Bill Bernstein Sheltered Sam 80/20 Portfolio vs Technology Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - May 2025 (~40 years)
Consolidated Returns as of 31 May 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
All (since January 1985)
Inflation Adjusted:
Bill Bernstein Sheltered Sam 80/20 Portfolio
1.00$
Initial Capital
June 1995
11.12$
Final Capital
May 2025
8.36%
Yearly Return
12.25%
Std Deviation
-45.06%
Max Drawdown
40months
Recovery Period
1.00$
Initial Capital
June 1995
5.28$
Final Capital
May 2025
5.70%
Yearly Return
12.25%
Std Deviation
-45.97%
Max Drawdown
63months
Recovery Period
1.00$
Initial Capital
January 1985
47.39$
Final Capital
May 2025
10.02%
Yearly Return
12.05%
Std Deviation
-45.06%
Max Drawdown
40months
Recovery Period
1.00$
Initial Capital
January 1985
15.60$
Final Capital
May 2025
7.03%
Yearly Return
12.05%
Std Deviation
-45.97%
Max Drawdown
63months
Recovery Period
Technology Portfolio
1.00$
Initial Capital
June 1995
50.92$
Final Capital
May 2025
14.00%
Yearly Return
24.04%
Std Deviation
-81.08%
Max Drawdown
175months
Recovery Period
1.00$
Initial Capital
June 1995
24.17$
Final Capital
May 2025
11.20%
Yearly Return
24.04%
Std Deviation
-82.10%
Max Drawdown
206months
Recovery Period
1.00$
Initial Capital
January 1985
254.77$
Final Capital
May 2025
14.69%
Yearly Return
23.38%
Std Deviation
-81.08%
Max Drawdown
175months
Recovery Period
1.00$
Initial Capital
January 1985
83.89$
Final Capital
May 2025
11.58%
Yearly Return
23.38%
Std Deviation
-82.10%
Max Drawdown
206months
Recovery Period

As of May 2025, in the previous 30 Years, the Bill Bernstein Sheltered Sam 80/20 Portfolio obtained a 8.36% compound annual return, with a 12.25% standard deviation. It suffered a maximum drawdown of -45.06% that required 40 months to be recovered.

As of May 2025, in the previous 30 Years, the Technology Portfolio obtained a 14.00% compound annual return, with a 24.04% standard deviation. It suffered a maximum drawdown of -81.08% that required 175 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 80/20 Portfolio
Weight
(%)		 Ticker Name
20.00
VTV
Vanguard Value
16.00
VV
Vanguard Large-Cap
12.00
IJS
iShares S&P Small-Cap 600 Value
8.00
VNQ
Vanguard Real Estate
5.60
EFV
iShares MSCI EAFE Value
4.00
EEM
iShares MSCI Emerging Markets
4.00
IJR
iShares Core S&P Small-Cap
4.00
VGK
Vanguard FTSE Europe
4.00
VPL
Vanguard FTSE Pacific
12.00
SHY
iShares 1-3 Year Treasury Bond
8.00
TIP
iShares TIPS Bond
2.40
GLTR
Aberdeen Standard Physical Precious Metals Basket Shares
Technology Portfolio
Weight
(%)		 Ticker Name
100.00
QQQ
Invesco QQQ Trust
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Portfolio Returns as of May 31, 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 1985 - 31 May 2025 (~40 years)
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Return (%) as of May 31, 2025
YTD
(5M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_bernstein.webp Sheltered Sam 80/20
Bill Bernstein 		2.87 3.11 -1.49 9.04 10.36 7.31 8.36 10.02
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp Technology
-- Market Benchmark 		1.69 9.18 2.15 15.88 18.05 17.68 14.00 14.69
Return over 1 year are annualized.
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Capital Growth as of May 31, 2025

Bill Bernstein Sheltered Sam 80/20 Portfolio: an investment of 1$, since June 1995, now would be worth 11.12$, with a total return of 1012.28% (8.36% annualized).

Technology Portfolio: an investment of 1$, since June 1995, now would be worth 50.92$, with a total return of 4991.96% (14.00% annualized).


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Bill Bernstein Sheltered Sam 80/20 Portfolio: an investment of 1$, since January 1985, now would be worth 47.39$, with a total return of 4638.80% (10.02% annualized).

Technology Portfolio: an investment of 1$, since January 1985, now would be worth 254.77$, with a total return of 25376.56% (14.69% annualized).


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Portfolio Metrics as of May 31, 2025

The following metrics, updated as of 31 May 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 June 2024 - 31 May 2025 (1 year)
Period: 1 June 2020 - 31 May 2025 (5 years)
Period: 1 June 2015 - 31 May 2025 (10 years)
Period: 1 June 1995 - 31 May 2025 (30 years)
Period: 1 January 1985 - 31 May 2025 (~40 years)
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Sheltered Sam 80/20 Technology
Author Bill Bernstein
ASSET ALLOCATION
Stocks 77.6% 100%
Fixed Income 20% 0%
Commodities 2.4% 0%
PERFORMANCES
Annualized Return (%) 9.04
15.88
Infl. Adjusted Return (%) 6.59 13.28
DRAWDOWN
Deepest Drawdown Depth (%)
-4.46
-10.08
Start to Recovery (months) 6*
4*
Longest Drawdown Depth (%)
-4.46
-10.08
Start to Recovery (months) 6*
4*
Longest Negative Period (months)
8
10
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%)
8.90
14.73
Sharpe Ratio 0.49
0.76
Sortino Ratio 0.66
1.06
Ulcer Index
2.14
3.83
Ratio: Return / Standard Deviation 1.02
1.08
Ratio: Return / Deepest Drawdown
2.03
1.57
Metrics calculated over the period 1 June 2024 - 31 May 2025
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Sheltered Sam 80/20 Technology
Author Bill Bernstein
ASSET ALLOCATION
Stocks 77.6% 100%
Fixed Income 20% 0%
Commodities 2.4% 0%
PERFORMANCES
Annualized Return (%) 10.36
18.05
Infl. Adjusted Return (%) 5.51 12.85
DRAWDOWN
Deepest Drawdown Depth (%)
-19.11
-32.58
Start to Recovery (months)
24
24
Longest Drawdown Depth (%)
-19.11
-32.58
Start to Recovery (months)
24
24
Longest Negative Period (months) 31
28
RISK INDICATORS
Standard Deviation (%)
12.69
20.49
Sharpe Ratio 0.61
0.75
Sortino Ratio 0.85
1.01
Ulcer Index
5.89
12.52
Ratio: Return / Standard Deviation 0.82
0.88
Ratio: Return / Deepest Drawdown 0.54
0.55
Metrics calculated over the period 1 June 2020 - 31 May 2025
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Sheltered Sam 80/20 Technology
Author Bill Bernstein
ASSET ALLOCATION
Stocks 77.6% 100%
Fixed Income 20% 0%
Commodities 2.4% 0%
PERFORMANCES
Annualized Return (%) 7.31
17.68
Infl. Adjusted Return (%) 4.13 14.19
DRAWDOWN
Deepest Drawdown Depth (%)
-19.89
-32.58
Start to Recovery (months)
11
24
Longest Drawdown Depth (%)
-19.11
-32.58
Start to Recovery (months)
24
24
Longest Negative Period (months) 35
28
RISK INDICATORS
Standard Deviation (%)
12.26
18.73
Sharpe Ratio 0.45
0.85
Sortino Ratio 0.60
1.15
Ulcer Index
5.47
9.48
Ratio: Return / Standard Deviation 0.60
0.94
Ratio: Return / Deepest Drawdown 0.37
0.54
Metrics calculated over the period 1 June 2015 - 31 May 2025
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Sheltered Sam 80/20 Technology
Author Bill Bernstein
ASSET ALLOCATION
Stocks 77.6% 100%
Fixed Income 20% 0%
Commodities 2.4% 0%
PERFORMANCES
Annualized Return (%) 8.36
14.00
Infl. Adjusted Return (%) 5.70 11.20
DRAWDOWN
Deepest Drawdown Depth (%)
-45.06
-81.08
Start to Recovery (months)
40
175
Longest Drawdown Depth (%)
-45.06
-81.08
Start to Recovery (months)
40
175
Longest Negative Period (months)
64
174
RISK INDICATORS
Standard Deviation (%)
12.25
24.04
Sharpe Ratio
0.50
0.49
Sortino Ratio 0.65
0.66
Ulcer Index
8.48
39.57
Ratio: Return / Standard Deviation
0.68
0.58
Ratio: Return / Deepest Drawdown
0.19
0.17
Metrics calculated over the period 1 June 1995 - 31 May 2025
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Sheltered Sam 80/20 Technology
Author Bill Bernstein
ASSET ALLOCATION
Stocks 77.6% 100%
Fixed Income 20% 0%
Commodities 2.4% 0%
PERFORMANCES
Annualized Return (%) 10.02
14.69
Infl. Adjusted Return (%) 7.03 11.58
DRAWDOWN
Deepest Drawdown Depth (%)
-45.06
-81.08
Start to Recovery (months)
40
175
Longest Drawdown Depth (%)
-45.06
-81.08
Start to Recovery (months)
40
175
Longest Negative Period (months)
64
174
RISK INDICATORS
Standard Deviation (%)
12.05
23.38
Sharpe Ratio
0.57
0.49
Sortino Ratio
0.73
0.67
Ulcer Index
7.71
34.46
Ratio: Return / Standard Deviation
0.83
0.63
Ratio: Return / Deepest Drawdown
0.22
0.18
Metrics calculated over the period 1 January 1985 - 31 May 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 June 1995 - 31 May 2025 (30 years)
Period: 1 January 1985 - 31 May 2025 (~40 years)

