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 100/0 Allocation | 3.16% | 10.97% | 8.58% | 11.84% | 8.77% | NA | NA | 10.23% |
Data as of 06/04/2025, AR inception is 10/25/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| William Bernstein Sheltered Sam 100/0 Allocation | 10/25/2010 | 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 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.16 | 10.97 | 8.58 | 11.84 | 8.77 | NA | NA | 10.23 | 3.16 | 12.75 | 15.81 | -12.64 | 22.99 | 8.24 | 25.20 | -8.41 | 17.93 | 15.03 | -2.40 | 8.59 | 24.70 | 16.64 | -2.01 | 6.27 |
| Sharpe Ratio | NA | 0.46 | 0.34 | 0.60 | 0.42 | NA | NA | 0.52 | 0.09 | 0.77 | 0.91 | -0.69 | 1.78 | 0.23 | 2.13 | -0.68 | 2.45 | 1.06 | -0.17 | 0.82 | 2.10 | 1.21 | -0.08 | 0.46 |
| Standard Deviation(%) | NA | 16.69 | 16.09 | 16.28 | 17.36 | NA | NA | 16.97 | 21.31 | 11.91 | 13.39 | 20.46 | 12.88 | 34.47 | 11.15 | 14.40 | 7.04 | 13.96 | 14.52 | 10.44 | 11.74 | 13.67 | 25.92 | 13.64 |
| Draw Down(%) | NA | 16.05 | 16.05 | 22.55 | 36.84 | NA | NA | 36.84 | 15.86 | 6.11 | 12.08 | 22.55 | 6.24 | 36.84 | 6.50 | 17.78 | 2.58 | 10.31 | 12.92 | 7.60 | 7.65 | 11.20 | 22.74 | 4.75 |
| Yield(%) | NA | 2.50 | 2.41 | 2.40 | 2.41 | NA | NA | 0.00 | 0.00 | 2.59 | 2.63 | 2.01 | 2.49 | 2.05 | 2.80 | 2.30 | 2.41 | 2.62 | 2.28 | 2.46 | 2.50 | 2.56 | 2.21 | 1.02 |
Data as of 06/04/2025, AR inception is 10/25/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| William Bernstein Sheltered Sam 100/0 Allocation |
-1.12%
Mar 2017 - Mar 2020 |
2.07%
Mar 2015 - Mar 2020 |
7.06%
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 100/0 Allocation |
19.03%
Sep 2011 - Sep 2014 |
15.29%
Mar 2020 - Mar 2025 |
12.77%
Sep 2011 - Sep 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart