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Bill Bernstein No Brainer Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BND 25%VEA 25%VB 25%VOO 25%BondBondEquityEquity
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market
25%
VB
Vanguard Small-Cap ETF
Small Cap Growth Equities
25%
VEA
Vanguard FTSE Developed Markets ETF
Foreign Large Cap Equities
25%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities
25%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Bill Bernstein No Brainer 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 Quarterly


0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
10.13%
15.83%
Bill Bernstein No Brainer Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO

Returns By Period

As of Oct 30, 2024, the Bill Bernstein No Brainer Portfolio returned 11.58% Year-To-Date and 7.70% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
22.29%1.65%15.83%39.98%13.99%11.23%
Bill Bernstein No Brainer Portfolio11.58%-1.07%10.12%28.13%8.59%7.70%
VEA
Vanguard FTSE Developed Markets ETF
7.77%-4.28%5.91%24.08%6.73%5.55%
VB
Vanguard Small-Cap ETF
13.13%0.80%12.55%37.41%10.51%9.26%
BND
Vanguard Total Bond Market ETF
2.14%-2.57%5.38%10.54%-0.26%1.47%
VOO
Vanguard S&P 500 ETF
23.64%1.79%16.67%42.02%15.81%13.26%

Monthly Returns

The table below presents the monthly returns of Bill Bernstein No Brainer Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.58%3.08%3.07%-4.08%3.83%0.34%3.40%1.67%1.62%11.58%
20237.20%-2.74%1.30%0.90%-1.60%4.87%2.82%-2.50%-4.16%-3.23%7.91%5.99%16.94%
2022-4.76%-1.49%0.75%-6.93%0.68%-7.07%6.85%-3.83%-8.23%5.72%6.55%-3.68%-15.77%
2021-0.15%2.48%1.99%3.29%1.11%0.92%0.66%1.51%-3.06%3.81%-2.37%2.97%13.70%
2020-0.77%-5.60%-12.33%9.27%4.75%2.16%3.65%3.84%-2.13%-1.12%10.57%4.39%15.45%
20197.06%2.66%0.84%2.61%-4.29%5.22%0.19%-1.20%1.45%1.84%2.29%2.18%22.45%
20182.94%-3.49%-0.29%0.29%1.69%-0.04%1.91%1.67%-0.19%-6.60%1.29%-5.79%-6.92%
20171.79%1.97%0.75%1.23%1.11%0.86%1.63%0.06%2.12%1.41%1.73%0.99%16.80%
2016-4.18%-0.39%5.71%1.21%0.83%0.16%3.37%0.23%0.54%-2.30%2.02%1.72%8.91%
2015-0.47%4.00%-0.18%0.61%0.67%-1.71%1.06%-4.87%-2.48%5.25%0.28%-2.08%-0.33%
2014-2.31%3.97%0.04%0.16%1.60%2.03%-2.26%2.59%-2.85%1.82%1.17%-0.65%5.16%
20133.69%0.50%2.45%2.16%0.22%-1.74%4.41%-2.21%4.60%2.93%1.53%1.63%21.82%

Expense Ratio

Bill Bernstein No Brainer Portfolio 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 VEA: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for VB: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
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%
Expense ratio chart for VOO: 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 Bill Bernstein No Brainer Portfolio is 41, 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 Bill Bernstein No Brainer Portfolio is 4141
Combined Rank
The Sharpe Ratio Rank of Bill Bernstein No Brainer Portfolio is 4040Sharpe Ratio Rank
The Sortino Ratio Rank of Bill Bernstein No Brainer Portfolio is 4848Sortino Ratio Rank
The Omega Ratio Rank of Bill Bernstein No Brainer Portfolio is 4343Omega Ratio Rank
The Calmar Ratio Rank of Bill Bernstein No Brainer Portfolio is 2424Calmar Ratio Rank
The Martin Ratio Rank of Bill Bernstein No Brainer Portfolio is 5151Martin 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.


Bill Bernstein No Brainer Portfolio
Sharpe ratio
The chart of Sharpe ratio for Bill Bernstein No Brainer Portfolio, currently valued at 2.80, compared to the broader market0.002.004.006.002.80
Sortino ratio
The chart of Sortino ratio for Bill Bernstein No Brainer Portfolio, currently valued at 4.00, compared to the broader market-2.000.002.004.006.004.00
Omega ratio
The chart of Omega ratio for Bill Bernstein No Brainer Portfolio, currently valued at 1.52, compared to the broader market0.801.001.201.401.601.802.001.52
Calmar ratio
The chart of Calmar ratio for Bill Bernstein No Brainer Portfolio, currently valued at 1.87, compared to the broader market0.005.0010.001.87
Martin ratio
The chart of Martin ratio for Bill Bernstein No Brainer Portfolio, currently valued at 18.45, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.45
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market0.002.004.006.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market-2.000.002.004.006.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market0.801.001.201.401.601.802.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.005.0010.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.22

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VEA
Vanguard FTSE Developed Markets ETF
1.972.761.351.6612.04
VB
Vanguard Small-Cap ETF
2.213.051.381.6112.44
BND
Vanguard Total Bond Market ETF
1.752.601.310.596.74
VOO
Vanguard S&P 500 ETF
3.624.771.684.1423.93

Sharpe Ratio

The current Bill Bernstein No Brainer Portfolio Sharpe ratio is 2.80. 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 2.49 to 3.44, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of Bill Bernstein No Brainer Portfolio 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 Ratio1.001.502.002.503.003.50MayJuneJulyAugustSeptemberOctober
2.80
3.43
Bill Bernstein No Brainer Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Bill Bernstein No Brainer Portfolio provided a 2.28% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Bill Bernstein No Brainer Portfolio2.28%2.31%2.20%1.90%1.74%2.26%2.47%2.11%2.27%2.27%2.44%2.13%
VEA
Vanguard FTSE Developed Markets ETF
2.96%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%2.60%
VB
Vanguard Small-Cap ETF
1.38%1.55%1.59%1.24%1.14%1.39%1.67%1.35%1.50%1.48%1.43%1.31%
BND
Vanguard Total Bond Market ETF
3.51%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%
VOO
Vanguard S&P 500 ETF
1.27%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

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.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-1.25%
-0.54%
Bill Bernstein No Brainer Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Bill Bernstein No Brainer 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 No Brainer Portfolio was 27.91%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.

The current Bill Bernstein No Brainer Portfolio drawdown is 1.25%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.91%Feb 13, 202027Mar 23, 202099Aug 12, 2020126
-23.68%Nov 9, 2021235Oct 14, 2022345Mar 1, 2024580
-17.46%May 2, 2011108Oct 3, 2011114Mar 16, 2012222
-14.96%Aug 30, 201880Dec 24, 201875Apr 12, 2019155
-13.97%May 22, 2015183Feb 11, 2016117Jul 29, 2016300

Volatility

Volatility Chart

The current Bill Bernstein No Brainer Portfolio volatility is 2.10%, 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%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
2.10%
2.71%
Bill Bernstein No Brainer Portfolio
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.

BNDVEAVBVOO
BND1.00-0.07-0.11-0.11
VEA-0.071.000.780.83
VB-0.110.781.000.88
VOO-0.110.830.881.00
The correlation results are calculated based on daily price changes starting from Sep 10, 2010