
Jan 1989
-25.40 11 Jan 2020
Nov 2020
-21.73 24 Jan 2022
Dec 2023
-19.86 12 May 1998
Apr 1999
-17.87 15 Jan 1990
Mar 1991
-17.60 6 Jul 1998
Dec 1998
-16.63 13 Jan 2022
Jan 2023
-16.02 9 Jun 1990
Feb 1991
-14.00 16 Jul 1981
Oct 1982

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the Simulation Settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Annualized Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1976 - 30 April 2025 (~49 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

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Yearly Returns

For each year, the following table provides the return and intra-year drawdown. The highlighted returns represent the highest values for that specific year.

Swipe left to see all data
Sheltered Sam 100/0 US Stocks Value
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 -1.09 -4.28 -3.71 -6.64
2024
 12.55 -5.05 12.18 -6.90
2023
 15.57 -10.57 21.73 -9.28
2022
 -12.59 -21.73 -5.39 -16.63
2021
 23.26 -3.71 25.21 -3.32
2020
 7.92 -25.40 1.55 -26.06
2019
 25.10 -6.15 31.48 -7.76
2018
 -8.54 -13.05 -9.18 -12.56
2017
 18.07 -0.33 15.08 -1.63
2016
 14.96 -5.02 18.48 -5.38
2015
 -2.58 -9.91 -4.32 -10.50
2014
 8.93 -3.76 12.75 -3.59
2013
 25.60 -3.08 32.19 -3.90
2012
 16.72 -8.15 17.36 -6.74
2011
 -1.94 -19.96 -0.29 -19.14
2010
 18.03 -13.01 15.81 -13.77
2009
 28.40 -22.79 19.61 -23.38
2008
 -36.97 -40.41 -36.01 -37.37
2007
 2.63 -7.36 -1.38 -9.05
2006
 22.83 -3.80 21.90 -2.74
2005
 11.09 -4.34 6.59 -3.67
2004
 19.02 -4.74 16.71 -3.14
2003
 37.23 -5.25 31.72 -5.06
2002
 -13.43 -22.61 -16.07 -25.33
2001
 -5.06 -17.43 -4.82 -13.49
2000
 2.19 -7.66 3.67 -8.97
1999
 17.38 -4.45 8.54 -8.88
1998
 8.80 -19.86 17.96 -17.60
1997
 20.21 -4.83 32.64 -5.25
1996
 19.51 -4.76 23.15 -4.43
1995
 25.90 -2.38 39.35 -0.21
1994
 -1.11 -7.23 0.35 -6.99
1993
 25.63 -3.08 10.42 -2.38
1992
 9.73 -2.45 8.69 -2.26
1991
 31.84 -4.60 29.07 -4.66
1990
 -11.83 -17.87 -6.16 -16.02
1989
 26.34 -3.57 28.73 -3.12
1988
 20.88 -2.67 19.63 -3.20
1987
 3.74 -25.44 3.51 -30.17
1986
 26.09 -4.93 17.17 -8.41
1985
 35.09 -3.17 32.40 -3.74
1984
 7.75 -6.32 8.57 -5.86
1983
 26.03 -1.94 24.55 -2.99
1982
 18.67 -10.66 21.31 -9.40
1981
 -0.04 -10.30 3.13 -8.38
1980
 28.25 -12.26 28.37 -10.15
1979
 25.49 -8.19 16.21 -6.74
1978
 14.91 -9.70 5.15 -9.56
1977
 7.35 -3.04 -6.25 -10.08
1976
 29.03 -2.46 31.05 -1.56
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