Ben Stein Long Term Portfolio: ETF allocation and returns

Data Source: from January 1976 to February 2024 (~48 years)
Consolidated Returns as of 29 February 2024
Live Update: Mar 01 2024
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.75%
1 Day
Mar 01 2024
0.75%
Current Month
March 2024

The Ben Stein Long Term Portfolio is a Very High Risk portfolio and can be implemented with 6 ETFs.

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

In the last 30 Years, the Ben Stein Long Term Portfolio obtained a 7.41% compound annual return, with a 12.44% standard deviation.

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Asset Allocation and ETFs

The Ben Stein Long Term Portfolio has the following asset allocation:

80% Stocks
20% Fixed Income
0% Commodities

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

Weight (%) Ticker Currency ETF Name Investment Themes
30.00
VTI
USD Vanguard Total Stock Market Equity, U.S., Large Cap
20.00
EFA
USD iShares MSCI EAFE Equity, EAFE, Large Cap
10.00
EEM
USD iShares MSCI Emerging Markets Equity, Emerging Markets, Large Cap
10.00
IJS
USD iShares S&P Small-Cap 600 Value Equity, U.S., Small Cap, Value
10.00
VNQ
USD Vanguard Real Estate Real Estate, U.S.
20.00
BIL
USD 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 Feb 29, 2024

The Ben Stein Long Term Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming: March 2024 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
BEN STEIN LONG TERM PORTFOLIO
Consolidated returns as of 29 February 2024
Live Update: Mar 01 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Feb 29, 2024
  1 Day Time ET(*) Mar 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~48Y)
Ben Stein Long Term Portfolio 0.75 0.75 3.14 8.08 13.67 7.46 6.63 7.41 10.20
US Inflation Adjusted return 3.14 6.86 10.67 3.22 3.75 4.77 6.34
Components
VTI
USD Vanguard Total Stock Market 0.92 Mar 01 2024 0.92 5.30 13.69 28.61 13.82 11.96 10.22 11.70
EFA
USD iShares MSCI EAFE 0.97 Mar 01 2024 0.97 2.99 9.37 14.89 6.83 4.38 4.75 8.45
EEM
USD iShares MSCI Emerging Markets 1.23 Mar 01 2024 1.23 4.17 4.06 7.46 1.11 2.35 4.45 7.41
IJS
USD iShares S&P Small-Cap 600 Value 0.32 Mar 01 2024 0.32 2.37 5.01 0.91 6.96 7.54 10.17 14.55
VNQ
USD Vanguard Real Estate 1.19 Mar 01 2024 1.19 1.98 6.13 4.14 4.12 6.04 8.49 11.79
BIL
USD SPDR Blmbg Barclays 1-3 Mth T-Bill 0.03 Mar 01 2024 0.03 0.44 2.62 5.20 1.82 1.18 2.26 4.22
Returns over 1 year are annualized | Available data source: since Jan 1976
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Current inflation (annualized) is 1Y: 2.71% , 5Y: 4.10% , 10Y: 2.77% , 30Y: 2.52%

In 2023, the Ben Stein Long Term Portfolio granted a 3.11% dividend yield. If you are interested in getting periodic income, please refer to the Ben Stein Long Term Portfolio: Dividend Yield page.

Capital Growth as of Feb 29, 2024

An investment of 1$, since March 1994, now would be worth 8.55$, with a total return of 754.95% (7.41% annualized).

The Inflation Adjusted Capital now would be 4.05$, with a net total return of 304.99% (4.77% annualized).
An investment of 1$, since January 1976, now would be worth 107.49$, with a total return of 10649.13% (10.20% annualized).

The Inflation Adjusted Capital now would be 19.30$, with a net total return of 1829.87% (6.34% annualized).

Portfolio Metrics as of Feb 29, 2024

Metrics of Ben Stein Long Term Portfolio, updated as of 29 February 2024.

Metrics are calculated based on monthly returns, assuming:
BEN STEIN LONG TERM PORTFOLIO
Advanced Metrics
Data Source: 1 January 1976 - 29 February 2024 (~48 years)
Swipe left to see all data
Metrics as of Feb 29, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~48Y)
Investment Return (%) 3.14 7.38 8.08 13.67 4.53 7.46 6.63 7.01 7.41 10.20
Infl. Adjusted Return (%) details 3.14 6.80 6.86 10.67 -0.94 3.22 3.75 4.34 4.77 6.34
US Inflation (%) 0.00 0.54 1.14 2.71 5.52 4.10 2.77 2.56 2.52 3.63
Pending updates, the monthly inflation after Jan 2024 is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -8.92 -20.52 -20.52 -20.52 -45.92 -45.92 -45.92
Start to Recovery (# months) details 5 26 26 26 42 42 42
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 9 9 9 16 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 2 17 17 17 26 26 26
End (yyyy mm) 2023 12 2024 02 2024 02 2024 02 2011 04 2011 04 2011 04
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 9 9 9 16 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 2 17 17 17 26 26 26
End (yyyy mm) 2023 12 2024 02 2024 02 2024 02 2011 04 2011 04 2011 04
Longest negative period (# months) details 8 32 32 34 61 110 110
Period Start (yyyy mm) 2023 03 2021 03 2021 03 2017 06 2004 03 2000 01 2000 01
Period End (yyyy mm) 2023 10 2023 10 2023 10 2020 03 2009 03 2009 02 2009 02
Annualized Return (%) -2.15 -0.37 -0.37 -0.36 -0.96 0.00 0.00
Deepest Drawdown Depth (%) -9.78 -25.35 -25.35 -25.35 -46.81 -46.81 -46.81
Start to Recovery (# months) details 5 30* 30* 30* 66 66 66
Start (yyyy mm) 2023 08 2021 09 2021 09 2021 09 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 13 13 13 16 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 2 17 17 17 50 50 50
End (yyyy mm) 2023 12 - - - 2013 04 2013 04 2013 04
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details
Start (yyyy mm) 2023 08 2021 09 2021 09 2021 09 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 13 13 13 16 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 2 17 17 17 50 50 50
End (yyyy mm) 2023 12 - - - 2013 04 2013 04 2013 04
Longest negative period (# months) details 8 36* 54 69 73 139 139
Period Start (yyyy mm) 2023 03 2021 03 2019 05 2018 02 2006 05 1997 08 1997 08
Period End (yyyy mm) 2023 10 2024 02 2023 10 2023 10 2012 05 2009 02 2009 02
Annualized Return (%) -5.01 -0.94 -0.04 -0.21 -0.11 -0.23 -0.23
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 12.08 13.48 14.38 11.91 13.00 12.44 12.20
Sharpe Ratio 0.70 0.16 0.39 0.46 0.44 0.41 0.51
Sortino Ratio 1.04 0.23 0.52 0.61 0.57 0.54 0.67
Ulcer Index 3.26 8.54 7.64 5.91 10.22 9.48 7.92
Ratio: Return / Standard Deviation 1.13 0.34 0.52 0.56 0.54 0.60 0.84
Ratio: Return / Deepest Drawdown 1.53 0.22 0.36 0.32 0.15 0.16 0.22
% Positive Months details 58% 58% 63% 65% 64% 63% 65%
Positive Months 7 21 38 78 154 230 376
Negative Months 5 15 22 42 86 130 202
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 6.63 11.74 11.74 17.86
Worst 10 Years Return (%) - Annualized 4.42 2.15 2.15
Best 10 Years Return (%) - Annualized 3.75 9.81 9.81 13.10
Worst 10 Years Return (%) - Annualized 2.60 -0.43 -0.43
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 50.38 23.26 18.00 11.74 8.36 7.41
Worst Rolling Return (%) - Annualized -38.83 -11.61 -2.26 2.15 5.02
% Positive Periods 73% 87% 97% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 75.46 25.38 16.12 9.38 6.20 6.49
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 2.69 4.89
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 47.21 19.92 15.62 9.81 5.98 4.77
Worst Rolling Return (%) - Annualized -38.84 -13.49 -4.78 -0.43 2.88
% Positive Periods 69% 82% 89% 99% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 75.46 25.38 16.12 9.38 6.20 6.49
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 2.69 4.89
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1976 - Feb 2024)
Best Rolling Return (%) - Annualized 50.38 29.21 26.01 17.86 14.79 12.79
Worst Rolling Return (%) - Annualized -38.83 -11.61 -2.26 2.15 5.02 7.01
% Positive Periods 79% 92% 98% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 75.46 25.38 16.12 9.38 6.20 6.32
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 2.69 4.67
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 47.21 25.43 22.17 13.10 10.19 8.29
Worst Rolling Return (%) - Annualized -38.84 -13.49 -4.78 -0.43 2.88 4.38
% Positive Periods 73% 87% 93% 99% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 75.46 25.38 16.12 9.38 6.20 6.32
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 2.69 4.67
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • 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).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

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 29 February 2024
Swipe left to see all data
Asset
VTI
EFA
EEM
IJS
VNQ
BIL
VTI
-
0.91
0.87
0.82
0.89
0.26
EFA
0.91
-
0.88
0.78
0.89
0.13
EEM
0.87
0.88
-
0.78
0.81
0.01
IJS
0.82
0.78
0.78
-
0.93
0.25
VNQ
0.89
0.89
0.81
0.93
-
0.33
BIL
0.26
0.13
0.01
0.25
0.33
-
Asset
VTI
EFA
EEM
IJS
VNQ
BIL
VTI
-
0.90
0.75
0.86
0.86
-0.05
EFA
0.90
-
0.85
0.84
0.82
0.00
EEM
0.75
0.85
-
0.74
0.67
-0.03
IJS
0.86
0.84
0.74
-
0.78
-0.16
VNQ
0.86
0.82
0.67
0.78
-
-0.11
BIL
-0.05
0.00
-0.03
-0.16
-0.11
-
Asset
VTI
EFA
EEM
IJS
VNQ
BIL
VTI
-
0.87
0.70
0.85
0.76
-0.02
EFA
0.87
-
0.82
0.76
0.68
0.02
EEM
0.70
0.82
-
0.64
0.56
-0.02
IJS
0.85
0.76
0.64
-
0.69
-0.12
VNQ
0.76
0.68
0.56
0.69
-
-0.09
BIL
-0.02
0.02
-0.02
-0.12
-0.09
-
Asset
VTI
EFA
EEM
IJS
VNQ
BIL
VTI
-
0.84
0.76
0.86
0.63
-0.02
EFA
0.84
-
0.82
0.74
0.61
-0.03
EEM
0.76
0.82
-
0.68
0.53
-0.04
IJS
0.86
0.74
0.68
-
0.69
-0.03
VNQ
0.63
0.61
0.53
0.69
-
-0.01
BIL
-0.02
-0.03
-0.04
-0.03
-0.01
-
Asset
VTI
EFA
EEM
IJS
VNQ
BIL
VTI
-
0.76
0.72
0.87
0.64
-0.01
EFA
0.76
-
0.69
0.67
0.54
0.01
EEM
0.72
0.69
-
0.64
0.50
-0.03
IJS
0.87
0.67
0.64
-
0.71
0.01
VNQ
0.64
0.54
0.50
0.71
-
0.01
BIL
-0.01
0.01
-0.03
0.01
0.01
-

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

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.

BEN STEIN LONG TERM PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1976 - 29 February 2024 (~48 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-45.92% Nov 2007 Feb 2009 16 Apr 2011 26 42 21.56
-23.11% Sep 2000 Sep 2002 25 Nov 2003 14 39 12.70
-20.52% Jan 2022 Sep 2022 9 Feb 2024 17 26 9.97
-19.33% Jan 2020 Mar 2020 3 Nov 2020 8 11 8.34
-16.94% May 2011 Sep 2011 5 Nov 2012 14 19 6.37
-15.80% May 1998 Aug 1998 4 Mar 1999 7 11 6.69
-10.70% Sep 2018 Dec 2018 4 Apr 2019 4 8 4.74
-9.84% Jun 2015 Feb 2016 9 Jul 2016 5 14 5.14
-5.19% Sep 1994 Jan 1995 5 Apr 1995 3 8 3.17
-4.75% May 2019 May 2019 1 Jul 2019 2 3 2.37
-4.54% Oct 1997 Oct 1997 1 Feb 1998 4 5 2.74
-4.37% Apr 2000 May 2000 2 Aug 2000 3 5 2.25
-4.29% Apr 2004 Apr 2004 1 Sep 2004 5 6 2.40
-4.20% Mar 1994 Mar 1994 1 Aug 1994 5 6 2.41
-4.05% Feb 2018 Mar 2018 2 Aug 2018 5 7 2.68
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 121 3.0 Months 33.52%
 
DD = 0% 33.52%
 
0% < DD <= -5% 125 2.9 Months 34.63%
 
DD <= -5% 68.14%
 
-5% < DD <= -10% 45 8.0 Months 12.47%
 
DD <= -10% 80.61%
 
-10% < DD <= -15% 30 12.0 Months 8.31%
 
DD <= -15% 88.92%
 
-15% < DD <= -20% 19 19.0 Months 5.26%
 
DD <= -20% 94.18%
 
-20% < DD <= -25% 11 32.8 Months 3.05%
 
DD <= -25% 97.23%
 
-25% < DD <= -30% 1 361.0 Months 0.28%
 
DD <= -30% 97.51%
 
-30% < DD <= -35% 4 90.3 Months 1.11%
 
DD <= -35% 98.61%
 
-35% < DD <= -40% 2 180.5 Months 0.55%
 
DD <= -40% 99.17%
 
-40% < DD <= -45% 2 180.5 Months 0.55%
 
DD <= -45% 99.72%
 
-45% < DD <= -50% 1 361.0 Months 0.28%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-46.81% Nov 2007 Feb 2009 16 Apr 2013 50 66 20.04
-27.42% Apr 2000 Mar 2003 36 Feb 2004 11 47 14.57
-25.35% Sep 2021 Sep 2022 13 in progress 17 30 14.65
-19.18% Jan 2020 Mar 2020 3 Nov 2020 8 11 8.12
-16.42% May 1998 Aug 1998 4 Apr 1999 8 12 6.98
-11.60% Feb 2018 Dec 2018 11 Oct 2019 10 21 4.20
-10.29% Mar 2015 Feb 2016 12 Dec 2016 10 22 4.67
-6.13% Sep 1994 Jan 1995 5 May 1995 4 9 3.70
-4.71% Oct 1997 Oct 1997 1 Feb 1998 4 5 2.98
-4.46% Mar 1994 Mar 1994 1 Aug 1994 5 6 2.86
-4.44% Apr 2004 Apr 2004 1 Oct 2004 6 7 2.77
-4.34% Jun 2007 Jul 2007 2 Sep 2007 2 4 2.50
-3.95% Mar 2005 Apr 2005 2 Jun 2005 2 4 2.26
-3.92% Jun 1996 Jul 1996 2 Sep 1996 2 4 1.96
-3.92% Aug 1997 Aug 1997 1 Sep 1997 1 2 2.26
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 91 4.0 Months 25.21%
 
DD = 0% 25.21%
 
0% < DD <= -5% 122 3.0 Months 33.80%
 
DD <= -5% 59.00%
 
-5% < DD <= -10% 45 8.0 Months 12.47%
 
DD <= -10% 71.47%
 
-10% < DD <= -15% 39 9.3 Months 10.80%
 
DD <= -15% 82.27%
 
-15% < DD <= -20% 26 13.9 Months 7.20%
 
DD <= -20% 89.47%
 
-20% < DD <= -25% 21 17.2 Months 5.82%
 
DD <= -25% 95.29%
 
-25% < DD <= -30% 8 45.1 Months 2.22%
 
DD <= -30% 97.51%
 
-30% < DD <= -35% 3 120.3 Months 0.83%
 
DD <= -35% 98.34%
 
-35% < DD <= -40% 3 120.3 Months 0.83%
 
DD <= -40% 99.17%
 
-40% < DD <= -45% 2 180.5 Months 0.55%
 
DD <= -45% 99.72%
 
-45% < DD <= -50% 1 361.0 Months 0.28%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-45.92% Nov 2007 Feb 2009 16 Apr 2011 26 42 21.56
-23.11% Sep 2000 Sep 2002 25 Nov 2003 14 39 12.70
-20.52% Jan 2022 Sep 2022 9 Feb 2024 17 26 9.97
-20.11% Sep 1987 Nov 1987 3 Jan 1989 14 17 9.55
-19.33% Jan 2020 Mar 2020 3 Nov 2020 8 11 8.34
-16.94% May 2011 Sep 2011 5 Nov 2012 14 19 6.37
-15.80% May 1998 Aug 1998 4 Mar 1999 7 11 6.69
-15.40% Jan 1990 Sep 1990 9 Feb 1991 5 14 7.45
-13.32% Jul 1981 Jul 1982 13 Oct 1982 3 16 6.86
-10.70% Sep 2018 Dec 2018 4 Apr 2019 4 8 4.74
-9.84% Jun 2015 Feb 2016 9 Jul 2016 5 14 5.14
-9.78% Feb 1980 Mar 1980 2 Jun 1980 3 5 4.95
-7.96% Oct 1978 Oct 1978 1 Jan 1979 3 4 4.46
-7.08% Sep 1979 Oct 1979 2 Jan 1980 3 5 3.12
-6.15% Feb 1994 Mar 1994 2 May 1995 14 16 3.63
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 221 2.6 Months 38.17%
 
