No-Brainer (Bernstein) — Fixed Allocation Portfolio
Equal-weight 4-fund portfolio: 25% each to US large-cap, US small-cap, international, and bonds.
Backtest Performance (1989-10-31 to 2026-04-07)
| Metric | No-Brainer (Bernstein) |
|---|---|
| Compound Annual Growth Rate (CAGR) | 8.9% |
| Maximum Drawdown | -45.6% |
| Sharpe Ratio | 0.71 |
| Sortino Ratio | 0.89 |
| Annualized Volatility | 13.3% |
| Calmar Ratio | 0.19 |
| Total Return | 2108.4% |
| Backtest Period | 36.4 years |
Strategy Details
- Type
- Fixed / Strategic
- Rebalancing
- annual
- Risk Level
- moderate
- Variants
- 1
- Author
- William Bernstein
Categories
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