Ben Stein Perfect vs US Stocks Minimum Volatility Portfolio Comparison

Last Update: 29 February 2024

The Ben Stein Perfect Portfolio obtained a 7.41% compound annual return, with a 12.35% standard deviation, in the last 30 Years.

The US Stocks Minimum Volatility Portfolio obtained a 9.77% compound annual return, with a 13.71% standard deviation, in the last 30 Years.

Summary

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Ben Stein Perfect Portfolio US Stocks Minimum Volatility Portfolio
Portfolio Risk Very High Very High
Asset Allocation Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
30 Years Stats Return +7.41% +9.77%
Std Dev 12.35% 13.71%
Max Drawdown -44.81% -43.27%
All time Stats
(Since Jan 1985)
Return +9.41% +11.14%
Std Dev 12.44% 14.21%
Max Drawdown -44.81% -43.27%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Ben Stein Perfect Portfolio +3.46 +8.46 +16.81 +8.81 +7.22 +7.41 +9.41
US Stocks Minimum Volatility Portfolio +2.09 +9.89 +17.47 +9.15 +10.62 +9.77 +11.14
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Ben Stein Perfect Portfolio: an investment of 1$, since March 1994, now would be worth 8.53$, with a total return of 752.59% (7.41% annualized).

US Stocks Minimum Volatility Portfolio: an investment of 1$, since March 1994, now would be worth 16.37$, with a total return of 1536.95% (9.77% annualized).

Ben Stein Perfect Portfolio: an investment of 1$, since January 1985, now would be worth 33.86$, with a total return of 3285.75% (9.41% annualized).

US Stocks Minimum Volatility Portfolio: an investment of 1$, since January 1985, now would be worth 62.63$, with a total return of 6163.30% (11.14% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Ben Stein Perfect Portfolio
US Stocks Minimum Volatility Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-44.81% Nov 2007 Feb 2009 (16) Dec 2012 (62) 18.11
-43.27% Nov 2007 Feb 2009 (16) Feb 2011 (40) 20.28
-35.36% Sep 2000 Sep 2002 (25) Jul 2005 (59) 18.12
-31.02% Apr 2000 Sep 2002 (30) Nov 2004 (56) 16.05
-19.06% Feb 2020 Mar 2020 (2) Nov 2020 (10) 8.46
-18.62% Jan 2020 Mar 2020 (3) Aug 2020 (8) 8.68
-18.32% Jan 2022 Sep 2022 (9) Jul 2023 (19) 8.72
-17.35% Jan 2022 Sep 2022 (9) Jan 2024 (25) 8.33
-16.52% Jul 1998 Aug 1998 (2) Nov 1998 (5) 8.42
-15.07% May 1998 Aug 1998 (4) Dec 1998 (8) 6.89
-11.70% May 2011 Sep 2011 (5) Dec 2011 (8) 4.61
-11.03% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.47
-10.87% May 2015 Feb 2016 (10) Sep 2016 (17) 5.37
-9.14% Jul 1999 Sep 1999 (3) Dec 1999 (6) 4.76
-7.69% Aug 2023 Oct 2023 (3) Dec 2023 (5) 4.00
-7.56% Oct 2018 Dec 2018 (3) Feb 2019 (5) 3.65
-5.47% Aug 1997 Aug 1997 (1) Dec 1997 (5) 2.74
-5.36% Sep 1994 Jan 1995 (5) Apr 1995 (8) 3.21
-5.27% Aug 2016 Oct 2016 (3) Feb 2017 (7) 2.90
-5.24% Jul 1996 Jul 1996 (1) Sep 1996 (3) 3.27

Drawdown comparison chart since January 1985.

