William Bernstein's Coward's Portfolio
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YearS&P 500Large ValueSmall blendSmall valueREITEuropePacific
Emerging markets
ST corpPortfolioTBills
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Ticker:VFINXVIVAXNAESXVISVXslasxVEURXVPACXVEIEXVFSTX
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201721.07%12.57%16.10%11.67%4.83%26.82%28.39%31.15%2.03%11.76%0.79%
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201611.82%16.75%18.17%24.65%8.34%-0.80%5.19%11.50%2.72%9.12%0.25%
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20151.25%-1.03%-3.78%-4.78%2.22%-2.00%2.25%-15.47%1.03%-0.82%0.02%
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201413.51%13.05%7.37%10.39%30.13%-6.67%-4.69%0.42%1.76%6.40%0.01%
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201332.18%32.85%37.62%36.41%2.31%24.70%17.36%-5.19%0.97%15.98%0.01%
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201215.82%15.00%18.04%18.56%17.53%20.80%15.49%18.64%4.52%12.06%0.02%
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20111.97%1.00%-2.80%-4.16%8.47%-11.60%-14.00%-18.78%1.93%-1.18%0.02%
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201014.91%14.28%27.72%24.82%28.30%4.91%15.77%18.86%5.21%13.01%0.01%
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200926.49%19.58%36.12%30.34%29.58%31.91%21.18%75.98%14.03%24.32%0.25%
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2008-37.02%-35.97%-36.07%-32.05%-37.05%-44.73%-34.36%-52.81%-4.87%-24.55%2.10%
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20075.39%0.09%1.16%-7.07%-16.46%13.82%4.78%38.90%5.86%4.56%4.76%
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200615.64%22.15%15.64%19.24%35.07%33.42%11.99%29.39%4.99%14.76%4.71%
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20054.77%7.09%7.36%6.07%11.89%9.26%22.59%32.05%2.20%7.07%2.94%
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200410.74%15.29%19.90%23.55%30.76%20.86%18.83%26.12%2.11%12.16%1.18%
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200328.50%32.25%45.63%37.19%35.65%38.70%38.42%57.65%4.20%23.70%0.99%
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2002-22.15%-20.91%-20.02%-14.20%3.75%-17.95%-9.32%-7.43%5.22%-7.29%1.69%
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2001-12.02%-11.88%3.10%13.70%12.35%-20.30%-26.34%-2.88%8.14%-0.07%4.16%
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2000-9.06%6.08%-2.67%21.88%26.35%-8.18%-25.74%-27.56%8.17%2.82%5.99%
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199921.07%12.57%23.13%3.35%-4.04%16.62%57.05%61.57%3.30%13.79%4.74%
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Allocation 15.00%10.00%5.00%10.00%5.00%5.00%5.00%5.00%40.00%100.00%
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7.63%7.94%11.14%11.56%12.10%6.82%7.62%14.32%3.87%
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2017std dev.averagecoeff of varSharpe ratio
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3yr CAGR6.55%6.63%6.69%0.991.01
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5yr CAGR8.34%6.29%8.49%0.741.34
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10yr CAGR5.77%13.30%6.61%2.010.45
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15yr CAGR7.89%11.74%8.56%1.370.61
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2016std dev.averagecoeff of varSharpe ratio
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3yr CAGR4.82%5.42%6.62%0.82
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5yr CAGR8.40%5.81%9.08%0.64
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10yr CAGR5.07%12.63%6.42%1.97
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15yr CAGR6.55%12.01%7.57%1.59
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2015
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3yr CAGR6.97%8.43%7.19%1.17
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5yr CAGR6.27%7.64%6.49%1.18
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10yr CAGR5.60%13.46%6.45%2.09
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15yr CAGR5.93%12.51%6.67%1.87
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2013
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3yr CAGR8.70%8.99%8.95%1.00
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5yr CAGR12.53%9.20%12.84%0.72
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10yr CAGR6.97%13.30%7.82%1.70
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15yr CAGR6.66%12.51%7.41%1.69
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