Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| William Bernstein`s `Coward`s` Lazy Portfolio ETF Version Strategic Asset Allocation – Optimal Moderate | NA | 20.38% | 2.79% | 6.17% | 5.41% | 6.38% | 5.48% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| William Bernstein`s `Coward`s` Lazy Portfolio ETF Version Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 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 (%) | -0.97 | 20.38 | 2.79 | 6.17 | 5.41 | 6.38 | 5.48 | … | … | 0.03 | 7.56 | 11.28 | -10.70 | 9.22 | 10.78 | 16.52 | -6.40 | 11.37 | 8.72 | -1.51 | 4.32 | 9.88 | 11.27 | -3.03 | 14.52 | 23.38 | -24.09 | 5.24 | 12.43 | 3.96 | 7.44 | 17.55 | -12.44 | 9.46 |
| Sharpe Ratio | NA | 0.24 | -0.17 | 0.23 | 0.37 | NA | NA | … | … | -0.01 | 0.14 | 0.88 | -0.95 | 1.12 | 0.54 | 2.43 | -0.90 | 2.54 | 0.96 | -0.17 | 0.66 | 1.24 | 1.42 | -0.21 | 1.16 | 1.14 | -0.93 | 0.20 | 1.29 | 0.28 | 0.96 | 1.69 | -0.91 | 1.34 |
| Standard Deviation(%) | NA | 7.10 | 9.63 | 12.01 | 10.04 | NA | NA | … | … | 5.01 | 7.18 | 8.02 | 12.75 | 8.19 | 19.39 | 6.23 | 8.53 | 4.23 | 8.87 | 8.96 | 6.54 | 7.95 | 7.89 | 14.86 | 12.44 | 20.46 | 26.87 | 11.50 | 7.10 | 6.28 | 6.75 | 9.99 | 14.96 | 5.34 |
| Draw Down(%) | NA | 3.77 | 17.52 | 21.65 | 21.65 | NA | NA | … | … | 0.38 | 3.77 | 7.18 | 17.71 | 3.33 | 21.65 | 3.62 | 12.14 | 1.54 | 6.26 | 9.15 | 4.98 | 7.09 | 6.89 | 13.72 | 9.05 | 19.26 | 35.62 | 6.81 | 5.38 | 4.31 | 5.27 | 8.08 | 20.62 | 2.44 |
| Yield(%) | NA | 3.50 | 2.65 | 2.65 | 2.44 | NA | NA | … | … | NA | 1.10 | 2.94 | 2.07 | 2.37 | 2.15 | 2.94 | 1.83 | 0.87 | 3.53 | 2.40 | 2.69 | 2.01 | 2.67 | 2.29 | 3.06 | 2.68 | 1.94 | 2.75 | 2.95 | 1.24 | 0.91 | 0.76 | 0.79 | 2.23 |
Data as of 10/31/2024, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| William Bernstein`s `Coward`s` Lazy Portfolio ETF Version Strategic Asset Allocation – Optimal Moder |
-9.02%
Feb 2006 – Feb 2009 |
-3.38%
Feb 2004 – Feb 2009 |
3.53%
Dec 2001 – Dec 2011 |
3.54%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| William Bernstein`s `Coward`s` Lazy Portfolio ETF Version Strategic Asset Allocation – Optimal Moder |
19.31%
Feb 2009 – Feb 2012 |
14.33%
Feb 2009 – Feb 2014 |
9.22%
Feb 2009 – Feb 2019 |
8.07%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart