Last Update: 30 April 2024
The Stocks/Bonds 60/40 ESG Portfolio obtained a 6.51% compound annual return, with a 10.49% standard deviation, in the last 10 Years.
The Bill Bernstein No Brainer Portfolio obtained a 6.64% compound annual return, with a 11.71% standard deviation, in the last 10 Years.
Summary
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| Stocks/Bonds 60/40 ESG Portfolio | Bill Bernstein No Brainer Portfolio | ||
|---|---|---|---|
| Portfolio Risk | High | High | |
| Asset Allocation | Stocks | 60% | 75% |
| Fixed Income | 40% | 25% | |
| Commodities | 0% | 0% | |
| 10 Years Stats | Return | +6.51% | +6.64% |
| Std Dev | 10.49% | 11.71% | |
| Max Drawdown | -22.44% | -19.76% | |
| All time Stats (Since Sep 2005) |
Return | +7.22% | +6.77% |
| Std Dev | 10.90% | 12.31% | |
| Max Drawdown | -32.78% | -40.40% | |
| Last Update: 30 April 2024 | |||
Historical Returns as of Apr 30, 2024
Comparison period starts from September 2005
Swipe left to see all data
| 1M | 6M | 1Y | 5Y | 10Y | MAX | |
|---|---|---|---|---|---|---|
| Stocks/Bonds 60/40 ESG Portfolio | -4.05 | +15.00 | +13.55 | +7.87 | +6.51 | +7.22 |
| Bill Bernstein No Brainer Portfolio | -3.15 | +14.15 | +11.58 | +6.73 | +6.64 | +6.77 |
| Return over 1 year are annualized. |
Capital Growth as of Apr 30, 2024
Stocks/Bonds 60/40 ESG Portfolio: an investment of 1$, since May 2014,
now would be worth 1.88$, with a total return of 87.81%
(6.51% annualized).
Bill Bernstein No Brainer Portfolio: an investment of 1$, since May 2014, now would be worth 1.90$, with a total return of 90.18% (6.64% annualized).
Bill Bernstein No Brainer Portfolio: an investment of 1$, since May 2014, now would be worth 1.90$, with a total return of 90.18% (6.64% annualized).
Stocks/Bonds 60/40 ESG Portfolio: an investment of 1$, since September 2005,
now would be worth 3.67$, with a total return of 267.34%
(7.22% annualized).
Bill Bernstein No Brainer Portfolio: an investment of 1$, since September 2005, now would be worth 3.40$, with a total return of 239.74% (6.77% annualized).
Bill Bernstein No Brainer Portfolio: an investment of 1$, since September 2005, now would be worth 3.40$, with a total return of 239.74% (6.77% annualized).
Drawdowns
Drawdown comparison chart since May 2014.
Swipe left to see all data
|
Stocks/Bonds 60/40 ESG 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 |
| -22.44% | Jan 2022 | Sep 2022 (9) | Feb 2024 (26) | 13.00 | |||||
| -19.76% | Jan 2022 | Sep 2022 (9) | Feb 2024 (26) | 9.75 | |||||
| -18.24% | Jan 2020 | Mar 2020 (3) | Aug 2020 (8) | 8.70 | |||||
| -11.92% | Sep 2018 | Dec 2018 (4) | Oct 2019 (14) | 4.83 | |||||
| -10.57% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 4.82 | |||||
| -10.20% | Feb 2018 | Dec 2018 (11) | Apr 2019 (15) | 4.48 | |||||
| -9.17% | Jun 2015 | Feb 2016 (9) | Jul 2016 (14) | 4.70 | |||||
| -8.11% | Jun 2015 | Jan 2016 (8) | Jul 2016 (14) | 3.96 | |||||
| -4.05% | Apr 2024 | Apr 2024 (1) | In progress (1) | 2.86 | |||||
| -3.85% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 2.27 | |||||
| -3.74% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 2.16 | |||||
| -3.45% | Feb 2018 | Mar 2018 (2) | Jul 2018 (6) | 2.24 | |||||
| -3.32% | May 2019 | May 2019 (1) | Jun 2019 (2) | 1.92 | |||||
| -3.15% | Apr 2024 | Apr 2024 (1) | In progress (1) | 2.23 | |||||
| -3.12% | Sep 2014 | Sep 2014 (1) | Nov 2014 (3) | 1.70 | |||||
| -3.10% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 1.98 | |||||
| -2.93% | Sep 2014 | Sep 2014 (1) | Nov 2014 (3) | 1.50 | |||||
| -2.73% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 1.58 | |||||
| -2.38% | Jul 2014 | Jul 2014 (1) | Aug 2014 (2) | 1.37 | |||||
| -2.13% | Jul 2014 | Jul 2014 (1) | Aug 2014 (2) | 1.23 | |||||
Drawdown comparison chart since September 2005.
Swipe left to see all data
|
Stocks/Bonds 60/40 ESG 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 |
| -40.40% | Nov 2007 | Feb 2009 (16) | Feb 2011 (40) | 18.40 | |||||
| -32.78% | Nov 2007 | Feb 2009 (16) | Mar 2010 (29) | 15.24 | |||||
| -22.44% | Jan 2022 | Sep 2022 (9) | Feb 2024 (26) | 13.00 | |||||
| -19.76% | Jan 2022 | Sep 2022 (9) | Feb 2024 (26) | 9.75 | |||||
| -18.24% | Jan 2020 | Mar 2020 (3) | Aug 2020 (8) | 8.70 | |||||
| -16.20% | May 2011 | Sep 2011 (5) | Sep 2012 (17) | 6.47 | |||||
| -14.77% | May 2011 | Sep 2011 (5) | Sep 2012 (17) | 5.93 | |||||
| -11.92% | Sep 2018 | Dec 2018 (4) | Oct 2019 (14) | 4.83 | |||||
| -10.57% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 4.82 | |||||
| -10.20% | Feb 2018 | Dec 2018 (11) | Apr 2019 (15) | 4.48 | |||||
| -9.17% | Jun 2015 | Feb 2016 (9) | Jul 2016 (14) | 4.70 | |||||
| -8.11% | Jun 2015 | Jan 2016 (8) | Jul 2016 (14) | 3.96 | |||||
| -7.23% | May 2010 | Jun 2010 (2) | Sep 2010 (5) | 4.34 | |||||
| -4.05% | Apr 2024 | Apr 2024 (1) | In progress (1) | 2.86 | |||||
| -3.85% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 2.27 | |||||
| -3.74% | Sep 2021 | Sep 2021 (1) | Oct 2021 (2) | 2.16 | |||||
| -3.45% | Feb 2018 | Mar 2018 (2) | Jul 2018 (6) | 2.24 | |||||
| -3.41% | May 2006 | Jul 2006 (3) | Oct 2006 (6) | 2.17 | |||||
| -3.32% | May 2019 | May 2019 (1) | Jun 2019 (2) | 1.92 | |||||
| -3.16% | Jan 2014 | Jan 2014 (1) | Feb 2014 (2) | 1.82 | |||||
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.
The highlighted returns represent the highest values for that specific year.
Swipe left to see all data
| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+1.31%
|
-4.05% |
+1.08%
|
-3.15% |
| 2023 |
+20.65%
|
-7.66% |
+15.77%
|
-8.54% |
| 2022 |
-19.58%
|
-22.44% |
-13.89%
|
-19.76% |
| 2021 |
+14.84%
|
-3.74% |
+15.39%
|
-2.73% |
| 2020 |
+18.27%
|
-10.57% |
+11.61%
|
-18.24% |
| 2019 |
+23.31%
|
-3.32% |
+19.82%
|
-5.15% |
| 2018 |
-9.29%
|
-10.20% |
-6.41%
|
-11.92% |
| 2017 |
+9.32%
|
-0.42% |
+15.70%
|
-0.29% |
| 2016 |
+8.09%
|
-3.49% |
+11.03%
|
-4.44% |
| 2015 |
+1.04%
|
-6.91% |
-1.35%
|
-7.81% |
| 2014 |
+7.55%
|
-3.12% |
+3.78%
|
-3.16% |
| 2013 |
+22.59%
|
-2.36% |
+22.10%
|
-1.89% |
| 2012 |
+13.87%
|
-5.06% |
+12.91%
|
-6.94% |
| 2011 |
-1.55%
|
-14.77% |
-2.59%
|
-16.20% |
| 2010 |
+15.13%
|
-7.23% |
+14.15%
|
-9.69% |
| 2009 |
+30.34%
|
-9.85% |
+22.80%
|
-15.37% |
| 2008 |
-23.95%
|
-28.06% |
-26.26%
|
-28.63% |
| 2007 |
+7.02%
|
-2.09% |
+7.14%
|
-4.50% |
| 2006 |
+12.43%
|
-1.73% |
+15.27%
|
-3.41% |
