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Bill Bernstein Coward's Portfolio
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Bill Bernstein Coward's Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.


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Returns By Period

As of Jun 3, 2026, the Bill Bernstein Coward's Portfolio returned 9.45% Year-To-Date and 8.09% of annualized return in the last 10 years.


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.13%5.25%11.16%11.43%28.20%21.12%12.66%13.75%
Portfolio
Bill Bernstein Coward's Portfolio
0.40%2.72%9.45%10.36%20.63%12.94%6.56%8.09%
EEM
iShares MSCI Emerging Markets ETF
1.03%10.40%29.41%32.25%58.14%24.46%7.47%10.06%
IJR
iShares Core S&P Small-Cap ETF
0.89%1.64%16.42%16.87%34.85%14.73%5.90%10.76%
IJS
iShares S&P SmallCap 600 Value ETF
1.07%2.26%16.54%17.68%41.12%14.47%5.86%10.20%
SHY
iShares 1-3 Year Treasury Bond ETF
0.00%0.00%0.48%0.80%3.34%4.04%1.73%1.65%
VGK
Vanguard FTSE Europe ETF
0.50%2.08%6.90%10.71%18.42%16.79%8.68%9.39%
VNQ
Vanguard Real Estate ETF
0.46%-1.60%7.96%7.15%9.88%9.19%2.21%5.22%
VPL
Vanguard FTSE Pacific ETF
0.40%10.55%30.65%33.92%52.92%23.14%10.67%10.87%
VTV
Vanguard Value ETF
0.88%3.55%12.28%14.14%26.90%18.27%11.31%12.48%
VV
Vanguard Large-Cap ETF
0.18%5.61%11.49%11.76%29.28%22.98%13.92%15.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 11, 2005, Bill Bernstein Coward's Portfolio's average daily return is +0.03%, while the average monthly return is +0.58%. At this rate, an investment would double in approximately 10.0 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2009 with a return of +8.9%, while the worst month was Oct 2008 at -11.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Bill Bernstein Coward's Portfolio closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +5.9%, while the worst single day was Mar 16, 2020 at -5.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.87%1.97%-3.75%5.52%2.21%0.51%9.45%
20251.97%-0.19%-1.89%-0.65%2.58%2.79%0.42%2.98%1.68%0.69%0.90%0.56%12.37%
2024-0.84%1.97%2.20%-2.87%2.77%0.50%3.58%1.35%1.45%-1.69%3.34%-2.92%8.90%
20235.09%-2.31%0.52%0.32%-1.54%3.56%2.59%-1.98%-2.90%-2.03%5.58%4.85%11.79%
2022-2.93%-1.08%0.48%-4.25%0.74%-5.01%4.32%-2.80%-6.43%4.96%4.72%-2.84%-10.43%
20210.83%2.83%2.53%2.15%1.31%0.25%-0.10%1.24%-2.23%2.56%-1.66%2.86%13.15%

Benchmark Metrics

Bill Bernstein Coward's Portfolio has an annualized alpha of 1.06%, beta of 0.59, and R2 of 0.92 versus S&P 500 Index. Calculated based on daily prices since March 11, 2005.

  • This portfolio participated in 63.59% of S&P 500 Index downside but only 59.80% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.59 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
1.06%
Beta
0.59
0.92
Upside Capture
59.80%
Downside Capture
63.59%

Expense Ratio

Bill Bernstein Coward's Portfolio has an expense ratio of 0.15%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Return for Risk

Risk / Return Rank

Bill Bernstein Coward's Portfolio ranks 66 for risk / return — better than 66% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


Bill Bernstein Coward's Portfolio Risk / Return Rank: 6666
Overall Rank
Bill Bernstein Coward's Portfolio Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
Bill Bernstein Coward's Portfolio Sortino Ratio Rank: 7070
Sortino Ratio Rank
Bill Bernstein Coward's Portfolio Omega Ratio Rank: 6666
Omega Ratio Rank
Bill Bernstein Coward's Portfolio Calmar Ratio Rank: 6767
Calmar Ratio Rank
Bill Bernstein Coward's Portfolio Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for Bill Bernstein Coward's Portfolio and compares them with S&P 500 Index.


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.62

2.39

+0.23

Sortino ratio

Return per unit of downside risk

3.80

3.25

+0.55

Omega ratio

Gain probability vs. loss probability

1.49

1.43

+0.06

Calmar ratio

Return relative to maximum drawdown

3.79

3.11

+0.67

Martin ratio

Return relative to average drawdown

15.67

14.38

+1.28


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
EEM
iShares MSCI Emerging Markets ETF
842.933.751.534.3916.94
IJR
iShares Core S&P Small-Cap ETF
642.002.881.343.9613.21
IJS
iShares S&P SmallCap 600 Value ETF
712.263.201.394.3514.25
SHY
iShares 1-3 Year Treasury Bond ETF
792.514.141.513.6714.96
VGK
Vanguard FTSE Europe ETF
341.211.761.221.626.04
VNQ
Vanguard Real Estate ETF
230.751.111.141.203.80
VPL
Vanguard FTSE Pacific ETF
802.723.551.494.1316.33
VTV
Vanguard Value ETF
812.673.821.484.2716.15
VV
Vanguard Large-Cap ETF
732.463.351.443.2815.05

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Bill Bernstein Coward's Portfolio Sharpe ratios as of Jun 3, 2026 (values are recalculated daily):

  • 1-Year: 2.62
  • 5-Year: 0.68
  • 10-Year: 0.78
  • All Time: 0.58

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.95 to 2.94, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Bill Bernstein Coward's Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

Bill Bernstein Coward's Portfolio provided a 2.53% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio2.53%2.77%2.92%2.50%1.86%1.27%1.47%2.22%2.23%1.65%1.65%1.61%
EEM
iShares MSCI Emerging Markets ETF
1.72%2.22%2.43%2.63%2.50%1.99%1.45%2.76%2.24%1.89%1.89%2.49%
IJR
iShares Core S&P Small-Cap ETF
1.14%1.44%2.05%1.31%1.41%1.53%1.11%1.44%1.58%1.20%1.22%1.48%
IJS
iShares S&P SmallCap 600 Value ETF
1.28%1.62%1.78%1.42%1.46%1.52%1.00%1.66%1.75%1.41%1.22%1.59%
SHY
iShares 1-3 Year Treasury Bond ETF
3.68%3.81%3.92%2.99%1.30%0.26%0.94%2.12%1.72%0.98%0.71%0.54%
VGK
Vanguard FTSE Europe ETF
2.78%2.86%3.61%3.15%3.25%3.05%2.11%3.27%3.95%2.70%3.52%3.25%
VNQ
Vanguard Real Estate ETF
3.69%3.92%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%
VPL
Vanguard FTSE Pacific ETF
2.72%4.01%3.15%3.12%2.75%3.19%1.81%2.84%3.06%2.57%2.65%2.43%
VTV
Vanguard Value ETF
1.86%2.05%2.31%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%
VV
Vanguard Large-Cap ETF
0.97%1.08%1.24%1.41%1.66%1.19%1.46%1.81%2.09%1.75%1.98%1.96%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Bill Bernstein Coward's Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Bill Bernstein Coward's Portfolio was 37.25%, occurring on Mar 9, 2009. Recovery took 450 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-37.25%Mar 2009
1y 5mo1y 9mo
3y 2moOct 2007 - Dec 2010
COVID crash2020
-21.52%Mar 2020
2mo 2d5mo 13d
7mo 15dJan 2020 - Sep 2020
Bear market2022
-16.64%Sep 2022
10mo 25d1y 4mo
2y 3moNov 2021 - Feb 2024
2011 correction2011
-14.01%Oct 2011
5mo 4d4mo 17d
9mo 21dMay 2011 - Feb 2012
Rate-hike selloffLate 2018
-11.06%Dec 2018
3mo 26d3mo 12d
7mo 8dAug 2018 - Apr 2019

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

AI Analysis


Thesis

The portfolio is a broad equity sleeve wrapped in a very large short-duration bond anchor, which is a clean bet on keeping market risk mostly in one bucket and income risk in another.

The numbers

  • The diversification ratio is 1.16–1.21, placing the portfolio around the 31st–42nd percentile on the platform; that is modest diversification, not a great deal of it.
  • Effective asset count is 4.65 of 9, so the nine holdings behave more like about five independent bets.
  • Mean pairwise correlation is 0.54, with several near-duplicates: IJR and IJS at 0.98, and VV and VTV at 0.90.

What works

  • SHY is genuinely different from the rest; its -0.19 to -0.11 correlations with equities give the portfolio a real ballast sleeve.
  • The non-U.S. equities cluster, EEM/VPL/VGK, is at least a distinct regional block rather than a cosmetic label.
  • There are good arguments for this: the portfolio does separate duration risk from equity risk, which is a real structural distinction.

What does not

  • Most of the equity sleeve is one factor in different clothing: large-cap growth, large-cap value, small-cap value, and small-cap blend all live in the same U.S. cluster.
  • IJR, IJS, VTV, and VV all have position-to-portfolio correlations above 0.92, so each one is mostly amplifying the same equity engine.
  • The portfolio’s diversification is dragged down by similarity inside the equity book more than by lack of names.

Stress Scenario

  • If U.S. equities, especially small caps and value, move together on a rates-or-liquidity shock, the equity cluster can behave like one position while SHY sits apart and only partly offsets the move.
  • If non-U.S. equities reprice on the same macro factor as U.S. equities, the regional sleeves stop looking regional and start looking cyclical.

Worth knowing

  • Portfolios with this correlation profile often look more diversified in label space than in return space.
  • The structure is cleaner as a core-plus-defensive allocation than as a many-sleeved diversification machine.
AI-generated analysis. Not investment advice. Verify key facts independently.
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Diversification Metrics


Number of Effective Assets

The portfolio contains 9 assets, with an effective number of assets of 4.65, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.


Diversification Ratio
1Y
3Y
5Y
10Y
All Time
Diversification Ratio

1.21

1.21

1.19

1.17

1.16

The portfolio has a diversification ratio of 1.16, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

Bill Bernstein Coward's Portfolio correlation to the S&P 500 Index

Bill Bernstein Coward's Portfolio has a 0.86 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.86

Correlation (3Y)
Calculated over the trailing 3-year period

0.86

Correlation (5Y)
Calculated over the trailing 5-year period

0.90

Correlation (10Y)
Calculated over the trailing 10-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Mar 11, 2005

0.94


Benchmark Correlations

Correlation vs. S&P 500 Index. VV has the highest benchmark correlation at 0.99, while SHY has the lowest at -0.18.

SHY
-0.18
VNQ
0.66
EEM
0.75
VPL
0.76
VGK
0.79
IJS
0.81
IJR
0.84
VTV
0.91
VV
0.99

Portfolio Correlations

Correlation vs. Bill Bernstein Coward's Portfolio. VV has the highest portfolio correlation at 0.94, while SHY has the lowest at -0.11.

SHY
-0.11
VNQ
0.74
EEM
0.81
VPL
0.82
VGK
0.84
IJS
0.92
IJR
0.93
VTV
0.93
VV
0.94

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

The correlation results are calculated based on daily price changes starting from Mar 11, 2005
Diversification Analysis

Find what Bill Bernstein Coward's Portfolio is missing

See which holdings overlap, where Bill Bernstein Coward's Portfolio is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification