William Bernstein Portfolio

Investment Summary
William Bernstein designed the William Bernstein Portfolio aiming at creating a simple balanced diversified portfolio where the investor never needs to rearrange the investment mix even if the outlook for the future changes.

The Portfolio consists of equal weight allocations to US Large Cap Stocks (25%), US Small Cap Stocks (25%), Foreign Developed Stocks (25%) and 10-year US Treasuries (25%)

William Bernstein Portfolio is a simple investment methodology and experiences heavy losses during market corrections and market crisis.

MacroVar offers 200+ Investment Strategies with higher returns, lower risk and losses than the 60/40 Portfolio portfolio.

Investment Performance
Investment Return (?):10.30%Volatility (?):11.90%Sharpe Ratio:0.45Maximum Drawdown:-39.50%
Investment’s Fundamental Concept:
The Portfolio consists of equal weight allocations to US Large Cap Stocks (25%), US Small Cap Stocks (25%), Foreign Developed Stocks (25%) and 10-year US Treasuries (25%)

William Bernstein Portfolio Performance for the period 1973-2013 is displayed below:

William Bernstein

William Bernstein Portfolio Allocation is analyzed below:

William Bernstein Portfolio

Other Investment Strategy Characteristics:
Investment Type:Buy & HoldInvestment Risk:2/5 HighBacktest Range:40-60 yearsRebalancing period:Monthly
Investment Strategy Markets:
  • US Stocks
  • US Bonds
  • Foreign Bonds
  • Domestic Bonds

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