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Strategy Research, Smart Money Intelligence, Fund Analysiswww.MyPlanIQ.com: Asset Allocation for 401(k), ETFs, Annuities, ... |
P William Bernstein No Brainer Nine Fund Portfolio No Rebalance live
For a non-subscriber, the portfolio information is delayed 30 days or more.
Performance:
From 05/28/1998 To 07/30/2010
| 1998 | 1999 | 2000 | 2001 | 2002 | 2003 | 2004 | 2005 | 2006 | 2007 | 2008 | 2009 | 2010 | 1 Yr | 3 Yr | 5 Yr | Inception | |
| Annualized Return (%) | 1.35 | 14.27 | 0.31 | -0.15 | -6.33 | 21.36 | 12.59 | 7.74 | 15.89 | 4.51 | -27.76 | 25.53 | 3.12 | 41.47 | -2.86 | 3.4 | 4.93 |
| Sharpe Ratio (%) | -4.98 | 149.82 | -35.5 | -24.07 | -71.51 | 290.83 | 168.78 | 80.01 | 157.67 | 12.35 | -111.25 | 140.19 | 22.32 | 255.49 | -20.56 | 9.75 | 23.36 |
From 05/28/1998 To 07/30/2010
| 1998 | 1999 | 2000 | 2001 | 2002 | 2003 | 2004 | 2005 | 2006 | 2007 | 2008 | 2009 | 2010 | 1 Yr | 3 Yr | 5 Yr | Inception | |
| Annualized Return (%) | 1.35 | 14.27 | 0.31 | -0.15 | -6.33 | 21.36 | 12.59 | 7.74 | 15.89 | 4.51 | -27.76 | 25.53 | 3.12 | 41.47 | -2.86 | 3.4 | 4.93 |
| Sharpe Ratio (%) | -4.98 | 149.82 | -35.5 | -24.07 | -71.51 | 290.83 | 168.78 | 80.01 | 157.67 | 12.35 | -111.25 | 140.19 | 22.32 | 255.49 | -20.56 | 9.75 | 23.36 |
| Alpha(%) | -0.01 | 0.05 | 0.04 | 0.04 | 0.02 | 0.04 | 0.03 | 0.03 | 0.03 | 0.01 | -0.01 | 0.03 | 0.02 | 0.03 | 0.01 | 0.01 | 0.01 |
| Beta | 0.414 | 0.345 | 0.42 | 0.451 | 0.379 | 0.383 | 0.541 | 0.612 | 0.732 | 0.725 | 0.612 | 0.647 | 0.664 | 0.661 | 0.633 | 0.636 | 0.526 |
| RSquare | 0.802 | 0.713 | 0.791 | 0.892 | 0.901 | 0.847 | 0.757 | 0.818 | 0.843 | 0.926 | 0.951 | 0.947 | 0.963 | 0.947 | 0.945 | 0.934 | 0.858 |
| Standard Deviation | 0.11 | 0.074 | 0.105 | 0.103 | 0.104 | 0.071 | 0.069 | 0.07 | 0.08 | 0.121 | 0.258 | 0.181 | 0.137 | 0.162 | 0.196 | 0.159 | 0.125 |
| Treynor Ratio | -0.013 | 0.321 | -0.089 | -0.055 | -0.196 | 0.539 | 0.215 | 0.091 | 0.172 | 0.021 | -0.469 | 0.393 | 0.046 | 0.626 | -0.064 | 0.024 | 0.055 |
| Draw Down | 0.133 | 0.057 | 0.073 | 0.132 | 0.165 | 0.061 | 0.067 | 0.043 | 0.076 | 0.078 | 0.378 | 0.175 | 0.099 | 0.057 | 0.422 | 0.422 | 0.422 |
| Sortino Ratio | -0.068 | 2.274 | -0.501 | -0.335 | -1.004 | 4.744 | 2.416 | 1.164 | 2.4 | 0.165 | -1.447 | 2.066 | 0.313 | 4.053 | -0.278 | 0.133 | 0.323 |
Strategies:
| Rebalancing Strategy | STATIC
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| Cash Flow Strategy | STATIC
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| Asset Allocation Strategy |
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| Asset Name | Asset Type | Strategy Name | Target Percentage | Actual Percentage | Total Amount | Securities | operation | ||||||||||||||||
| Short Term Corp | No Class |
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100% | Current Securities | |||||||||||||||||||
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| US Large Stock | No Class |
STATIC
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100% | Current Securities | |||||||||||||||||||
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| US Small Value | No Class |
STATIC
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100% | Current Securities | |||||||||||||||||||
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| Value Equity | No Class |
STATIC
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100% | Current Securities | |||||||||||||||||||
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| Emerging Market | No Class |
STATIC
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100% | Current Securities | |||||||||||||||||||
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| European Stock | No Class |
STATIC
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100% | Current Securities | |||||||||||||||||||
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| Pacific Stock | No Class |
STATIC
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100% | Current Securities | |||||||||||||||||||
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| REIT | No Class |
STATIC
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100% | Current Securities | |||||||||||||||||||
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| Small Stock | No Class |
STATIC
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100% | Current Securities | |||||||||||||||||||
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Holdings on 07/30/2010
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Historical Info
Monthly Holding Date:
Monthly Holding Date:
Previous
Holdings
Transactions
Scheduled Info