Last Update: 28 February 2021

Implementing the Bill Bernstein No Brainer Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all 10 years rolling periods, you would have obtained a positive returns 100.00% of times

Considering all 4 years rolling periods, you would have obtained a positive returns 96.27% of times

All the returns are calculated over the available historical serie, starting from January 1986 until February 2021.

In order to have complete information about the portfolio, please refer to the Bill Bernstein No Brainer Portfolio: ETF allocation and returns page.

Rolling Returns

Bill Bernstein No Brainer Portfolio: annualized rolling and average returns

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+8.93% +43.94%
Mar 2009 - Feb 2010
-34.04%
Mar 2008 - Feb 2009
20.44%
2 Years
+8.36% +30.92%
Mar 2009 - Feb 2011
-18.55%
Mar 2007 - Feb 2009
12.53%
3 Years
+8.27% +20.22%
Apr 2003 - Mar 2006
-9.55%
Mar 2006 - Feb 2009
10.59%
4 Years
+8.18% +17.68%
Apr 2003 - Mar 2007
-4.70%
Mar 2005 - Feb 2009
3.73%
5 Years
+8.14% +17.42%
Mar 2009 - Feb 2014
-1.78%
Mar 2004 - Feb 2009
1.10%
6 Years
+8.09% +15.48%
Mar 2009 - Feb 2015
+2.65%
Oct 2005 - Sep 2011
0.00%
7 Years
+8.11% +14.87%
Oct 1990 - Sep 1997
+1.23%
Mar 2002 - Feb 2009
0.00%
8 Years
+8.08% +13.38%
Apr 1992 - Mar 2000
+0.66%
Mar 2001 - Feb 2009
0.00%
9 Years
+8.02% +13.95%
Jan 1991 - Dec 1999
-0.40%
Mar 2000 - Feb 2009
0.32%
10 Years
+7.98% +13.10%
Oct 1990 - Sep 2000
+1.74%
Mar 1999 - Feb 2009
0.00%
11 Years
+7.90% +12.44%
Feb 1986 - Jan 1997
+1.87%
Mar 1998 - Feb 2009
0.00%
12 Years
+7.77% +12.69%
Jan 1986 - Dec 1997
+3.35%
Mar 1997 - Feb 2009
0.00%
13 Years
+7.67% +12.66%
Jan 1986 - Dec 1998
+3.98%
Mar 1996 - Feb 2009
0.00%
14 Years
+7.66% +13.10%
Jan 1986 - Dec 1999
+4.70%
Oct 1997 - Sep 2011
0.00%
15 Years
+7.61% +11.92%
Feb 1986 - Jan 2001
+4.83%
Mar 1994 - Feb 2009
0.00%

* Annualized rolling and average returns over full calendar month periods

Annualized Rolling Returns - 1 Year (12 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+8.93% +43.94%
Mar 2009 - Feb 2010
-34.04%
Mar 2008 - Feb 2009
20.44%
84 out of 411

Annualized Rolling Returns - 2 Years (24 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+8.36% +30.92%
Mar 2009 - Feb 2011
-18.55%
Mar 2007 - Feb 2009
12.53%
50 out of 399

Annualized Rolling Returns - 3 Years (36 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+8.27% +20.22%
Apr 2003 - Mar 2006
-9.55%
Mar 2006 - Feb 2009
10.59%
41 out of 387

Annualized Rolling Returns - 4 Years (48 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+8.18% +17.68%
Apr 2003 - Mar 2007
-4.70%
Mar 2005 - Feb 2009
3.73%
14 out of 375

Annualized Rolling Returns - 5 Years (60 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+8.14% +17.42%
Mar 2009 - Feb 2014
-1.78%
Mar 2004 - Feb 2009
1.10%
4 out of 363

Annualized Rolling Returns - 6 Years (72 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+8.09% +15.48%
Mar 2009 - Feb 2015
+2.65%
Oct 2005 - Sep 2011
0.00%
0 out of 351

Annualized Rolling Returns - 7 Years (84 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+8.11% +14.87%
Oct 1990 - Sep 1997
+1.23%
Mar 2002 - Feb 2009
0.00%
0 out of 339

Annualized Rolling Returns - 8 Years (96 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+8.08% +13.38%
Apr 1992 - Mar 2000
+0.66%
Mar 2001 - Feb 2009
0.00%
0 out of 327

Annualized Rolling Returns - 9 Years (108 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+8.02% +13.95%
Jan 1991 - Dec 1999
-0.40%
Mar 2000 - Feb 2009
0.32%
1 out of 315

Annualized Rolling Returns - 10 Years (120 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+7.98% +13.10%
Oct 1990 - Sep 2000
+1.74%
Mar 1999 - Feb 2009
0.00%
0 out of 303

Annualized Rolling Returns - 11 Years (132 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+7.90% +12.44%
Feb 1986 - Jan 1997
+1.87%
Mar 1998 - Feb 2009
0.00%
0 out of 291

Annualized Rolling Returns - 12 Years (144 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+7.77% +12.69%
Jan 1986 - Dec 1997
+3.35%
Mar 1997 - Feb 2009
0.00%
0 out of 279

Annualized Rolling Returns - 13 Years (156 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+7.67% +12.66%
Jan 1986 - Dec 1998
+3.98%
Mar 1996 - Feb 2009
0.00%
0 out of 267

Annualized Rolling Returns - 14 Years (168 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+7.66% +13.10%
Jan 1986 - Dec 1999
+4.70%
Oct 1997 - Sep 2011
0.00%
0 out of 255

Annualized Rolling Returns - 15 Years (180 months)

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Average
Return
Best
Return
Worst
Return
Negative
Periods
+7.61% +11.92%
Feb 1986 - Jan 2001
+4.83%
Mar 1994 - Feb 2009
0.00%
0 out of 243

In order to have complete information about the portfolio, please refer to the Bill Bernstein No Brainer Portfolio: ETF allocation and returns page.

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