Last Update: 31 December 2020
The Bill Bernstein No Brainer Portfolio is exposed for 75% on the Stock Market.
It's a High Risk portfolio and it can be replicated with 4 ETFs.
In the last 10 years, the portfolio obtained a 8.26% compound annual return, with a 11.01% standard deviation.
In 2020, the portfolio granted a 1.53% dividend yield. If you are interested in getting periodic income, please refer to the Bill Bernstein No Brainer Portfolio: Dividend Yield page.
Asset Allocation and ETFs
The Bill Bernstein No Brainer Portfolio has the following asset allocation:
The Bill Bernstein No Brainer Portfolio can be replicated with the following ETFs:
Weight | Ticker | ETF Name | Investment Themes | |
---|---|---|---|---|
25.00 % | IJR | iShares Core S&P Small-Cap | Equity, U.S., Small Cap | |
25.00 % | VEU | Vanguard FTSE All-World ex-US | Equity, Global ex-US, Large Cap | |
25.00 % | VV | Vanguard Large-Cap | Equity, U.S., Large Cap | |
25.00 % | SHY | iShares 1-3 Year Treasury Bond | Bond, U.S., Short Term |
Portfolio and ETF Returns
The Bill Bernstein No Brainer Portfolio guaranteed the following returns.
1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | |
---|---|---|---|---|---|---|---|
Bill Bernstein No Brainer Portfolio | +4.51 | +14.35 | +19.99 | +11.61 | +7.76 | +9.96 | +8.26 |
Components | |||||||
IJR - iShares Core S&P Small-Cap | +8.24 | +31.22 | +35.53 | +11.28 | +7.74 | +12.37 | +11.89 |
VEU - Vanguard FTSE All-World ex-US | +5.72 | +16.59 | +24.39 | +11.12 | +5.12 | +9.20 | +5.12 |
VV - Vanguard Large-Cap | +4.10 | +12.78 | +23.87 | +20.99 | +14.91 | +15.66 | +14.00 |
SHY - iShares 1-3 Year Treasury Bond | +0.04 | +0.02 | +0.09 | +3.03 | +2.62 | +1.79 | +1.17 |
- 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 No Brainer Portfolio: Dividend Yield page.
Historical Returns
Bill Bernstein No Brainer Portfolio - Historical returns and stats.
Period | Returns Dec 2020 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
---|---|---|---|---|
1M
|
+4.51%
|
0.00%
|
1 - 0 | |
3M
|
+14.35%
|
-0.65%
Oct 2020 - Oct 2020
|
2 - 1 | |
6M
|
+19.99%
|
-3.10%
Sep 2020 - Oct 2020
|
4 - 2 | |
YTD
|
+11.61%
|
19.77%
|
-18.24%
Jan 2020 - Mar 2020
|
7 - 5 |
1Y
|
+11.61%
|
19.77%
|
-18.24%
Jan 2020 - Mar 2020
|
7 - 5 |
3Y
|
+7.76%
annualized
|
14.63%
|
-18.24%
Jan 2020 - Mar 2020
|
23 - 13 |
5Y
|
+9.96%
annualized
|
12.04%
|
-18.24%
Jan 2020 - Mar 2020
|
43 - 17 |
10Y
|
+8.26%
annualized
|
11.01%
|
-18.24%
Jan 2020 - Mar 2020
|
81 - 39 |
MAX
01 Jan 1986
|
+8.94%
annualized
|
11.67%
|
-40.40%
Nov 2007 - Feb 2009
|
275 - 145 |
* 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 |
+11.38% | 75 | 25 | 0 | Compare | |
Stocks/Bonds 60/40 |
+9.90% | 60 | 40 | 0 | Compare | |
Yale Endowment David Swensen |
+9.07% | 70 | 30 | 0 | Compare | |
Edge Select Moderately Aggressive Merrill Lynch |
+9.02% | 69 | 31 | 0 | Compare | |
Talmud Portfolio Roger Gibson |
+8.95% | 66.67 | 33.33 | 0 | Compare |
Capital Growth
Drawdowns
Rolling Returns ( more details)
Bill Bernstein No Brainer Portfolio: annualized rolling and average returns
Return (*) | Negative Periods |
|||
---|---|---|---|---|
Rolling Period | Average | Best | Worst | |
1 Year |
+8.87% |
+43.94% Mar 2009 - Feb 2010 |
-34.04% Mar 2008 - Feb 2009 |
20.54% |
2 Years |
+8.34% |
+30.92% Mar 2009 - Feb 2011 |
-18.55% Mar 2007 - Feb 2009 |
12.59% |
3 Years |
+8.27% |
+20.22% Apr 2003 - Mar 2006 |
-9.55% Mar 2006 - Feb 2009 |
10.65% |
5 Years |
+8.12% |
+17.42% Mar 2009 - Feb 2014 |
-1.78% Mar 2004 - Feb 2009 |
1.11% |
7 Years |
+8.11% |
+14.87% Oct 1990 - Sep 1997 |
+1.23% Mar 2002 - Feb 2009 |
0.00% |
10 Years |
+7.97% |
+13.10% Oct 1990 - Sep 2000 |
+1.74% Mar 1999 - Feb 2009 |
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
If you need a deeper detail about rolling returns, please refer to the Bill Bernstein No Brainer Portfolio: Rolling Returns page.
Seasonality and Yearly/Monthly Returns
Bill Bernstein No Brainer Portfolio Seasonality
Months | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average | 0.7 | 0.8 | 0.9 | 1.8 | 0.7 | 0.4 | 0.9 | -0.1 | -0.1 | 0.2 | 1.2 | 1.8 |
Best |
9.3 1987 |
7.6 1991 |
6.5 1986 |
9.9 2009 |
7.2 1990 |
5.2 2019 |
7.1 2009 |
5.3 1986 |
7.7 2010 |
9.0 2011 |
10.1 2020 |
6.9 1999 |
Worst |
-8.3 2009 |
-7.7 2009 |
-11.8 2020 |
-3.6 2000 |
-6.5 2010 |
-5.9 2008 |
-7.4 2002 |
-11.5 1998 |
-7.6 2001 |
-16.1 1987 |
-5.5 2008 |
-6.4 2018 |
Gain Frequency |
63 | 60 | 69 | 77 | 69 | 51 | 57 | 66 | 54 | 63 | 74 | 83 |
Detail of Monthly Returns
Months | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
2020 |
+11.61% | -1.7 | -5.8 | -11.8 | 7.5 | 3.4 | 2.4 | 3.5 | 4.0 | -2.5 | -0.7 | 10.1 | 4.5 |
2019 |
+19.82% | 6.6 | 2.4 | 0.0 | 2.8 | -5.2 | 5.2 | 0.2 | -2.1 | 2.0 | 2.0 | 2.0 | 2.6 |
2018 |
-6.41% | 3.4 | -3.3 | -0.2 | 0.4 | 1.8 | -0.1 | 2.4 | 1.7 | -0.7 | -6.5 | 1.3 | -6.4 |
2017 |
+15.70% | 1.4 | 1.7 | 0.8 | 1.1 | 0.7 | 1.0 | 1.7 | -0.3 | 2.8 | 1.3 | 1.8 | 0.8 |
2016 |
+11.03% | -4.1 | -0.3 | 5.8 | 0.9 | 0.6 | 0.2 | 3.3 | 0.5 | 0.6 | -2.1 | 3.5 | 1.9 |
2015 |
-1.35% | -1.5 | 4.3 | -0.2 | 0.8 | 0.4 | -1.0 | 0.2 | -4.8 | -2.5 | 5.1 | 0.4 | -2.3 |
2014 |
+3.78% | -3.2 | 3.6 | 0.4 | -0.2 | 1.2 | 2.1 | -2.1 | 2.4 | -2.9 | 2.4 | 0.6 | -0.4 |
2013 |
+22.10% | 3.4 | 0.4 | 2.2 | 1.4 | 0.9 | -1.3 | 4.4 | -1.9 | 4.4 | 3.0 | 2.1 | 1.4 |
2012 |
+12.91% | 4.6 | 2.9 | 1.3 | -0.9 | -6.1 | 3.6 | 0.3 | 2.3 | 2.1 | -0.9 | 1.0 | 2.4 |
2011 |
-2.59% | 0.8 | 2.6 | 0.7 | 2.9 | -1.2 | -1.2 | -1.8 | -5.4 | -7.5 | 9.0 | -0.5 | 0.0 |
2010 |
+14.15% | -2.9 | 2.2 | 5.1 | 1.6 | -6.5 | -3.5 | 5.9 | -3.9 | 7.7 | 3.0 | 0.0 | 5.7 |
2009 |
+22.80% | -8.3 | -7.7 | 6.0 | 9.9 | 5.7 | -0.2 | 7.1 | 2.4 | 3.9 | -2.8 | 3.7 | 2.8 |
2008 |
-26.26% | -4.4 | -1.0 | -0.1 | 3.4 | 1.7 | -5.9 | -0.5 | 0.3 | -6.4 | -13.6 | -5.5 | 3.3 |
2007 |
+7.14% | 1.2 | -0.4 | 1.5 | 2.7 | 2.8 | -0.6 | -2.2 | 1.0 | 3.2 | 2.5 | -3.6 | -1.0 |
2006 |
+15.27% | 4.5 | -0.3 | 2.6 | 1.6 | -3.0 | 0.0 | -0.4 | 1.8 | 1.0 | 3.2 | 2.3 | 1.2 |
2005 |
+7.66% | -1.7 | 2.4 | -1.8 | -2.3 | 2.7 | 1.4 | 3.2 | 0.2 | 1.6 | -2.2 | 3.0 | 1.2 |
2004 |
