All Country World 80/20 vs Bill Bernstein No Brainer Portfolio Comparison

Last Update: 29 February 2024

The All Country World 80/20 Portfolio obtained a 6.48% compound annual return, with a 12.76% standard deviation, in the last 30 Years.

The Bill Bernstein No Brainer Portfolio obtained a 7.48% compound annual return, with a 11.75% standard deviation, in the last 30 Years.

Summary

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All Country World 80/20 Portfolio Bill Bernstein No Brainer Portfolio
Portfolio Risk Very High High
Asset Allocation Stocks 80% 75%
Fixed Income 20% 25%
Commodities 0% 0%
30 Years Stats Return +6.48% +7.48%
Std Dev 12.76% 11.75%
Max Drawdown -47.32% -40.40%
All time Stats
(Since Jan 1985)
Return +8.39% +9.17%
Std Dev 13.10% 11.74%
Max Drawdown -47.32% -40.40%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
All Country World 80/20 Portfolio +3.45 +9.74 +18.92 +8.54 +7.22 +6.48 +8.39
Bill Bernstein No Brainer Portfolio +2.81 +7.97 +13.50 +7.50 +6.76 +7.48 +9.17
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

All Country World 80/20 Portfolio: an investment of 1$, since March 1994, now would be worth 6.59$, with a total return of 558.56% (6.48% annualized).

Bill Bernstein No Brainer Portfolio: an investment of 1$, since March 1994, now would be worth 8.71$, with a total return of 770.61% (7.48% annualized).

All Country World 80/20 Portfolio: an investment of 1$, since January 1985, now would be worth 23.49$, with a total return of 2249.26% (8.39% annualized).

Bill Bernstein No Brainer Portfolio: an investment of 1$, since January 1985, now would be worth 31.05$, with a total return of 3005.23% (9.17% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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All Country World 80/20 Portfolio
Bill Bernstein No Brainer Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-47.32% Nov 2007 Feb 2009 (16) Jan 2013 (63) 19.94
-40.40% Nov 2007 Feb 2009 (16) Feb 2011 (40) 18.40
-36.69% Apr 2000 Sep 2002 (30) Sep 2005 (66) 19.39
-24.46% Apr 2000 Sep 2002 (30) Dec 2003 (45) 13.30
-23.52% Jan 2022 Sep 2022 (9) Feb 2024 (26) 11.85
-19.76% Jan 2022 Sep 2022 (9) Feb 2024 (26) 9.75
-18.24% Jan 2020 Mar 2020 (3) Aug 2020 (8) 8.70
-17.97% Jan 2020 Mar 2020 (3) Aug 2020 (8) 7.88
-16.20% May 2011 Sep 2011 (5) Sep 2012 (17) 6.47
-13.95% May 1998 Aug 1998 (4) Dec 1998 (8) 6.45
-12.27% May 1998 Aug 1998 (4) Nov 1998 (7) 5.82
-11.92% Sep 2018 Dec 2018 (4) Oct 2019 (14) 4.83
-11.51% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.87
-10.78% Jun 2015 Feb 2016 (9) Jul 2016 (14) 5.78
-9.17% Jun 2015 Feb 2016 (9) Jul 2016 (14) 4.70
-6.57% Aug 1997 Oct 1997 (3) Feb 1998 (7) 4.19
-5.20% Sep 1994 Jan 1995 (5) Apr 1995 (8) 3.00
-4.66% Jun 1996 Jul 1996 (2) Sep 1996 (4) 2.42
-4.62% May 2019 May 2019 (1) Jun 2019 (2) 2.67
-4.51% Jan 2000 Jan 2000 (1) Mar 2000 (3) 3.00

Drawdown comparison chart since January 1985.

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All Country World 80/20 Portfolio
Bill Bernstein No Brainer Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-47.32% Nov 2007 Feb 2009 (16) Jan 2013 (63) 19.94
-40.40% Nov 2007 Feb 2009 (16) Feb 2011 (40) 18.40
-36.69% Apr 2000 Sep 2002 (30) Sep 2005 (66) 19.39
-24.46% Apr 2000 Sep 2002 (30) Dec 2003 (45) 13.30
-23.52% Jan 2022 Sep 2022 (9) Feb 2024 (26) 11.85
-22.19% Sep 1987 Nov 1987 (3) Jan 1989 (17) 10.97
-19.99% Jan 1990 Sep 1990 (9) Dec 1991 (24) 9.06
-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
-17.97% Jan 2020 Mar 2020 (3) Aug 2020 (8) 7.88
-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
-12.27% May 1998 Aug 1998 (4) Nov 1998 (7) 5.82
-11.92% Sep 2018 Dec 2018 (4) Oct 2019 (14) 4.83
-11.51% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.87
-10.78% Jun 2015 Feb 2016 (9) Jul 2016 (14) 5.78
-9.17% Jun 2015 Feb 2016 (9) Jul 2016 (14) 4.70
-6.64% Jan 1992 Mar 1992 (3) Mar 1993 (15) 3.92

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.
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Year Return Drawdown Return Drawdown
2024
+3.35%
-0.09%
+1.91%
-0.87%
2023
+19.08%
-8.64%
+15.77%
-8.54%
2022
-17.17%
-23.52%
-13.89%
-19.76%
2021
+14.21%
-3.60%
+15.39%
-2.73%
2020
+14.55%
-17.97%
+11.61%
-18.24%
2019
+23.35%
-4.62%
+19.82%
-5.15%
2018
-7.79%
-11.51%
-6.41%
-11.92%
2017
+20.43%
0.00%
+15.70%
-0.29%
2016
+7.66%
-5.08%
+11.03%
-4.44%
2015
-1.32%
-9.49%
-1.35%
-7.81%
2014
+4.31%
-3.32%
+3.78%
-3.16%
2013
+17.86%
-3.46%
+22.10%
-1.89%
2012
+15.19%
-7.89%
+12.91%
-6.94%
2011
-4.38%
-17.02%
-2.59%
-16.20%
2010
+12.00%
-9.60%
+14.15%
-9.69%
2009
+28.02%
-16.08%
+22.80%
-15.37%
2008
-34.37%
-37.13%
-26.26%
-28.63%
2007
+8.92%
-4.35%
+7.14%
-4.50%
2006
+15.95%
-3.66%
+15.27%
-3.41%
2005
+8.00%
-3.65%
+7.66%
-4.07%
2004
+11.86%
-3.52%
+13.66%
-3.04%
2003
+26.95%
-3.85%
+27.39%
-4.14%
2002
-14.55%
-20.27%
-10.88%
-16.92%
2001
-11.36%
-19.42%
-4.49%
-14.84%
2000
-9.84%
-12.38%
-4.63%
-10.08%
1999
+20.74%
-3.34%
+18.99%
-3.58%
1998
+17.65%
-12.27%
+12.24%
-13.95%
1997
+11.46%
-6.57%
+15.88%
-4.06%
1996
+10.54%
-2.89%
+12.52%
-4.66%
1995
+17.60%
-1.58%
+20.57%
-1.62%
1994
+1.26%
-5.88%
+2.49%
-4.18%
1993
+20.51%
-4.44%
+16.21%
-3.68%
1992
-3.52%
-6.64%
+4.40%
-3.33%
1991
+17.30%
-5.18%
+24.11%
-4.26%
1990
-13.44%
-19.99%
-9.08%
-14.76%
1989
+14.69%
-2.34%
+18.78%
-2.53%
1988
+18.54%
-4.91%
+17.83%
-3.06%
1987
+13.56%
-22.19%
+8.39%
-19.71%
1986
+37.13%
-5.17%
+25.39%
-4.13%
1985
+37.92%
-1.68%
+32.35%
-2.40%