Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Bernstein Cowards Lazy Portfolio | 0.12% | 8.18% | 1.86% | 4.70% | 4.50% | 5.40% | 5.31% | 5.47% |
Data as of 01/08/2025, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Bernstein Cowards Lazy Portfolio | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.30 | 8.18 | 1.86 | 4.70 | 4.50 | 5.40 | 5.31 | 5.47 | 0.12 | 7.37 | 10.70 | -11.96 | 12.51 | 6.72 | 15.68 | -5.76 | 9.73 | 6.44 | -2.76 | 4.57 | 13.42 | 9.01 | -0.86 | 12.41 | 20.39 | -20.40 | 5.11 | 14.39 | 6.71 | 11.97 | 23.21 | -6.78 | 1.14 |
| Sharpe Ratio | NA | 0.22 | -0.24 | 0.19 | 0.30 | NA | NA | 0.39 | 0.01 | 0.10 | 0.79 | -1.05 | 1.58 | 0.35 | 2.12 | -0.84 | 2.15 | 0.76 | -0.33 | 0.72 | 1.82 | 1.08 | -0.06 | 1.05 | 1.09 | -1.01 | 0.21 | 1.56 | 0.70 | 1.62 | 2.75 | -0.73 | -0.12 |
| Standard Deviation(%) | NA | 7.40 | 9.70 | 11.76 | 9.81 | NA | NA | 10.81 | 5.40 | 7.46 | 8.14 | 12.68 | 7.91 | 18.57 | 6.73 | 8.45 | 4.23 | 8.19 | 8.53 | 6.34 | 7.35 | 8.28 | 14.74 | 11.78 | 18.67 | 21.16 | 10.14 | 7.13 | 6.47 | 6.83 | 8.18 | 10.82 | 9.85 |
| Draw Down(%) | NA | 3.87 | 16.75 | 22.35 | 22.35 | NA | NA | 36.67 | 0.34 | 3.79 | 7.77 | 17.26 | 3.97 | 22.35 | 3.67 | 11.48 | 1.52 | 6.31 | 8.81 | 5.07 | 5.89 | 6.80 | 13.79 | 9.30 | 18.89 | 30.04 | 6.42 | 6.64 | 4.05 | 6.48 | 7.67 | 16.56 | 12.63 |
| Yield(%) | NA | 1.10 | 1.01 | 0.92 | 0.62 | NA | NA | 1.76 | NA | 0.31 | 1.01 | 0.55 | 1.39 | 0.79 | 0.98 | 1.27 | 0.00 | 0.00 | 0.00 | 0.36 | 0.00 | 0.40 | 2.22 | 2.45 | 2.91 | 2.93 | 3.31 | 3.20 | 2.84 | 2.68 | 2.81 | 3.31 | 4.65 |
Data as of 01/08/2025, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Bernstein Cowards Lazy Portfolio |
-7.06%
Feb 2006 - Feb 2009 |
-0.76%
Feb 2004 - Feb 2009 |
3.34%
Oct 2013 - Oct 2023 |
3.51%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Bernstein Cowards Lazy Portfolio |
17.89%
Feb 2009 - Feb 2012 |
14.07%
Feb 2009 - Feb 2014 |
8.66%
Feb 2009 - Feb 2019 |
7.44%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart