Bernstein If You Can
VTI, VXUS, BND
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 33.33% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 33.33% |
VXUS Vanguard Total International Stock ETF | Foreign Large Cap Equities | 33.33% |
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
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-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| Bernstein If You Can | 11.48% | 5.63% | 3.74% | 7.53% | 6.32% | 5.88% |
| Portfolio components: | ||||||
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
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -1.41% | 3.68% | 2.48% | -2.35% | -3.57% | -2.51% | 7.38% |
Dividend yield
Bernstein If You Can granted a 2.50% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bernstein If You Can | 2.50% | 2.45% | 2.09% | 1.93% | 2.52% | 2.68% | 2.33% | 2.45% | 2.46% | 2.65% | 2.41% | 2.78% |
| Portfolio components: | ||||||||||||
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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
| BND | VXUS | VTI | |
|---|---|---|---|
| BND | 1.00 | -0.10 | -0.14 |
| VXUS | -0.10 | 1.00 | 0.83 |
| VTI | -0.14 | 0.83 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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, 2021 | 235 | Oct 14, 2022 | — | — | — |
| -23.38% | Feb 13, 2020 | 27 | Mar 23, 2020 | 84 | Jul 22, 2020 | 111 |
| -14.59% | May 2, 2011 | 108 | Oct 3, 2011 | 111 | Mar 13, 2012 | 219 |
| -13.32% | Jan 29, 2018 | 229 | Dec 24, 2018 | 121 | Jun 19, 2019 | 350 |
| -12.64% | May 22, 2015 | 183 | Feb 11, 2016 | 124 | Aug 9, 2016 | 307 |
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.