European Stocks vs Bill Bernstein No Brainer Portfolio Comparison

Last Update: 29 February 2024

The European Stocks Portfolio obtained a 6.89% compound annual return, with a 17.88% 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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European Stocks Portfolio Bill Bernstein No Brainer Portfolio
Portfolio Risk Very High High
Asset Allocation Stocks 100% 75%
Fixed Income 0% 25%
Commodities 0% 0%
30 Years Stats Return +6.89% +7.48%
Std Dev 17.88% 11.75%
Max Drawdown -59.77% -40.40%
All time Stats
(Since Jan 1970)
Return +8.75% +9.50%
Std Dev 17.39% 12.09%
Max Drawdown -59.77% -40.40%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1970

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1M 6M 1Y 5Y 10Y 30Y MAX
European Stocks Portfolio +2.40 +8.31 +12.91 +7.52 +4.24 +6.89 +8.75
Bill Bernstein No Brainer Portfolio +2.81 +7.97 +13.50 +7.50 +6.76 +7.48 +9.50
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

European Stocks Portfolio: an investment of 1$, since March 1994, now would be worth 7.39$, with a total return of 638.80% (6.89% 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).

European Stocks Portfolio: an investment of 1$, since January 1970, now would be worth 93.95$, with a total return of 9294.61% (8.75% annualized).

Bill Bernstein No Brainer Portfolio: an investment of 1$, since January 1970, now would be worth 136.62$, with a total return of 13562.24% (9.50% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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European Stocks 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
-59.77% Nov 2007 Feb 2009 (16) Apr 2014 (78) 30.21
-45.88% Apr 2000 Sep 2002 (30) Dec 2004 (57) 25.84
-40.40% Nov 2007 Feb 2009 (16) Feb 2011 (40) 18.40
-30.98% Sep 2021 Sep 2022 (13) Dec 2023 (28) 12.78
-25.65% Jan 2020 Mar 2020 (3) Nov 2020 (11) 13.06
-24.46% Apr 2000 Sep 2002 (30) Dec 2003 (45) 13.30
-20.91% Jun 2014 Feb 2016 (21) May 2017 (36) 11.28
-19.76% Jan 2022 Sep 2022 (9) Feb 2024 (26) 9.75
-19.44% Feb 2018 Dec 2018 (11) Dec 2019 (23) 9.54
-18.24% Jan 2020 Mar 2020 (3) Aug 2020 (8) 8.70
-16.20% May 2011 Sep 2011 (5) Sep 2012 (17) 6.47
-16.03% Aug 1998 Sep 1998 (2) Apr 1999 (9) 7.40
-13.95% May 1998 Aug 1998 (4) Dec 1998 (8) 6.45
-11.92% Sep 2018 Dec 2018 (4) Oct 2019 (14) 4.83
-9.17% Jun 2015 Feb 2016 (9) Jul 2016 (14) 4.70
-7.18% Jan 2000 Jan 2000 (1) Mar 2000 (3) 3.76
-5.68% Aug 1997 Aug 1997 (1) Sep 1997 (2) 3.28
-5.18% May 1994 Jun 1994 (2) Aug 1994 (4) 2.96
-4.95% Oct 1997 Oct 1997 (1) Jan 1998 (4) 2.75
-4.90% May 1999 May 1999 (1) Oct 1999 (6) 2.35

Drawdown comparison chart since January 1970.

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European Stocks 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
-59.77% Nov 2007 Feb 2009 (16) Apr 2014 (78) 30.21
-45.88% Apr 2000 Sep 2002 (30) Dec 2004 (57) 25.84
-40.40% Nov 2007 Feb 2009 (16) Feb 2011 (40) 18.40
-38.16% Jan 1973 Sep 1974 (21) Jun 1975 (30) 16.35
-33.61% Jan 1973 Sep 1974 (21) Jan 1976 (37) 15.36
-33.23% Dec 1980 Jul 1982 (20) Apr 1983 (29) 17.61
-30.98% Sep 2021 Sep 2022 (13) Dec 2023 (28) 12.78
-26.83% Jan 1970 Jun 1970 (6) Mar 1971 (15) 14.63
-25.65% Jan 2020 Mar 2020 (3) Nov 2020 (11) 13.06
-24.46% Apr 2000 Sep 2002 (30) Dec 2003 (45) 13.30
-23.15% Oct 1987 Nov 1987 (2) Jul 1989 (22) 13.00
-20.91% Jun 2014 Feb 2016 (21) May 2017 (36) 11.28
-20.21% Aug 1990 Sep 1990 (2) May 1992 (22) 10.46
-19.76% Jan 2022 Sep 2022 (9) Feb 2024 (26) 9.75
-19.71% Sep 1987 Nov 1987 (3) Jan 1989 (17) 9.28
-19.44% Feb 2018 Dec 2018 (11) Dec 2019 (23) 9.54
-19.23% Feb 1976 Nov 1976 (10) Dec 1977 (23) 11.06
-18.24% Jan 2020 Mar 2020 (3) Aug 2020 (8) 8.70
-17.57% Jan 1970 Jun 1970 (6) Jan 1971 (13) 8.92
-16.20% May 2011 Sep 2011 (5) Sep 2012 (17) 6.47

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
+1.15%
-1.23%
+1.91%
-0.87%
2023
+20.21%
-11.19%
+15.77%
-8.54%
2022
-16.00%
-30.58%
-13.89%
-19.76%
2021
+16.88%
-5.48%
+15.39%
-2.73%
2020
+6.11%
-25.65%
+11.61%
-18.24%
2019
+24.86%
-5.67%
+19.82%
-5.15%
2018
-14.91%
-19.44%
-6.41%
-11.92%
2017
+26.99%
-0.51%
+15.70%
-0.29%
2016
-0.37%
-8.60%
+11.03%
-4.44%
2015
-1.94%
-11.47%
-1.35%
-7.81%
2014
-7.10%
-11.75%
+3.78%
-3.16%
2013
+24.38%
-4.42%
+22.10%
-1.89%
2012
+21.57%
-14.17%
+12.91%
-6.94%
2011
-11.64%
-27.74%
-2.59%
-16.20%
2010
+6.05%
-17.10%
+14.15%
-9.69%
2009
+31.33%
-22.78%
+22.80%
-15.37%
2008
-44.71%
-48.36%
-26.26%
-28.63%
2007
+13.24%
-5.77%
+7.14%
-4.50%
2006
+33.06%
-2.93%
+15.27%
-3.41%
2005
+9.26%
-4.49%
+7.66%
-4.07%
2004
+20.86%
-3.93%
+13.66%
-3.04%
2003
+38.70%
-9.25%
+27.39%
-4.14%
2002
-17.95%
-25.96%
-10.88%
-16.92%
2001
-20.30%
-27.21%
-4.49%
-14.84%
2000
-8.21%
-14.23%
-4.63%
-10.08%
1999
+16.66%
-4.90%
+18.99%
-3.58%
1998
+28.86%
-16.03%
+12.24%
-13.95%
1997
+24.23%
-5.68%
+15.88%
-4.06%
1996
+21.25%
-1.20%
+12.52%
-4.66%
1995
+22.28%
-3.97%
+20.57%
-1.62%
1994
+1.88%
-7.00%
+2.49%
-4.18%
1993
+29.13%
-2.19%
+16.21%
-3.68%
1992
-3.32%
-12.85%
+4.40%
-3.33%
1991
+12.40%
-12.16%
+24.11%
-4.26%
1990
-3.87%
-20.21%
-9.08%
-14.76%
1989
+28.18%
-6.85%
+18.78%
-2.53%
1988
+13.69%
-6.81%
+17.83%
-3.06%
1987
+7.05%
-23.15%
+8.39%
-19.71%
1986
+40.96%
-8.83%
+25.39%
-4.13%
1985
+78.72%
0.00%
+32.35%
-2.40%
1984
+0.52%
-9.51%
+4.70%
-6.54%
1983
+20.82%
-3.29%
+21.16%
-2.72%
1982
+3.86%
-19.58%
+17.74%
-8.02%
1981
-12.54%
-16.77%
+2.36%
-9.62%
1980
+11.80%
-12.84%
+24.96%
-10.53%
1979
+12.18%
-7.42%
+19.11%
-7.00%
1978
+21.77%
-6.97%
+14.56%
-9.37%
1977
+21.77%
-2.49%
+6.69%
-2.39%
1976
-7.88%
-19.23%
+19.98%
-3.10%
1975
+41.32%
-10.90%
+32.96%
-10.04%
1974
-24.15%
-32.15%
-16.80%
-24.06%
1973
-8.86%
-10.68%
-13.98%
-14.44%
1972
+14.25%
-2.68%
+17.61%
-1.37%
1971
+26.21%
-4.56%
+18.87%
-5.26%
1970
-10.74%
-26.83%
-0.89%
-17.57%