Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| William Bernstein Sheltered Sam 60/40 Allocation | 2.14% | 8.86% | 6.63% | 8.27% | 6.57% | NA | NA | 7.50% |
Data as of 06/04/2025, AR inception is 10/16/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| William Bernstein Sheltered Sam 60/40 Allocation | 10/16/2012 | 06/04/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.85 | 8.86 | 6.63 | 8.27 | 6.57 | NA | NA | 7.50 | 2.14 | 10.62 | 11.35 | -9.79 | 15.37 | 7.70 | 17.45 | -4.18 | 10.94 | 9.82 | -0.25 | 6.22 | 15.11 | 0.93 |
| Sharpe Ratio | NA | 0.55 | 0.29 | 0.56 | 0.47 | NA | NA | 0.58 | 0.07 | 0.92 | 0.58 | -0.86 | 1.86 | 0.35 | 2.54 | -0.65 | 2.44 | 1.20 | -0.03 | 0.98 | 2.09 | 0.13 |
| Standard Deviation(%) | NA | 10.12 | 11.72 | 11.09 | 11.08 | NA | NA | 10.34 | 12.64 | 7.63 | 13.32 | 12.97 | 8.27 | 21.01 | 6.29 | 8.49 | 4.22 | 8.03 | 8.64 | 6.30 | 7.20 | 6.92 |
| Draw Down(%) | NA | 9.82 | 11.72 | 15.74 | 24.71 | NA | NA | 24.71 | 9.55 | 3.71 | 11.72 | 15.74 | 3.80 | 24.71 | 3.59 | 11.13 | 1.69 | 6.13 | 8.10 | 4.80 | 5.52 | 3.93 |
| Yield(%) | NA | 3.53 | 3.13 | 2.96 | 2.70 | NA | NA | 2.78 | NA | 0.95 | 3.14 | 2.90 | 2.84 | 2.35 | 3.03 | 2.68 | 2.56 | 2.49 | 2.12 | 2.37 | 2.29 | 0.84 |
Data as of 06/04/2025, AR inception is 10/16/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| William Bernstein Sheltered Sam 60/40 Allocation |
0.77%
Mar 2017 - Mar 2020 |
2.51%
Mar 2015 - Mar 2020 |
5.27%
Oct 2013 - Oct 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| William Bernstein Sheltered Sam 60/40 Allocation |
13.43%
Dec 2018 - Dec 2021 |
10.42%
Mar 2020 - Mar 2025 |
6.97%
Nov 2012 - Nov 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart