Last Update: 31 May 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 7.56% compound annual return, with a 11.05% standard deviation.
In 2019, the portfolio granted a 2.49% 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 | +3.35 | -1.93 | -6.75 | +2.27 | +3.67 | +4.47 | +7.56 |
| Components | |||||||
| IJR - iShares Core S&P Small-Cap | +4.40 | -8.71 | -18.37 | -8.09 | +0.36 | +3.95 | +10.00 |
| VEU - Vanguard FTSE All-World ex-US | +4.68 | -5.11 | -10.83 | -2.79 | -0.08 | +1.04 | +4.75 |
| VV - Vanguard Large-Cap | +5.16 | +3.87 | -1.58 | +13.37 | +10.42 | +9.84 | +13.16 |
| SHY - iShares 1-3 Year Treasury Bond | -0.08 | +1.44 | +3.08 | +4.44 | +2.52 | +1.72 | +1.24 |
- 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 May 2020 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
+3.35%
|
0.00%
|
1 - 0 | |
|
3M
|
-1.93%
|
-11.75%
Mar 2020 - Mar 2020
|
2 - 1 | |
|
6M
|
-6.75%
|
-18.24%
Jan 2020 - Mar 2020
|
3 - 3 | |
|
YTD
|
-9.14%
|
-18.24%
Jan 2020 - Mar 2020
|
2 - 3 | |
|
1Y
|
+2.27%
|
17.09%
|
-18.24%
Jan 2020 - Mar 2020
|
8 - 4 |
|
3Y
|
+3.67%
annualized
|
13.04%
|
-18.24%
Jan 2020 - Mar 2020
|
24 - 12 |
|
5Y
|
+4.47%
annualized
|
11.46%
|
-18.24%
Jan 2020 - Mar 2020
|
41 - 19 |
|
10Y
|
+7.56%
annualized
|
11.05%
|
-18.24%
Jan 2020 - Mar 2020
|
80 - 40 |
|
MAX
01 Jan 1986
|
+8.45%
annualized
|
11.60%
|
-40.40%
Nov 2007 - Feb 2009
|
270 - 143 |
* 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 |
+10.68% | 2 | 75 | 25 | 0 | Compare | |
| Stocks/Bonds 60/40 |
+9.37% | 2 | 60 | 40 | 0 | Compare | |
| Yale Endowment David Swensen |
+8.78% | 6 | 70 | 30 | 0 | Compare | |
| Talmud Portfolio Roger Gibson |
+8.72% | 3 | 66.67 | 33.33 | 0 | Compare | |
| Edge Select Moderately Aggressive Merrill Lynch |
+8.50% | 12 | 69 | 31 | 0 | Compare |
Capital Growth
Drawdowns
Rolling Returns
Bill Bernstein No Brainer Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+8.93% |
+43.94% Mar 2009 - Feb 2010 |
-34.04% Mar 2008 - Feb 2009 |
20.65% |
| 2 Years |
+8.39% |
+30.92% Mar 2009 - Feb 2011 |
-18.55% Mar 2007 - Feb 2009 |
12.82% |
| 3 Years |
+8.33% |
+20.22% Apr 2003 - Mar 2006 |
-9.55% Mar 2006 - Feb 2009 |
10.85% |
| 5 Years |
+8.13% |
+17.42% Mar 2009 - Feb 2014 |
-1.78% Mar 2004 - Feb 2009 |
1.13% |
| 7 Years |
+8.14% |
+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 |
+7.65% |
+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
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2020 |
-9.14% | -1.7 | -5.8 | -11.8 | 7.5 | 3.4 | |||||||
| 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