Data Source: from March 1987 to August 2022
Consolidated Returns as of 31 August 2022
Live Update: Sep 23 2022
PORTFOLIO • LIVE PERFORMANCE (USD currency)
1.96%
1 Day
Sep 23 2022
6.17%
Current Month
September 2022

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 7.67% compound annual return, with a 12.06% 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

The Ben Stein Perfect Portfolio guaranteed the following returns.

According to the available data source, let's assume we built the portfolio on March 1987.

Portfolio returns are calculated in USD, assuming: September 2022 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 August 2022
Live Update: Sep 23 2022
Swipe left to see all data
  Chg (%) Return (%)
Return (%) as of Aug 31, 2022
  1 Day Time ET(*) Sep 2022 1M 6M 1Y 5Y(*) 10Y(*) 30Y(*)
Ben Stein Perfect Portfolio -1.96 -6.17 -2.75 -7.44 -9.27 6.37 7.54 7.67
US Inflation Adjusted return -2.71 -11.34 -16.19 2.45 4.88 5.04
Components
SPY
SPDR S&P 500
-1.68 Sep 23 2022 -6.51 -4.08 -8.82 -11.24 11.75 12.97 9.84
VTI
Vanguard Total Stock Market
-1.72 Sep 23 2022 -6.81 -3.73 -9.58 -13.66 11.22 12.70 9.94
VEA
Vanguard FTSE Developed Markets
-3.27 Sep 23 2022 -8.27 -5.82 -14.09 -20.21 1.96 5.41 5.12
EEM
iShares MSCI Emerging Markets
-2.47 Sep 23 2022 -8.75 -1.33 -14.89 -22.97 -0.38 2.12 6.05
XLE
Energy Select Sector SPDR Fund
-6.90 Sep 23 2022 -11.49 2.65 16.33 74.02 10.36 4.94 10.07
VNQ
Vanguard Real Estate
-1.33 Sep 23 2022 -9.32 -6.01 -8.22 -11.98 5.92 7.50 9.48
BIL
SPDR Blmbg Barclays 1-3 Mth T-Bill
0.00 Sep 23 2022 0.16 0.19 0.38 0.33 0.94 0.49 2.18
(*) Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)

US Inflation is updated to Aug 2022. Current inflation (annualized) is 1Y: 8.26% , 5Y: 3.82% , 10Y: 2.54% , 30Y: 2.51%

COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 31 August 2022
Swipe left to see all data
 
 
 
 
 
 
 
Asset SPY VTI VEA EEM XLE VNQ BIL
SPY
1.00
1.00
0.93
0.66
0.40
0.90
-0.15
VTI
1.00
1.00
0.92
0.64
0.39
0.89
-0.12
VEA
0.93
0.92
1.00
0.75
0.59
0.84
-0.26
EEM
0.66
0.64
0.75
1.00
0.60
0.46
0.05
XLE
0.40
0.39
0.59
0.60
1.00
0.16
-0.20
VNQ
0.90
0.89
0.84
0.46
0.16
1.00
-0.22
BIL
-0.15
-0.12
-0.26
0.05
-0.20
-0.22
1.00
 
 
 
 
 
 
 
Asset SPY VTI VEA EEM XLE VNQ BIL
SPY
1.00
1.00
0.91
0.72
0.65
0.80
-0.23
VTI
1.00
1.00
0.92
0.74
0.66
0.81
-0.24
VEA
0.91
0.92
1.00
0.83
0.71
0.75
-0.27
EEM
0.72
0.74
0.83
1.00
0.60
0.53
-0.20
XLE
0.65
0.66
0.71
0.60
1.00
0.53
-0.35
VNQ
0.80
0.81
0.75
0.53
0.53
1.00
-0.20
BIL
-0.23
-0.24
-0.27
-0.20
-0.35
-0.20
1.00
 
 
 
 
 
 
 
