Dynamic 60/40 Income vs Bill Bernstein Coward's Portfolio Comparison

Last Update: 29 February 2024

The Dynamic 60/40 Income Portfolio obtained a 6.98% compound annual return, with a 9.36% standard deviation, in the last 30 Years.

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

Summary

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Dynamic 60/40 Income Portfolio Bill Bernstein Coward's Portfolio
Portfolio Risk High High
Asset Allocation Stocks 60% 60%
Fixed Income 40% 40%
Commodities 0% 0%
30 Years Stats Return +6.98% +6.99%
Std Dev 9.36% 9.11%
Max Drawdown -41.44% -32.68%
All time Stats
(Since Jan 1992)
Return +7.40% +7.35%
Std Dev 9.11% 8.92%
Max Drawdown -41.44% -32.68%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1992

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1M 6M 1Y 5Y 10Y 30Y MAX
Dynamic 60/40 Income Portfolio +1.62 +7.29 +10.32 +5.29 +5.40 +6.98 +7.40
Bill Bernstein Coward's Portfolio +1.97 +6.40 +10.08 +5.97 +5.61 +6.99 +7.35
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Dynamic 60/40 Income Portfolio: an investment of 1$, since March 1994, now would be worth 7.57$, with a total return of 657.27% (6.98% annualized).

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).

Dynamic 60/40 Income Portfolio: an investment of 1$, since January 1992, now would be worth 9.93$, with a total return of 893.13% (7.40% annualized).

Bill Bernstein Coward's Portfolio: an investment of 1$, since January 1992, now would be worth 9.78$, with a total return of 878.15% (7.35% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Dynamic 60/40 Income Portfolio
Bill Bernstein Coward's Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-41.44% Jun 2007 Feb 2009 (21) Sep 2010 (40) 16.67
-32.68% Nov 2007 Feb 2009 (16) Dec 2010 (38) 14.09
-18.21% Jan 2022 Sep 2022 (9) In progress (26) 11.41
-15.87% Jan 2022 Sep 2022 (9) Feb 2024 (26) 7.63
-14.45% Jan 2020 Mar 2020 (3) Nov 2020 (11) 6.29
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-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
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-8.41% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.73
-7.02% Jul 1998 Aug 1998 (2) Dec 1998 (6) 3.48
-6.80% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.15
-6.36% Jun 2015 Feb 2016 (9) Jun 2016 (13) 3.44
-6.19% Apr 2002 Oct 2002 (7) Apr 2003 (13) 2.86
-6.05% Mar 1994 Nov 1994 (9) Mar 1995 (13) 3.45
-5.08% Apr 2012 May 2012 (2) Sep 2012 (6) 2.24
-4.74% Sep 2000 Nov 2000 (3) Jan 2001 (5) 2.17
-4.42% Apr 2015 Sep 2015 (6) Mar 2016 (12) 2.43
-4.29% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.49

Drawdown comparison chart since January 1992.

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Dynamic 60/40 Income Portfolio
Bill Bernstein Coward's Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-41.44% Jun 2007 Feb 2009 (21) Sep 2010 (40) 16.67
-32.68% Nov 2007 Feb 2009 (16) Dec 2010 (38) 14.09
-18.21% Jan 2022 Sep 2022 (9) In progress (26) 11.41
-15.87% Jan 2022 Sep 2022 (9) Feb 2024 (26) 7.63
-14.45% Jan 2020 Mar 2020 (3) Nov 2020 (11) 6.29
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-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
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-8.41% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.73
-7.02% Jul 1998 Aug 1998 (2) Dec 1998 (6) 3.48
-6.80% Feb 1994 Nov 1994 (10) Apr 1995 (15) 3.87
-6.80% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.15
-6.36% Jun 2015 Feb 2016 (9) Jun 2016 (13) 3.44
-6.19% Apr 2002 Oct 2002 (7) Apr 2003 (13) 2.86
-5.43% Feb 1994 Mar 1994 (2) Mar 1995 (14) 3.27
-5.08% Apr 2012 May 2012 (2) Sep 2012 (6) 2.24
-4.74% Sep 2000 Nov 2000 (3) Jan 2001 (5) 2.17
-4.42% Apr 2015 Sep 2015 (6) Mar 2016 (12) 2.43

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
+1.48%
-0.14%
+1.11%
-0.85%
2023
+12.28%
-6.45%
+11.70%
-6.85%
2022
-15.89%
-18.21%
-10.59%
-15.87%
2021
+15.27%
-2.58%
+13.60%
-2.35%
2020
+6.26%
-14.24%
+7.17%
-14.45%
2019
+18.59%
-1.55%
+16.66%
-3.85%
2018
-3.28%
-6.80%
-4.86%
-8.41%
2017
+8.11%
-0.39%
+11.81%
-0.17%
2016
+7.39%
-2.92%
+9.49%
-3.00%
2015
+0.49%
-4.42%
-1.25%
-6.03%
2014
+11.87%
-2.32%
+5.28%
-2.42%
2013
+8.15%
-3.78%
+16.34%
-2.03%
2012
+12.84%
-3.09%
+10.41%
-5.08%
2011
+3.16%
-10.41%
-1.01%
-12.22%
2010
+14.75%
-5.96%
+11.88%
-7.73%
2009
+25.31%
-19.50%
+17.30%
-13.54%
2008
-21.78%
-30.14%
-19.19%
-21.50%
2007
-3.54%
-7.01%
+5.00%
-3.66%
2006
+14.28%
-1.89%
+14.37%
-2.55%
2005
+5.27%
-2.10%
+7.03%
-2.57%
2004
+12.11%
-4.29%
+11.54%
-3.15%
2003
+22.26%
0.00%
+22.81%
-2.92%
2002
-0.78%
-6.19%
-5.87%
-11.66%
2001
+5.55%
-3.29%
-0.24%
-9.23%
2000
+5.79%
-3.60%
+3.08%
-4.74%
1999
+4.89%
-3.30%
+13.21%
-2.57%
1998
+5.13%
-7.02%
+8.14%
-11.37%
1997
+16.74%
-0.91%
+15.36%
-2.99%
1996
+16.21%
-0.78%
+13.57%
-2.72%
1995
+20.42%
-0.12%
+20.52%
-1.13%
1994
-3.20%
-6.80%
-0.79%
-5.43%
1993
+14.00%
-1.75%
+18.11%
-2.29%
1992
+13.92%
-0.48%
+8.20%
-1.49%