Performance

No-Brainer Portfolio (Bernstein-style) +10.48%

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RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe	Div. Yield
No-Brainer Portfolio (Bernstein-style)	-0.34%	+9.26%	+10.48%	+6.47%	-7.43%	0.56	2.22%

VOO	-0.53%	+12.15%	+12.16%	+11.79%	-8.90%	0.63	1.06%
IJR	-0.31%	+14.82%	+15.56%	+4.47%	-9.66%	0.72	1.24%
VEA	-0.30%	+10.29%	+14.94%	+8.82%	-11.63%	0.63	2.47%
BND	-0.22%	-0.88%	-1.26%	-0.41%	-4.49%	-1.43	4.13%

Summary

No-Brainer Portfolio (Bernstein-style) at a glance

No-Brainer Portfolio (Bernstein-style) returned +10.48% over the past year and +6.47% a year over five years. Its worst drop in that year was -7.43%, smaller than 61% of portfolios on Redstone, and its Sharpe ratio of 0.56 beats 58% of portfolios on Redstone. It yields 2.22%.

Ranking

How No-Brainer Portfolio (Bernstein-style) ranks

1Y Return Rank

5Y Return Rank

Sharpe Ratio Rank

Max Drawdown Rank

Volatility Rank

Dividend Yield Rank

Current Drawdown

-4.09%

Rolling Volatility

+0.47%

METRICS

Correlation Matrix

	BND	IJR	VEA	VOO
BND	1.00	0.47	0.50	0.39
IJR	0.47	1.00	0.70	0.75
VEA	0.50	0.70	1.00	0.81
VOO	0.39	0.75	0.81	1.00

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Portfolio

Allocation

4 Assets

VOO

IJR

VEA

BND

Metrics

Risk Indicators

Alpha-0.07%

Beta0.80x

Sharpe0.56

Sortino0.81

Omega1.09

Calmar1.41

Martin2.79

Portfolios

No-Brainer Portfolio (Bernstein-style): returns, risk and holdings

No-Brainer Portfolio (Bernstein-style) at a glance

How No-Brainer Portfolio (Bernstein-style) ranks

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