Bill Bernstein Sheltered Sam 40/60 Portfolio: Rolling Returns

Time Period: from January 1985 to September 2024 (~40 years)
Rebalancing: at every Jan 1st
Currency: USD
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When holding the Bill Bernstein Sheltered Sam 40/60 Portfolio, how long should you stay invested to have high probability to achieve a positive return?

Over the selected period (~40 years), the longest duration with a negative return was 50 months (from January 2005 to February 2009).

This indicates that, within the same timeframe, any rolling period of 51 months or more has consistently resulted in a positive return.

Understanding this metric is crucial as it highlights the importance of a safe investment horizon. Knowing the minimum duration required to likely see positive returns helps investors set realistic expectations and reinforces the strategy of staying invested through market cycles. This approach can mitigate the emotional reactions to short-term market fluctuations and enhance the likelihood of achieving financial goals.

Previous vs subsequent Returns

Is there a correlation between past and future returns over all 10-year rolling periods?

The following chart illustrates the relationship between past returns (x-axis) and subsequent returns (y-axis).

Data points are aggregated to show occurrences, and you can zoom in by clicking or drawing over the desired area.

BILL BERNSTEIN SHELTERED SAM 40/60 PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Time Period: 1 October 1994 - 30 September 2024 (30 Years)
Time Period: 1 January 1985 - 30 September 2024 (~40 years)

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As of Sep 30, 2024, the annualized return of the previous 10 years has been 4.88%.

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 40/60 PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Time Period: 1 October 1994 - 30 September 2024 (30 Years)
Time Period: 1 January 1985 - 30 September 2024 (~40 years)
US Inflation Adjusted:

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Rolling Period Analysis

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

BILL BERNSTEIN SHELTERED SAM 40/60 PORTFOLIO
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1985 - 30 September 2024 (~40 years)
US Inflation Adjusted:

