Last Update: 31 October 2021

The Developed World ex-US 60/40 Momentum Portfolio obtained a 8.41% compound annual return, with a 8.08% standard deviation, in the last 5 Years.

The Bill Bernstein No Brainer Portfolio obtained a 11.76% compound annual return, with a 11.75% standard deviation, in the last 5 Years.

Summary

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Developed World ex-US 60/40 Momentum Portfolio Bill Bernstein No Brainer Portfolio
Risk High High
Asset Allocation Stocks 60% 75%
Fixed Income 40% 25%
Commodities 0% 0%
5 Years Stats Return +8.41% +11.76%
Std Dev 8.08% 11.75%
Max Drawdown -10.53% -18.24%

Last Update: 31 October 2021

Historical Returns

Comparison period starts from February 2015

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1M 3M 6M 1Y 5Y(*) MAX(*)
Developed World ex-US 60/40 Momentum Portfolio +2.84 +0.53 +1.92 +13.11 +8.41 +6.37
Bill Bernstein No Brainer Portfolio +3.39 +2.22 +3.97 +31.32 +11.76 +9.43
(*) annualized

Capital Growth

Time Range:

Drawdowns

Time Range:

Yearly Returns

Yearly return comparison. Common historical serie start from February 2015.

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Year Developed World ex-US 60/40 Momentum Portfolio Bill Bernstein No Brainer Portfolio
2021
+3.15% +14.10%
2020
+15.15% +11.61%
2019
+17.85% +19.82%
2018
-7.45% -6.41%
2017
+16.24% +15.70%
2016
+2.13% +11.03%
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