No Brainer Portfolio by Bill Bernstein

Details

The No Brainer Portfolio is another one from Bill Bernstein and profiled in his excellent book: The Intelligent Asset Allocator.

The portfolio holds 75% in equities and 25% in bonds.

Asset Allocation & Recommended ETFs

Weight	Ticker	ETF Name	Sector
25%	IWM	iShares Russell 2000 ETF	Equity, U.S., Small Cap
25%	EFA	iShares MSCI EAFE ETF	Equity, Inter. Developed, Large Cap
25%	SPY	SPDR S&P 500 ETF	Equity, U.S., Large Cap
25%	SHY	iShares 1-3 Year Treasury Bond ETF	Bond, U.S., Short-Term

Performance Metrics

All Data

10 Years

Annual Return

7.4%

Sharpe Ratio

0.48

10 Year Annual Return

6.7%

Volatility (annualized)

11.6%

Max Drawdown

-40.4%

Positive Periods

64.2%

Dot Com Annual Return

-5.7%

Great Financial Crisis Return

-2.3%

Trade Frequency

Static

Ulcer Performance Index

0.6

Annual Return

6.7%

Sharpe Ratio

0.55

Trade Frequency

Static

Volatility (annualized)

11.4%

Max Drawdown

-20.2%

Positive Periods

64.5%

Dot Com Annual Return

-5.7%

Great Financial Crisis Return

-2.3%

Ulcer Performance Index

1.1

How to Invest in the No Brainer Portfolio

M1 Finance is the recommended platform to invest in this portfolio. Find out why.

No Brainer Portfolio Rolling Returns

	Low	Average	High
1-Year	-33.8%	8.3%	44.1%
3-Year	-10.0%	7.7%	21.5%
5-Year	-2.6%	7.2%	17.8%
10-Year	1.7%	6.9%	11.0%

Charts

Portfolio vs. 60/40 vs. S&P 500

All Data

10 Years

	Portfolio	60/40	S&P 500
Annual Return	7.4%	9.3%	10.3%
10Y Annual Return	6.7%	7.9%	12.2%
Sharpe Ratio	0.48	0.51	0.43
Max Drawdown	-40.4%	-29.7%	-50.97%
Volatility (annualized)	11.6%	9.9%	15.4%
Dot Com Annual Return	-5.7%	-4.2%	-14.60%
Great Financial Crisis Annual Return	-2.3%	-0.3%	-5.66%
Positive Periods	64.2%	65.8%	63.3%

**S&P 500 backtest to 1972 and 60/40 backtest to 1970

	Portfolio	60/40	S&P 500
Annual Return	6.7%	7.9%	12.2%
Sharpe Ratio	0.55	0.77	0.79
Max Drawdown	-20.2%	-20.5%	-24.0%
Volatility (annualized)	11.4%	9.3%	14.8%
Dot Com Annual Return	-5.7%	-4.2%	-14.60%
Great Financial Crisis Annual Return	-2.3%	-0.3%	-5.66%
Positive Periods	64.5%	68.6%	69.4%