Dynamic 60/40 Income vs Bill Bernstein No Brainer Portfolio Comparison

Last Update: 31 March 2024

The Dynamic 60/40 Income Portfolio obtained a 7.13% compound annual return, with a 9.33% standard deviation, in the last 30 Years.

The Bill Bernstein No Brainer Portfolio obtained a 7.69% compound annual return, with a 11.73% standard deviation, in the last 30 Years.

Summary

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Dynamic 60/40 Income Portfolio Bill Bernstein No Brainer Portfolio
Portfolio Risk High High
Asset Allocation Stocks 60% 75%
Fixed Income 40% 25%
Commodities 0% 0%
30 Years Stats Return +7.13% +7.69%
Std Dev 9.33% 11.73%
Max Drawdown -41.44% -40.40%
All time Stats
(Since Jan 1992)		 Return +7.42% +7.78%
Std Dev 9.10% 11.48%
Max Drawdown -41.44% -40.40%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1992

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1M 6M 1Y 5Y 10Y 30Y MAX
Dynamic 60/40 Income Portfolio +1.24 +12.08 +11.69 +5.17 +5.47 +7.13 +7.42
Bill Bernstein No Brainer Portfolio +2.40 +14.70 +15.47 +8.01 +6.96 +7.69 +7.78
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Dynamic 60/40 Income Portfolio: an investment of 1$, since April 1994, now would be worth 7.90$, with a total return of 690.39% (7.13% annualized).

Bill Bernstein No Brainer Portfolio: an investment of 1$, since April 1994, now would be worth 9.22$, with a total return of 822.34% (7.69% annualized).

Dynamic 60/40 Income Portfolio: an investment of 1$, since January 1992, now would be worth 10.05$, with a total return of 905.43% (7.42% annualized).

Bill Bernstein No Brainer Portfolio: an investment of 1$, since January 1992, now would be worth 11.19$, with a total return of 1019.31% (7.78% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Dynamic 60/40 Income 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
-41.44% Jun 2007 Feb 2009 (21) Sep 2010 (40) 16.67
-40.40% Nov 2007 Feb 2009 (16) Feb 2011 (40) 18.40
-24.46% Apr 2000 Sep 2002 (30) Dec 2003 (45) 13.30
-19.76% Jan 2022 Sep 2022 (9) Feb 2024 (26) 9.75
-18.24% Jan 2020 Mar 2020 (3) Aug 2020 (8) 8.70
-18.21% Jan 2022 Sep 2022 (9) In progress (27) 11.22
-16.20% May 2011 Sep 2011 (5) Sep 2012 (17) 6.47
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-13.95% May 1998 Aug 1998 (4) Dec 1998 (8) 6.45
-11.92% Sep 2018 Dec 2018 (4) Oct 2019 (14) 4.83
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-9.17% Jun 2015 Feb 2016 (9) Jul 2016 (14) 4.70
-7.02% Jul 1998 Aug 1998 (2) Dec 1998 (6) 3.48
-6.80% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.15
-6.19% Apr 2002 Oct 2002 (7) Apr 2003 (13) 2.86
-4.66% Jun 1996 Jul 1996 (2) Sep 1996 (4) 2.42
-4.42% Apr 2015 Sep 2015 (6) Mar 2016 (12) 2.43
-4.29% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.49
-4.07% Mar 2005 Apr 2005 (2) Jul 2005 (5) 1.92
-4.07% Sep 1994 Nov 1994 (3) Feb 1995 (6) 2.01

Drawdown comparison chart since January 1992.

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Dynamic 60/40 Income 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
-41.44% Jun 2007 Feb 2009 (21) Sep 2010 (40) 16.67
-40.40% Nov 2007 Feb 2009 (16) Feb 2011 (40) 18.40
-24.46% Apr 2000 Sep 2002 (30) Dec 2003 (45) 13.30
-19.76% Jan 2022 Sep 2022 (9) Feb 2024 (26) 9.75
-18.24% Jan 2020 Mar 2020 (3) Aug 2020 (8) 8.70
-18.21% Jan 2022 Sep 2022 (9) In progress (27) 11.22
-16.20% May 2011 Sep 2011 (5) Sep 2012 (17) 6.47
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-13.95% May 1998 Aug 1998 (4) Dec 1998 (8) 6.45
-11.92% Sep 2018 Dec 2018 (4) Oct 2019 (14) 4.83
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-9.17% Jun 2015 Feb 2016 (9) Jul 2016 (14) 4.70
-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
-6.19% Apr 2002 Oct 2002 (7) Apr 2003 (13) 2.86
-4.66% Jun 1996 Jul 1996 (2) Sep 1996 (4) 2.42
-4.42% Apr 2015 Sep 2015 (6) Mar 2016 (12) 2.43
-4.29% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.49
-4.18% Feb 1994 Mar 1994 (2) Aug 1994 (7) 2.56

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
+2.73%
 -0.14%
+4.36%
 -0.87%
2023
+12.28%
 -6.45%
+15.77%
 -8.54%
2022
-15.89%
 -18.21%
-13.89%
 -19.76%
2021
+15.27%
 -2.58%
+15.39%
 -2.73%
2020
+6.26%
 -14.24%
+11.61%
 -18.24%
2019
+18.59%
 -1.55%
+19.82%
 -5.15%
2018
-3.28%
 -6.80%
-6.41%
 -11.92%
2017
+8.11%
 -0.39%
+15.70%
 -0.29%
2016
+7.39%
 -2.92%
+11.03%
 -4.44%
2015
+0.49%
 -4.42%
-1.35%
 -7.81%
2014
+11.87%
 -2.32%
+3.78%
 -3.16%
2013
+8.15%
 -3.78%
+22.10%
 -1.89%
2012
+12.84%
 -3.09%
+12.91%
 -6.94%
2011
+3.16%
 -10.41%
-2.59%
 -16.20%
2010
+14.75%
 -5.96%
+14.15%
 -9.69%
2009
+25.31%
 -19.50%
+22.80%
 -15.37%
2008
-21.78%
 -30.14%
-26.26%
 -28.63%
2007
-3.54%
 -7.01%
+7.14%
 -4.50%
2006
+14.28%
 -1.89%
+15.27%
 -3.41%
2005
+5.27%
 -2.10%
+7.66%
 -4.07%
2004
+12.11%
 -4.29%
+13.66%
 -3.04%
2003
+22.26%
 0.00%
+27.39%
 -4.14%
2002
-0.78%
 -6.19%
-10.88%
 -16.92%
2001
+5.55%
 -3.29%
-4.49%
 -14.84%
2000
+5.79%
 -3.60%
-4.63%
 -10.08%
1999
+4.89%
 -3.30%
+18.99%
 -3.58%
1998
+5.13%
 -7.02%
+12.24%
 -13.95%
1997
+16.74%
 -0.91%
+15.88%
 -4.06%
1996
+16.21%
 -0.78%
+12.52%
 -4.66%
1995
+20.42%
 -0.12%
+20.57%
 -1.62%
1994
-3.20%
 -6.80%
+2.49%
 -4.18%
1993
+14.00%
 -1.75%
+16.21%
 -3.68%
1992
+13.92%
 -0.48%
+4.40%
 -3.33%