Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| William Bernstein No Brainer Tactical Asset Allocation Moderate | NA | 19.36% | 0.60% | 4.81% | 3.67% | 4.27% | 5.10% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| William Bernstein No Brainer 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 (%) | -0.86 | 19.36 | 0.60 | 4.81 | 3.67 | 4.27 | 5.10 | … | … | 0.48 | 10.12 | 7.97 | -13.68 | 8.32 | 12.64 | 5.89 | -3.74 | 12.14 | 6.08 | -5.39 | 1.37 | 14.27 | 3.43 | 4.25 | 1.12 | 8.88 | 2.51 | 8.61 | 13.57 | 2.61 | 11.09 | 17.08 | 4.99 | 6.12 |
| Sharpe Ratio | NA | 0.56 | -0.31 | 0.26 | 0.30 | NA | NA | … | … | 0.05 | 0.40 | 0.54 | -1.48 | 1.03 | 1.49 | 1.07 | -0.71 | 2.66 | 1.30 | -1.08 | 0.23 | 2.00 | 0.65 | 0.56 | 0.10 | 1.15 | 0.44 | 0.58 | 1.35 | 0.07 | 1.38 | 3.06 | 1.13 | 1.06 |
| Standard Deviation(%) | NA | 8.83 | 8.78 | 8.56 | 7.07 | NA | NA | … | … | 8.64 | 8.86 | 6.94 | 10.18 | 8.03 | 8.35 | 4.19 | 7.15 | 4.33 | 4.52 | 5.03 | 5.81 | 7.12 | 5.20 | 7.51 | 10.23 | 7.65 | 3.57 | 9.76 | 7.65 | 5.90 | 7.37 | 5.35 | 3.44 | 3.59 |
| Draw Down(%) | NA | 5.13 | 16.44 | 17.28 | 17.28 | NA | NA | … | … | 0.61 | 5.13 | 7.02 | 14.49 | 4.10 | 9.23 | 3.80 | 9.07 | 1.45 | 2.56 | 7.39 | 5.47 | 5.71 | 3.73 | 4.83 | 11.75 | 4.12 | 1.84 | 6.74 | 8.65 | 4.70 | 6.73 | 3.07 | 1.75 | 2.31 |
| Yield(%) | NA | 3.40 | 2.51 | 2.38 | 2.10 | NA | NA | … | … | NA | 0.96 | 3.26 | 1.88 | 1.50 | 2.14 | 2.87 | 1.57 | 0.26 | 2.69 | 1.68 | 2.77 | 1.90 | 2.67 | 1.77 | 2.43 | 3.45 | 2.99 | 3.01 | 2.93 | 2.78 | 2.58 | 3.65 | 4.14 | 5.20 |
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 No Brainer Tactical Asset Allocation Moderate |
-1.02%
Apr 2021 – Apr 2024 |
0.93%
Jan 2018 – Jan 2023 |
2.15%
Oct 2013 – Oct 2023 |
3.40%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| William Bernstein No Brainer Tactical Asset Allocation Moderate |
12.30%
Apr 2003 – Apr 2006 |
11.48%
Oct 2002 – Oct 2007 |
7.95%
Apr 2001 – Apr 2011 |
6.80%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart