Bill Bernstein Sheltered Sam 50/50 Portfolio vs Aim Ways Shield Strategy Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - November 2024 (~40 years)
Consolidated Returns as of 30 November 2024
Rebalancing: at every Jan 1st
Currency: USD
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Results
30 Years
All (since January 1985)
Bill Bernstein Sheltered Sam 50/50 Portfolio
1.00$
Initial Capital
December 1994
8.17$
Final Capital
November 2024
7.25%
Yearly Return
7.81%
Std Deviation
-28.23%
Max Drawdown
36months
Recovery Period
1.00$
Initial Capital
January 1985
26.27$
Final Capital
November 2024
8.53%
Yearly Return
7.95%
Std Deviation
-28.23%
Max Drawdown
36months
Recovery Period
Aim Ways Shield Strategy Portfolio
1.00$
Initial Capital
December 1994
14.59$
Final Capital
November 2024
9.34%
Yearly Return
8.84%
Std Deviation
-19.36%
Max Drawdown
24months
Recovery Period
1.00$
Initial Capital
January 1985
40.23$
Final Capital
November 2024
9.70%
Yearly Return
8.71%
Std Deviation
-19.36%
Max Drawdown
24months
Recovery Period

As of November 2024, in the previous 30 Years, the Bill Bernstein Sheltered Sam 50/50 Portfolio obtained a 7.25% compound annual return, with a 7.81% standard deviation. It suffered a maximum drawdown of -28.23% that required 36 months to be recovered.

As of November 2024, in the previous 30 Years, the Aim Ways Shield Strategy Portfolio obtained a 9.34% compound annual return, with a 8.84% standard deviation. It suffered a maximum drawdown of -19.36% that required 24 months to be recovered.

Table of contents

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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Bill Bernstein Sheltered Sam 50/50 Portfolio
Weight
(%)		 ETF
Ticker		 Name
12.50
VTV
Vanguard Value
10.00
VV
Vanguard Large-Cap
7.50
IJS
iShares S&P Small-Cap 600 Value
5.00
VNQ
Vanguard Real Estate
3.50
EFV
iShares MSCI EAFE Value
2.50
EEM
iShares MSCI Emerging Markets
2.50
IJR
iShares Core S&P Small-Cap
2.50
VGK
Vanguard FTSE Europe
2.50
VPL
Vanguard FTSE Pacific
30.00
SHY
iShares 1-3 Year Treasury Bond
20.00
TIP
iShares TIPS Bond
1.50
GLTR
Aberdeen Standard Physical Precious Metals Basket Shares
Aim Ways Shield Strategy Portfolio
Weight
(%)		 ETF
Ticker		 Name
21.00
SPY
SPDR S&P 500
16.00
QQQ
Invesco QQQ Trust
5.00
USMV
iShares Edge MSCI Min Vol USA
22.00
LQD
iShares Investment Grade Corporate Bond
16.00
IEI
iShares 3-7 Year Treasury Bond
20.00
GLD
SPDR Gold Trust
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Portfolio Returns as of Nov 30, 2024

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
  • the actual US Inflation rates.
RETURN COMPARISON
Period: 1 January 1985 - 30 November 2024 (~40 years)
Swipe left to see all data
Return (%) as of Nov 30, 2024
YTD
(11M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_bernstein.webp Sheltered Sam 50/50
Bill Bernstein 		11.05 2.75 7.96 15.76 6.04 5.49 7.25 8.53
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_aim_ways2.webp Shield Strategy
Aim Ways 		17.92 2.16 10.98 22.41 10.19 8.91 9.34 9.70
Return over 1 year are annualized.
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Capital Growth as of Nov 30, 2024

Bill Bernstein Sheltered Sam 50/50 Portfolio: an investment of 1$, since December 1994, now would be worth 8.17$, with a total return of 717.09% (7.25% annualized).

Aim Ways Shield Strategy Portfolio: an investment of 1$, since December 1994, now would be worth 14.59$, with a total return of 1358.66% (9.34% annualized).


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Bill Bernstein Sheltered Sam 50/50 Portfolio: an investment of 1$, since January 1985, now would be worth 26.27$, with a total return of 2526.87% (8.53% annualized).

Aim Ways Shield Strategy Portfolio: an investment of 1$, since January 1985, now would be worth 40.23$, with a total return of 3923.16% (9.70% annualized).


