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 7.62% compound annual return, with a 8.07% standard deviation (Last Update: September 2019).
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 | |
| 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 % | VWO | Vanguard FTSE Emerging Markets | Equity, Emerging Markets, 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 |
Returns, capital growth, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at every January 1st).
Historical Returns
Bill Bernstein Coward's Portfolio - Historical returns and stats:
| Range | Returns Sep 2019 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
+1.74%
|
0.00%
|
1 - 0 | |
|
YTD
|
+12.58%
|
-3.67%
May 2019 - May 2019
|
7 - 2 | |
|
1Y
|
+3.39%
|
11.23%
|
-8.17%
Oct 2018 - Dec 2018
|
8 - 4 |
|
3Y
|
+6.88%
annualized
|
7.37%
|
-8.63%
Sep 2018 - Dec 2018
|
26 - 10 |
|
5Y
|
+6.04%
annualized
|
7.19%
|
-8.63%
Sep 2018 - Dec 2018
|
42 - 18 |
|
10Y
|
+7.62%
annualized
|
8.07%
|
-11.87%
May 2011 - Sep 2011
|
81 - 39 |
|
MAX
Dec 2002
|
+7.60%
annualized
|
9.11%
|
-33.86%
Nov 2007 - Feb 2009
|
139 - 62 |
* 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 |
+10.84% | 2 | 75 | 25 | 0 | |
| Stocks/Bonds 60/40 |
+9.44% | 2 | 60 | 40 | 0 | |
| Yale Endowment David Swensen |
+9.42% | 6 | 70 | 30 | 0 | |
| Lazy Portfolio David Swensen |
+8.57% | 6 | 70 | 30 | 0 | |
| Edge Select Moderately Aggressive Merrill Lynch |
+8.53% | 12 | 69 | 31 | 0 |
Capital Growth
Drawdowns
Rolling Returns
Bill Bernstein Coward's Portfolio: annualized rolling and average returns
| Return (*) | |||
|---|---|---|---|
| Rolling Period | Average | Best | Worst |
| 1 Year |
+7.85% |
+38.24% Mar 2009 - Feb 2010 |
-28.60% Mar 2008 - Feb 2009 |
| 2 Years |
+7.37% |
+26.78% Mar 2009 - Feb 2011 |
-15.49% Mar 2007 - Feb 2009 |
| 3 Years |
+7.04% |
+18.30% Mar 2009 - Feb 2012 |
-7.32% Mar 2006 - Feb 2009 |
| 5 Years |
+6.52% |
+15.30% Mar 2009 - Feb 2014 |
-0.82% Mar 2004 - Feb 2009 |
| 7 Years |
+6.85% |
+10.93% Apr 2009 - Mar 2016 |
+4.65% Jan 2005 - Dec 2011 |
| 10 Years |
+6.83% |
+10.31% Mar 2009 - Feb 2019 |
+5.04% Mar 2006 - Feb 2016 |
| 15 Years |
+7.17% |
+8.36% Feb 2003 - Jan 2018 |
+6.16% Jan 2004 - Dec 2018 |
* 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 |
| 2019 |
+12.58% | 5.9 | 1.7 | 0.7 | 2.1 | -3.7 | 4.4 | 0.3 | -0.9 | 1.7 | |||
| 2018 |
-5.47% | 2.1 | -3.1 | -0.1 | 0.1 | 1.4 | -0.0 | 2.0 | 1.1 | -0.5 | -4.8 | 1.4 | -4.9 |
| 2017 |
+12.34% | 0.9 | 1.8 | 0.2 | 0.8 | 0.5 | 1.0 | 1.4 | -0.1 | 1.9 | 1.0 | 1.5 | 0.8 |
| 2016 |
+10.20% | -3.0 | 0.1 | 5.3 | 0.8 | 0.4 | 1.2 | 2.7 | 0.1 | 0.3 | -1.7 | 2.2 | 1.7 |
| 2015 |
-1.44% | -0.5 | 2.6 | -0.2 | 0.3 | 0.1 | -1.3 | 0.3 | -3.9 | -1.4 | 4.1 | 0.2 | -1.5 |
| 2014 |
+6.40% | -1.9 | 2.9 | 0.7 | 0.3 | 1.3 | 1.5 | -1.3 | 2.3 | -2.6 | 2.5 | 0.8 | -0.1 |
| 2013 |
+16.02% | 2.7 | 0.6 | 1.9 | 1.8 | -0.1 | -1.3 | 3.3 | -2.2 | 3.3 | 2.7 | 1.4 | 1.1 |
| 2012 |
+11.65% | 3.9 | 2.2 | 1.2 | -0.5 | -4.4 | 3.1 | 0.8 | 1.4 | 1.7 | -0.5 | 0.5 | 1.9 |
| 2011 |
-0.01% | 0.8 | 2.3 | 0.1 | 2.5 | -0.6 | -1.2 | -0.9 | -4.0 | -5.7 | 7.2 | -0.9 | 0.9 |
| 2010 |
+12.87% | -1.8 | 2.0 | 4.2 | 1.9 | -5.1 | -2.5 | 4.9 | -2.4 | 5.4 | 2.3 | -0.4 | 4.5 |
| 2009 |
+18.64% | -7.3 | -7.4 | 4.7 | 8.5 | 4.4 | 0.1 | 6.2 | 2.9 | 3.2 | -2.2 | 3.5 | 2.0 |
| 2008 |
-19.87% | -2.5 | -1.1 | 0.1 | 2.7 | 0.6 | -5.3 | 0.0 | 0.5 | -5.5 | -11.2 | -4.0 | 4.8 |
| 2007 |
+4.76% | 1.3 | -0.3 | 0.8 | 2.0 | 2.0 | -1.0 | -2.1 | 1.4 | 2.6 | 2.0 | -3.0 | -1.0 |
| 2006 |
+14.31% | 3.5 | 0.1 | 1.7 | 1.1 | -2.6 | 0.5 | 0.5 | 1.9 | 1.2 | 2.8 | 2.2 | 0.9 |
| 2005 |
+6.96% | -1.6 | 1.9 | -1.6 | -1.0 | 2.2 | 1.5 | 2.5 | 0.1 | 1.1 | -2.1 | 2.8 | 1.1 |
| 2004 |
+12.22% | 1.5 | 1.5 | 0.7 | -3.4 | 0.8 | 1.9 | -1.7 | 1.4 | 1.5 | 1.5 | 3.6 | 2.4 |
| 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
VGK - Vanguard FTSE Europe: simulated historical serie, up to December 2005
VPL - Vanguard FTSE Pacific: simulated historical serie, up to December 2005
VWO - Vanguard FTSE Emerging Markets: simulated historical serie, up to December 2005
VNQ - Vanguard Real Estate: simulated historical serie, up to December 2004