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 60/40 Portfolio obtained a 8.42% compound annual return, with a 9.60% standard deviation, in the last 30 Years.
Summary
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| Bill Bernstein No Brainer Portfolio | Stocks/Bonds 60/40 Portfolio | ||
|---|---|---|---|
| Portfolio Risk | High | High | |
| Asset Allocation | Stocks | 75% | 60% |
| Fixed Income | 25% | 40% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +7.69% | +8.42% |
| Std Dev | 11.73% | 9.60% | |
| Max Drawdown | -40.40% | -30.55% | |
| All time Stats (Since Jan 1970) |
Return | +9.54% | +9.39% |
| Std Dev | 12.08% | 10.16% | |
| Max Drawdown | -40.40% | -30.55% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1970
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 | +9.54 |
| Stocks/Bonds 60/40 Portfolio | +2.12 | +16.12 | +17.74 | +8.77 | +8.05 | +8.42 | +9.39 |
| 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 60/40 Portfolio: an investment of 1$, since April 1994, now would be worth 11.32$, with a total return of 1031.62% (8.42% annualized).
Stocks/Bonds 60/40 Portfolio: an investment of 1$, since April 1994, now would be worth 11.32$, with a total return of 1031.62% (8.42% annualized).
Bill Bernstein No Brainer Portfolio: an investment of 1$, since January 1970,
now would be worth 139.90$, with a total return of 13889.98%
(9.54% annualized).
Stocks/Bonds 60/40 Portfolio: an investment of 1$, since January 1970, now would be worth 130.03$, with a total return of 12903.14% (9.39% annualized).
Stocks/Bonds 60/40 Portfolio: an investment of 1$, since January 1970, now would be worth 130.03$, with a total return of 12903.14% (9.39% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Bill Bernstein No Brainer Portfolio
|
Stocks/Bonds 60/40 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 | |||||
| -30.55% | Nov 2007 | Feb 2009 (16) | Oct 2010 (36) | 13.38 | |||||
| -24.46% | Apr 2000 | Sep 2002 (30) | Dec 2003 (45) | 13.30 | |||||
| -21.56% | Sep 2000 | Sep 2002 (25) | Jan 2004 (41) | 11.96 | |||||
| -20.69% | Jan 2022 | Sep 2022 (9) | Feb 2024 (26) | 11.44 | |||||
| -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 | |||||
| -12.29% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 5.29 | |||||
| -11.92% | Sep 2018 | Dec 2018 (4) | Oct 2019 (14) | 4.83 | |||||
| -10.18% | Jul 1998 | Aug 1998 (2) | Nov 1998 (5) | 4.93 | |||||
| -9.17% | Jun 2015 | Feb 2016 (9) | Jul 2016 (14) | 4.70 | |||||
| -9.00% | May 2011 | Sep 2011 (5) | Jan 2012 (9) | 3.76 | |||||
| -8.38% | Sep 2018 | Dec 2018 (4) | Mar 2019 (7) | 3.89 | |||||
| -5.35% | Apr 2000 | May 2000 (2) | Aug 2000 (5) | 2.94 | |||||
| -5.24% | Jun 2015 | Sep 2015 (4) | Apr 2016 (11) | 2.81 | |||||
| -4.66% | Jun 1996 | Jul 1996 (2) | Sep 1996 (4) | 2.42 | |||||
| -4.07% | Mar 2005 | Apr 2005 (2) | Jul 2005 (5) | 1.92 | |||||
| -4.06% | Oct 1997 | Oct 1997 (1) | Feb 1998 (5) | 2.29 | |||||
Drawdown comparison chart since January 1970.
Swipe left to see all data
|
Bill Bernstein No Brainer Portfolio
|
Stocks/Bonds 60/40 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 | |||||
| -33.61% | Jan 1973 | Sep 1974 (21) | Jan 1976 (37) | 15.36 | |||||
| -30.55% | Nov 2007 | Feb 2009 (16) | Oct 2010 (36) | 13.38 | |||||
| -27.28% | Jan 1973 | Sep 1974 (21) | Jan 1976 (37) | 11.90 | |||||
| -24.46% | Apr 2000 | Sep 2002 (30) | Dec 2003 (45) | 13.30 | |||||
| -21.56% | Sep 2000 | Sep 2002 (25) | Jan 2004 (41) | 11.96 | |||||
| -20.69% | Jan 2022 | Sep 2022 (9) | Feb 2024 (26) | 11.44 | |||||
| -19.76% | Jan 2022 | Sep 2022 (9) | Feb 2024 (26) | 9.75 | |||||
| -19.71% | Sep 1987 | Nov 1987 (3) | Jan 1989 (17) | 9.28 | |||||
| -19.17% | Sep 1987 | Nov 1987 (3) | Jan 1989 (17) | 9.40 | |||||
| -18.24% | Jan 2020 | Mar 2020 (3) | Aug 2020 (8) | 8.70 | |||||
| -17.57% | Jan 1970 | Jun 1970 (6) | Jan 1971 (13) | 8.92 | |||||
| -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 | |||||
| -12.29% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 5.29 | |||||
| -11.92% | Sep 2018 | Dec 2018 (4) | Oct 2019 (14) | 4.83 | |||||
| -11.52% | Mar 1970 | Jun 1970 (4) | Nov 1970 (9) | 5.99 | |||||
| -10.53% | Feb 1980 | Mar 1980 (2) | Jun 1980 (5) | 4.89 | |||||
| -10.18% | Jul 1998 | Aug 1998 (2) | Nov 1998 (5) | 4.93 | |||||
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% |
+5.46%
|
0.00% |
| 2023 |
+15.77%
|
-8.54% |
+17.79%
|
-7.47% |
| 2022 |
-13.89%
|
-19.76% |
-16.95%
|
-20.69% |
| 2021 |
+15.39%
|
-2.73% |
+14.66%
|
-3.24% |
| 2020 |
+11.61%
|
-18.24% |
+15.70%
|
-12.29% |
| 2019 |
+19.82%
|
-5.15% |
+21.94%
|
-3.41% |
| 2018 |
-6.41%
|
-11.92% |
-3.17%
|
-8.38% |
| 2017 |
+15.70%
|
-0.29% |
+14.15%
|
0.00% |
| 2016 |
+11.03%
|
-4.44% |
+8.71%
|
-2.95% |
| 2015 |
-1.35%
|
-7.81% |
+0.44%
|
-5.24% |
| 2014 |
+3.78%
|
-3.16% |
+9.85%
|
-1.50% |
| 2013 |
+22.10%
|
-1.89% |
+19.23%
|
-2.27% |
| 2012 |
+12.91%
|
-6.94% |
+11.13%
|
-3.54% |
| 2011 |
-2.59%
|
-16.20% |
+3.75%
|
-9.00% |
| 2010 |
+14.15%
|
-9.69% |
+12.93%
|
-7.13% |
| 2009 |
+22.80%
|
-15.37% |
+18.79%
|
-11.70% |
| 2008 |
-26.26%
|
-28.63% |
-19.44%
|
-22.19% |
| 2007 |
+7.14%
|
-4.50% |
+5.99%
|
-3.07% |
| 2006 |
+15.27%
|
-3.41% |
+11.12%
|
-2.03% |
| 2005 |
+7.66%
|
-4.07% |
+4.74%
|
-2.34% |
| 2004 |
+13.66%
|
-3.04% |
+9.37%
|
-2.68% |
| 2003 |
+27.39%
|
-4.14% |
+20.04%
|
-1.99% |
| 2002 |
-10.88%
|
-16.92% |
-8.98%
|
-13.74% |
| 2001 |
-4.49%
|
-14.84% |
-3.21%
|
-11.68% |
| 2000 |
-4.63%
|
-10.08% |
-1.79%
|
-8.27% |
| 1999 |
+18.99%
|
-3.58% |
+13.98%
|
-3.76% |
| 1998 |
+12.24%
|
-13.95% |
+17.39%
|
-10.18% |
| 1997 |
+15.88%
|
-4.06% |
+22.37%
|
-3.12% |
| 1996 |
+12.52%
|
-4.66% |
+14.01%
|
-3.33% |
| 1995 |
+20.57%
|
-1.62% |
+28.74%
|
-0.20% |
| 1994 |
+2.49%
|
-4.18% |
-1.16%
|
-6.47% |
| 1993 |
+16.21%
|
-3.68% |
+10.25%
|
-1.36% |
| 1992 |
+4.40%
|
-3.33% |
+8.32%
|
-1.65% |
| 1991 |
+24.11%
|
-4.26% |
+25.53%
|
-2.86% |
| 1990 |
-9.08%
|
-14.76% |
-0.19%
|
-8.52% |
| 1989 |
+18.78%
|
-2.53% |
+22.33%
|
-1.36% |
| 1988 |
+17.83%
|
-3.06% |
+13.33%
|
-2.24% |
| 1987 |
+8.39%
|
-19.71% |
+2.18%
|
-19.17% |
| 1986 |
+25.39%
|
-4.13% |
+14.79%
|
-5.58% |
| 1985 |
+32.35%
|
-2.40% |
+27.66%
|
-2.15% |
| 1984 |
+4.70%
|
-6.54% |
+7.32%
|
-6.58% |
| 1983 |
+21.16%
|
-2.72% |
+15.69%
|
-2.85% |
| 1982 |
+17.74%
|
-8.02% |
+24.75%
|
-4.29% |
| 1981 |
+2.36%
|
-9.62% |
+1.27%
|
-8.82% |
| 1980 |
+24.96%
|
-10.53% |
+21.05%
|
-9.57% |
| 1979 |
+19.11%
|
-7.00% |
+16.69%
|
-6.65% |
| 1978 |
+14.56%
|
-9.37% |
+5.53%
|
-7.92% |
| 1977 |
+6.69%
|
-2.39% |
-1.60%
|
-4.89% |
| 1976 |
+19.98%
|
-3.10% |
+21.38%
|
-1.34% |
| 1975 |
+32.96%
|
-10.04% |
+25.64%
|
-8.13% |
| 1974 |
-16.80%
|
-24.06% |
-14.41%
|
-20.38% |
| 1973 |
-13.98%
|
-14.44% |
-9.12%
|
-9.87% |
| 1972 |
+17.61%
|
-1.37% |
+11.66%
|
-1.45% |
| 1971 |
+18.87%
|
-5.26% |
+14.37%
|
-5.73% |
| 1970 |
-0.89%
|
-17.57% |
+9.77%
|
-11.52% |