Asset SPY VTI VEA EEM XLE VNQ BIL
SPY
1.00
1.00
0.86
0.66
0.64
0.68
-0.17
VTI
1.00
1.00
0.87
0.67
0.65
0.69
-0.17
VEA
0.86
0.87
1.00
0.81
0.65
0.62
-0.20
EEM
0.66
0.67
0.81
1.00
0.55
0.45
-0.12
XLE
0.64
0.65
0.65
0.55
1.00
0.41
-0.22
VNQ
0.68
0.69
0.62
0.45
0.41
1.00
-0.15
BIL
-0.17
-0.17
-0.20
-0.12
-0.22
-0.15
1.00
 
 
 
 
 
 
 
Asset SPY VTI VEA EEM XLE VNQ BIL
SPY
1.00
0.99
0.81
0.70
0.61
0.59
-0.02
VTI
0.99
1.00
0.82
0.73
0.61
0.61
-0.03
VEA
0.81
0.82
1.00
0.78
0.61
0.58
-0.05
EEM
0.70
0.73
0.78
1.00
0.54
0.50
-0.04
XLE
0.61
0.61
0.61
0.54
1.00
0.39
0.00
VNQ
0.59
0.61
0.58
0.50
0.39
1.00
-0.01
BIL
-0.02
-0.03
-0.05
-0.04
0.00
-0.01
1.00
 
 
 
 
 
 
 
Asset SPY VTI VEA EEM XLE VNQ BIL
SPY
1.00
0.99
0.73
0.68
0.60
0.59
-0.01
VTI
0.99
1.00
0.74
0.70
0.61
0.62
-0.02
VEA
0.73
0.74
1.00
0.67
0.57
0.52
-0.04
EEM
0.68
0.70
0.67
1.00
0.48
0.47
0.02
XLE
0.60
0.61
0.57
0.48
1.00
0.38
0.01
VNQ
0.59
0.62
0.52
0.47
0.38
1.00
-0.04
BIL
-0.01
-0.02
-0.04
0.02
0.01
-0.04
1.00

Portfolio Dividends

In 2021, the Ben Stein Perfect Portfolio granted a 1.92% dividend yield. If you are interested in getting periodic income, please refer to the Ben Stein Perfect Portfolio: Dividend Yield page.

Historical Returns as of Aug 31, 2022

Historical returns and stats of Ben Stein Perfect Portfolio. Total Returns and Inflation Adjusted Returns are both mentioned.

BEN STEIN PERFECT PORTFOLIO
Consolidated returns as of 31 August 2022
Data Source: from March 1987 to August 2022
Swipe left to see all data
Period Return (%)
as of Aug 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Aug 2022
-2.75
-2.71
-2.75
Aug 2022 - Aug 2022
0 - 1
3M
-4.63
-5.88
-6.86
Jun 2022 - Jun 2022
1 - 2
6M
-7.44
-11.34
-11.21
Apr 2022 - Jun 2022
3 - 3
YTD
-11.59
-16.77
-13.65
Jan 2022 - Jun 2022
3 - 5
1Y
-9.27
-16.19
13.00
-13.65
Jan 2022 - Jun 2022
5 - 7
42% pos
3Y(*)
7.49
2.47
14.44
-18.62
Jan 2020 - Mar 2020
23 - 13
64% pos
5Y(*)
6.37
2.45
13.16
-18.62
Jan 2020 - Mar 2020
39 - 21
65% pos
10Y(*)
7.54
4.88
10.82
-18.62
Jan 2020 - Mar 2020
80 - 40
67% pos
15Y(*)
5.29
2.84
13.38
-44.81
Nov 2007 - Feb 2009
111 - 69
62% pos
20Y(*)
7.71
5.08
12.48
-44.81
Nov 2007 - Feb 2009
154 - 86
64% pos
25Y(*)
6.49
3.92
12.68
-44.81
Nov 2007 - Feb 2009
186 - 114
62% pos
30Y(*)
7.67
5.04
12.06
-44.81
Nov 2007 - Feb 2009
230 - 130
64% pos
MAX(*)
01 Mar 1987
8.11
5.18
12.31
-44.81
Nov 2007 - Feb 2009
273 - 153
64% pos
(*) Returns over 1 year are annualized

Returns and stats are calculated assuming a yearly rebalancing of the components weight. How do returns change with different rebalancing strategies?

