Last Update: 31 March 2020
The Bill Bernstein Coward's Portfolio is exposed for 60% on the Stock Market.
It's a High Risk portfolio and it can be replicated with 10 ETFs.
In the last 10 years, the portfolio obtained a 5.61% compound annual return, with a 8.71% standard deviation.
Asset Allocation and ETFs
The Bill Bernstein Coward's Portfolio has the following asset allocation:
The Bill Bernstein Coward's Portfolio can be replicated with the following ETFs:
| Weight | Ticker | ETF Name | Investment Themes | |
|---|---|---|---|---|
| 15.00 % | VV | Vanguard Large-Cap | Equity, U.S., Large Cap | |
| 10.00 % | IJS | iShares S&P Small-Cap 600 Value | Equity, U.S., Small Cap, Value | |
| 10.00 % | VTV | Vanguard Value | Equity, U.S., Large Cap, Value | |
| 5.00 % | EEM | iShares MSCI Emerging Markets | Equity, Emerging Markets, Large Cap | |
| 5.00 % | IJR | iShares Core S&P Small-Cap | Equity, U.S., Small Cap | |
| 5.00 % | VGK | Vanguard FTSE Europe | Equity, Developed Europe, Large Cap | |
| 5.00 % | VPL | Vanguard FTSE Pacific | Equity, Developed Asia Pacific, Large Cap | |
| 5.00 % | VNQ | Vanguard Real Estate | Real Estate, U.S. | |
| 28.00 % | SHY | iShares 1-3 Year Treasury Bond | Bond, U.S., Short Term | |
| 12.00 % | LQD | iShares Investment Grade Corporate Bond | Bond, U.S., All-Term |
Portfolio and ETF Returns
The Bill Bernstein Coward's Portfolio guaranteed the following returns.
Portfolio returns are calculated assuming a rebalancing of the components at the beginning of each year (i.e. at every January 1st).
| 1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | |
|---|---|---|---|---|---|---|---|
| Bill Bernstein Coward's Portfolio | -10.06 | -15.13 | -10.69 | -7.26 | +1.26 | +2.63 | +5.61 |
| Components | |||||||
| VV - Vanguard Large-Cap | -12.57 | -19.47 | -12.21 | -7.01 | +5.13 | +6.55 | +10.47 |
| IJS - iShares S&P Small-Cap 600 Value | -25.76 | -37.50 | -32.67 | -30.94 | -8.87 | -1.90 | +6.15 |
| VTV - Vanguard Value | -14.87 | -25.07 | -18.93 | -14.90 | +0.37 | +3.95 | +8.62 |
| EEM - iShares MSCI Emerging Markets | -15.77 | -23.94 | -14.72 | -18.18 | -2.42 | -1.00 | -0.03 |
| IJR - iShares Core S&P Small-Cap | -22.55 | -32.77 | -27.22 | -26.05 | -5.38 | +0.41 | +8.01 |
| VGK - Vanguard FTSE Europe | -16.65 | -25.65 | -18.27 | -16.30 | -2.48 | -1.19 | +2.65 |
| VPL - Vanguard FTSE Pacific | -11.15 | -20.70 | -15.18 | -13.91 | -1.79 | +0.58 | +3.08 |
| VNQ - Vanguard Real Estate | -19.42 | -24.16 | -23.73 | -16.73 | -1.49 | +0.47 | +7.87 |
| SHY - iShares 1-3 Year Treasury Bond | +1.24 | +2.72 | +3.16 | +5.18 | +2.54 | +1.69 | +1.30 |
| LQD - iShares Investment Grade Corporate Bond | -6.31 | -2.97 | -1.56 | +7.25 | +5.05 | +3.72 | +5.38 |
Historical Returns
Bill Bernstein Coward's Portfolio - Historical returns and stats.
Returns, capital growth, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at every January 1st).
| Period | Returns Mar 2020 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
-10.06%
|
-10.06%
Mar 2020 - Mar 2020
|
0 - 1 | |
|
3M
|
-15.13%
|
-15.14%
Jan 2020 - Mar 2020
|
0 - 3 | |
|
6M
|
-10.69%
|
-15.14%
Jan 2020 - Mar 2020
|
3 - 3 | |
|
YTD
|
-15.13%
|
-15.14%
Jan 2020 - Mar 2020
|
0 - 3 | |
|
1Y
|
-7.26%
|
13.05%
|
-15.14%
Jan 2020 - Mar 2020
|
7 - 5 |
|
3Y
|
+1.26%
annualized
|
9.90%
|
-15.14%
Jan 2020 - Mar 2020
|
25 - 11 |
|
5Y
|
+2.63%
annualized
|
8.84%
|
-15.14%
Jan 2020 - Mar 2020
|
43 - 17 |
|
10Y
|
+5.61%
annualized
|
8.71%
|
-15.14%
Jan 2020 - Mar 2020
|
81 - 39 |
|
MAX
01 Jan 2003
|
+6.64%
annualized
|
9.47%
|
-33.86%
Nov 2007 - Feb 2009
|
141 - 66 |
* Annualized St.Dev. of monthly returns
Best High Risk Porftolios, ordered by 10Y annualized return.
