Data Source: from January 1985 to March 2024 (~39 years)
Consolidated Returns as of 31 March 2024
Live Update: Apr 01 2024, 04:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.61%
1 Day
Apr 01 2024, 04:00PM Eastern Time
0.61%
Current Month
April 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 8.00% compound annual return, with a 10.68% standard deviation.
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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 | 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 | 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 | 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 Mar 31, 2024
The Bill Bernstein Sheltered Sam 70/30 Portfolio guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- a rebalancing of the components at every January 1st. How do returns change with different rebalancing strategies?
- the reinvestment of dividends.
- the actual US Inflation rates.
April 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 March 2024
Live Update: Apr 01 2024, 04:00PM Eastern Time
Swipe left to see all data
Chg (%) | Return (%) | Return (%) as of Mar 31, 2024 | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
1 Day | Time ET(*) | Apr 2024 | 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX (~39Y) | |||
Bill Bernstein Sheltered Sam 70/30 Portfolio | -0.61 | -0.61 | 2.70 | 13.55 | 12.78 | 7.30 | 6.50 | 8.00 | 9.57 | |||
US Inflation Adjusted return | 2.70 | 12.17 | 9.40 | 3.06 | 3.60 | 5.34 | 6.59 | |||||
Components | ||||||||||||
VTV | USD | Vanguard Value | -0.39 | 04:00PM, Apr 01 2024 | -0.39 | 5.16 | 19.64 | 21.05 | 11.51 | 10.43 | 9.70 | 11.02 |
VV | USD | Vanguard Large-Cap | -0.09 | 04:00PM, Apr 01 2024 | -0.09 | 2.62 | 23.03 | 29.84 | 14.79 | 12.74 | 10.68 | 11.60 |
IJS | USD | -1.36 | 04:00PM, Apr 01 2024 | -1.36 | 3.38 | 15.84 | 11.55 | 8.54 | 7.75 | 10.46 | 11.85 | |
VNQ | USD | Vanguard Real Estate | -1.68 | 04:00PM, Apr 01 2024 | -1.68 | 1.09 | 15.70 | 7.62 | 3.48 | 6.11 | 8.74 | 9.19 |
EFV | USD | iShares MSCI EAFE Value | -0.64 | 04:00PM, Apr 01 2024 | -0.64 | 4.31 | 13.28 | 17.36 | 6.29 | 3.34 | 5.56 | 9.00 |
EEM | USD | iShares MSCI Emerging Markets | 0.17 | 04:00PM, Apr 01 2024 | 0.17 | 2.73 | 10.33 | 6.95 | 1.43 | 2.24 | 5.08 | 8.72 |
IJR | USD | -1.02 | 04:00PM, Apr 01 2024 | -1.02 | 3.26 | 17.83 | 15.91 | 9.07 | 8.75 | 10.13 | 11.00 | |
VGK | USD | Vanguard FTSE Europe | -0.18 | 04:00PM, Apr 01 2024 | -0.18 | 3.82 | 17.73 | 14.41 | 8.17 | 4.70 | 7.14 | 9.93 |
VPL | USD | Vanguard FTSE Pacific | -0.97 | 04:00PM, Apr 01 2024 | -0.97 | 3.12 | 16.25 | 15.95 | 5.87 | 5.40 | 3.03 | 6.29 |
SHY | USD | iShares 1-3 Year Treasury Bond | -0.54 | 04:00PM, Apr 01 2024 | -0.54 | 0.34 | 2.78 | 2.79 | 0.97 | 0.91 | 3.07 | 4.33 |
TIP | USD | iShares TIPS Bond | -0.71 | 04:00PM, Apr 01 2024 | -0.71 | 0.65 | 4.44 | -0.38 | 1.96 | 1.89 | 5.16 | 6.69 |
GLTR | USD | Aberdeen Standard Physical Precious Metals Basket Shares | 0.88 | 04:00PM, Apr 01 2024 | 0.88 | 8.40 | 13.49 | 4.70 | 8.44 | 3.29 | 5.89 | 7.13 |
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Feb 2024.
Pending updates, the monthly inflation is set at 0% for the subsequent periods.Current inflation (annualized) is 1Y: 3.09% , 5Y: 4.11% , 10Y: 2.80% , 30Y: 2.53%
Live update: World Markets and Indexes
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 Mar 31, 2024
An investment of 1$, since April 1994, now would be worth 10.07$, with a total return of 907.16% (8.00% annualized).
The Inflation Adjusted Capital now would be 4.76$, with a net total return of 376.29% (5.34% annualized).
An investment of 1$, since January 1985, now would be worth 36.16$, with a total return of 3515.74% (9.57% annualized).
The Inflation Adjusted Capital now would be 12.26$, with a net total return of 1126.35% (6.59% annualized).
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Portfolio Metrics as of Mar 31, 2024
Metrics of Bill Bernstein Sheltered Sam 70/30 Portfolio, updated as of 31 March 2024.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- a rebalancing of the components at every January 1st. How do returns change with different rebalancing strategies?
- the reinvestment of dividends.
- the actual US Inflation rates.