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Sheltered Sam 80/20 Technology
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-81.08 175 Apr 2000
Oct 2014
-45.06 40 Nov 2007
Feb 2011
-32.58 24 Jan 2022
Dec 2023
-19.89 11 Jan 2020
Nov 2020
-19.11 24 Jan 2022
Dec 2023
-17.81 31 Feb 2001
Aug 2003
-17.20 3 Aug 1998
Oct 1998
-16.96 8 Sep 2018
Apr 2019
-15.67 11 May 2011
Mar 2012
-15.46 12 May 1998
Apr 1999
-13.51 4 Feb 1997
May 1997
-12.90 3 Feb 2020
Apr 2020
-10.52 8 Sep 2018
Apr 2019
-10.50 7 Aug 1997
Feb 1998
-10.08 4* Feb 2025
In progress

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Sheltered Sam 80/20 Technology
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-81.08 175 Apr 2000
Oct 2014
-45.06 40 Nov 2007
Feb 2011
-34.57 21 Sep 1987
May 1989
-32.58 24 Jan 2022
Dec 2023
-27.64 8 Jul 1990
Feb 1991
-21.01 17 Sep 1987
Jan 1989
-19.89 11 Jan 2020
Nov 2020
-19.11 24 Jan 2022
Dec 2023
-17.81 31 Feb 2001
Aug 2003
-17.20 3 Aug 1998
Oct 1998
-16.96 8 Sep 2018
Apr 2019
-15.73 8 Jun 1986
Jan 1987
-15.67 11 May 2011
Mar 2012
-15.46 12 May 1998
Apr 1999
-13.51 4 Feb 1997
May 1997

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 1985 - 31 May 2025 (~40 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.

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Sheltered Sam 80/20 Technology
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
2.87
-3.08 1.69 -10.08
2024
 10.64 -4.24
25.58
-4.37
2023
 13.20 -8.80
54.86
-8.42
2022
-11.58
-19.11 -32.58 -32.58
2021
 18.98 -3.12
27.42
-5.68
2020
 7.57 -19.89
48.40
-12.90
2019
 21.16 -4.82
38.96
-8.23
2018
 -6.77 -10.52
-0.12
-16.96
2017
 14.72 -0.17
32.66
-2.32
2016
12.44
-3.80 7.10 -8.37
2015
 -2.15 -8.08
9.45
-8.88
2014
 7.48 -3.25
19.18
-3.04
2013
 19.83 -2.67
36.63
-2.39
2012
 13.92 -6.35
18.12
-8.13
2011
 -0.32 -15.67
3.47
-10.79
2010
 15.19 -10.34
20.14
-12.93
2009
 23.48 -18.48
54.68
-7.43
2008
-28.77
-32.09 -41.73 -43.03
2007
 3.94 -5.38
19.02
-6.83
2006
18.75
-3.07 7.14 -11.54
2005
9.25
-3.26 1.57 -12.37
2004
15.96
-4.32 10.54 -9.86
2003
 30.69 -3.93
49.67
-2.90
2002
-8.45
-16.37 -37.37 -46.75
2001
-2.50
-12.71 -33.34 -54.93
2000
4.22
-5.44 -36.11 -46.69
1999
 13.77 -3.50
101.95
-9.49
1998
 8.66 -15.46
85.30
-17.20
1997
 17.96 -3.74
20.63
-13.51
1996
 16.24 -3.61
42.54
-8.14
1995
 24.01 -1.71
42.54
-3.77
1994
 -1.44 -6.62
1.50
-12.97
1993
22.52
-2.64 10.58 -8.26
1992
9.29
-1.71 8.86 -13.48
1991
 28.34 -3.80
64.99
-8.89
1990
-7.62
-13.50 -10.41 -27.64
1989
 23.71 -2.50
26.17
-4.64
1988
17.91
-2.27 13.54 -10.50
1987
 3.55 -21.01
10.50
-34.57
1986
23.59
-4.32 6.89 -15.73
1985
 31.81 -2.27
35.61
-6.97
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