Materials
VS
William Bernstein's Coward
Total Return by Period
Updated: Dec 30, 2025
| Name | 1 Day | 1 Week | 28 Days | 90 Days | 1 Year | 3 Years | 5 Years | 10 Years |
|---|---|---|---|---|---|---|---|---|
| William Bernstein's Coward | -0.02% | 0.16% | 0.69% | 1.29% | 9.98% | 26.62% | 23.51% | 63.81% |
| Materials | -0.02% | -0.04% | -48.25% | -48.43% | -45.43% | -41.13% | -36.83% | 5.32% |
Total Return by Year
| Name | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|
| William Bernstein's Coward | 8.95% | 11.14% | -9.89% | 11.89% | 8.07% | 15.61% | -4.78% | 11.41% | 8.55% | -1.15% |
| Materials | 0.09% | 12.41% | -12.22% | 27.41% | 20.10% | 24.07% | -14.89% | 23.93% | 16.80% | -8.56% |
10 Year Performance
| Name | Total Return | Annualized Return | CAGR | Max Drawdown | Sharpe Ratio | Sortino Ratio | Calmar Ratio | Ulcer Index |
|---|---|---|---|---|---|---|---|---|
| William Bernstein's Coward | 63.81% | 5.50% | 5.07% | -28.50% | 0.24 | 0.29 | 0.19 | 0.06 |
| Materials | 5.32% | 4.64% | 0.52% | -124.92% | 0.06 | 0.06 | 0.04 | 0.11 |
Total Return
No Taxes, No Rebalancing.