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:
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:
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
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%
Live update: World Markets and Indexes
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:
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
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 | ||||
- 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.
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.
Readings that may interest you
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$, with a net total return of 329.35% (4.98% annualized).
The Inflation Adjusted Capital now would be 4293.54$, 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$, with a net total return of 899.75% (6.25% annualized).
The Inflation Adjusted Capital now would be 9997.54$, 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.
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
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 |
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
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 |
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 | ||