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Ben Stein Perfect Portfolio
US Stocks Minimum Volatility Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-44.81% Nov 2007 Feb 2009 (16) Dec 2012 (62) 18.11
-43.27% Nov 2007 Feb 2009 (16) Feb 2011 (40) 20.28
-35.36% Sep 2000 Sep 2002 (25) Jul 2005 (59) 18.12
-31.02% Apr 2000 Sep 2002 (30) Nov 2004 (56) 16.05
-30.08% Sep 1987 Nov 1987 (3) May 1989 (21) 16.33
-21.48% Sep 1987 Nov 1987 (3) Jan 1989 (17) 10.79
-19.06% Feb 2020 Mar 2020 (2) Nov 2020 (10) 8.46
-18.62% Jan 2020 Mar 2020 (3) Aug 2020 (8) 8.68
-18.32% Jan 2022 Sep 2022 (9) Jul 2023 (19) 8.72
-17.35% Jan 2022 Sep 2022 (9) Jan 2024 (25) 8.33
-16.52% Jul 1998 Aug 1998 (2) Nov 1998 (5) 8.42
-15.07% May 1998 Aug 1998 (4) Dec 1998 (8) 6.89
-14.67% Aug 1990 Sep 1990 (2) Feb 1991 (7) 8.53
-14.10% Jun 1990 Oct 1990 (5) Feb 1991 (9) 7.72
-11.70% May 2011 Sep 2011 (5) Dec 2011 (8) 4.61
-11.03% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.47
-10.87% May 2015 Feb 2016 (10) Sep 2016 (17) 5.37
-9.14% Jul 1999 Sep 1999 (3) Dec 1999 (6) 4.76
-8.39% Sep 1986 Sep 1986 (1) Jan 1987 (5) 3.95
-7.76% Jan 1990 Apr 1990 (4) Jul 1990 (7) 4.20

Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
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Year Return Drawdown Return Drawdown
2024
+3.09%
-0.36%
+4.31%
0.00%
2023
+16.55%
-7.69%
+10.34%
-4.29%
2022
-11.28%
-18.32%
-9.42%
-17.35%
2021
+16.52%
-2.88%
+20.84%
-4.99%
2020
+10.46%
-18.62%
+5.64%
-19.06%
2019
+21.12%
-5.02%
+27.69%
-1.61%
2018
-7.36%
-11.03%
+1.36%
-7.56%
2017
+18.64%
0.00%
+18.91%
-0.35%
2016
+8.29%
-4.94%
+10.57%
-5.27%
2015
-2.48%
-9.54%
+5.45%
-5.12%
2014
+4.39%
-3.48%
+16.33%
-3.04%
2013
+18.20%
-2.21%
+25.09%
-3.26%
2012
+13.40%
-7.48%
+10.82%
-2.17%
2011
-3.70%
-17.03%
+12.70%
-11.70%
2010
+12.14%
-10.26%
+14.52%
-12.81%
2009
+26.95%
-15.39%
+18.18%
-19.43%
2008
-31.47%
-33.62%
-25.77%
-28.06%
2007
+10.08%
-4.81%
+4.15%
-5.15%
2006
+18.40%
-3.55%
+14.77%
-3.11%
2005
+11.54%
-3.65%
+6.45%
-3.39%
2004
+14.53%
-3.20%
+14.34%
-2.88%
2003
+29.10%
-3.63%
+19.79%
-5.68%
2002
-12.54%
-19.34%
-15.44%
-24.56%
2001
-8.74%
-18.50%
-7.96%
-20.58%
2000
-7.02%
-10.69%
+2.67%
-9.24%
1999
+25.31%
-2.23%
+7.63%
-9.14%
1998
+11.01%
-15.07%
+22.82%
-16.52%
1997
+13.00%
-5.20%
+30.20%
-5.47%
1996
+15.28%
-3.61%
+14.96%
-5.24%
1995
+18.25%
-1.47%
+36.61%
-0.39%
1994
-0.04%
-6.82%
+0.13%
-7.03%
1993
+24.57%
-3.54%
+11.82%
-2.26%
1992
+0.57%
-3.75%
+6.42%
-2.83%
1991
+30.38%
-4.43%
+28.86%
-4.68%
1990
-6.17%
-14.67%
-2.01%
-14.10%
1989
+30.02%
-2.52%
+35.71%
-2.13%
1988
+18.92%
-2.98%
+15.74%
-3.84%
1987
+3.15%
-21.48%
+3.77%
-30.08%
1986
+23.10%
-4.60%
+17.36%
-8.39%
1985
+29.90%
-2.29%
+32.55%
-3.71%