Data Source: from January 1985 to December 2022 (~38 years)
Consolidated Returns as of 31 December 2022
Live Update: Jan 30 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
1.07%
1 Day
Jan 30 2023
5.25%
Current Month
January 2023

The Ben Stein Perfect Portfolio is a Very High Risk portfolio and can be implemented with 7 ETFs.

It's exposed for 80% on the Stock Market.

In the last 30 Years, the Ben Stein Perfect Portfolio obtained a 7.59% compound annual return, with a 12.27% standard deviation.

Asset Allocation and ETFs

The Ben Stein Perfect Portfolio has the following asset allocation:

80% Stocks
20% Fixed Income
0% Commodities

The Ben Stein Perfect Portfolio can be implemented with the following ETFs:

Weight Ticker ETF Name Investment Themes
20.00 %
SPY SPDR S&P 500 Equity, U.S., Large Cap
20.00 %
VTI Vanguard Total Stock Market Equity, U.S., Large Cap
20.00 %
VEA Vanguard FTSE Developed Markets Equity, EAFE, Large Cap
12.00 %
EEM iShares MSCI Emerging Markets Equity, Emerging Markets, Large Cap
4.00 %
XLE Energy Select Sector SPDR Fund Equity, U.S., Large Cap
4.00 %
VNQ Vanguard Real Estate Real Estate, U.S.
20.00 %
BIL SPDR Blmbg Barclays 1-3 Mth T-Bill Bond, U.S., Ultra Short-Term
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

Portfolio and ETF Returns as of Dec 31, 2022

The Ben Stein Perfect Portfolio guaranteed the following returns.

Portfolio returns are calculated in USD, assuming: January 2023 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
BEN STEIN PERFECT PORTFOLIO RETURNS
Consolidated returns as of 31 December 2022
Live Update: Jan 30 2023
Swipe left to see all data
  Chg (%) Return (%)
Return (%) as of Dec 31, 2022
  1 Day Time ET(*) Jan 2023 1M 6M 1Y 5Y 10Y 30Y MAX
(~38Y)
Ben Stein Perfect Portfolio -1.07 5.25 -3.19 2.75 -11.28 5.08 7.07 7.59 9.18
US Inflation Adjusted return -2.89 2.58 -16.66 1.25 4.36 4.98 6.25
Components
SPY
SPDR S&P 500
-1.25 Jan 30 2023 4.75 -5.76 2.27 -18.17 9.33 12.46 9.53 8.98
VTI
Vanguard Total Stock Market
-1.34 Jan 30 2023 5.24 -5.85 2.30 -19.51 8.68 12.07 9.54 9.01
VEA
Vanguard FTSE Developed Markets
-0.83 Jan 30 2023 8.36 -2.18 4.39 -15.36 1.63 4.85 5.55 8.03
EEM
iShares MSCI Emerging Markets
-2.01 Jan 30 2023 9.37 -2.65 -4.06 -20.56 -2.15 0.57 6.31 7.41
XLE
Energy Select Sector SPDR Fund
-2.29 Jan 30 2023 1.91 -3.05 24.93 64.17 9.19 5.95 8.93 9.60
VNQ
Vanguard Real Estate
-1.27 Jan 30 2023 8.14 -5.03 -7.18 -26.24 3.65 6.42 8.92 10.58
BIL
SPDR Blmbg Barclays 1-3 Mth T-Bill
0.00 Jan 30 2023 0.27 0.36 1.28 1.40 1.09 0.60 2.18 3.99
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)

US Inflation is updated to Dec 2022. Current inflation (annualized) is 1Y: 6.45% , 5Y: 3.78% , 10Y: 2.60% , 30Y: 2.49%

Portfolio Metrics as of Dec 31, 2022

Metrics of Ben Stein Perfect Portfolio, updated as of 31 December 2022.

