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 Strategic Asset Allocation – Optimal Moderate | NA | 23.53% | 1.69% | 6.54% | 6.10% | 7.49% | 6.73% | … | … |
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 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 (%) | -0.83 | 23.53 | 1.69 | 6.54 | 6.10 | 7.49 | 6.73 | … | … | 0.17 | 8.84 | 14.39 | -15.53 | 10.02 | 14.20 | 19.15 | -5.76 | 12.17 | 8.69 | -0.95 | 5.93 | 15.58 | 12.08 | 0.59 | 13.98 | 23.33 | -22.96 | 7.20 | 13.09 | 6.60 | 11.91 | 23.97 | -8.22 | -0.89 |
| Sharpe Ratio | NA | 0.43 | -0.16 | 0.25 | 0.42 | NA | NA | … | … | 0.02 | 0.27 | 1.12 | -1.13 | 1.23 | 0.73 | 2.61 | -0.81 | 2.67 | 0.99 | -0.12 | 0.91 | 2.13 | 1.50 | 0.04 | 1.20 | 1.32 | -1.05 | 0.42 | 1.31 | 0.68 | 1.49 | 2.74 | -0.77 | -0.29 |
| Standard Deviation(%) | NA | 8.34 | 11.21 | 12.75 | 10.46 | NA | NA | … | … | 6.58 | 8.44 | 9.06 | 14.95 | 8.16 | 19.18 | 6.79 | 8.77 | 4.32 | 8.53 | 8.30 | 6.53 | 7.29 | 8.03 | 14.47 | 11.60 | 17.67 | 22.79 | 9.93 | 7.50 | 6.50 | 7.36 | 8.51 | 12.17 | 11.12 |
| Draw Down(%) | NA | 4.44 | 20.50 | 23.20 | 23.20 | NA | NA | … | … | 0.57 | 4.44 | 9.37 | 21.24 | 4.04 | 23.20 | 3.43 | 11.98 | 1.54 | 6.44 | 8.50 | 5.23 | 5.85 | 6.58 | 13.22 | 8.80 | 18.47 | 33.91 | 6.34 | 7.09 | 4.40 | 6.55 | 7.40 | 17.76 | 15.91 |
| Yield(%) | NA | 3.00 | 2.34 | 2.26 | 2.08 | NA | NA | … | … | NA | 0.88 | 2.62 | 1.81 | 1.91 | 1.90 | 2.52 | 1.82 | 0.45 | 2.72 | 2.25 | 2.50 | 2.36 | 2.82 | 2.64 | 2.50 | 3.05 | 2.94 | 3.24 | 3.16 | 2.84 | 2.92 | 3.17 | 3.19 | 3.29 |
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 Strategic Asset Allocation – Optimal Moderate |
-7.56%
Feb 2006 – Feb 2009 |
-1.15%
Feb 2004 – Feb 2009 |
4.63%
Oct 2013 – Oct 2023 |
4.75%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| William Bernstein No Brainer Strategic Asset Allocation – Optimal Moderate |
19.92%
Feb 2009 – Feb 2012 |
16.29%
Feb 2009 – Feb 2014 |
10.53%
Feb 2009 – Feb 2019 |
9.13%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart