Last Update: 31 March 2024
The Bill Bernstein No Brainer Portfolio obtained a 7.69% compound annual return, with a 11.73% standard deviation, in the last 30 Years.
The Stocks/Bonds 40/60 Momentum Portfolio obtained a 8.24% compound annual return, with a 6.99% standard deviation, in the last 30 Years.
Summary
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| Bill Bernstein No Brainer Portfolio | Stocks/Bonds 40/60 Momentum Portfolio | ||
|---|---|---|---|
| Portfolio Risk | High | Medium | |
| Asset Allocation | Stocks | 75% | 40% |
| Fixed Income | 25% | 60% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +7.69% | +8.24% |
| Std Dev | 11.73% | 6.99% | |
| Max Drawdown | -40.40% | -21.11% | |
| All time Stats (Since Jan 1982) |
Return | +9.57% | +9.77% |
| Std Dev | 11.72% | 7.43% | |
| Max Drawdown | -40.40% | -21.11% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1982
Swipe left to see all data
| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Bill Bernstein No Brainer Portfolio | +2.40 | +14.70 | +15.47 | +8.01 | +6.96 | +7.69 | +9.57 |
| Stocks/Bonds 40/60 Momentum Portfolio | +1.76 | +17.02 | +14.65 | +5.19 | +6.37 | +8.24 | +9.77 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Bill Bernstein No Brainer Portfolio: an investment of 1$, since April 1994,
now would be worth 9.22$, with a total return of 822.34%
(7.69% annualized).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 10.75$, with a total return of 975.36% (8.24% annualized).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 10.75$, with a total return of 975.36% (8.24% annualized).
Bill Bernstein No Brainer Portfolio: an investment of 1$, since January 1982,
now would be worth 47.49$, with a total return of 4649.08%
(9.57% annualized).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 51.26$, with a total return of 5026.13% (9.77% annualized).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 51.26$, with a total return of 5026.13% (9.77% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Bill Bernstein No Brainer Portfolio
|
Stocks/Bonds 40/60 Momentum Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -40.40% | Nov 2007 | Feb 2009 (16) | Feb 2011 (40) | 18.40 | |||||
| -24.46% | Apr 2000 | Sep 2002 (30) | Dec 2003 (45) | 13.30 | |||||
| -21.11% | Nov 2021 | Sep 2022 (11) | In progress (29) | 14.29 | |||||
| -20.54% | Nov 2007 | Feb 2009 (16) | Apr 2010 (30) | 9.31 | |||||
| -19.76% | Jan 2022 | Sep 2022 (9) | Feb 2024 (26) | 9.75 | |||||
| -18.24% | Jan 2020 | Mar 2020 (3) | Aug 2020 (8) | 8.70 | |||||
| -16.20% | May 2011 | Sep 2011 (5) | Sep 2012 (17) | 6.47 | |||||
| -13.95% | May 1998 | Aug 1998 (4) | Dec 1998 (8) | 6.45 | |||||
| -11.92% | Sep 2018 | Dec 2018 (4) | Oct 2019 (14) | 4.83 | |||||
| -9.17% | Jun 2015 | Feb 2016 (9) | Jul 2016 (14) | 4.70 | |||||
| -8.48% | Feb 2001 | Sep 2002 (20) | May 2003 (28) | 4.78 | |||||
| -7.10% | Feb 2020 | Mar 2020 (2) | May 2020 (4) | 3.36 | |||||
| -5.89% | Oct 2018 | Dec 2018 (3) | Mar 2019 (6) | 3.46 | |||||
| -4.66% | Jun 1996 | Jul 1996 (2) | Sep 1996 (4) | 2.42 | |||||
| -4.13% | Aug 1998 | Aug 1998 (1) | Oct 1998 (3) | 2.07 | |||||
| -4.07% | Mar 2005 | Apr 2005 (2) | Jul 2005 (5) | 1.92 | |||||
| -4.06% | Oct 1997 | Oct 1997 (1) | Feb 1998 (5) | 2.29 | |||||
| -3.77% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 2.07 | |||||
| -3.74% | Sep 1994 | Nov 1994 (3) | Mar 1995 (7) | 2.03 | |||||
| -3.62% | Jun 2011 | Sep 2011 (4) | Oct 2011 (5) | 1.65 | |||||
Drawdown comparison chart since January 1982.