Portfolio metrics are calculated based on monthly returns, assuming:
BEN STEIN PERFECT PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1985 - 31 December 2022 (~38 years)
Swipe left to see all data
Metrics as of Dec 31, 2022
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~38Y)
Portfolio
Return (%)
-3.19 8.62 2.75 -11.28 4.52 5.08 7.07 7.85 7.59 9.18
US Inflation (%) -0.31 0.00 0.16 6.45 4.92 3.78 2.60 2.51 2.49 2.76
Infl. Adjusted
Return (%)
-2.89 8.63 2.58 -16.66 -0.38 1.25 4.36 5.22 4.98 6.25
Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 16.12 15.84 14.14 11.41 12.54 12.27 12.46
Sharpe Ratio -0.79 0.25 0.28 0.57 0.54 0.44 0.42
Sortino Ratio -1.17 0.33 0.37 0.75 0.70 0.57 0.54
MAXIMUM DRAWDOWN
Drawdown Depth (%) -18.32 -18.62 -18.62 -18.62 -44.81 -44.81 -44.81
Start (yyyy mm) 2022 01 2020 01 2020 01 2020 01 2007 11 2007 11 2007 11
Bottom (yyyy mm) 2022 09 2020 03 2020 03 2020 03 2009 02 2009 02 2009 02
Start to Bottom (# months) 9 3 3 3 16 16 16
Start to Recovery (# months) in progress
> 12
8
8
8
62
62
62
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 47.14 22.15 20.59 14.60 11.73 10.02
Worst Return (%) -38.24 -11.07 -1.89 1.55 4.38 7.34
% Positive Periods 78% 89% 98% 100% 100% 100%
MONTHS
Positive 0 2 3 5 21 37 79 154 230 295
Negative 1 1 3 7 15 23 41 86 130 161
% Positive 0% 67% 50% 42% 58% 62% 66% 64% 64% 65%
WITHDRAWAL RATES (WR)
Safe WR (%) 36.57 22.13 14.01 9.74 7.86 10.21
Perpetual WR (%) 0.00 1.24 4.18 4.96 4.74 5.88
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
  • Standard Deviation: it's a measure of the dispersion of returns around the mean
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
  • Rolling Returns: returns over a time frame (best, worst, % of positive returns).
  • Pos./Neg. Months: number of months with positive/negative return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
  • Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).

Portfolio Components Correlation

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1.

If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.

Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 31 December 2022
Swipe left to see all data
 
 
 
 
 
 
 
Asset SPY VTI VEA EEM XLE VNQ BIL
SPY
1.00
1.00
0.90
0.56
0.63
0.91
0.03
VTI
1.00
1.00
0.89
0.54
0.61
0.90
0.04
VEA
0.90
0.89
1.00
0.81
0.54
0.84
0.24
EEM
0.56
0.54
0.81
1.00
0.27
0.55
0.33
XLE
0.63
0.61
0.54
0.27
1.00
0.41
-0.30
VNQ
0.91
0.90
0.84
0.55
0.41
1.00
0.00
BIL
0.03
0.04
0.24
0.33
-0.30
0.00
1.00
 
 
 
 
 
 
 
Asset SPY VTI VEA EEM XLE VNQ BIL
SPY
1.00
1.00
0.90
0.71
0.66
0.82
-0.23
VTI
1.00
1.00
0.91
0.72
0.68
0.83
-0.24
VEA
0.90
0.91
1.00
0.84
0.69
0.77
-0.16
EEM
0.71
0.72
0.84
1.00
0.53
0.58
-0.11
XLE
0.66
0.68
0.69
0.53
1.00
0.54
-0.30
VNQ
0.82
0.83
0.77
0.58
0.54
1.00
-0.21
BIL
-0.23
-0.24
-0.16
-0.11
-0.30
-0.21
1.00
 
 
 
 
 
 
 
Asset SPY VTI VEA EEM XLE VNQ BIL
SPY
1.00
1.00
0.87
0.67
0.65
0.71
-0.18
VTI
1.00
1.00
0.87
0.67
0.66
0.71
-0.19
VEA
0.87
0.87
1.00
0.82
0.65
0.65
-0.12
EEM
0.67
0.67
0.82
1.00
0.51
0.50
-0.06
XLE
0.65
0.66
0.65
0.51
1.00
0.43
-0.19
VNQ
0.71
0.71
0.65
0.50
0.43
1.00
-0.17
BIL
-0.18
-0.19
-0.12
-0.06
-0.19
-0.17
1.00
 
 
 
 
 
 
 
Asset SPY VTI VEA EEM XLE VNQ BIL
SPY
1.00
0.99
0.81
0.70
0.61
0.60
-0.02
VTI
0.99
1.00
0.82
0.73
0.62
0.62
-0.03
VEA
0.81
0.82
1.00
0.79
0.62
0.58
-0.04
EEM
0.70
0.73
0.79
1.00
0.55
0.51
-0.03
XLE
0.61
0.62
0.62
0.55
1.00
0.40
-0.02
VNQ
0.60
0.62
0.58
0.51
0.40
1.00
-0.01
BIL
-0.02
-0.03
-0.04
-0.03
-0.02
-0.01
1.00
 
 
 
 
 
 
 
Asset SPY VTI VEA EEM XLE VNQ BIL
SPY
1.00
0.99
0.72
0.69
0.62
0.59
0.02
VTI
0.99
1.00
0.72
0.70
0.62
0.62
0.00
VEA
0.72
0.72
1.00
0.66
0.56
0.52
0.03
EEM
0.69
0.70
0.66
1.00
0.50
0.48
0.03
XLE
0.62
0.62
0.56
0.50
1.00
0.40
-0.01
VNQ
0.59
0.62
0.52
0.48
0.40
1.00
-0.02
BIL
0.02
0.00
0.03
0.03
-0.01
-0.02
1.00

Portfolio Dividends

In 2022, the Ben Stein Perfect Portfolio granted a 1.87% dividend yield. If you are interested in getting periodic income, please refer to the Ben Stein Perfect Portfolio: Dividend Yield page.

Capital Growth as of Dec 31, 2022

An investment of 1000$, since January 1993, now would be worth 8980.35$, with a total return of 798.03% (7.59% annualized).

The Inflation Adjusted Capital now would be 4293.54$, with a net total return of 329.35% (4.98% annualized).
An investment of 1000$, since January 1985, now would be worth 28178.90$, with a total return of 2717.89% (9.18% annualized).

The Inflation Adjusted Capital now would be 9997.54$, with a net total return of 899.75% (6.25% annualized).

Drawdowns

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-44.81% Nov 2007 Feb 2009 16 Dec 2012 46 62
-31.02% Apr 2000 Sep 2002 30 Nov 2004 26 56
-18.62% Jan 2020 Mar 2020 3 Aug 2020 5 8
-18.32% Jan 2022 Sep 2022 9 in progress 3 12
-15.07% May 1998 Aug 1998 4 Dec 1998 4 8
-11.03% Feb 2018 Dec 2018 11 Apr 2019 4 15
-10.87% May 2015 Feb 2016 10 Sep 2016 7 17
-6.82% Feb 1994 Mar 1994 2 Aug 1994 5 7
-5.36% Sep 1994 Jan 1995 5 Apr 1995 3 8
-5.20% Aug 1997 Oct 1997 3 Feb 1998 4 7
-5.02% May 2019 May 2019 1 Oct 2019 5 6
-4.10% Sep 2020 Oct 2020 2 Nov 2020 1 3
-3.65% Mar 2005 Apr 2005 2 Jul 2005 3 5
-3.61% Jul 1996 Jul 1996 1 Sep 1996 2 3
-3.58% Jan 2000 Jan 2000 1 Mar 2000 2 3
-3.55% May 2006 May 2006 1 Sep 2006 4 5
-3.54% Nov 1993 Nov 1993 1 Dec 1993 1 2
-3.48% Jan 2014 Jan 2014 1 Feb 2014 1 2
-3.08% Sep 2014 Jan 2015 5 Feb 2015 1 6
-2.90% Oct 2005 Oct 2005 1 Nov 2005 1 2
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-44.81% Nov 2007 Feb 2009 16 Dec 2012 46 62
-31.02% Apr 2000 Sep 2002 30 Nov 2004 26 56
-21.48% Sep 1987 Nov 1987 3 Jan 1989 14 17
-18.62% Jan 2020 Mar 2020 3 Aug 2020 5 8
-18.32% Jan 2022 Sep 2022 9 in progress 3 12
-15.07% May 1998 Aug 1998 4 Dec 1998 4 8
-14.67% Aug 1990 Sep 1990 2 Feb 1991 5 7
-11.03% Feb 2018 Dec 2018 11 Apr 2019 4 15
-10.87% May 2015 Feb 2016 10 Sep 2016 7 17
-7.76% Jan 1990 Apr 1990 4 Jul 1990 3 7
-6.82% Feb 1994 Mar 1994 2 Aug 1994 5 7
-5.36% Sep 1994 Jan 1995 5 Apr 1995 3 8
-5.20% Aug 1997 Oct 1997 3 Feb 1998 4 7
-5.02% May 2019 May 2019 1 Oct 2019 5 6
-4.60% Sep 1986 Sep 1986 1 Jan 1987 4 5
-4.43% Jun 1991 Jun 1991 1 Aug 1991 2 3
-4.10% Sep 2020 Oct 2020 2 Nov 2020 1 3
-4.07% Nov 1991 Nov 1991 1 Dec 1991 1 2
-3.75% Jun 1992 Jun 1992 1 Jan 1993 7 8
-3.74% Jan 1992 Mar 1992 3 May 1992 2 5

Rolling Returns ( more details)

Ben Stein Perfect Portfolio: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
9.99 47.14
Mar 2009 - Feb 2010
-38.24
Mar 2008 - Feb 2009
22.25%
2 Years
9.40 32.27
Mar 2009 - Feb 2011
-20.17
Mar 2007 - Feb 2009
12.47%
3 Years
8.93 22.15
Apr 2003 - Mar 2006
-11.07
Apr 2000 - Mar 2003
10.93%
5 Years
8.69 20.59
Jan 1985 - Dec 1989
-1.89
Apr 1998 - Mar 2003
2.02%
7 Years
8.49 17.65
Jan 1985 - Dec 1991
1.42
Mar 2002 - Feb 2009
0.00%
10 Years
8.32 14.60
Jan 1985 - Dec 1994
1.55
Mar 1999 - Feb 2009
0.00%
15 Years
7.86 15.22
Jan 1985 - Dec 1999
4.42
Oct 2007 - Sep 2022
0.00%
20 Years
7.88 11.73
Jan 1985 - Dec 2004
4.38
Apr 2000 - Mar 2020
0.00%
30 Years
8.38 10.02
Jan 1985 - Dec 2014
7.34
Apr 1990 - Mar 2020
0.00%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Ben Stein Perfect Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Ben Stein Perfect Portfolio?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.38
60%
-1.44
40%
-1.44
60%
1.75
80%
0.37
80%
0.30
60%
2.29
60%
0.41
60%
-2.17
40%
0.87
60%
3.40
80%
0.26
60%
 Capital Growth on monthly avg returns
100
101.38
99.91
98.48
100.20
100.57
100.88
103.19
103.61
101.36
102.24
105.71
105.99
Best 7.0
2019
2.8
2021
2.4
2021
8.3
2020
3.6
2020
5.3
2019
5.3
2022
4.3
2020
1.9
2019
5.7
2022
9.5
2020
4.0
2020
Worst -2.6
2022
-6.0
2020
-11.9
2020
-5.8
2022
-5.0
2019
-6.9
2022
-0.1
2019
-2.7
2022
-7.6
2022
-6.2
2018
-2.2
2021
-6.0
2018
Monthly Seasonality over the period Jan 2018 - Dec 2022
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.37
50%
0.19
60%
0.20
70%
1.57
90%
0.47
70%
0.07
60%
1.98
70%
-0.29
60%
-0.98
50%
1.51
70%
2.11
80%
0.30
60%
 Capital Growth on monthly avg returns
100
100.37
100.57
100.77
102.35
102.84
102.91
104.95
104.64
103.62
105.18
107.40
107.72
Best 7.0
2019
4.0
2015
6.5
2016
8.3
2020
3.6
2020
5.3
2019
5.3
2022
4.3
2020
4.0
2013
6.0
2015
9.5
2020
4.0
2020
Worst -4.1
2016
-6.0
2020
-11.9
2020
-5.8
2022
-5.0
2019
-6.9
2022
-1.1
2014
-5.4
2015
-7.6
2022
-6.2
2018
-2.2
2021
-6.0
2018
Monthly Seasonality over the period Jan 2013 - Dec 2022
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.90
61%
0.65
61%
0.90
63%
1.77
82%
0.87
63%
0.11
61%
1.20
61%
-0.17
61%
-0.49
53%
0.77
66%
1.21
71%
1.89
76%
 Capital Growth on monthly avg returns
100
100.90
101.55
102.46
104.28
105.18
105.29
106.56
106.38
105.86
106.67
107.97
110.01
Best 10.0
1987
7.3
1991
7.1
2009
9.6
2009
7.5
2009
5.3
2019
7.3
2009
6.0
1986
7.5
2010
9.3
2011
9.5
2020
10.9
1991
Worst -7.9
2009
-8.1
2009
-11.9
2020
-5.8
2022
-7.3
2010
-6.9
2022
-6.9
2002
-12.4
1998
-8.2
2011
-17.1
1987
-5.8
2008
-6.0
2018
Monthly Seasonality over the period Jan 1985 - Dec 2022

Monthly/Yearly Returns

Ben Stein Perfect Portfolio data source starts from January 1985: let's focus on monthly and yearly returns.

We are providing two different views:
  • Histogram: it shows the distribution of the returns recorded so far
  • Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 1985 - Dec 2022
295 Positive Months (65%) - 161 Negative Months (35%)
MONTHLY RETURNS TABLE
Jan 1985 - Dec 2022
(Scroll down to see all data)
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-11.28 -16.66 -2.6 -1.9 1.8 -5.8 1.2 -6.9 5.3 -2.7 -7.6 5.7 6.2 -3.2
2021
+16.52 +8.86 0.1 2.8 2.4 3.2 1.4 1.2 0.0 1.7 -2.9 4.5 -2.2 3.4
2020
+10.46 +8.98 -1.7 -6.0 -11.9 8.3 3.6 2.3 3.9 4.3 -2.5 -1.7 9.5 4.0
2019
+21.12 +18.41 7.0 1.8 1.2 2.5 -5.0 5.3 -0.1 -1.7 1.9 2.0 1.9 3.1
2018
-7.36 -9.10 4.1 -4.0 -0.7 0.5 0.7 -0.4 2.4 0.6 0.3 -6.2 1.6 -6.0
2017
+18.64 +16.19 2.1 2.0 1.0 1.0 1.4 0.7 2.3 0.2 1.7 1.7 1.5 1.5
2016
+8.29 +6.09 -4.1 -0.9 6.5 1.0 0.2 0.7 3.1 0.2 0.8 -1.7 1.1 1.5
2015
-2.48 -3.19 -1.0 4.0 -1.0 2.0 -0.2 -2.0 0.3 -5.4 -2.4 6.0 -0.3 -1.9
2014
+4.39 +3.60 -3.5 3.9 0.7 0.9 1.8 1.7 -1.1 2.3 -3.1 1.5 0.7 -1.1
2013
+18.20 +16.45 3.3 0.1 1.9 2.1 -0.3 -1.9 3.8 -2.2 4.0 3.4 1.2 1.7
2012
+13.40 +11.46 4.7 3.6 1.0 -0.9 -6.7 4.0 0.7 1.9 2.2 -0.7 1.0 2.3
2011
-3.70 -6.47 1.3 2.7 0.3 3.0 -1.5 -1.3 -1.3 -5.8 -8.2 9.3 -0.9 -0.3
2010
+12.14 +10.49 -3.9 2.0 5.2 0.7 -7.3 -3.2 6.9 -3.2 7.5 3.2 -1.1 5.9
2009
+26.95 +23.59 -7.9 -8.1 7.1 9.6 7.5 -1.0 7.3 2.7 4.3 -2.1 4.7 2.0
2008
-31.47 -31.54 -5.4 -0.7 -0.5 4.7 1.5 -6.3 -2.2 -0.8 -7.9 -15.2 -5.8 3.2
2007
+10.08 +5.76 1.3 -1.2 1.9 3.2 2.9 -0.4 -1.9 0.9 4.6 3.4 -4.0 -0.8
2006
+18.40 +15.47 5.0 -0.7 2.2 2.4 -3.5 0.4 1.0 1.6 0.9 3.5 2.9 1.7
2005
+11.54 +7.86 -1.6 3.7 -2.3 -1.3 2.0 1.4 3.9 0.6 2.7 -2.9 3.2 2.0
2004
+14.53 +10.92 1.8 1.8 -0.1 -3.1 1.2 1.8 -2.3 0.8 2.3 1.9 5.0 2.9
2003
+29.10 +26.72 -2.1 -1.3 -0.3 6.5 4.9 1.8 2.4 2.5 0.3 5.0 1.4 5.2
2002
-12.54 -14.57 -1.2 0.0 3.7 -2.0 -0.1 -4.6 -6.9 0.5 -7.7 4.5 4.4 -3.0
2001
-8.74 -10.14 3.0 -6.5 -5.0 6.4 -0.4 -1.9 -1.8 -2.9 -7.5 1.9 4.6 1.9
2000
-7.02 -10.07 -3.6 1.0 4.4 -3.4 -1.4 2.6 -1.8 3.5 -3.3 -2.0 -5.2 2.4
1999
+25.31 +22.04 1.0 -1.6 4.6 5.7 -2.2 4.3 -1.0 0.0 -0.9 3.7 3.2 6.6
1998
+11.01 +9.25 0.0 5.7 3.5 0.5 -2.5 0.6 -1.1 -12.4 3.8 6.7 4.1 3.1
1997
+13.00 +11.10 2.4 0.5 -2.2 2.1 5.3 3.5 4.1 -4.8 4.4 -4.6 1.0 1.2
1996
+15.28 +11.57 2.7 0.5 1.5 2.2 1.0 0.3 -3.6 1.8 3.3 1.0 4.5 -0.5
1995
+18.25 +15.32 -1.1 1.1 2.6 2.6 2.5 0.7 3.1 -0.4 2.2 -1.5 2.8 2.4
1994
-0.04 -2.65 4.4 -2.7 -4.3 2.1 0.8 -0.9 2.0 3.1 -2.0 1.9 -4.1 0.0
1993
+24.57 +21.23 2.6 1.8 5.0 1.6 1.1 1.1 1.8 3.9 -0.9 2.8 -3.5 5.1
1992
+0.57 -2.27 -0.4 -0.9 -2.4 1.6 3.9 -3.7 2.3 -0.4 -0.5 -0.5 1.7 0.3
1991
+30.38 +26.51 3.4 7.3 0.2 1.1 3.7 -4.4 3.4 2.6 1.1 2.6 -4.1 10.9
1990
-6.17 -11.57 -4.3 -0.8 -0.9 -1.9 7.4 0.4 2.5 -8.6 -6.6 4.4 1.7 1.7
1989
+30.02 +24.24 5.3 0.4 -0.1 3.8 2.3 -1.0 6.2 2.7 3.0 -2.5 2.7 4.2
1988
+18.92 +13.89 5.4 4.2 -0.3 1.3 -0.7 3.5 -0.1 -2.9 2.7 2.4 0.8 1.4
1987
+3.15 -1.23 10.0 3.1 1.2 1.8 -0.4 1.4 3.8 3.5 -1.7 -17.1 -3.7 3.7
1986
+23.10 +21.76 0.8 6.0 5.9 1.1 2.1 2.7 -1.8 6.0 -4.6 1.0 2.5 -0.1
1985
+29.90 +25.15 6.7 1.8 0.5 0.4 4.7 1.6 0.4 -0.1 -2.2 3.9 5.4 3.6

Portofolio Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.

