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 0/100 Allocation | 2.79% | 5.10% | 2.12% | 1.33% | 1.87% | 1.83% | 2.45% | 2.60% |
Data as of 06/04/2025, AR inception is 12/05/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| William Bernstein Sheltered Sam 0/100 Allocation | 12/05/2003 | 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 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.41 | 5.10 | 2.12 | 1.33 | 1.87 | 1.83 | 2.45 | 2.60 | 2.79 | 3.01 | 4.03 | -7.27 | 1.85 | 6.14 | 5.48 | 0.30 | 1.27 | 2.36 | -0.45 | 1.70 | -3.25 | 2.62 | 6.17 | 3.83 | 3.83 | 3.77 | 9.15 | 2.44 | 1.92 | 3.68 | 0.46 |
| Sharpe Ratio | NA | 0.67 | -0.34 | -0.20 | 0.16 | NA | NA | 0.44 | 0.52 | -0.22 | 0.09 | -1.83 | 0.87 | 1.55 | 1.83 | -0.68 | 0.34 | 0.94 | -0.18 | 0.78 | -1.30 | 1.29 | 1.91 | 1.31 | 0.94 | 0.49 | 1.80 | -0.42 | -0.13 | 0.82 | 0.14 |
| Standard Deviation(%) | NA | 2.70 | 3.79 | 3.37 | 2.98 | NA | NA | 3.12 | 2.90 | 2.75 | 4.19 | 4.75 | 2.09 | 3.80 | 2.19 | 1.59 | 1.80 | 2.29 | 2.68 | 2.15 | 2.53 | 1.99 | 3.22 | 2.84 | 3.95 | 5.73 | 3.34 | 2.33 | 2.57 | 3.29 | 2.90 |
| Draw Down(%) | NA | 1.75 | 5.13 | 8.94 | 8.94 | NA | NA | 8.94 | 1.30 | 1.75 | 2.87 | 8.53 | 1.30 | 4.62 | 1.30 | 1.33 | 1.06 | 2.40 | 2.26 | 1.48 | 4.45 | 1.03 | 1.67 | 2.51 | 1.93 | 4.54 | 1.53 | 1.46 | 1.67 | 3.50 | 0.38 |
| Yield(%) | NA | 3.32 | 3.15 | 2.52 | 2.00 | NA | NA | 0.00 | 0.46 | 3.40 | 2.95 | 3.11 | 1.92 | 1.09 | 2.17 | 2.09 | 1.38 | 1.04 | 0.45 | 0.90 | 0.57 | 1.04 | 2.31 | 1.67 | 3.13 | 4.55 | 4.53 | 4.21 | 3.99 | 2.82 | 0.38 |
Data as of 06/04/2025, AR inception is 12/05/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| William Bernstein Sheltered Sam 0/100 Allocation |
-1.44%
Sep 2020 - Sep 2023 |
0.11%
Apr 2013 - Apr 2018 |
0.64%
Sep 2012 - Sep 2022 |
1.60%
Feb 2008 - Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| William Bernstein Sheltered Sam 0/100 Allocation |
5.87%
Jan 2007 - Jan 2010 |
5.49%
Jan 2007 - Jan 2012 |
3.56%
Jun 2004 - Jun 2014 |
3.03%
Jul 2005 - Jul 2020 |
Annualized Rolling Returns Comparison Chart