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Bill Bernstein No Brainer

Last updated Feb 24, 2024

Asset Allocation


VBTLX 25%VEUSX 25%VSMAX 25%VFIAX 25%BondBondEquityEquity
PositionCategory/SectorWeight
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
Total Bond Market

25%

VEUSX
Vanguard European Stock Index Fund Admiral Shares
Europe Equities

25%

VSMAX
Vanguard Small-Cap Index Fund Admiral Shares
Small Cap Blend Equities

25%

VFIAX
Vanguard 500 Index Fund Admiral Shares
Large Cap Blend Equities

25%

S&P 500

Performance

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


260.00%280.00%300.00%320.00%340.00%360.00%380.00%400.00%SeptemberOctoberNovemberDecember2024February
392.29%
355.04%
Bill Bernstein No Brainer
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 12, 2001, corresponding to the inception date of VBTLX

Returns

As of Feb 24, 2024, the Bill Bernstein No Brainer returned 1.71% Year-To-Date and 7.02% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.69%4.52%15.50%26.83%12.76%10.70%
Bill Bernstein No Brainer1.71%2.29%10.50%14.70%8.22%6.99%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
-1.88%-0.44%3.35%3.59%0.52%1.36%
VEUSX
Vanguard European Stock Index Fund Admiral Shares
1.47%2.41%10.59%14.26%7.38%4.25%
VSMAX
Vanguard Small-Cap Index Fund Admiral Shares
0.44%3.02%11.79%11.71%8.54%8.29%
VFIAX
Vanguard 500 Index Fund Admiral Shares
6.91%4.18%16.38%30.20%14.64%12.69%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.89%
20232.74%-2.51%-4.30%-3.13%8.10%6.28%

Sharpe Ratio

The current Bill Bernstein No Brainer Sharpe ratio is 1.31. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.31

The Sharpe ratio of Bill Bernstein No Brainer is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2024February
1.31
2.23
Bill Bernstein No Brainer
Benchmark (^GSPC)
Portfolio components

Dividend yield

Bill Bernstein No Brainer granted a 2.29% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Bill Bernstein No Brainer2.29%2.30%2.26%1.90%1.79%2.31%2.61%2.10%2.39%2.30%2.62%2.13%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
3.20%3.08%2.59%2.11%2.39%2.73%2.80%2.56%2.54%2.37%2.59%2.59%
VEUSX
Vanguard European Stock Index Fund Admiral Shares
3.08%3.13%3.22%3.02%2.08%3.26%3.92%2.70%3.52%3.24%4.62%2.78%
VSMAX
Vanguard Small-Cap Index Fund Admiral Shares
1.53%1.54%1.54%1.24%1.14%1.39%1.67%1.35%1.49%1.48%1.43%1.31%
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.35%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%1.85%1.84%

Expense Ratio

The Bill Bernstein No Brainer has an expense ratio of 0.06% 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.


0.10%
0.00%2.15%
0.05%
0.00%2.15%
0.04%
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
^GSPC
S&P 500
2.23
Bill Bernstein No Brainer
1.31
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
0.47
VEUSX
Vanguard European Stock Index Fund Admiral Shares
0.89
VSMAX
Vanguard Small-Cap Index Fund Admiral Shares
0.61
VFIAX
Vanguard 500 Index Fund Admiral Shares
2.38

Asset Correlations Table

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

VBTLXVEUSXVSMAXVFIAX
VBTLX1.00-0.16-0.23-0.23
VEUSX-0.161.000.690.73
VSMAX-0.230.691.000.89
VFIAX-0.230.730.891.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-0.46%
0
Bill Bernstein No Brainer
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Bill Bernstein No Brainer. 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 was 46.73%, occurring on Mar 9, 2009. Recovery took 477 trading sessions.

The current Bill Bernstein No Brainer drawdown is 0.46%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.73%Nov 1, 2007339Mar 9, 2009477Jan 27, 2011816
-28.22%Feb 20, 202023Mar 23, 2020107Aug 24, 2020130
-24.31%Nov 9, 2021222Sep 27, 2022
-24.12%Apr 17, 2002123Oct 9, 2002249Oct 6, 2003372
-18.42%May 2, 2011108Oct 3, 2011120Mar 26, 2012228

Volatility Chart

The current Bill Bernstein No Brainer volatility is 3.21%, 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%4.50%5.00%SeptemberOctoberNovemberDecember2024February
3.21%
3.90%
Bill Bernstein No Brainer
Benchmark (^GSPC)
Portfolio components
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