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Portfolio Metrics as of Nov 30, 2024

The following metrics, updated as of 30 November 2024, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 December 2023 - 30 November 2024 (1 year)
Period: 1 December 2019 - 30 November 2024 (5 years)
Period: 1 December 2014 - 30 November 2024 (10 years)
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1985 - 30 November 2024 (~40 years)
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Sheltered Sam 50/50 Shield Strategy
Author Bill Bernstein Aim Ways
ASSET ALLOCATION
Stocks 48.5% 42%
Fixed Income 50% 38%
Commodities 1.5% 20%
PERFORMANCES
Annualized Return (%) 15.76 22.41
Infl. Adjusted Return (%) 12.69 19.15
DRAWDOWN
Deepest Drawdown Depth (%) -2.60 -2.13
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -0.56 -2.13
Start to Recovery (months) 2 2
Longest Negative Period (months) 2 1
RISK INDICATORS
Standard Deviation (%) 6.72 5.58
Sharpe Ratio 1.57 3.08
Sortino Ratio 2.03 3.75
Ulcer Index 0.86 0.60
Ratio: Return / Standard Deviation 2.35 4.01
Ratio: Return / Deepest Drawdown 6.06 10.54
Metrics calculated over the period 1 December 2023 - 30 November 2024
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Sheltered Sam 50/50 Shield Strategy
Author Bill Bernstein Aim Ways
ASSET ALLOCATION
Stocks 48.5% 42%
Fixed Income 50% 38%
Commodities 1.5% 20%
PERFORMANCES
Annualized Return (%) 6.04 10.19
Infl. Adjusted Return (%) 1.79 5.77
DRAWDOWN
Deepest Drawdown Depth (%) -15.17 -19.36
Start to Recovery (months) 27 24
Longest Drawdown Depth (%) -15.17 -19.36
Start to Recovery (months) 27 24
Longest Negative Period (months) 32 30
RISK INDICATORS
Standard Deviation (%) 9.78 11.07
Sharpe Ratio 0.38 0.71
Sortino Ratio 0.51 0.95
Ulcer Index 5.35 6.58
Ratio: Return / Standard Deviation 0.62 0.92
Ratio: Return / Deepest Drawdown 0.40 0.53
Metrics calculated over the period 1 December 2019 - 30 November 2024
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Sheltered Sam 50/50 Shield Strategy
Author Bill Bernstein Aim Ways
ASSET ALLOCATION
Stocks 48.5% 42%
Fixed Income 50% 38%
Commodities 1.5% 20%
PERFORMANCES
Annualized Return (%) 5.49 8.91
Infl. Adjusted Return (%) 2.48 5.81
DRAWDOWN
Deepest Drawdown Depth (%) -15.17 -19.36
Start to Recovery (months) 27 24
Longest Drawdown Depth (%) -15.17 -19.36
Start to Recovery (months) 27 24
Longest Negative Period (months) 32 30
RISK INDICATORS
Standard Deviation (%) 7.99 8.99
Sharpe Ratio 0.49 0.82
Sortino Ratio 0.65 1.12
Ulcer Index 4.04 4.84
Ratio: Return / Standard Deviation 0.69 0.99
Ratio: Return / Deepest Drawdown 0.36 0.46
Metrics calculated over the period 1 December 2014 - 30 November 2024
Swipe left to see all data
Sheltered Sam 50/50 Shield Strategy
Author Bill Bernstein Aim Ways
ASSET ALLOCATION
Stocks 48.5% 42%
Fixed Income 50% 38%
Commodities 1.5% 20%
PERFORMANCES
Annualized Return (%) 7.25 9.34
Infl. Adjusted Return (%) 4.61 6.65
DRAWDOWN
Deepest Drawdown Depth (%) -28.23 -19.36
Start to Recovery (months) 36 24
Longest Drawdown Depth (%) -28.23 -18.97
Start to Recovery (months) 36 39
Longest Negative Period (months) 53 44
RISK INDICATORS
Standard Deviation (%) 7.81 8.84
Sharpe Ratio 0.63 0.80
Sortino Ratio 0.82 1.08
Ulcer Index 4.64 5.59
Ratio: Return / Standard Deviation 0.93 1.06
Ratio: Return / Deepest Drawdown 0.26 0.48
Metrics calculated over the period 1 December 1994 - 30 November 2024
Swipe left to see all data
Sheltered Sam 50/50 Shield Strategy
Author Bill Bernstein Aim Ways
ASSET ALLOCATION
Stocks 48.5% 42%
Fixed Income 50% 38%
Commodities 1.5% 20%
PERFORMANCES
Annualized Return (%) 8.53 9.70
Infl. Adjusted Return (%) 5.59 6.72
DRAWDOWN
Deepest Drawdown Depth (%) -28.23 -19.36
Start to Recovery (months) 36 24
Longest Drawdown Depth (%) -28.23 -18.97
Start to Recovery (months) 36 39
Longest Negative Period (months) 53 44
RISK INDICATORS
Standard Deviation (%) 7.95 8.71
Sharpe Ratio 0.68 0.75
Sortino Ratio 0.88 1.02
Ulcer Index 4.30 5.10
Ratio: Return / Standard Deviation 1.07 1.11
Ratio: Return / Deepest Drawdown 0.30 0.50
Metrics calculated over the period 1 January 1985 - 30 November 2024
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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 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1985 - 30 November 2024 (~40 years)

