The Coward’s Portfolio was developed by Bill Bernstein and profiled on Bill’s website Efficient Frontier.
The portfolio invests 55% in equities, 40% in bonds, and 5% in REITs.
Weight | Ticker | ETF Name | Sector | |
|---|---|---|---|---|
40% | BSV | Vanguard Short-Term Bond ETF | Bond, U.S., Short-Term | |
15% | SPY | SPDR S&P 500 ETF | Equity, U.S., Large Cap | |
10% | IWD | iShares Russell 1000 Value ETF | Equity, U.S., Large Cap, Value | |
10% | IWN | iShares Russell 2000 Value ETF | Equity, U.S., Small Cap, Value | |
5% | IWM | iShares Russell 2000 ETF | Equity, U.S., Small Cap | |
5% | VGK | Vanguard FTSE Europe ETF | Equity, Europe, Large Cap | |
5% | EWJ | iShares MSCI Japan ETF | Equity, Japan, Large Cap | |
5% | EEM | iShares MSCI Emerging Markets ETF | Equity, Emerging Markets, Large Cap | |
5% | VNQ | Vanguard Real Estate Index Fund ETF | Real Estate, U.S. |
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Low | Average | High | |
|---|---|---|---|
1-Year | -27.5% | 7.1% | 36.1% |
3-Year | -6.9% | 6.8% | 18.5% |
5-Year | -0.1% | 6.6% | 14.3% |
10-Year | 4.1% | 6.7% | 9.8% |
Portfolio | 60/40 | S&P 500 | |
|---|---|---|---|
Annual Return | 6.8% | 9.3% | 10.3% |
10Y Annual Return | 5.5% | 7.9% | 12.2% |
Sharpe Ratio | 0.53 | 0.51 | 0.43 |
Max Drawdown | -32.4% | -29.7% | -50.97% |
Volatility (annualized) | 9.6% | 9.9% | 15.4% |
Dot Com Annual Return | -1.0% | -4.2% | -14.60% |
Great Financial Crisis Annual Return | 0.0% | -0.3% | -5.66% |
Positive Periods | 65.5% | 65.8% | 63.3% |
**S&P 500 backtest to 1972 and 60/40 backtest to 1970