BILL BERNSTEIN SHELTERED SAM 70/30 PORTFOLIO
Advanced Metrics
Data Source: 1 January 1985 - 31 March 2024 (~39 years)
Swipe left to see all data
Metrics as of Mar 31, 2024 | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX (~39Y) | |
Investment Return (%) | 2.70 | 3.83 | 13.55 | 12.78 | 4.13 | 7.30 | 6.50 | 6.93 | 8.00 | 9.57 |
Infl. Adjusted Return (%) details | 2.70 | 3.06 | 12.17 | 9.40 | -1.29 | 3.06 | 3.60 | 4.24 | 5.34 | 6.59 |
US Inflation (%) | 0.00 | 0.75 | 1.23 | 3.09 | 5.50 | 4.11 | 2.80 | 2.57 | 2.53 | 2.79 |
Pending updates, the monthly inflation after Feb 2024 is set at 0%.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 | 26 | 26 | 26 | 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 | 17 | 17 | 17 | 23 | 23 | 23 | |||
End (yyyy mm) | 2023 12 | 2024 02 | 2024 02 | 2024 02 | 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 | 17 | 17 | 17 | 23 | 23 | 23 | |||
End (yyyy mm) | 2023 12 | 2024 02 | 2024 02 | 2024 02 | 2011 01 | 2011 01 | 2011 01 | |||
Longest negative period (# months) details | 7 | 31 | 31 | 33 | 60 | 63 | 63 | |||
Period Start (yyyy mm) | 2023 04 | 2021 04 | 2021 04 | 2017 07 | 2004 04 | 2003 12 | 2003 12 | |||
Period End (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2020 03 | 2009 03 | 2009 02 | 2009 02 | |||
Annualized Return (%) | -5.05 | -1.11 | -1.11 | -0.05 | -0.51 | -0.13 | -0.13 | |||
Deepest Drawdown Depth (%) | -8.75 | -22.45 | -22.45 | -22.45 | -40.72 | -40.72 | -40.72 | |||
Start to Recovery (# months) details | 5 | 31* | 31* | 31* | 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 | 18 | 18 | 18 | 46 | 46 | 46 | |||
End (yyyy mm) | 2023 12 | - | - | - | 2012 12 | 2012 12 | 2012 12 | |||
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 | 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 | 18 | 18 | 18 | 46 | 46 | 46 | |||
End (yyyy mm) | 2023 12 | - | - | - | 2012 12 | 2012 12 | 2012 12 | |||
Longest negative period (# months) details | 7 | 36* | 54 | 69 | 69 | 118 | 118 | |||
Period Start (yyyy mm) | 2023 04 | 2021 04 | 2019 05 | 2018 02 | 2018 02 | 1999 05 | 1999 05 | |||
Period End (yyyy mm) | 2023 10 | 2024 03 | 2023 10 | 2023 10 | 2023 10 | 2009 02 | 2009 02 | |||
Annualized Return (%) | -8.10 | -1.29 | -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 (%) | 10.95 | 12.20 | 12.93 | 10.59 | 11.24 | 10.68 | 10.70 | |||
Sharpe Ratio | 0.69 | 0.13 | 0.42 | 0.50 | 0.50 | 0.54 | 0.52 | |||
Sortino Ratio | 0.99 | 0.19 | 0.56 | 0.67 | 0.64 | 0.70 | 0.67 | |||
Ulcer Index | 2.91 | 7.02 | 6.43 | 4.94 | 8.19 | 7.11 | 6.58 | |||
Ratio: Return / Standard Deviation | 1.17 | 0.34 | 0.56 | 0.61 | 0.62 | 0.75 | 0.89 | |||
Ratio: Return / Deepest Drawdown | 1.62 | 0.23 | 0.41 | 0.37 | 0.17 | 0.20 | 0.24 | |||
% Positive Months details | 58% | 58% | 63% | 65% | 65% | 66% | 68% | |||
Positive Months | 7 | 21 | 38 | 79 | 158 | 239 | 321 | |||
Negative Months | 5 | 15 | 22 | 41 | 82 | 121 | 150 | |||
LONG TERM RETURNS Inflation Adjusted: Inflation Adjusted: | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
Best 10 Years Return (%) - Annualized | 6.50 | 11.30 | 11.30 | 14.06 | ||||||
Worst 10 Years Return (%) - Annualized | 5.00 | 3.12 | 3.12 | |||||||
Best 10 Years Return (%) - Annualized | 3.60 | 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 | 8.00 | ||||
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 | 7.45 | ||||
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | - | 0.63 | 3.66 | 5.89 | ||||
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 | 5.34 | ||||
Worst Rolling Return (%) - Annualized | -34.39 | -11.54 | -4.12 | 0.52 | 3.70 | |||||
% Positive Periods | 75% | 84% | 94% | 100% | 100% | 100% | ||||
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 79.83 | 27.04 | 17.26 | 10.02 | 7.01 | 7.45 | ||||
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | - | 0.63 | 3.66 | 5.89 | ||||
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||||
Over all the available data source (Jan 1985 - Mar 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 | 76% | 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.
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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 March 2024
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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 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1985 - 31 March 2024 (~39 years)
Inflation Adjusted:
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