Last Update: 31 July 2022

The Bill Bernstein No Brainer Portfolio obtained a 7.86% compound annual return, with a 11.40% standard deviation, in the last 30 Years.

The David Swensen Lazy Portfolio obtained a 8.37% compound annual return, with a 10.46% standard deviation, in the last 30 Years.

Summary

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Bill Bernstein No Brainer Portfolio David Swensen Lazy Portfolio
Risk High High
Asset Allocation Stocks 75% 70%
Fixed Income 25% 30%
Commodities 0% 0%
30 Years Stats Return +7.86% +8.37%
Std Dev 11.40% 10.46%
Max Drawdown -40.40% -40.89%

Last Update: 31 July 2022

Historical Returns as of Jul 31, 2022

Comparison period starts from June 1991

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1M 6M 1Y 5Y(*) 10Y(*) 30Y(*) MAX(*)
Bill Bernstein No Brainer Portfolio +5.45 -6.77 -7.55 +6.58 +8.30 +7.86 +7.74
David Swensen Lazy Portfolio +5.75 -7.50 -7.59 +6.60 +7.37 +8.37 +8.48
(*) Returns over 1 year are annualized

Capital Growth as of Jul 31, 2022

Bill Bernstein No Brainer Portfolio: an investment of 1000$, since August 1992, now would be worth 9679.87$, with a total return of 867.99% (7.86% annualized).

David Swensen Lazy Portfolio: an investment of 1000$, since August 1992, now would be worth 11158.44$, with a total return of 1015.84% (8.37% annualized).

Bill Bernstein No Brainer Portfolio: an investment of 1000$, since June 1991, now would be worth 10223.53$, with a total return of 922.35% (7.74% annualized).

David Swensen Lazy Portfolio: an investment of 1000$, since June 1991, now would be worth 12631.94$, with a total return of 1163.19% (8.48% annualized).

Drawdowns

Drawdown comparison chart since July 1992.

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Bill Bernstein No Brainer Portfolio
David Swensen Lazy Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-40.89% Nov 2007 Feb 2009
-40.40% Nov 2007 Feb 2009
-24.46% Apr 2000 Sep 2002
-18.24% Jan 2020 Mar 2020
-16.36% Jan 2022 Jun 2022
-16.20% May 2011 Sep 2011
-15.19% Jan 2022 Jun 2022
-14.66% Feb 2020 Mar 2020
-13.95% May 1998 Aug 1998
-12.40% May 2011 Sep 2011
-11.92% Sep 2018 Dec 2018
-11.28% Apr 1998 Aug 1998
-10.67% Sep 2000 Sep 2002
-9.17% Jun 2015 Feb 2016
-8.21% Feb 1994 Nov 1994
-8.18% Sep 2018 Dec 2018
-6.84% Mar 2015 Sep 2015
-5.90% Apr 2004 Apr 2004
-4.74% May 2012 May 2012
-4.66% Jun 1996 Jul 1996

Drawdown comparison chart since June 1991.

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Bill Bernstein No Brainer Portfolio
David Swensen Lazy Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-40.89% Nov 2007 Feb 2009
-40.40% Nov 2007 Feb 2009
-24.46% Apr 2000 Sep 2002
-18.24% Jan 2020 Mar 2020
-16.36% Jan 2022 Jun 2022
-16.20% May 2011 Sep 2011
-15.19% Jan 2022 Jun 2022
-14.66% Feb 2020 Mar 2020
-13.95% May 1998 Aug 1998
-12.40% May 2011 Sep 2011
-11.92% Sep 2018 Dec 2018
-11.28% Apr 1998 Aug 1998
-10.67% Sep 2000 Sep 2002
-9.17% Jun 2015 Feb 2016
-8.21% Feb 1994 Nov 1994
-8.18% Sep 2018 Dec 2018
-6.84% Mar 2015 Sep 2015
-5.90% Apr 2004 Apr 2004
-4.74% May 2012 May 2012
-4.66% Jun 1996 Jul 1996

Yearly Returns

Yearly return comparison. Common historical serie start from June 1991.

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Year Bill Bernstein No Brainer Portfolio David Swensen Lazy Portfolio
2022
-10.57% -11.55%
2021
+15.39% +17.34%
2020
+11.61% +10.56%
2019
+19.82% +21.27%
2018
-6.41% -5.67%
2017
+15.70% +13.94%
2016
+11.03% +7.74%
2015
-1.35% -0.95%
2014
+3.78% +9.97%
2013
+22.10% +10.89%
2012
+12.91% +13.49%
2011
-2.59% +2.21%
2010
+14.15% +15.37%
2009
+22.80% +24.86%
2008
-26.26% -25.53%
2007
+7.14% +5.59%
2006
+15.27% +17.84%
2005
+7.66% +8.97%
2004
+13.66% +16.10%
2003
+27.39% +26.85%
2002
-10.88% -3.41%
2001
-4.49% -1.71%
2000
-4.63% +3.13%
1999
+18.99% +12.70%
1998
+12.24% +8.13%
1997
+15.88% +15.35%
1996
+12.52% +15.04%
1995
+20.57% +20.31%
1994
+2.49% -2.86%
1993
+16.21% +20.71%
1992
+4.40% +5.36%
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