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Sheltered Sam 50/50 Shield Strategy
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-28.23 36 Nov 2007
Oct 2010
-19.36 24 Jan 2022
Dec 2023
-18.97 39 Sep 2000
Nov 2003
-18.89 23 Nov 2007
Sep 2009
-15.17 27 Jan 2022
Mar 2024
-11.63 8 Jan 2020
Aug 2020
-8.99 10 May 2011
Feb 2012
-8.55 8 May 1998
Dec 1998
-7.79 12 Jun 2002
May 2003
-7.66 4 Jul 1998
Oct 1998
-7.65 4 Feb 2020
May 2020
-6.63 8 Sep 2018
Apr 2019
-6.37 5 Apr 2000
Aug 2000
-5.55 14 Feb 2001
Mar 2002
-5.30 13 Jun 2015
Jun 2016

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Sheltered Sam 50/50 Shield Strategy
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-28.23 36 Nov 2007
Oct 2010
-19.36 24 Jan 2022
Dec 2023
-18.97 39 Sep 2000
Nov 2003
-18.89 23 Nov 2007
Sep 2009
-15.17 27 Jan 2022
Mar 2024
-13.42 14 Sep 1987
Oct 1988
-13.14 20 Sep 1987
Apr 1989
-11.63 8 Jan 2020
Aug 2020
-8.99 10 May 2011
Feb 2012
-8.55 8 May 1998
Dec 1998
-7.88 6 Aug 1990
Jan 1991
-7.79 12 Jun 2002
May 2003
-7.66 4 Jul 1998
Oct 1998
-7.65 4 Feb 2020
May 2020
-6.64 6 Aug 1990
Jan 1991

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
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1985 - 30 November 2024 (~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 50/50 Shield Strategy
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2024
 11.05 -2.60 17.92 -2.13
2023
 9.63 -6.01 20.08 -5.24
2022
 -10.08 -15.17 -15.12 -19.36
2021
 12.55 -2.18 9.82 -3.40
2020
 7.04 -11.63 20.37 -7.65
2019
 15.24 -2.72 22.48 -2.06
2018
 -4.12 -6.63 -1.91 -5.03
2017
 9.70 0.00 15.04 -0.68
2016
 8.66 -1.99 7.35 -4.07
2015
 -1.51 -5.30 -0.10 -4.62
2014
 5.32 -2.47 8.59 -2.13
2013
 11.17 -2.24 7.50 -4.38
2012
 9.72 -3.50 10.74 -3.62
2011
 2.12 -8.99 6.97 -4.76
2010
 10.93 -6.18 16.03 -3.39
2009
 16.09 -12.02 21.59 -6.37
2008
 -16.49 -20.24 -12.13 -18.60
2007
 5.90 -2.35 12.84 -1.84
2006
 12.64 -1.91 11.15 -3.29
2005
 6.50 -1.80 5.77 -2.90
2004
 11.37 -3.69 7.38 -3.99
2003
 20.88 -1.95 21.21 -1.00
2002
 -0.98 -7.79 -1.64 -7.75
2001
 1.33 -5.55 -4.77 -10.54
2000
 7.28 -2.16 -4.17 -8.87
1999
 8.35 -2.52 20.24 -3.49
1998
 8.46 -8.55 24.17 -7.66
1997
 14.60 -2.41 10.96 -3.63
1996
 11.34 -2.06 12.28 -2.24
1995
 21.19 -0.68 24.80 0.00
1994
 -1.95 -5.96 -1.72 -5.64
1993
 17.86 -1.94 12.49 -0.74
1992
 8.64 -1.26 4.94 -2.92
1991
 23.09 -2.50 23.27 -2.81
1990
 -1.30 -7.88 -0.04 -6.64
1989
 19.77 -0.79 17.40 -1.65
1988
 13.45 -1.64 6.16 -3.42
1987
 3.26 -13.42 8.56 -13.14
1986
 19.83 -3.33 15.59 -2.72
1985
 26.90 -1.21 23.91 -2.06
Mastering Etf Investing
The first official book of
Mastering ETF Investing
Build wealth
with Lazy Portfolios and Passive Investing
Buy now
English book
Buy now
Italian book