Capital Growth as of Aug 31, 2022

An investment of 1000$, since September 1992, now would be worth 9179.15$, with a total return of 817.91% (7.67% annualized).

The Inflation Adjusted Capital now would be 4366.87$, with a net total return of 336.69% (5.04% annualized).
An investment of 1000$, since March 1987, now would be worth 15928.16$, with a total return of 1492.82% (8.11% annualized).

The Inflation Adjusted Capital now would be 6001.88$, with a net total return of 500.19% (5.18% 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
-14.22% May 1998 Aug 1998 4 Dec 1998 4 8
-13.65% Jan 2022 Jun 2022 6 in progress 2 8
-11.03% Feb 2018 Dec 2018 11 Apr 2019 4 15
-10.87% May 2015 Feb 2016 10 Sep 2016 7 17
-6.80% Feb 1994 Mar 1994 2 Apr 1995 13 15
-5.42% 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
-3.58% Jan 2000 Jan 2000 1 Mar 2000 2 3
-3.55% Jul 1996 Jul 1996 1 Sep 1996 2 3
-3.55% May 2006 May 2006 1 Sep 2006 4 5
-3.48% Jan 2014 Jan 2014 1 Feb 2014 1 2
-3.43% Nov 1993 Nov 1993 1 Dec 1993 1 2
-3.08% Sep 2014 Jan 2015 5 Feb 2015 1 6
-2.90% Oct 2005 Oct 2005 1 Nov 2005 1 2
-2.88% Sep 2021 Sep 2021 1 Oct 2021 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
-20.71% Sep 1987 Nov 1987 3 Jan 1989 14 17
-18.62% Jan 2020 Mar 2020 3 Aug 2020 5 8
-14.79% Aug 1990 Sep 1990 2 Feb 1991 5 7
-14.22% May 1998 Aug 1998 4 Dec 1998 4 8
-13.65% Jan 2022 Jun 2022 6 in progress 2 8
-11.03% Feb 2018 Dec 2018 11 Apr 2019 4 15
-10.87% May 2015 Feb 2016 10 Sep 2016 7 17
-7.80% Jan 1990 Apr 1990 4 Jul 1990 3 7
-6.80% Feb 1994 Mar 1994 2 Apr 1995 13 15
-5.42% Aug 1997 Oct 1997 3 Feb 1998 4 7
-5.02% May 2019 May 2019 1 Oct 2019 5 6
-4.31% Jun 1991 Jun 1991 1 Aug 1991 2 3
-4.10% Sep 2020 Oct 2020 2 Nov 2020 1 3
-3.95% Nov 1991 Nov 1991 1 Dec 1991 1 2
-3.86% Jan 1992 Mar 1992 3 May 1992 2 5
-3.65% Mar 2005 Apr 2005 2 Jul 2005 3 5
-3.58% Jan 2000 Jan 2000 1 Mar 2000 2 3
-3.56% Jun 1992 Jun 1992 1 Jan 1993 7 8

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
9.33 47.14
Mar 2009 - Feb 2010
-38.24
Mar 2008 - Feb 2009
21.45%
2 Years
8.96 32.27
Mar 2009 - Feb 2011
-20.17
Mar 2007 - Feb 2009
13.40%
3 Years
8.60 22.15
Apr 2003 - Mar 2006
-11.07
Apr 2000 - Mar 2003
11.76%
5 Years
8.40 18.22
Oct 2002 - Sep 2007
-1.65
Apr 1998 - Mar 2003
2.18%
7 Years
8.16 15.93
Oct 1990 - Sep 1997
1.42
Mar 2002 - Feb 2009
0.00%
10 Years
8.00 14.23
Oct 1990 - Sep 2000
1.55
Mar 1999 - Feb 2009
0.00%
15 Years
7.50 10.77
Oct 1990 - Sep 2005
4.68
Mar 1994 - Feb 2009
0.00%
20 Years
7.55 11.40
Nov 1987 - Oct 2007
4.38
Apr 2000 - 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