In particular, it has been used:

  • SPY - SPDR S&P 500: simulated historical serie, up to December 1993
  • VTI - Vanguard Total Stock Market: simulated historical serie, up to December 2001
  • VEA - Vanguard FTSE Developed Markets: simulated historical serie, up to December 2007
  • EEM - iShares MSCI Emerging Markets: simulated historical serie, up to December 2003
  • XLE - Energy Select Sector SPDR Fund: simulated historical serie, up to December 1998
  • VNQ - Vanguard Real Estate: simulated historical serie, up to December 2004
  • BIL - SPDR Blmbg Barclays 1-3 Mth T-Bill: simulated historical serie, up to December 2007

Portfolio efficiency

Compared to the Ben Stein Perfect Portfolio, the following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 80/20 Momentum
+11.02 12.16 -43.61 80 20 0
US Stocks Minimum Volatility
+9.68 13.64 -43.27 100 0 0
Stocks/Bonds 60/40 Momentum
+9.59 9.38 -32.52 60 40 0
Robust
Alpha Architect
+8.97 10.94 -44.20 70 20 10
Stocks/Bonds 80/20
+8.78 12.29 -41.09 80 20 0
Simple Path to Wealth
JL Collins
+8.57 11.55 -38.53 75 25 0
Late Sixties and Beyond
Burton Malkiel
+8.43 11.53 -41.80 71 29 0
Seven Value
Scott Burns
+8.32 11.22 -41.22 71.5 28.5 0
Yale Endowment
David Swensen
+8.32 10.75 -39.48 70 30 0
Talmud Portfolio
Roger Gibson
+8.17 10.59 -40.17 66.7 33.3 0
Six Ways from Sunday
Scott Burns
+8.07 10.83 -39.14 66.7 33.3 0
Sheltered Sam 70/30
Bill Bernstein
+8.03 10.56 -39.73 67.9 30 2.1
Stocks/Bonds 40/60 Momentum
+8.00 6.81 -21.11 40 60 0
Lazy Portfolio
David Swensen
+7.99 10.71 -40.89 70 30 0
Family Taxable Portfolio
Ted Aronson
+7.97 11.48 -38.46 70 30 0
Core Four
Rick Ferri
+7.96 12.02 -44.44 80 20 0
Couch Potato
Scott Burns
+7.89 8.62 -27.04 50 50 0
Stocks/Bonds 60/40
+7.87 9.40 -30.55 60 40 0
Edge Select Moderately Aggressive
Merrill Lynch
+7.86 10.97 -38.23 69 31 0
Gone Fishin' Portfolio
Alexander Green
+7.84 11.96 -43.02 65 30 5
Four Funds
Bogleheads
+7.80 12.30 -44.08 80 20 0
Jane Bryant Quinn Portfolio
Jane Bryant Quinn
+7.77 10.59 -39.55 70 30 0
Three Funds
Bogleheads
+7.70 12.23 -43.68 80 20 0
Coffeehouse
Bill Schultheis
+7.69 9.46 -33.93 60 40 0
Golden Butterfly
+7.65 7.41 -17.79 40 40 20
LifeStrategy Growth Fund
Vanguard
+7.65 12.26 -44.18 80 20 0
Perfect Portfolio
Ben Stein
+7.59 12.27 -44.81 80 20 0

Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Very High Risk categorization.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
Technology
+12.57 23.87 -81.08 100 0 0
US Stocks Momentum
+12.26 15.09 -53.85 100 0 0
Stocks/Bonds 80/20 Momentum
+11.02 12.16 -43.61 80 20 0
US Stocks Minimum Volatility
+9.68 13.64 -43.27 100 0 0
US Stocks
+9.54 15.33 -50.84 100 0 0
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