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.
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Investment Performance
Investment Return (?):
10.30%
Volatility (?):
11.90%
Sharpe Ratio:
0.45
Maximum 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 Portfolio Allocation is analyzed below:
Other Investment Strategy Characteristics:
Investment Type:
Buy & Hold
Investment Risk:
2/5 High
Backtest Range:
40-60 years
Rebalancing period:
Monthly
Investment Strategy Markets:
US Stocks
US Bonds
Foreign Bonds
Domestic Bonds
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