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 Tactical Asset Allocation Moderate | NA | 13.18% | -0.41% | 4.72% | 4.36% | 5.73% | 6.08% | … | … |
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 Tactical Asset Allocation 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 (%) | -1.32 | 13.18 | -0.41 | 4.72 | 4.36 | 5.73 | 6.08 | … | … | 0.22 | 2.69 | 2.94 | -10.52 | 15.15 | 12.78 | 10.30 | -2.26 | 11.15 | 6.68 | -4.55 | 2.69 | 14.44 | 4.68 | 4.46 | 12.27 | 11.65 | 0.09 | 3.37 | 15.91 | 4.99 | 11.20 | 14.99 | 3.74 | 8.21 |
| Sharpe Ratio | NA | -0.35 | -0.67 | 0.22 | 0.35 | NA | NA | … | … | 0.02 | -0.50 | -0.19 | -1.30 | 1.66 | 1.65 | 2.12 | -0.48 | 2.51 | 1.35 | -0.72 | 0.47 | 1.88 | 0.82 | 0.51 | 0.88 | 1.42 | -0.18 | 0.04 | 1.52 | 0.41 | 1.17 | 2.60 | 0.51 | 1.73 |
| Standard Deviation(%) | NA | 7.77 | 8.01 | 8.20 | 7.00 | NA | NA | … | … | 7.49 | 7.85 | 6.97 | 9.14 | 9.12 | 7.61 | 4.19 | 7.51 | 4.19 | 4.81 | 6.34 | 5.68 | 7.67 | 5.66 | 8.66 | 13.77 | 8.14 | 4.56 | 9.67 | 8.30 | 6.83 | 8.74 | 5.50 | 5.11 | 3.42 |
| Draw Down(%) | NA | 5.42 | 14.85 | 15.87 | 15.87 | NA | NA | … | … | 0.47 | 5.42 | 7.19 | 13.46 | 3.97 | 6.62 | 2.58 | 8.23 | 1.64 | 2.87 | 9.64 | 4.42 | 7.01 | 5.10 | 6.89 | 11.03 | 4.48 | 6.25 | 5.75 | 7.04 | 5.06 | 11.75 | 2.51 | 7.45 | 2.30 |
| Yield(%) | NA | 4.79 | 3.55 | 2.96 | 2.40 | NA | NA | … | … | NA | 1.03 | 4.62 | 2.63 | 2.35 | 1.86 | 2.83 | 2.46 | 0.35 | 2.22 | 1.85 | 1.94 | 1.73 | 2.54 | 2.12 | 3.28 | 3.43 | 3.26 | 3.19 | 3.66 | 3.37 | 3.13 | 3.90 | 3.97 | 6.96 |
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 Tactical Asset Allocation Moderate |
-1.84%
Dec 2021 – Dec 2024 |
2.58%
Dec 2013 – Dec 2018 |
3.45%
Oct 2013 – Oct 2023 |
5.27%
May 2008 – May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| William Bernstein`s `Coward`s` Lazy Portfolio Tactical Asset Allocation Moderate |
12.73%
Dec 2018 – Dec 2021 |
11.02%
Oct 2002 – Oct 2007 |
9.05%
Apr 2001 – Apr 2011 |
7.69%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart