Bill Bernstein Coward's vs Stocks/Bonds 40/60 Momentum Portfolio Comparison

Last Update: 29 February 2024

The Bill Bernstein Coward's Portfolio obtained a 6.99% compound annual return, with a 9.11% standard deviation, in the last 30 Years.

The Stocks/Bonds 40/60 Momentum Portfolio obtained a 8.06% compound annual return, with a 7.02% standard deviation, in the last 30 Years.

Summary

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Bill Bernstein Coward's Portfolio Stocks/Bonds 40/60 Momentum Portfolio
Portfolio Risk High Medium
Asset Allocation Stocks 60% 40%
Fixed Income 40% 60%
Commodities 0% 0%
30 Years Stats Return +6.99% +8.06%
Std Dev 9.11% 7.02%
Max Drawdown -32.68% -21.11%
All time Stats
(Since Jan 1982)
Return +9.21% +9.74%
Std Dev 9.18% 7.44%
Max Drawdown -32.68% -21.11%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1982

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1M 6M 1Y 5Y 10Y 30Y MAX
Bill Bernstein Coward's Portfolio +1.97 +6.40 +10.08 +5.97 +5.61 +6.99 +9.21
Stocks/Bonds 40/60 Momentum Portfolio +3.33 +11.07 +14.70 +5.25 +6.03 +8.06 +9.74
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Bill Bernstein Coward's Portfolio: an investment of 1$, since March 1994, now would be worth 7.58$, with a total return of 658.11% (6.99% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since March 1994, now would be worth 10.24$, with a total return of 923.96% (8.06% annualized).

Bill Bernstein Coward's Portfolio: an investment of 1$, since January 1982, now would be worth 41.03$, with a total return of 4002.63% (9.21% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 50.38$, with a total return of 4937.68% (9.74% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Bill Bernstein Coward's 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
-32.68% Nov 2007 Feb 2009 (16) Dec 2010 (38) 14.09
-21.11% Nov 2021 Sep 2022 (11) In progress (28) 14.51
-20.54% Nov 2007 Feb 2009 (16) Apr 2010 (30) 9.31
-15.87% Jan 2022 Sep 2022 (9) Feb 2024 (26) 7.63
-14.45% Jan 2020 Mar 2020 (3) Nov 2020 (11) 6.29
-12.22% May 2011 Sep 2011 (5) Mar 2012 (11) 5.29
-12.10% Feb 2001 Sep 2002 (20) Jul 2003 (30) 6.41
-11.37% May 1998 Aug 1998 (4) Dec 1998 (8) 5.07
-8.48% Feb 2001 Sep 2002 (20) May 2003 (28) 4.78
-8.41% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.73
-7.10% Feb 2020 Mar 2020 (2) May 2020 (4) 3.36
-6.36% Jun 2015 Feb 2016 (9) Jun 2016 (13) 3.44
-5.89% Oct 2018 Dec 2018 (3) Mar 2019 (6) 3.46
-5.08% Apr 2012 May 2012 (2) Sep 2012 (6) 2.24
-4.74% Sep 2000 Nov 2000 (3) Jan 2001 (5) 2.17
-4.13% Aug 1998 Aug 1998 (1) Oct 1998 (3) 2.07
-3.85% May 2019 May 2019 (1) Jun 2019 (2) 2.22
-3.77% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.07
-3.70% Sep 1994 Nov 1994 (3) Mar 1995 (7) 2.02
-3.70% Mar 1994 Jun 1994 (4) Aug 1994 (6) 2.47

Drawdown comparison chart since January 1982.

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Bill Bernstein Coward's 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
-32.68% Nov 2007 Feb 2009 (16) Dec 2010 (38) 14.09
-21.11% Nov 2021 Sep 2022 (11) In progress (28) 14.51
-20.54% Nov 2007 Feb 2009 (16) Apr 2010 (30) 9.31
-16.51% Sep 1987 Nov 1987 (3) Jan 1989 (17) 7.56
-15.87% Jan 2022 Sep 2022 (9) Feb 2024 (26) 7.63
-14.45% Jan 2020 Mar 2020 (3) Nov 2020 (11) 6.29
-13.77% Sep 1987 Nov 1987 (3) Mar 1989 (19) 6.65
-12.22% May 2011 Sep 2011 (5) Mar 2012 (11) 5.29
-12.10% Feb 2001 Sep 2002 (20) Jul 2003 (30) 6.41
-11.37% May 1998 Aug 1998 (4) Dec 1998 (8) 5.07
-10.13% Aug 1990 Sep 1990 (2) Feb 1991 (7) 5.84
-8.48% Feb 2001 Sep 2002 (20) May 2003 (28) 4.78
-8.41% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.73
-7.10% Feb 2020 Mar 2020 (2) May 2020 (4) 3.36
-6.36% Jun 2015 Feb 2016 (9) Jun 2016 (13) 3.44
-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
-5.43% Feb 1994 Mar 1994 (2) Mar 1995 (14) 3.27
-5.29% Aug 1990 Sep 1990 (2) Dec 1990 (5) 3.29

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
+1.11%
-0.85%
+5.54%
0.00%
2023
+11.70%
-6.85%
+6.91%
-5.18%
2022
-10.59%
-15.87%
-15.17%
-19.48%
2021
+13.60%
-2.35%
+4.23%
-2.38%
2020
+7.17%
-14.45%
+16.57%
-7.10%
2019
+16.66%
-3.85%
+16.20%
-0.81%
2018
-4.86%
-8.41%
-0.73%
-5.89%
2017
+11.81%
-0.17%
+17.14%
0.00%
2016
+9.49%
-3.00%
+3.51%
-3.61%
2015
-1.25%
-6.03%
+3.91%
-2.95%
2014
+5.28%
-2.42%
+9.34%
-1.49%
2013
+16.34%
-2.03%
+12.57%
-1.74%
2012
+10.41%
-5.08%
+7.87%
-2.05%
2011
-1.01%
-12.22%
+7.13%
-3.62%
2010
+11.88%
-7.73%
+10.93%
-3.48%
2009
+17.30%
-13.54%
+9.16%
-9.41%
2008
-19.19%
-21.50%
-12.27%
-15.80%
2007
+5.00%
-3.66%
+11.21%
-0.82%
2006
+14.37%
-2.55%
+6.78%
-1.50%
2005
+7.03%
-2.57%
+9.09%
-0.93%
2004
+11.54%
-3.15%
+9.22%
-2.12%
2003
+22.81%
-2.92%
+12.78%
-1.27%
2002
-5.87%
-11.66%
+0.04%
-5.36%
2001
-0.24%
-9.23%
-1.88%
-6.89%
2000
+3.08%
-4.74%
+2.99%
-3.33%
1999
+13.21%
-2.57%
+15.71%
-1.69%
1998
+8.14%
-11.37%
+24.65%
-4.13%
1997
+15.36%
-2.99%
+20.41%
-2.69%
1996
+13.57%
-2.72%
+14.08%
-1.52%
1995
+20.52%
-1.13%
+27.84%
0.00%
1994
-0.79%
-5.43%
-2.03%
-5.91%
1993
+18.11%
-2.29%
+11.10%
-0.87%
1992
+8.20%
-1.49%
+6.01%
-2.11%
1991
+26.60%
-3.17%
+23.91%
-1.79%
1990
-2.79%
-10.13%
+5.79%
-5.29%
1989
+22.00%
-1.82%
+25.29%
-1.01%
1988
+15.53%
-1.90%
+7.24%
-2.95%
1987
+2.17%
-16.51%
+1.86%
-13.77%
1986
+18.48%
-3.70%
+18.14%
-4.37%
1985
+27.16%
-1.60%
+26.30%
-0.74%
1984
+10.60%
-3.73%
+8.68%
-6.28%
1983
+19.35%
-1.56%
+9.91%
-2.81%
1982
+19.01%
-3.70%
+30.86%
-1.48%