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

Last Update: 31 May 2023

The All Country World 80/20 Portfolio obtained a 6.32% compound annual return, with a 12.69% standard deviation, in the last 30 Years.

The Bill Bernstein No Brainer Portfolio obtained a 7.30% compound annual return, with a 11.63% standard deviation, in the last 30 Years.

Summary

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All Country World 80/20 Portfolio Bill Bernstein No Brainer Portfolio
Risk Very High High
Asset Allocation Stocks 80% 75%
Fixed Income 20% 25%
Commodities 0% 0%
30 Years Stats Return +6.32% +7.30%
Std Dev 12.69% 11.63%
Max Drawdown -47.32% -40.40%

Last Update: 31 May 2023

Historical Returns as of May 31, 2023

Comparison period starts from January 1985

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1M 6M 1Y 5Y(*) 10Y(*) 30Y(*) MAX(*)
All Country World 80/20 Portfolio -1.11 +2.37 +0.29 +5.56 +6.85 +6.32 +8.16
Bill Bernstein No Brainer Portfolio -1.18 -0.08 -1.20 +4.76 +6.68 +7.30 +8.99
(*) Returns over 1 year are annualized

Capital Growth as of May 31, 2023

All Country World 80/20 Portfolio: an investment of 1000$, since June 1993, now would be worth 6285.17$, with a total return of 528.52% (6.32% annualized).

Bill Bernstein No Brainer Portfolio: an investment of 1000$, since June 1993, now would be worth 8284.04$, with a total return of 728.40% (7.30% annualized).

All Country World 80/20 Portfolio: an investment of 1000$, since January 1985, now would be worth 20324.20$, with a total return of 1932.42% (8.16% annualized).

Bill Bernstein No Brainer Portfolio: an investment of 1000$, since January 1985, now would be worth 27272.95$, with a total return of 2627.30% (8.99% annualized).

Drawdowns

Drawdown comparison chart since May 1993.

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All Country World 80/20 Portfolio
Bill Bernstein No Brainer Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-47.32% Nov 2007 Feb 2009
-40.40% Nov 2007 Feb 2009
-36.69% Apr 2000 Sep 2002
-24.46% Apr 2000 Sep 2002
-23.52% Jan 2022 Sep 2022
-19.76% Jan 2022 Sep 2022
-18.24% Jan 2020 Mar 2020
-17.97% Jan 2020 Mar 2020
-16.20% May 2011 Sep 2011
-13.95% May 1998 Aug 1998
-12.27% May 1998 Aug 1998
-11.92% Sep 2018 Dec 2018
-11.51% Feb 2018 Dec 2018
-10.78% Jun 2015 Feb 2016
-9.17% Jun 2015 Feb 2016
-6.57% Aug 1997 Oct 1997
-5.88% Feb 1994 Mar 1994
-4.66% Jun 1996 Jul 1996
-4.62% May 2019 May 2019
-4.51% Jan 2000 Jan 2000

Drawdown comparison chart since January 1985.

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All Country World 80/20 Portfolio
Bill Bernstein No Brainer Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-47.32% Nov 2007 Feb 2009
-40.40% Nov 2007 Feb 2009
-36.69% Apr 2000 Sep 2002
-24.46% Apr 2000 Sep 2002
-23.52% Jan 2022 Sep 2022
-22.19% Sep 1987 Nov 1987
-19.99% Jan 1990 Sep 1990
-19.76% Jan 2022 Sep 2022
-19.71% Sep 1987 Nov 1987
-18.24% Jan 2020 Mar 2020
-17.97% Jan 2020 Mar 2020
-16.20% May 2011 Sep 2011
-14.76% Jan 1990 Sep 1990
-13.95% May 1998 Aug 1998
-12.27% May 1998 Aug 1998
-11.92% Sep 2018 Dec 2018
-11.51% Feb 2018 Dec 2018
-10.78% Jun 2015 Feb 2016
-9.17% Jun 2015 Feb 2016
-6.64% Jan 1992 Mar 1992

Yearly Returns

Yearly return comparison. Common historical serie start from January 1985.

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Year All Country World 80/20 Portfolio Bill Bernstein No Brainer Portfolio
2023
+6.47% +3.63%
2022
-17.17% -13.89%
2021
+14.21% +15.39%
2020
+14.55% +11.61%
2019
+23.35% +19.82%
2018
-7.79% -6.41%
2017
+20.43% +15.70%
2016
+7.66% +11.03%
2015
-1.32% -1.35%
2014
+4.31% +3.78%
2013
+17.86% +22.10%
2012
+15.19% +12.91%
2011
-4.38% -2.59%
2010
+12.00% +14.15%
2009
+28.02% +22.80%
2008
-34.37% -26.26%
2007
+8.92% +7.14%
2006
+15.95% +15.27%
2005
+8.00% +7.66%
2004
+11.86% +13.66%
2003
+26.95% +27.39%
2002
-14.55% -10.88%
2001
-11.36% -4.49%
2000
-9.84% -4.63%
1999
+20.74% +18.99%
1998
+17.65% +12.24%
1997
+11.46% +15.88%
1996
+10.54% +12.52%
1995
+17.60% +20.57%
1994
+1.26% +2.49%
1993
+20.51% +16.21%
1992
-3.52% +4.40%
1991
+17.30% +24.11%
1990
-13.44% -9.08%
1989
+14.69% +18.78%
1988
+18.54% +17.83%
1987
+13.56% +8.39%
1986
+37.13% +25.39%
1985
+37.92% +32.35%