Swipe left to see all data
|
Bill Bernstein No Brainer Portfolio
|
Stocks/Bonds 40/60 Momentum Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -40.40% | Nov 2007 | Feb 2009 (16) | Feb 2011 (40) | 18.40 | |||||
| -24.46% | Apr 2000 | Sep 2002 (30) | Dec 2003 (45) | 13.30 | |||||
| -21.11% | Nov 2021 | Sep 2022 (11) | In progress (29) | 14.29 | |||||
| -20.54% | Nov 2007 | Feb 2009 (16) | Apr 2010 (30) | 9.31 | |||||
| -19.76% | Jan 2022 | Sep 2022 (9) | Feb 2024 (26) | 9.75 | |||||
| -19.71% | Sep 1987 | Nov 1987 (3) | Jan 1989 (17) | 9.28 | |||||
| -18.24% | Jan 2020 | Mar 2020 (3) | Aug 2020 (8) | 8.70 | |||||
| -16.20% | May 2011 | Sep 2011 (5) | Sep 2012 (17) | 6.47 | |||||
| -14.76% | Jan 1990 | Sep 1990 (9) | Feb 1991 (14) | 7.56 | |||||
| -13.95% | May 1998 | Aug 1998 (4) | Dec 1998 (8) | 6.45 | |||||
| -13.77% | Sep 1987 | Nov 1987 (3) | Mar 1989 (19) | 6.65 | |||||
| -11.92% | Sep 2018 | Dec 2018 (4) | Oct 2019 (14) | 4.83 | |||||
| -9.17% | Jun 2015 | Feb 2016 (9) | Jul 2016 (14) | 4.70 | |||||
| -8.48% | Feb 2001 | Sep 2002 (20) | May 2003 (28) | 4.78 | |||||
| -8.02% | Jan 1982 | Jul 1982 (7) | Aug 1982 (8) | 5.11 | |||||
| -7.24% | Jul 1983 | May 1984 (11) | Aug 1984 (14) | 3.50 | |||||
| -7.10% | Feb 2020 | Mar 2020 (2) | May 2020 (4) | 3.36 | |||||
| -6.28% | Feb 1984 | May 1984 (4) | Aug 1984 (7) | 3.29 | |||||
| -5.91% | Feb 1994 | Jun 1994 (5) | Feb 1995 (13) | 3.86 | |||||
| -5.89% | Oct 2018 | Dec 2018 (3) | Mar 2019 (6) | 3.46 | |||||
Yearly Returns
For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
The highlighted returns represent the highest values for that specific year.
Swipe left to see all data
| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+4.36%
|
-0.87% |
+7.39%
|
0.00% |
| 2023 |
+15.77%
|
-8.54% |
+6.91%
|
-5.18% |
| 2022 |
-13.89%
|
-19.76% |
-15.17%
|
-19.48% |
| 2021 |
+15.39%
|
-2.73% |
+4.23%
|
-2.38% |
| 2020 |
+11.61%
|
-18.24% |
+16.57%
|
-7.10% |
| 2019 |
+19.82%
|
-5.15% |
+16.20%
|
-0.81% |
| 2018 |
-6.41%
|
-11.92% |
-0.73%
|
-5.89% |
| 2017 |
+15.70%
|
-0.29% |
+17.14%
|
0.00% |
| 2016 |
+11.03%
|
-4.44% |
+3.51%
|
-3.61% |
| 2015 |
-1.35%
|
-7.81% |
+3.91%
|
-2.95% |
| 2014 |
+3.78%
|
-3.16% |
+9.34%
|
-1.49% |
| 2013 |
+22.10%
|
-1.89% |
+12.57%
|
-1.74% |
| 2012 |
+12.91%
|
-6.94% |
+7.87%
|
-2.05% |
| 2011 |
-2.59%
|
-16.20% |
+7.13%
|
-3.62% |
| 2010 |
+14.15%
|
-9.69% |
+10.93%
|
-3.48% |
| 2009 |
+22.80%
|
-15.37% |
+9.16%
|
-9.41% |
| 2008 |
-26.26%
|
-28.63% |
-12.27%
|
-15.80% |
| 2007 |
+7.14%
|
-4.50% |
+11.21%
|
-0.82% |
| 2006 |
+15.27%
|
-3.41% |
+6.78%
|
-1.50% |
| 2005 |
+7.66%
|
-4.07% |
+9.09%
|
-0.93% |
| 2004 |
+13.66%
|
-3.04% |
+9.22%
|
-2.12% |
| 2003 |
+27.39%
|
-4.14% |
+12.78%
|
-1.27% |
| 2002 |
-10.88%
|
-16.92% |
+0.04%
|
-5.36% |
| 2001 |
-4.49%
|
-14.84% |
-1.88%
|
-6.89% |
| 2000 |
-4.63%
|
-10.08% |
+2.99%
|
-3.33% |
| 1999 |
+18.99%
|
-3.58% |
+15.71%
|
-1.69% |
| 1998 |
+12.24%
|
-13.95% |
+24.65%
|
-4.13% |
| 1997 |
+15.88%
|
-4.06% |
+20.41%
|
-2.69% |
| 1996 |
+12.52%
|
-4.66% |
+14.08%
|
-1.52% |
| 1995 |
+20.57%
|
-1.62% |
+27.84%
|
0.00% |
| 1994 |
+2.49%
|
-4.18% |
-2.03%
|
-5.91% |
| 1993 |
+16.21%
|
-3.68% |
+11.10%
|
-0.87% |
| 1992 |
+4.40%
|
-3.33% |
+6.01%
|
-2.11% |
| 1991 |
+24.11%
|
-4.26% |
+23.91%
|
-1.79% |
| 1990 |
-9.08%
|
-14.76% |
+5.79%
|
-5.29% |
| 1989 |
+18.78%
|
-2.53% |
+25.29%
|
-1.01% |
| 1988 |
+17.83%
|
-3.06% |
+7.24%
|
-2.95% |
| 1987 |
+8.39%
|
-19.71% |
+1.86%
|
-13.77% |
| 1986 |
+25.39%
|
-4.13% |
+18.14%
|
-4.37% |
| 1985 |
+32.35%
|
-2.40% |
+26.30%
|
-0.74% |
| 1984 |
+4.70%
|
-6.54% |
+8.68%
|
-6.28% |
| 1983 |
+21.16%
|
-2.72% |
+9.91%
|
-2.81% |
| 1982 |
+17.74%
|
-8.02% |
+30.86%
|
-1.48% |
