Portfolio vs. 60/40 vs. S&P 500
All Data
10 Years
**S&P 500 backtest to 1972 and 60/40 backtest to 1970
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
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
How to Invest in the No Brainer Portfolio
M1 Finance is the recommended platform to invest in this portfolio. Find out why.
