Last Update: 28 February 2021
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 7.37% compound annual return, with a 8.75% standard deviation.
In 2020, the portfolio granted a 1.81% dividend yield. If you are interested in getting periodic income, please refer to the Bill Bernstein Coward's Portfolio: Dividend Yield page.
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.
1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | |
---|---|---|---|---|---|---|---|
Bill Bernstein Coward's Portfolio | +2.57 | +6.55 | +12.37 | +18.25 | +8.06 | +9.79 | +7.37 |
Components | |||||||
VV - Vanguard Large-Cap | +2.60 | +5.90 | +10.48 | +33.63 | +14.89 | +17.37 | +13.55 |
IJS - iShares S&P Small-Cap 600 Value | +10.80 | +26.55 | +48.28 | +43.52 | +10.37 | +14.73 | +11.54 |
VTV - Vanguard Value | +5.00 | +7.82 | +16.72 | +21.01 | +8.15 | +12.74 | +10.92 |
EEM - iShares MSCI Emerging Markets | +0.79 | +11.41 | +21.89 | +34.76 | +6.13 | +14.51 | +3.76 |
IJR - iShares Core S&P Small-Cap | +7.71 | +23.78 | +43.08 | +46.58 | +13.20 | +16.65 | +12.90 |
VGK - Vanguard FTSE Europe | +2.58 | +7.44 | +14.61 | +20.94 | +4.95 | +9.67 | +5.14 |
VPL - Vanguard FTSE Pacific | +1.83 | +8.32 | +20.69 | +32.56 | +5.98 | +12.36 | +5.97 |
VNQ - Vanguard Real Estate | +3.43 | +6.28 | +10.03 | +4.79 | +10.55 | +7.18 | +8.19 |
SHY - iShares 1-3 Year Treasury Bond | -0.06 | +0.01 | -0.02 | +1.52 | +2.74 | +1.62 | +1.17 |
LQD - iShares Investment Grade Corporate Bond | -2.26 | -3.91 | -1.23 | +2.81 | +7.58 | +6.20 | +5.56 |
- a rebalancing of the components at the beginning of each year (i.e. at every January 1st)
- the reinvestment of dividends
If you are interested in getting periodic income, please refer to the Bill Bernstein Coward's Portfolio: Dividend Yield page.
Historical Returns
Bill Bernstein Coward's Portfolio - Historical returns and stats.
Period | Returns Feb 2021 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
---|---|---|---|---|
1M
|
+2.57%
|
0.00%
|
1 - 0 | |
3M
|
+6.55%
|
0.00%
|
3 - 0 | |
6M
|
+12.37%
|
-2.43%
Sep 2020 - Oct 2020
|
4 - 2 | |
YTD
|
+3.20%
|
0.00%
|
2 - 0 | |
1Y
|
+18.25%
|
15.01%
|
-10.06%
Mar 2020 - Mar 2020
|
9 - 3 |
3Y
|
+8.06%
annualized
|
11.58%
|
-15.14%
Jan 2020 - Mar 2020
|
25 - 11 |
5Y
|
+9.79%
annualized
|
9.57%
|
-15.14%
Jan 2020 - Mar 2020
|
46 - 14 |
10Y
|
+7.37%
annualized
|
8.75%
|
-15.14%
Jan 2020 - Mar 2020
|
83 - 37 |
MAX
01 Jan 2003
|
+7.91%
annualized
|
9.58%
|
-33.86%
Nov 2007 - Feb 2009
|
150 - 68 |
* Annualized St.Dev. of monthly returns
Best High Risk Porftolios, ordered by 10Y annualized return.
Portfolio | 10Y Return ▾ | Stocks | Bonds | Comm. | ||
---|---|---|---|---|---|---|
Simple Path to Wealth JL Collins |
+11.06% | 75 | 25 | 0 | Compare | |
Stocks/Bonds 60/40 |
+9.59% | 60 | 40 | 0 | Compare | |
Edge Select Moderately Aggressive Merrill Lynch |
+8.84% | 69 | 31 | 0 | Compare | |
Family Taxable Portfolio Ted Aronson |
+8.71% | 70 | 30 | 0 | Compare | |
Yale Endowment David Swensen |
+8.70% | 70 | 30 | 0 | Compare |
Capital Growth
Drawdowns
Rolling Returns ( more details)
Bill Bernstein Coward's Portfolio: annualized rolling and average returns
Return (*) | Negative Periods |
|||
---|---|---|---|---|
Rolling Period | Average | Best | Worst | |
1 Year |
+7.66% |
+38.05% Mar 2009 - Feb 2010 |
-28.57% Mar 2008 - Feb 2009 |
16.43% |
2 Years |
+7.13% |
+26.64% Mar 2009 - Feb 2011 |
-15.55% Mar 2007 - Feb 2009 |
10.77% |
3 Years |
+6.87% |
+18.22% Mar 2009 - Feb 2012 |
-7.36% Mar 2006 - Feb 2009 |
12.02% |
5 Years |
+6.45% |
+15.26% Mar 2009 - Feb 2014 |
-0.84% Mar 2004 - Feb 2009 |
1.26% |
7 Years |
+6.75% |
+10.85% Apr 2009 - Mar 2016 |
+4.48% Apr 2013 - Mar 2020 |
0.00% |
10 Years |
+6.86% |
+10.29% Mar 2009 - Feb 2019 |
+4.99% Feb 2006 - Jan 2016 |
0.00% |
15 Years |
+6.75% |
+8.34% Feb 2003 - Jan 2018 |
+5.46% Apr 2005 - Mar 2020 |
0.00% |
* Annualized rolling and average returns over full calendar month periods
If you need a deeper detail about rolling returns, please refer to the Bill Bernstein Coward's Portfolio: Rolling Returns page.
Seasonality and Yearly/Monthly Returns
Bill Bernstein Coward's Portfolio Seasonality
Months | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average | 0.1 | 0.2 | 0.6 | 1.7 | 0.2 | 0.3 | 1.3 | 0.3 | 0.4 | 0.5 | 1.3 | 1.3 |
Best |
6.0 2019 |
2.9 2014 |
5.3 2016 |
8.4 2009 |
4.7 2003 |
4.4 2019 |
6.2 2009 |
2.8 2009 |
5.4 2010 |
7.2 2011 |
8.1 2020 |
4.9 2008 |
Worst |
-7.3 2009 |
-7.6 2009 |
-10.1 2020 |
-3.5 2004 |
-5.1 2010 |
-5.3 2008 |
-2.2 2007 |
-4.0 2011 |
-5.7 2011 |
-11.2 2008 |
-4.1 2008 |
-4.9 2018 |
Gain Frequency |
53 | 63 | 72 | 83 | 67 | 67 | 72 | 67 | 67 | 61 | 78 | 78 |
Detail of Monthly Returns
Months | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
2021 |
+3.20% | 0.6 | 2.6 | ||||||||||
2020 |
+8.12% | -1.2 | -4.5 | -10.1 | 6.4 | 2.5 | 1.7 | 2.9 | 2.6 | -1.8 | -0.6 | 8.1 | 3.3 |
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