Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| William Bernstein`s `Coward`s` Lazy Portfolio Strategic Asset Allocation - Optimal Moderate | NA | 21.33% | 3.50% | 6.67% | 5.60% | 6.71% | 5.86% | 6.14% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| William Bernstein`s `Coward`s` Lazy Portfolio 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 | 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 (%) | -0.98 | 21.33 | 3.50 | 6.67 | 5.60 | 6.71 | 5.86 | 6.14 | NA | 8.14 | 8.98 | -8.23 | 11.37 | 10.20 | 16.74 | -6.29 | 9.47 | 7.37 | -0.52 | 4.94 | 13.07 | 10.17 | -0.34 | 13.16 | 17.67 | -21.28 | 3.99 | 13.26 | 7.01 | 12.94 | 21.15 | -4.07 | 1.49 |
| Sharpe Ratio | NA | 0.40 | -0.13 | 0.29 | 0.40 | NA | NA | 0.42 | 0.03 | 0.22 | 0.62 | -0.81 | 1.40 | 0.53 | 2.64 | -0.93 | 2.22 | 0.91 | -0.06 | 0.82 | 1.87 | 1.44 | -0.03 | 1.12 | 0.90 | -0.95 | 0.11 | 1.37 | 0.71 | 1.47 | 2.45 | -0.48 | -0.08 |
| Standard Deviation(%) | NA | 6.96 | 9.13 | 11.62 | 9.62 | NA | NA | 10.91 | 5.12 | 7.08 | 7.65 | 11.92 | 8.10 | 18.93 | 5.80 | 8.19 | 3.98 | 7.87 | 8.54 | 6.04 | 6.99 | 7.04 | 13.91 | 11.69 | 19.50 | 23.49 | 9.36 | 7.27 | 6.79 | 8.19 | 8.34 | 10.77 | 9.76 |
| Draw Down(%) | NA | 3.62 | 15.48 | 21.62 | 21.62 | NA | NA | 39.09 | 0.31 | 3.62 | 6.99 | 15.94 | 3.64 | 21.62 | 3.05 | 11.82 | 1.64 | 5.57 | 8.58 | 4.41 | 5.87 | 5.78 | 12.01 | 9.22 | 20.16 | 32.93 | 5.46 | 7.59 | 3.82 | 8.72 | 6.73 | 16.70 | 12.01 |
| Yield(%) | NA | 3.20 | 3.05 | 2.79 | 2.42 | NA | NA | 2.88 | NA | 1.03 | 2.61 | 2.87 | 2.84 | 1.93 | 3.14 | 1.85 | 0.39 | 2.92 | 2.96 | 1.99 | 2.41 | 2.60 | 2.24 | 2.65 | 2.78 | 2.81 | 4.45 | 4.14 | 2.83 | 2.61 | 3.24 | 3.78 | 5.16 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| William Bernstein`s `Coward`s` Lazy Portfolio Strategic Asset Allocation - Optimal Moderate |
-8.60%
Feb 2006 - Feb 2009 |
-1.58%
Feb 2004 - Feb 2009 |
4.16%
May 2007 - May 2017 |
3.89%
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 Strategic Asset Allocation - Optimal Moderate |
17.91%
Feb 2009 - Feb 2012 |
14.43%
Feb 2009 - Feb 2014 |
9.04%
Feb 2009 - Feb 2019 |
8.17%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart