Find A Portfolio/Ticker
Comparison Box
William Bernstein Sheltered Sam 60/40 Allocation (Static Portfolio)
live (public) 0.47% April 17
William Bernstein, a renowned financial author and investment advisor, provides valuable insights into building winning portfolios in his book "The Four Pillars of Investing: Lessons for Building a Winning Portfolio." One of the portfolio strategies he advocates is known as the Sheltered Sam portfolio. This portfolio is designed to offer diversification and asset allocation using a combination of low-cost index funds and ETFs (exchange-traded funds).
The rationale behind the Sheltered Sam portfolio is to achieve a balanced mix of asset classes that can withstand market volatility while delivering satisfactory long-term returns. Bernstein emphasizes the importance of diversifying across various asset classes to reduce risk and enhance overall portfolio performance. The portfolio allocations are structured based on different risk tolerances and desired asset allocations, ranging from conservative to aggressive.
Below is a table illustrating the asset allocations for the Sheltered Sam portfolio with a 60/40 allocation:
| Asset Class | Allocation |
|---|---|
| US Large Cap Value (VTV) | 15.00% |
| US Large Cap (VV) | 12.00% |
| US Small Cap Value (VIOV) | 9.00% |
| US Small Cap (VIOO) | 3.00% |
| REITs (VNQ) | 6.00% |
| Emerging Markets (VWO) | 3.00% |
| Pacific Stocks (VPL) | 3.00% |
| European Stocks (VGK) | 3.00% |
| International Large Cap Value (EFV) | 4.20% |
| Short-Term Treasuries (VGSH) | 24.00% |
| Precious Metals (GLTR) | 1.80% |
| TIPS (VTIP) | 16.00% |
In this allocation, 60% of the portfolio is allocated to stocks, while 40% is allocated to bonds. The stock portion comprises a mix of US large-cap and small-cap stocks, international stocks, emerging market stocks, and real estate investment trusts (REITs). The bond portion consists of short-term treasuries and Treasury Inflation-Protected Securities (TIPS).
By following this asset allocation, investors can benefit from broad diversification across different market segments and asset classes. The use of low-cost index funds and ETFs helps keep expenses down while providing exposure to the overall market performance. The Sheltered Sam portfolio approach offers a long-term investment strategy suitable for those seeking a balanced, low-maintenance, and cost-effective investment solution.
USLargeCapValue VTV 15%
USLargeCap VV 12%
USSmallCapValue VIOV 9%
USSmallCap VIOO 3%
REITs VNQ 6%
EmergingMkt VWO 3%
PacificStocks VPL 3%
EuroStocks VGK 3%
IntlLargCapValue ETV 4.2%
PreciousMetals GLTR 1.8%
ShortTermInvGradeBonds VCSH 24%
InflationProtectedBonds VTIP 16%
Simulated from 10/16/2012
| Asset | Fund in this portfolio | Price change* | Percentage |
|---|---|---|---|
| USLargeCapValue | VTV (Vanguard Value ETF) | 0.24% | 14.43% |
| USLargeCap | VV (Vanguard Large-Cap ETF) | 0.25% | 11.47% |
| USSmallCapValue | VIOV (Vanguard S&P Small-Cap 600 Value ETF) | 1.21% | 7.64% |
| USSmallCap | VIOO (Vanguard S&P Small-Cap 600 ETF) | 0.86% | 2.55% |
| REITs | VNQ (Vanguard Real Estate ETF) | 1.50% | 5.73% |
| EmergingMkt | VWO (Vanguard FTSE Emerging Markets ETF) | 0.79% | 2.95% |
| PacificStocks | VPL (Vanguard FTSE Pacific ETF) | 1.61% | 3.05% |
| EuroStocks | VGK (Vanguard FTSE Europe ETF) | 1.04% | 3.25% |
| IntlLargCapValue | ETV (Eaton Vance Tax Managed Buy Write Opportunities Closed Fund) | 0.66% | 4.09% |
| PreciousMetals | GLTR (abrdn Physical Precious Metals Basket Shares ETF) | 0.53% | 2.18% |
| ShortTermInvGradeBonds | VCSH (Vanguard Short-Term Corporate Bond ETF) | 0.13% | 25.49% |
| InflationProtectedBonds | VTIP (Vanguard Short-Term Inflation-Protected Securities ETF) | 0.32% | 17.17% |
* Day change on 04/17/2025.
Previous
Since 10/16/2012
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| William Bernstein Sheltered Sam 60/40 Allocation | -3.3% | 6.5% | 3.7% | 8.4% | 6.0% | |
| VFINX (Vanguard (S&P 500) Index) | -9.9% | 6.5% | 7.8% | 14.6% | 11.6% | 12.4% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | -7.3% | 1.0% | 2.0% | 5.7% | 6.0% | 7.4% |
* YTD: Year to Date
** AR: Annualized Return
| Last 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 10/16/2012 |
2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 1.5 | -3.3 | 6.5 | 3.7 | 8.4 | 6.0 | 0.0 | 0.0 | 6.7 | 10.6 | 11.4 | -9.8 | 15.4 | 7.7 | 17.5 | -4.2 | 10.9 | 9.8 | -0.2 | 6.2 | 15.1 | 0.9 |
| Sharpe Ratio | NA | -0.3 | 0.02 | -0.05 | 0.52 | 0.39 | NA | NA | 0.52 | 0.53 | 0.53 | -0.86 | 1.86 | 0.36 | 2.55 | -0.65 | 2.44 | 1.2 | -0.03 | 0.98 | 2.09 | 0.13 |
| Draw Down(%) | NA | 9.7 | 10.0 | 12.8 | 15.7 | 24.7 | NA | NA | 24.7 | 3.7 | 11.7 | 15.7 | 3.8 | 24.7 | 3.6 | 11.1 | 1.7 | 6.1 | 8.1 | 4.8 | 5.5 | 3.9 |
| Standard Deviation(%) | NA | 14.0 | 10.0 | 12.0 | 11.3 | 11.1 | NA | NA | 10.4 | 7.6 | 13.3 | 13.0 | 8.3 | 21.0 | 6.3 | 8.5 | 4.2 | 8.0 | 8.6 | 6.3 | 7.2 | 6.9 |
| Treynor Ratio | NA | -0.09 | 0.0 | -0.01 | 0.11 | 0.08 | NA | NA | 0.1 | 0.08 | 0.1 | -0.22 | 0.27 | 0.13 | 0.33 | -0.11 | 0.18 | 0.16 | -0.01 | 0.12 | 0.24 | 0.02 |
| Alpha | NA | 0.01 | 0.0 | -0.01 | 0.0 | 0.0 | NA | NA | 0.0 | -0.02 | -0.02 | 0.0 | 0.0 | -0.01 | 0.01 | -0.01 | 0.0 | 0.01 | 0.0 | 0.0 | -0.01 | 0.04 |
| Beta | NA | 0.47 | 0.48 | 0.55 | 0.55 | 0.55 | NA | NA | 0.55 | 0.51 | 0.71 | 0.52 | 0.56 | 0.58 | 0.48 | 0.48 | 0.57 | 0.59 | 0.54 | 0.53 | 0.62 | 0.5 |
| RSquared | NA | 0.92 | 0.84 | 0.71 | 0.75 | 0.83 | NA | NA | 0.84 | 0.71 | 0.49 | 0.93 | 0.79 | 0.92 | 0.92 | 0.95 | 0.82 | 0.92 | 0.94 | 0.93 | 0.92 | 0.93 |
| Sortino Ratio | NA | -0.41 | 0.03 | -0.07 | 0.73 | 0.52 | NA | NA | 0.7 | 0.72 | 0.75 | -1.18 | 2.74 | 0.45 | 3.74 | -0.82 | 3.78 | 1.72 | -0.04 | 1.39 | 3.01 | 0.19 |
| Yield(%) | N/A | 0.3 | 2.6 | 3.0 | 3.7 | 3.6 | 3.5 | 2.6 | 2.78 | 3.1 | 3.1 | 2.9 | 2.8 | 2.4 | 3.0 | 2.7 | 2.6 | 2.5 | 2.1 | 2.4 | 2.3 | 0.8 |
| Dividend Growth(%) | N/A | -89.2 | -18.1 | 33.5 | 55.3 | N/A | N/A | N/A | N/A | 10.9 | -2.6 | 18.8 | 29.0 | -8.7 | 7.9 | 16.3 | 14.5 | 15.8 | -4.5 | 16.9 | 179.6 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/16/2012
| Asset Allocation Strategy | Rebalance for Static Portfolios |
Or Start FREE 30-day trial now >>