PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Bernstein If You Can
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BND 33.33%VTI 33.33%VXUS 33.33%BondBondEquityEquity
PositionCategory/SectorWeight
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%

S&P 500

Performance

Performance Chart

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


150.00%200.00%250.00%300.00%350.00%FebruaryMarchAprilMayJuneJuly
142.75%
325.21%
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 By Period

As of Jul 25, 2024, the Bernstein If You Can returned 6.55% Year-To-Date and 6.11% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
13.78%-0.38%11.47%18.82%12.44%10.64%
Bernstein If You Can6.55%0.24%7.20%10.50%6.78%6.11%
VTI
Vanguard Total Stock Market ETF
13.57%0.23%11.80%19.69%13.46%12.08%
VXUS
Vanguard Total International Stock ETF
5.87%0.25%7.94%8.47%5.99%4.07%
BND
Vanguard Total Bond Market ETF
0.34%0.21%1.83%3.63%-0.09%1.38%

Monthly Returns

The table below presents the monthly returns of Bernstein If You Can, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.25%2.29%2.47%-3.02%3.48%1.05%6.55%
20236.30%-3.12%2.74%1.18%-1.41%3.68%2.48%-2.35%-3.57%-2.51%7.38%4.66%15.69%
2022-3.65%-2.15%0.02%-6.52%0.71%-5.89%5.11%-3.67%-7.78%3.44%7.32%-2.97%-15.97%
2021-0.32%1.31%1.45%2.90%1.23%1.02%0.60%1.38%-2.99%3.20%-1.85%2.32%10.53%
2020-0.50%-4.25%-10.13%7.82%3.76%2.44%3.79%3.60%-1.91%-1.60%8.52%3.62%14.52%
20195.78%1.75%1.35%2.23%-3.42%4.65%-0.14%-0.49%1.28%1.95%1.59%2.40%20.29%
20183.23%-3.40%-0.56%0.02%0.59%-0.46%1.95%0.57%-0.04%-5.60%1.42%-3.95%-6.41%
20172.04%1.88%1.03%1.30%1.56%0.54%1.89%0.51%1.29%1.39%1.19%1.27%17.10%
2016-3.31%-0.50%5.27%1.07%0.25%0.47%3.04%0.12%0.67%-1.68%-0.03%1.45%6.76%
2015-0.01%3.34%-0.71%1.69%-0.05%-1.85%0.68%-4.58%-1.86%4.76%-0.37%-1.51%-0.81%
2014-2.35%3.58%0.28%0.71%1.70%1.54%-1.33%2.14%-2.54%1.13%0.95%-1.24%4.45%
20132.40%0.23%1.71%2.04%-0.94%-2.21%3.58%-1.96%4.22%2.92%0.86%1.23%14.75%

Expense Ratio

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


Expense ratio chart for VXUS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Bernstein If You Can is 25, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of Bernstein If You Can is 2525
Bernstein If You Can
The Sharpe Ratio Rank of Bernstein If You Can is 2828Sharpe Ratio Rank
The Sortino Ratio Rank of Bernstein If You Can is 2828Sortino Ratio Rank
The Omega Ratio Rank of Bernstein If You Can is 2828Omega Ratio Rank
The Calmar Ratio Rank of Bernstein If You Can is 2020Calmar Ratio Rank
The Martin Ratio Rank of Bernstein If You Can is 2424Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

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.


Bernstein If You Can
Sharpe ratio
The chart of Sharpe ratio for Bernstein If You Can, currently valued at 1.23, compared to the broader market-1.000.001.002.003.004.001.23
Sortino ratio
The chart of Sortino ratio for Bernstein If You Can, currently valued at 1.80, compared to the broader market-2.000.002.004.006.001.80
Omega ratio
The chart of Omega ratio for Bernstein If You Can, currently valued at 1.22, compared to the broader market0.801.001.201.401.601.22
Calmar ratio
The chart of Calmar ratio for Bernstein If You Can, currently valued at 0.70, compared to the broader market0.002.004.006.008.000.70
Martin ratio
The chart of Martin ratio for Bernstein If You Can, currently valued at 3.58, compared to the broader market0.0010.0020.0030.0040.003.58
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.33, compared to the broader market-2.000.002.004.006.002.33
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.002.004.006.008.001.35
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.32, compared to the broader market0.0010.0020.0030.0040.006.32

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VTI
Vanguard Total Stock Market ETF
1.692.371.301.426.24
VXUS
Vanguard Total International Stock ETF
0.741.121.130.492.12
BND
Vanguard Total Bond Market ETF
0.540.821.090.201.59

Sharpe Ratio

The current Bernstein If You Can Sharpe ratio is 1.23. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.23 to 1.94, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Bernstein If You Can with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.23
1.66
Bernstein If You Can
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Bernstein If You Can granted a 2.61% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Bernstein If You Can2.61%2.59%2.45%2.09%1.93%2.52%2.68%2.33%2.45%2.46%2.65%2.41%
VTI
Vanguard Total Stock Market ETF
1.37%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
VXUS
Vanguard Total International Stock ETF
3.05%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%2.70%
BND
Vanguard Total Bond Market ETF
3.42%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%

Drawdowns

Drawdowns Chart

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


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-2.75%
-4.24%
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. Recovery took 358 trading sessions.

The current Bernstein If You Can drawdown is 2.75%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-23.4%Nov 9, 2021235Oct 14, 2022358Mar 20, 2024593
-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

Volatility Chart

The current Bernstein If You Can volatility is 2.48%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
2.48%
3.80%
Bernstein If You Can
Benchmark (^GSPC)
Portfolio components

Diversification

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
BND1.00-0.08-0.11
VXUS-0.081.000.83
VTI-0.110.831.00
The correlation results are calculated based on daily price changes starting from Jan 31, 2011