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Swipe left to see all data
Worst Median Best Negative Periods
-20.48%
Mar 2008 - Feb 2009
+7.76% +31.77%
Apr 1985 - Mar 1986
10.52%
49 out of 466
-20.48%
Mar 2008 - Feb 2009
+5.05% +28.99%
Apr 1985 - Mar 1986
20.17%
94 out of 466
-8.80%
Mar 2007 - Feb 2009
+7.62% +23.65%
Mar 1985 - Feb 1987
6.61%
30 out of 454
-10.64%
Mar 2007 - Feb 2009
+4.50% +20.57%
Mar 1985 - Feb 1987
10.35%
47 out of 454
-3.15%
Mar 2006 - Feb 2009
+7.54% +16.85%
Nov 1990 - Oct 1993
0.90%
4 out of 442
-5.21%
Mar 2006 - Feb 2009
+4.75% +13.49%
Nov 1990 - Oct 1993
10.41%
46 out of 442
-0.45%
Mar 2005 - Feb 2009
+7.23% +14.90%
Oct 1985 - Sep 1989
0.23%
1 out of 430
-2.92%
Mar 2005 - Feb 2009
+4.44% +10.84%
Oct 1985 - Sep 1989
6.28%
27 out of 430
+1.01%
Mar 2004 - Feb 2009
+7.27% +15.24%
Jan 1985 - Dec 1989
0.00%
0 out of 418
-1.59%
Mar 2004 - Feb 2009
+4.69% +11.16%
Jan 1985 - Dec 1989
3.59%
15 out of 418
+2.77%
Apr 2014 - Mar 2020
+7.10% +13.06%
Mar 1985 - Feb 1991
0.00%
0 out of 406
-0.76%
Nov 2017 - Oct 2023
+4.60% +9.23%
Dec 1990 - Nov 1996
0.99%
4 out of 406
+3.26%
Apr 2013 - Mar 2020
+7.08% +13.89%
Jan 1985 - Dec 1991
0.00%
0 out of 394
+0.22%
Nov 2016 - Oct 2023
+4.50% +9.87%
Oct 1990 - Sep 1997
0.00%
0 out of 394
+3.34%
Oct 2014 - Sep 2022
+7.25% +13.35%
Apr 1985 - Mar 1993
0.00%
0 out of 382
+0.47%
Nov 2015 - Oct 2023
+4.71% +9.26%
Apr 1985 - Mar 1993
0.00%
0 out of 382
+3.34%
Nov 2014 - Oct 2023
+6.97% +13.53%
Jan 1985 - Dec 1993
0.00%
0 out of 370
+0.42%
Nov 2014 - Oct 2023
+4.43% +9.48%
Jan 1985 - Dec 1993
0.00%
0 out of 370
+3.55%
Nov 2013 - Oct 2023
+6.69% +12.03%
Oct 1985 - Sep 1995
0.00%
0 out of 358
+0.74%
Nov 2013 - Oct 2023
+4.20% +8.22%
Oct 1990 - Sep 2000
0.00%
0 out of 358
+3.91%
Jan 2008 - Dec 2018
+6.60% +12.60%
Jan 1985 - Dec 1995
0.00%
0 out of 346
+1.36%
Nov 2012 - Oct 2023
+4.23% +8.80%
Jan 1985 - Dec 1995
0.00%
0 out of 346
+3.90%
Apr 2008 - Mar 2020
+6.58% +12.36%
Jan 1985 - Dec 1996
0.00%
0 out of 334
+1.63%
Nov 2011 - Oct 2023
+4.20% +8.57%
Oct 1985 - Sep 1997
0.00%
0 out of 334
+3.90%
Apr 2007 - Mar 2020
+6.52% +12.44%
Jan 1985 - Dec 1997
0.00%
0 out of 322
+1.60%
Nov 2010 - Oct 2023
+4.10% +8.86%
Apr 1985 - Mar 1998
0.00%
0 out of 322
+4.27%
Apr 2006 - Mar 2020
+6.56% +12.15%
Jan 1985 - Dec 1998
0.00%
0 out of 310
+2.08%
May 2010 - Apr 2024
+4.18% +8.65%
Jan 1985 - Dec 1998
0.00%
0 out of 310
+3.84%
Oct 2007 - Sep 2022
+6.61% +11.76%
Jan 1985 - Dec 1999
0.00%
0 out of 298
+1.43%
Oct 2007 - Sep 2022
+4.21% +8.32%
Jan 1985 - Dec 1999
0.00%
0 out of 298
+3.82%
Nov 2007 - Oct 2023
+6.89% +11.54%
Jan 1985 - Dec 2000
0.00%
0 out of 286
+1.35%
Nov 2007 - Oct 2023
+4.35% +8.09%
Jan 1985 - Dec 2000
0.00%
0 out of 286
+4.17%
Nov 2006 - Oct 2023
+7.06% +11.00%
Jan 1985 - Dec 2001
0.00%
0 out of 274
+1.63%
Nov 2006 - Oct 2023
+4.54% +7.66%
Jan 1985 - Dec 2001
0.00%
0 out of 274
+4.56%
Oct 2005 - Sep 2023
+7.13% +10.45%
Jan 1985 - Dec 2002
0.00%
0 out of 262
+2.06%
Oct 2005 - Sep 2023
+4.62% +7.16%
Jan 1985 - Dec 2002
0.00%
0 out of 262
+4.70%
Nov 2004 - Oct 2023
+7.19% +10.81%
Jan 1985 - Dec 2003
0.00%
0 out of 250
+2.10%
Nov 2004 - Oct 2023
+4.67% +7.57%
Jan 1985 - Dec 2003
0.00%
0 out of 250
+4.94%
Nov 2003 - Oct 2023
+7.23% +10.76%
Jan 1985 - Dec 2004
0.00%
0 out of 238
+2.31%
Nov 2003 - Oct 2023
+4.72% +7.51%
Jan 1985 - Dec 2004
0.00%
0 out of 238
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