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 Tactical Asset Allocation Moderate | NA | 22.85% | 3.29% | 6.89% | 4.46% | 5.28% | 6.62% | … | … |
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 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 (%) | -1.07 | 22.85 | 3.29 | 6.89 | 4.46 | 5.28 | 6.62 | … | … | -0.25 | 10.12 | 11.14 | -12.35 | 14.64 | 11.30 | 4.42 | -4.53 | 13.09 | 5.23 | -5.93 | 1.26 | 12.14 | 6.02 | 0.23 | 11.09 | 18.37 | -1.55 | 11.12 | 17.05 | 10.35 | 10.08 | 15.20 | 1.11 | 2.31 |
| Sharpe Ratio | NA | 0.46 | -0.12 | 0.38 | 0.31 | NA | NA | … | … | -0.04 | 0.44 | 0.72 | -1.00 | 1.52 | 1.31 | 0.62 | -0.76 | 2.18 | 0.83 | -1.00 | 0.19 | 1.52 | 1.12 | 0.02 | 0.79 | 1.44 | -0.44 | 0.56 | 0.94 | 0.76 | 1.09 | 2.14 | 0.01 | 0.01 |
| Standard Deviation(%) | NA | 7.97 | 10.70 | 10.09 | 8.35 | NA | NA | … | … | 7.82 | 8.04 | 9.54 | 13.74 | 9.64 | 8.48 | 4.84 | 7.70 | 5.73 | 6.01 | 5.99 | 6.66 | 7.98 | 5.31 | 9.46 | 13.87 | 12.73 | 5.61 | 14.46 | 14.67 | 10.71 | 8.37 | 6.79 | 0.01 | 0.05 |
| Draw Down(%) | NA | 4.92 | 15.26 | 16.64 | 16.64 | NA | NA | … | … | 0.76 | 4.92 | 8.00 | 16.64 | 3.80 | 10.19 | 3.51 | 11.12 | 2.19 | 4.07 | 9.29 | 6.65 | 6.95 | 3.60 | 8.50 | 9.34 | 5.45 | 5.69 | 8.48 | 18.00 | 6.97 | 6.38 | 2.74 | 0.00 | 0.00 |
| Yield(%) | NA | 3.86 | 2.79 | 2.54 | 2.27 | NA | NA | … | … | NA | 1.28 | 3.65 | 1.91 | 1.79 | 1.84 | 2.73 | 2.09 | 0.88 | 2.90 | 1.48 | 2.31 | 1.31 | 2.08 | 1.28 | 2.82 | 3.11 | 1.94 | 3.10 | 3.19 | 2.81 | 2.07 | 0.81 | 1.11 | 2.31 |
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 Tactical Asset Allocation Moderate |
0.02%
Apr 2013 – Apr 2016 |
1.10%
Aug 2014 – Aug 2019 |
2.51%
Oct 2013 – Oct 2023 |
4.20%
Oct 2007 – Oct 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 Tactical Asset Allocation Moderate |
16.67%
Oct 2004 – Oct 2007 |
13.84%
Oct 2002 – Oct 2007 |
10.33%
Apr 2003 – Apr 2013 |
8.31%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart