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Bernstein If You Can

Last updated Dec 2, 2023

VTI, VXUS, BND

Asset Allocation


BND 33.33%VTI 33.33%VXUS 33.33%BondBondEquityEquity
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market33.33%
VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities33.33%
VXUS
Vanguard Total International Stock ETF
Foreign Large Cap Equities33.33%

Performance

The chart shows the growth of an initial investment of $10,000 in Bernstein If You Can, 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 Quarterly


100.00%150.00%200.00%250.00%JulyAugustSeptemberOctoberNovemberDecember
119.54%
259.98%
Bernstein If You Can
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 28, 2011, corresponding to the inception date of VXUS

Returns

As of Dec 2, 2023, the Bernstein If You Can returned 11.48% Year-To-Date and 5.85% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Bernstein If You Can11.48%5.63%3.74%7.53%6.32%5.88%
VTI
Vanguard Total Stock Market ETF
20.72%9.25%8.07%13.58%11.92%11.34%
VXUS
Vanguard Total International Stock ETF
11.28%8.16%2.65%8.33%5.45%3.97%
BND
Vanguard Total Bond Market ETF
2.86%4.38%0.50%1.19%0.87%1.43%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-1.41%3.68%2.48%-2.35%-3.57%-2.51%7.38%

Sharpe Ratio

The current Bernstein If You Can Sharpe ratio is 0.85. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.000.85

The Sharpe ratio of Bernstein If You Can lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.000.200.400.600.801.001.201.40JulyAugustSeptemberOctoberNovemberDecember
0.85
0.91
Bernstein If You Can
Benchmark (^GSPC)
Portfolio components

Dividend yield

Bernstein If You Can granted a 2.50% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Bernstein If You Can2.50%2.45%2.09%1.93%2.52%2.68%2.33%2.45%2.46%2.65%2.41%2.78%
VTI
Vanguard Total Stock Market ETF
1.46%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%2.13%
VXUS
Vanguard Total International Stock ETF
2.94%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%2.70%2.96%
BND
Vanguard Total Bond Market ETF
3.11%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%3.24%

Expense Ratio

The Bernstein If You Can has an expense ratio of 0.04% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.07%
0.00%2.15%
0.03%
0.00%2.15%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VTI
Vanguard Total Stock Market ETF
0.96
VXUS
Vanguard Total International Stock ETF
0.66
BND
Vanguard Total Bond Market ETF
0.27

Asset Correlations Table

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

BNDVXUSVTI
BND1.00-0.10-0.14
VXUS-0.101.000.83
VTI-0.140.831.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%JulyAugustSeptemberOctoberNovemberDecember
-7.34%
-4.21%
Bernstein If You Can
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Bernstein If You Can. 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 Bernstein If You Can was 23.40%, occurring on Oct 14, 2022. The portfolio has not yet recovered.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-23.4%Nov 9, 2021235Oct 14, 2022
-23.38%Feb 13, 202027Mar 23, 202084Jul 22, 2020111
-14.59%May 2, 2011108Oct 3, 2011111Mar 13, 2012219
-13.32%Jan 29, 2018229Dec 24, 2018121Jun 19, 2019350
-12.64%May 22, 2015183Feb 11, 2016124Aug 9, 2016307

Volatility Chart

The current Bernstein If You Can volatility is 2.52%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.52%
2.79%
Bernstein If You Can
Benchmark (^GSPC)
Portfolio components
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