+13.66% | 1.6 | 1.6 | 0.2 | -2.4 | 1.0 | 2.5 | -3.0 | 0.2 | 2.2 | 1.8 | 5.0 | 2.5 |
2003 |
+27.39% | -2.4 | -1.7 | -0.1 | 6.6 | 4.9 | 1.7 | 2.4 | 2.5 | -0.1 | 5.3 | 1.8 | 4.0 |
2002 |
-10.88% | -1.0 | -0.6 | 4.1 | -0.2 | -0.9 | -3.9 | -7.4 | 0.5 | -6.1 | 3.9 | 3.5 | -2.5 |
2001 |
-4.49% | 2.7 | -5.5 | -4.2 | 5.7 | 0.0 | -0.8 | -0.6 | -2.3 | -7.6 | 2.9 | 3.9 | 2.2 |
2000 |
-4.63% | -3.3 | 4.6 | 1.4 | -3.6 | -2.5 | 4.3 | -2.2 | 4.0 | -3.1 | -1.8 | -5.3 | 3.4 |
1999 |
+18.99% | 1.3 | -3.6 | 2.8 | 4.5 | -1.6 | 4.0 | -0.8 | -1.0 | -0.3 | 2.7 | 3.1 | 6.9 |
1998 |
+12.24% | 0.9 | 5.4 | 3.3 | 0.7 | -2.1 | 1.1 | -1.8 | -11.5 | 3.2 | 5.8 | 4.1 | 3.9 |
1997 |
+15.88% | 1.6 | 0.1 | -2.3 | 1.9 | 6.0 | 4.0 | 4.2 | -3.1 | 4.9 | -4.1 | 0.9 | 1.3 |
1996 |
+12.52% | 1.2 | 1.0 | 1.2 | 2.7 | 1.4 | -0.6 | -4.1 | 2.1 | 3.2 | 0.4 | 4.1 | -0.4 |
1995 |
+20.57% | -0.2 | 1.1 | 2.9 | 2.4 | 1.6 | 1.6 | 3.7 | 0.0 | 2.1 | -1.6 | 3.1 | 2.3 |
1994 |
+2.49% | 4.4 | -0.9 | -3.3 | 1.2 | 0.2 | -0.8 | 1.6 | 2.8 | -1.6 | 1.3 | -3.5 | 1.3 |
1993 |
+16.21% | 1.5 | 1.1 | 3.9 | 1.6 | 2.6 | -0.5 | 1.3 | 3.5 | -0.3 | 1.6 | -3.7 | 2.9 |
1992 |
+4.40% | 0.8 | 0.4 | -3.1 | 0.0 | 2.3 | -2.4 | 1.6 | 0.6 | 0.4 | -0.6 | 2.9 | 1.6 |
1991 |
+24.11% | 3.8 | 7.6 | 1.4 | 0.5 | 2.4 | -4.3 | 3.4 | 1.4 | 1.4 | 1.8 | -3.5 | 6.5 |
1990 |
-9.08% | -4.7 | -0.8 | -0.5 | -2.1 | 7.2 | 0.1 | -0.3 | -7.8 | -6.2 | 2.3 | 1.8 | 2.4 |
1989 |
+18.78% | 3.8 | -0.3 | 0.8 | 3.3 | 1.4 | -0.6 | 6.7 | 0.2 | 1.3 | -2.5 | 2.1 | 1.7 |
1988 |
+17.83% | 3.3 | 5.1 | 1.6 | 1.2 | -0.9 | 2.5 | -0.1 | -3.0 | 2.8 | 2.4 | 0.5 | 1.3 |
1987 |
+8.39% | 9.3 | 3.6 | 4.1 | 1.6 | 0.4 | 1.3 | 2.1 | 4.2 | -1.6 | -16.1 | -2.8 | 4.2 |
1986 |
+25.39% | 1.3 | 6.7 | 6.5 | 2.2 | 1.4 | 3.0 | -1.7 | 5.3 | -4.1 | 0.0 | 2.5 | 0.4 |
* Note: Portofolio Returns, up to December 2007, 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:
IJR - iShares Core S&P Small-Cap: simulated historical serie, up to December 2000
VEU - Vanguard FTSE All-World ex-US: simulated historical serie, up to December 2007
VV - Vanguard Large-Cap: simulated historical serie, up to December 2004
SHY - iShares 1-3 Year Treasury Bond: simulated historical serie, up to December 2002