Bill Bernstein Coward's Portfolio: ETF allocation and returns

Last Update: 31 January 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 7.88% compound annual return, with a 7.97% standard deviation.

Asset Allocation and ETFs

The Bill Bernstein Coward's Portfolio has the following asset allocation:

        60% Stocks
      
        40% Fixed Income
      
        0% Commodities

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

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).

BILL BERNSTEIN COWARD'S PORTFOLIO

Last Update: 31 January 2020

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Period	Returns Jan 2020	Standard Deviation *	Max Drawdown	Months Pos - Neg
1M	-1.17%		-1.17% Jan 2020 - Jan 2020	0 - 1
3M	+2.37%		-1.17% Jan 2020 - Jan 2020	2 - 1
6M	+4.92%		-1.17% Jan 2020 - Jan 2020	4 - 2
YTD	-1.17%		-1.17% Jan 2020 - Jan 2020	0 - 1
1Y	+10.39%	6.82%	-3.72% May 2019 - May 2019	9 - 3
3Y	+7.24% annualized	7.36%	-8.66% Sep 2018 - Dec 2018	27 - 9
5Y	+6.32% annualized	7.24%	-8.66% Sep 2018 - Dec 2018	44 - 16
10Y	+7.88% annualized	7.97%	-11.86% May 2011 - Sep 2011	83 - 37
MAX 01 Jan 2003	+7.67% annualized	9.07%	-33.86% Nov 2007 - Feb 2009	141 - 64

* Annualized St.Dev. of monthly returns

Best High Risk Porftolios, ordered by 10Y annualized return.

Portfolio	10Y Return ▾	#ETF	Stocks	Bonds
Simple Path to Wealth JL Collins	+11.40%	2	75	25
Talmud Portfolio Roger Gibson	+10.25%	3	66.67	33.33
Stocks/Bonds 60/40	+9.90%	2	60	40
Yale Endowment David Swensen	+9.79%	6	70	30
Edge Select Moderately Aggressive Merrill Lynch	+9.02%	12	69	31

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Worst drawdowns since January 2010.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-11.86%	May 2011	Sep 2011	5	Feb 2012	5	10
-8.66%	Sep 2018	Dec 2018	4	Apr 2019	4	8
-7.57%	May 2010	Jun 2010	2	Oct 2010	4	6
-6.46%	Jun 2015	Jan 2016	8	Jun 2016	5	13
-4.88%	Apr 2012	May 2012	2	Aug 2012	3	5
-3.72%	May 2019	May 2019	1	Jun 2019	1	2
-3.20%	Feb 2018	Mar 2018	2	Jul 2018	4	6
-2.60%	Sep 2014	Sep 2014	1	Nov 2014	2	3
-2.13%	Aug 2013	Aug 2013	1	Sep 2013	1	2
-1.91%	Jan 2014	Jan 2014	1	Feb 2014	1	2
-1.77%	Oct 2016	Oct 2016	1	Nov 2016	1	2
-1.37%	May 2013	Jun 2013	2	Jul 2013	1	3
-1.27%	Jul 2014	Jul 2014	1	Aug 2014	1	2
-1.17%	Jan 2020	Jan 2020	1	in progress	0	1
-0.88%	Aug 2019	Aug 2019	1	Sep 2019	1	2
-0.63%	Dec 2014	Jan 2015	2	Feb 2015	1	3
-0.46%	Oct 2012	Oct 2012	1	Nov 2012	1	2
-0.44%	Nov 2010	Nov 2010	1	Dec 2010	1	2
-0.14%	Mar 2015	Mar 2015	1	Apr 2015	1	2
-0.11%	Aug 2017	Aug 2017	1	Sep 2017	1	2

Worst drawdowns since December 2002.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-33.86%	Nov 2007	Feb 2009	16	Dec 2010	22	38
-11.86%	May 2011	Sep 2011	5	Feb 2012	5	10
-8.66%	Sep 2018	Dec 2018	4	Apr 2019	4	8
-6.46%	Jun 2015	Jan 2016	8	Jun 2016	5	13
-4.88%	Apr 2012	May 2012	2	Aug 2012	3	5
-3.72%	May 2019	May 2019	1	Jun 2019	1	2
-3.48%	Apr 2004	Apr 2004	1	Sep 2004	5	6
-3.24%	Jun 2007	Jul 2007	2	Sep 2007	2	4
-3.20%	Feb 2018	Mar 2018	2	Jul 2018	4	6
-2.83%	Jan 2003	Mar 2003	3	Apr 2003	1	4
-2.60%	May 2006	May 2006	1	Aug 2006	3	4
-2.60%	Sep 2014	Sep 2014	1	Nov 2014	2	3
-2.58%	Mar 2005	Apr 2005	2	Jun 2005	2	4
-2.13%	Aug 2013	Aug 2013	1	Sep 2013	1	2
-2.05%	Oct 2005	Oct 2005	1	Nov 2005	1	2
-1.91%	Jan 2014	Jan 2014	1	Feb 2014	1	2
-1.77%	Oct 2016	Oct 2016	1	Nov 2016	1	2
-1.57%	Jan 2005	Jan 2005	1	Feb 2005	1	2
-1.37%	May 2013	Jun 2013	2	Jul 2013	1	3
-1.27%	Jul 2014	Jul 2014	1	Aug 2014	1	2

Rolling Returns

Bill Bernstein Coward's Portfolio: annualized rolling and average returns

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	*Return ()**			Negative Periods
Rolling Period	Average	Best	Worst	Negative Periods
1 Year	+7.91%	+38.05% Mar 2009 - Feb 2010	-28.57% Mar 2008 - Feb 2009	16.49%
2 Years	+7.29%	+26.64% Mar 2009 - Feb 2011	-15.55% Mar 2007 - Feb 2009	10.99%
3 Years	+7.03%	+18.22% Mar 2009 - Feb 2012	-7.36% Mar 2006 - Feb 2009	12.94%
5 Years	+6.47%	+15.26% Mar 2009 - Feb 2014	-0.84% Mar 2004 - Feb 2009	1.37%
7 Years	+6.83%	+10.85% Apr 2009 - Mar 2016	+4.60% Jan 2005 - Dec 2011	0.00%
10 Years	+6.84%	+10.29% Mar 2009 - Feb 2019	+4.99% Feb 2006 - Jan 2016	0.00%
15 Years	+7.06%	+8.34% Feb 2003 - Jan 2018	+6.14% Jan 2004 - Dec 2018	0.00%

* Annualized rolling and average returns over full calendar month periods

Yearly Returns - Monthly Returns Heatmap

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		Months
Year	Return	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2020	-1.17%	-1.2
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