Bill Bernstein No Brainer Portfolio: ETF allocation and returns

The Bill Bernstein No Brainer Portfolio is exposed for 75% on the Stock Market.

In the last 10 years, it obtained a 9.58% compound annual return, with a 10.55% standard deviation (*).

(*) Last Update: June 2019

The Bill Bernstein No Brainer Portfolio has the following asset allocation:

        75% Stocks
      
        25% Fixed Income
      
        0% Commodities

The Bill Bernstein No Brainer Portfolio can be replicated with the following ETFs:

Weight	ETF: Ticker - 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

Capital growth, returns, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at each January 1st).

Last Update: June 2019.

Capital Growth and Historical Returns

An investment of 1000$, since January 1986, now would be worth 16766.67$, with a total return of 1576.67% (8.78% annualized).

Capital Growth:

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

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Range	Returns Jun 2019	Standard Deviation *	Max Drawdown	Months Pos - Neg
1M	+5.24%		0.00%	1 - 0
YTD	+12.03%		-5.15% May 2019 - May 2019	5 - 1
1Y	+2.76%	14.31%	-11.92% Sep 2018 - Dec 2018	8 - 4
3Y	+9.40% annualized	9.41%	-11.92% Sep 2018 - Dec 2018	27 - 9
5Y	+5.81% annualized	9.30%	-11.92% Sep 2018 - Dec 2018	40 - 20
10Y	+9.58% annualized	10.55%	-16.21% May 2011 - Sep 2011	81 - 39
MAX Dec 1985	+8.78% annualized	11.41%	-40.40% Nov 2007 - Feb 2009	263 - 139

* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

Worst drawdowns since June 2009.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-16.21%	May 2011	Sep 2011	5	Sep 2012	12	17
-11.92%	Sep 2018	Dec 2018	4	in progress	6	10
-9.69%	May 2010	Jun 2010	2	Oct 2010	4	6
-9.18%	Jun 2015	Feb 2016	9	Jul 2016	5	14
-3.44%	Feb 2018	Mar 2018	2	Jul 2018	4	6
-3.16%	Jan 2014	Jan 2014	1	Feb 2014	1	2
-2.93%	Sep 2014	Sep 2014	1	Nov 2014	2	3
-2.89%	Jan 2010	Jan 2010	1	Mar 2010	2	3
-2.81%	Oct 2009	Oct 2009	1	Nov 2009	1	2
-2.13%	Jul 2014	Jul 2014	1	Aug 2014	1	2
-2.06%	Oct 2016	Oct 2016	1	Nov 2016	1	2
-1.89%	Aug 2013	Aug 2013	1	Sep 2013	1	2
-1.85%	Dec 2014	Jan 2015	2	Feb 2015	1	3
-1.25%	Jun 2013	Jun 2013	1	Jul 2013	1	2
-0.88%	Oct 2012	Oct 2012	1	Nov 2012	1	2
-0.29%	Aug 2017	Aug 2017	1	Sep 2017	1	2
-0.23%	Mar 2015	Mar 2015	1	Apr 2015	1	2
-0.17%	Apr 2014	Apr 2014	1	May 2014	1	2
-0.04%	Nov 2010	Nov 2010	1	Dec 2010	1	2

Worst drawdowns since December 1985.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-40.40%	Nov 2007	Feb 2009	16	Feb 2011	24	40
-24.44%	Apr 2000	Sep 2002	30	Dec 2003	15	45
-19.72%	Sep 1987	Nov 1987	3	Jan 1989	14	17
-16.21%	May 2011	Sep 2011	5	Sep 2012	12	17
-14.77%	Jan 1990	Sep 1990	9	Feb 1991	5	14
-13.95%	May 1998	Aug 1998	4	Dec 1998	4	8
-11.92%	Sep 2018	Dec 2018	4	in progress	6	10
-9.18%	Jun 2015	Feb 2016	9	Jul 2016	5	14
-4.66%	Jun 1996	Jul 1996	2	Sep 1996	2	4
-4.26%	Jun 1991	Jun 1991	1	Aug 1991	2	3
-4.18%	Feb 1994	Mar 1994	2	Aug 1994	5	7
-4.13%	Sep 1986	Sep 1986	1	Jan 1987	4	5
-4.07%	Mar 2005	Apr 2005	2	Jul 2005	3	5
-4.06%	Oct 1997	Oct 1997	1	Feb 1998	4	5
-3.75%	Sep 1994	Nov 1994	3	Mar 1995	4	7
-3.68%	Nov 1993	Nov 1993	1	Jan 1994	2	3
-3.58%	Feb 1999	Feb 1999	1	Apr 1999	2	3
-3.48%	Nov 1991	Nov 1991	1	Dec 1991	1	2
-3.44%	Feb 2018	Mar 2018	2	Jul 2018	4	6
-3.42%	May 2006	Jul 2006	3	Oct 2006	3	6

Rolling Returns

Bill Bernstein No Brainer Portfolio: annualized rolling and average returns

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	*Return ()**
Rolling Period	Average	Best	Worst
1 Year	+9.10%	+43.94% Mar 2009 - Feb 2010	-34.04% Mar 2008 - Feb 2009
2 Years	+8.55%	+30.92% Mar 2009 - Feb 2011	-18.55% Mar 2007 - Feb 2009
3 Years	+8.38%	+20.22% Apr 2003 - Mar 2006	-9.55% Mar 2006 - Feb 2009
5 Years	+8.21%	+17.42% Mar 2009 - Feb 2014	-1.78% Mar 2004 - Feb 2009
7 Years	+8.16%	+14.87% Oct 1990 - Sep 1997	+1.23% Mar 2002 - Feb 2009
10 Years	+7.97%	+13.10% Oct 1990 - Sep 2000	+1.74% Mar 1999 - Feb 2009
15 Years	+7.69%	+11.92% Feb 1986 - Jan 2001	+4.83% Mar 1994 - Feb 2009

* 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
2019	+12.03%	6.6	2.4	0.0	2.8	-5.2	5.2
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