| Portfolio | 10Y Return ▾ | #ETF | Stocks | Bonds | Comm. | |
|---|---|---|---|---|---|---|
| Simple Path to Wealth JL Collins |
+8.75% | 2 | 75 | 25 | 0 | |
| Stocks/Bonds 60/40 |
+7.84% | 2 | 60 | 40 | 0 | |
| Talmud Portfolio Roger Gibson |
+7.56% | 3 | 66.67 | 33.33 | 0 | |
| Yale Endowment David Swensen |
+7.51% | 6 | 70 | 30 | 0 | |
| Golden Butterfly |
+6.89% | 5 | 40 | 40 | 20 |
Capital Growth
Drawdowns
Rolling Returns
Bill Bernstein Coward's Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+7.81% |
+38.05% Mar 2009 - Feb 2010 |
-28.57% Mar 2008 - Feb 2009 |
16.84% |
| 2 Years |
+7.22% |
+26.64% Mar 2009 - Feb 2011 |
-15.55% Mar 2007 - Feb 2009 |
11.41% |
| 3 Years |
+6.99% |
+18.22% Mar 2009 - Feb 2012 |
-7.36% Mar 2006 - Feb 2009 |
12.79% |
| 5 Years |
+6.43% |
+15.26% Mar 2009 - Feb 2014 |
-0.84% Mar 2004 - Feb 2009 |
1.35% |
| 7 Years |
+6.81% |
+10.85% Apr 2009 - Mar 2016 |
+4.48% Apr 2013 - Mar 2020 |
0.00% |
| 10 Years |
+6.83% |
+10.29% Mar 2009 - Feb 2019 |
+4.99% Feb 2006 - Jan 2016 |
0.00% |
| 15 Years |
+6.96% |
+8.34% Feb 2003 - Jan 2018 |
+5.46% Apr 2005 - Mar 2020 |
0.00% |
* Annualized rolling and average returns over full calendar month periods
Yearly Returns - Monthly Returns Heatmap
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2020 |
-15.13% | -1.2 | -4.5 | -10.1 | |||||||||
| 2019 |
+18.34% | 6.0 | 1.6 | 0.6 | 2.1 | -3.7 | 4.4 | 0.3 | -0.9 | 1.8 | 1.6 | 1.5 | 2.1 |
| 2018 |
-5.49% | 2.1 | -3.1 | -0.1 | 0.1 | 1.4 | 0.0 | 2.0 | 1.2 | -0.5 | -4.8 | 1.4 | -4.9 |
| 2017 |
+12.63% | 1.0 | 1.7 | 0.2 | 0.8 | 0.6 | 1.0 | 1.4 | -0.1 | 2.0 | 1.1 | 1.5 | 0.8 |
| 2016 |
+10.13% | -3.0 | 0.0 | 5.3 | 0.8 | 0.3 | 1.2 | 2.7 | 0.1 | 0.3 | -1.8 | 2.2 | 1.7 |
| 2015 |
-1.45% | -0.5 | 2.6 | -0.1 | 0.2 | 0.1 | -1.3 | 0.3 | -3.8 | -1.4 | 4.2 | 0.2 | -1.5 |
| 2014 |
+6.21% | -1.9 | 2.9 | 0.7 | 0.3 | 1.3 | 1.4 | -1.3 | 2.2 | -2.6 | 2.5 | 0.8 | -0.1 |
| 2013 |
+16.08% | 2.7 | 0.6 | 1.9 | 1.7 | -0.1 | -1.3 | 3.3 | -2.1 | 3.3 | 2.7 | 1.4 | 1.1 |
| 2012 |
+11.64% | 4.0 | 2.2 | 1.2 | -0.5 | -4.4 | 3.1 | 0.7 | 1.5 | 1.7 | -0.5 | 0.5 | 1.9 |
| 2011 |
-0.01% | 0.8 | 2.3 | 0.1 | 2.5 | -0.6 | -1.1 | -0.9 | -4.0 | -5.7 | 7.2 | -0.9 | 0.9 |
| 2010 |
+12.72% | -1.9 | 1.9 | 4.2 | 1.9 | -5.1 | -2.6 | 5.0 | -2.4 | 5.4 | 2.3 | -0.4 | 4.4 |
| 2009 |
+18.27% | -7.3 | -7.6 | 4.9 | 8.4 | 4.3 | 0.1 | 6.2 | 2.8 | 3.2 | -2.3 | 3.6 | 2.0 |
| 2008 |
-19.69% | -2.5 | -1.2 | 0.1 | 2.8 | 0.7 | -5.3 | 0.0 | 0.6 | -5.4 | -11.2 | -4.1 | 4.9 |
| 2007 |
+4.57% | 1.3 | -0.4 | 0.9 | 2.0 | 1.9 | -1.0 | -2.2 | 1.5 | 2.7 | 1.9 | -2.9 | -1.0 |
| 2006 |
+14.41% | 3.6 | 0.0 | 1.8 | 1.1 | -2.6 | 0.5 | 0.5 | 1.9 | 1.1 | 2.9 | 2.1 | 1.0 |
| 2005 |
+6.99% | -1.6 | 1.9 | -1.7 | -0.9 | 2.2 | 1.5 | 2.5 | 0.1 | 1.2 | -2.1 | 2.6 | 1.1 |
| 2004 |
+12.14% | 1.5 | 1.5 | 0.7 | -3.5 | 0.9 | 1.9 | -1.7 | 1.4 | 1.5 | 1.6 | 3.6 | 2.3 |
| 2003 |
+23.63% | -1.9 | -1.0 | 0.0 | 5.1 | 4.7 | 1.6 | 1.3 | 2.2 | 0.6 | 3.8 | 1.4 | 3.9 |
* Note: Portofolio Returns, up to December 2005, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
In particular, it has been used:
VV - Vanguard Large-Cap: simulated historical serie, up to December 2004
VTV - Vanguard Value: simulated historical serie, up to December 2004
EEM - iShares MSCI Emerging Markets: simulated historical serie, up to December 2003
VGK - Vanguard FTSE Europe: simulated historical serie, up to December 2005
VPL - Vanguard FTSE Pacific: simulated historical serie, up to December 2005
VNQ - Vanguard Real Estate: simulated historical serie, up to December 2004