Bill Bernstein No Brainer Portfolio: ETF allocation and returns

Last Update: 31 July 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 7.94% compound annual return, with a 10.89% 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:

        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

Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

Portfolio and ETF Returns

The Bill Bernstein No Brainer Portfolio guaranteed the following returns.

BILL BERNSTEIN NO BRAINER PORTFOLIO RETURNS (%)

Last Update: 31 July 2020

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	1M	3M	6M	1Y	*3Y^()**	*5Y^()**	*10Y^()**
Bill Bernstein No Brainer Portfolio	+3.48	+9.48	-2.14	+2.71	+4.75	+5.83	+7.94
*Components*
IJR - iShares Core S&P Small-Cap	+4.28	+12.80	-10.80	-8.58	+1.66	+5.53	+10.97
VEU - Vanguard FTSE All-World ex-US	+3.93	+13.54	-3.88	+1.41	+1.36	+3.34	+4.67
VV - Vanguard Large-Cap	+5.98	+13.77	+3.23	+12.93	+12.35	+11.56	+13.90
SHY - iShares 1-3 Year Treasury Bond	+0.09	+0.04	+2.45	+4.14	+2.52	+1.73	+1.19

(*) annualized

Portfolio returns are calculated assuming:

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.

BILL BERNSTEIN NO BRAINER PORTFOLIO

Last Update: 31 July 2020

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Period	Returns Jul 2020	Standard Deviation *	Max Drawdown	Months Pos - Neg
1M	+3.48%		0.00%	1 - 0
3M	+9.48%		0.00%	3 - 0
6M	-2.14%		-16.87% Feb 2020 - Mar 2020	4 - 2
YTD	-3.75%		-18.24% Jan 2020 - Mar 2020	4 - 3
1Y	+2.71%	16.79%	-18.24% Jan 2020 - Mar 2020	8 - 4
3Y	+4.75% annualized	13.18%	-18.24% Jan 2020 - Mar 2020	24 - 12
5Y	+5.83% annualized	11.55%	-18.24% Jan 2020 - Mar 2020	42 - 18
10Y	+7.94% annualized	10.89%	-18.24% Jan 2020 - Mar 2020	81 - 39
MAX 01 Jan 1986	+8.59% annualized	11.59%	-40.40% Nov 2007 - Feb 2009	272 - 143

* Annualized St.Dev. of monthly returns

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

Portfolio	10Y Return ▾	Stocks	Bonds
Simple Path to Wealth JL Collins	+11.25%	75	25	Compare
Stocks/Bonds 60/40	+9.81%	60	40	Compare
Yale Endowment David Swensen	+9.06%	70	30	Compare
Talmud Portfolio Roger Gibson	+9.03%	66.67	33.33	Compare
Edge Select Moderately Aggressive Merrill Lynch	+8.85%	69	31	Compare

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Worst drawdowns since July 2010.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-18.24%	Jan 2020	Mar 2020	3	in progress	4	7
-16.21%	May 2011	Sep 2011	5	Sep 2012	12	17
-11.92%	Sep 2018	Dec 2018	4	Oct 2019	10	14
-9.18%	Jun 2015	Feb 2016	9	Jul 2016	5	14
-3.87%	Aug 2010	Aug 2010	1	Sep 2010	1	2
-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
-2.13%	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
-18.24%	Jan 2020	Mar 2020	3	in progress	4	7
-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	Oct 2019	10	14
-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

Rolling Returns

Bill Bernstein No Brainer Portfolio: annualized rolling and average returns

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	*Return ()**			Negative Periods
Rolling Period	Average	Best	Worst	Negative Periods
1 Year	+8.89%	+43.94% Mar 2009 - Feb 2010	-34.04% Mar 2008 - Feb 2009	20.79%
2 Years	+8.36%	+30.92% Mar 2009 - Feb 2011	-18.55% Mar 2007 - Feb 2009	12.76%
3 Years	+8.31%	+20.22% Apr 2003 - Mar 2006	-9.55% Mar 2006 - Feb 2009	10.79%
5 Years	+8.12%	+17.42% Mar 2009 - Feb 2014	-1.78% Mar 2004 - Feb 2009	1.12%
7 Years	+8.13%	+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	+7.63%	+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
2020	-3.75%	-1.7	-5.8	-11.8	7.5	3.4	2.4	3.5
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