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

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
Win %
0.49
57%
0.38
57%
0.77
61%
1.83
81%
0.72
61%
0.00
58%
1.31
64%
-0.35
61%
-0.11
57%
0.58
63%
0.94
69%
2.04
80%
Best
Year
7.0
2019
7.2
1991
7.1
2009
9.6
2009
7.5
2009
5.3
2019
7.3
2009
4.3
2020
7.5
2010
9.3
2011
9.5
2020
10.9
1991
Worst
Year
-7.9
2009
-8.1
2009
-11.9
2020
-5.8
2022
-7.3
2010
-6.9
2022
-6.9
2002
-12.0
1998
-8.2
2011
-16.1
1987
-5.8
2008
-6.0
2018
Statistics calculated for the period Mar 1987 - Aug 2022

Monthly/Yearly Returns

Ben Stein Perfect Portfolio monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
273 Positive Months (64%) - 153 Negative Months (36%)
Mar 1987 - Aug 2022
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
-11.59 -16.77 -2.6 -1.9 1.8 -5.8 1.2 -6.9 5.3 -2.7
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
+12.53 +10.74 0.1 5.8 3.4 0.7 -2.5 0.8 -0.8 -12.0 3.7 6.5 4.4 3.1
1997
+13.42 +11.52 2.4 0.8 -2.0 2.2 5.2 3.6 4.1 -5.0 4.3 -4.6 1.2 1.1
1996
+14.99 +11.29 2.7 0.5 1.3 2.1 1.2 0.3 -3.5 1.7 3.3 1.0 4.5 -0.5
1995
+18.50 +15.57 -0.9 1.1 2.4 2.5 2.5 0.7 3.2 -0.5 2.3 -1.2 2.8 2.3
1994
+0.16 -2.45 4.4 -2.7 -4.2 1.9 0.7 -1.1 2.1 3.2 -2.1 2.0 -3.9 0.2
1993
+24.23 +20.91 2.5 1.6 5.0 1.5 1.1 1.1 1.7 3.8 -0.7 2.9 -3.4 5.1
1992
+0.54 -2.29 -0.6 -1.0 -2.3 1.6 3.7 -3.6 2.3 -0.3 -0.5 -0.6 1.7 0.3
1991
+30.87 +26.98 3.5 7.2 0.4 1.1 3.5 -4.3 3.3 2.5 1.3 2.7 -3.9 10.9
1990
-5.71 -11.13 -4.4 -0.8 -1.0 -1.8 7.3 0.5 2.6 -8.7 -6.7 4.5 1.8 2.0
1989
+29.72 +23.96 5.3 0.3 -0.2 3.6 2.4 -1.1 6.1 2.6 3.1 -2.1 2.6 4.0
1988
+18.93 +13.90 5.7 4.0 -0.4 1.4 -0.5 3.4 0.1 -2.9 2.6 2.4 0.7 1.3
1987
- - 1.2 1.9 -0.5 1.5 3.3 3.6 -1.7 -16.1 -3.8 3.5

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

Is the Ben Stein Perfect Portfolio actually efficient, compared to other Lazy Portfolios?

Best Classic Portfolios, with Very High Risk

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Sep 2022 Return Drawdown Stocks Bonds Comm
Technology
-7.77 +13.69 -81.08 100 0 0
US Stocks
-6.81 +9.94 -50.84 100 0 0
Warren Buffett Portfolio
Warren Buffett
-6.07 +9.46 -45.52 90 10 0
Aggressive Global Income
-5.78 +9.29 -52.63 80 20 0
Stocks/Bonds 80/20
-6.10 +9.13 -41.09 80 20 0

See all portfolios

Sep 2022 return refers to period 01-23 September 2022.
Last update: Sep 23 2022.
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