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 8.69% compound annual return, with a 10.29% standard deviation (Last Update: October 2019).

Asset Allocation and ETFs

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 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

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

Historical Returns

Bill Bernstein No Brainer Portfolio - Historical returns and stats:

Swipe left to see all data
Range Returns
Oct 2019
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
+2.03%
0.00%
1 - 0
YTD
+14.45%
-5.15%
May 2019 - May 2019
8 - 2
1Y
+8.57%
12.64%
-6.39%
Dec 2018 - Dec 2018
9 - 3
3Y
+9.35%
annualized
9.36%
-11.92%
Sep 2018 - Dec 2018
27 - 9
5Y
+6.36%
annualized
9.15%
-11.92%
Sep 2018 - Dec 2018
41 - 19
10Y
+8.69%
annualized
10.29%
-16.21%
May 2011 - Sep 2011
81 - 39
MAX
Dec 1985
+8.76%
annualized
11.37%
-40.40%
Nov 2007 - Feb 2009
266 - 140

* Annualized St.Dev. of monthly returns

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

Portfolio 10Y Return ▾ #ETF Stocks Bonds Comm.
Simple Path to Wealth
JL Collins
+11.25% 2 75 25 0
Talmud Portfolio
Roger Gibson
+10.47% 3 66.67 33.33 0
Yale Endowment
David Swensen
+9.84% 6 70 30 0
Stocks/Bonds 60/40
+9.77% 2 60 40 0
Family Taxable Portfolio
Ted Aronson
+9.04% 11 70 30 0

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

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
+9.02% +43.94%
Mar 2009 - Feb 2010
-34.04%
Mar 2008 - Feb 2009
20.51%
2 Years
+8.52% +30.92%
Mar 2009 - Feb 2011
-18.55%
Mar 2007 - Feb 2009
12.27%
3 Years
+8.38% +20.22%
Apr 2003 - Mar 2006
-9.55%
Mar 2006 - Feb 2009
11.05%
5 Years
+8.19% +17.42%
Mar 2009 - Feb 2014
-1.78%
Mar 2004 - Feb 2009
1.15%
7 Years
+8.16% +14.87%
Oct 1990 - Sep 1997
+1.23%
Mar 2002 - Feb 2009
0.00%
10 Years
+7.98% +13.10%
Oct 1990 - Sep 2000
+1.74%
Mar 1999 - Feb 2009
0.00%
15 Years
+7.68% +11.92%
Feb 1986 - Jan 2001
+4.83%
Mar 1994 - Feb 2009
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
2019
+14.45% 6.6 2.4 0.0 2.8 -5.2 5.2 0.2 -2.1 2.0 2.0
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

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