DD = 0% 38.17%
 
0% < DD <= -5% 207 2.8 Months 35.75%
 
DD <= -5% 73.92%
 
-5% < DD <= -10% 72 8.0 Months 12.44%
 
DD <= -10% 86.36%
 
-10% < DD <= -15% 35 16.5 Months 6.04%
 
DD <= -15% 92.40%
 
-15% < DD <= -20% 22 26.3 Months 3.80%
 
DD <= -20% 96.20%
 
-20% < DD <= -25% 12 48.3 Months 2.07%
 
DD <= -25% 98.27%
 
-25% < DD <= -30% 1 579.0 Months 0.17%
 
DD <= -30% 98.45%
 
-30% < DD <= -35% 4 144.8 Months 0.69%
 
DD <= -35% 99.14%
 
-35% < DD <= -40% 2 289.5 Months 0.35%
 
DD <= -40% 99.48%
 
-40% < DD <= -45% 2 289.5 Months 0.35%
 
DD <= -45% 99.83%
 
-45% < DD <= -50% 1 579.0 Months 0.17%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-46.81% Nov 2007 Feb 2009 16 Apr 2013 50 66 20.04
-27.42% Apr 2000 Mar 2003 36 Feb 2004 11 47 14.57
-25.35% Sep 2021 Sep 2022 13 in progress 17 30 14.65
-23.06% Dec 1980 Jul 1982 20 Feb 1983 7 27 11.51
-20.87% Sep 1987 Nov 1987 3 May 1989 18 21 10.19
-19.36% Jan 1990 Sep 1990 9 May 1991 8 17 9.70
-19.18% Jan 2020 Mar 2020 3 Nov 2020 8 11 8.12
-16.42% May 1998 Aug 1998 4 Apr 1999 8 12 6.98
-13.34% Sep 1979 Mar 1980 7 Sep 1980 6 13 6.33
-11.60% Feb 2018 Dec 2018 11 Oct 2019 10 21 4.20
-10.29% Mar 2015 Feb 2016 12 Dec 2016 10 22 4.67
-9.52% Sep 1978 Oct 1978 2 Aug 1979 10 12 4.37
-8.13% Feb 1994 Jan 1995 12 Jul 1995 6 18 4.93
-6.70% Jul 1983 Jul 1984 13 Aug 1984 1 14 3.45
-4.71% Oct 1997 Oct 1997 1 Feb 1998 4 5 2.98
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Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 157 3.7 Months 27.12%
 
DD = 0% 27.12%
 
0% < DD <= -5% 212 2.7 Months 36.61%
 
DD <= -5% 63.73%
 
-5% < DD <= -10% 78 7.4 Months 13.47%
 
DD <= -10% 77.20%
 
-10% < DD <= -15% 54 10.7 Months 9.33%
 
DD <= -15% 86.53%
 
-15% < DD <= -20% 37 15.6 Months 6.39%
 
DD <= -20% 92.92%
 
-20% < DD <= -25% 24 24.1 Months 4.15%
 
DD <= -25% 97.06%
 
-25% < DD <= -30% 8 72.4 Months 1.38%
 
DD <= -30% 98.45%
 
-30% < DD <= -35% 3 193.0 Months 0.52%
 
DD <= -35% 98.96%
 
-35% < DD <= -40% 3 193.0 Months 0.52%
 
DD <= -40% 99.48%
 
-40% < DD <= -45% 2 289.5 Months 0.35%
 
DD <= -45% 99.83%
 
-45% < DD <= -50% 1 579.0 Months 0.17%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 

Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

BEN STEIN LONG TERM PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1976 - 29 February 2024 (~48 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -38.83 03/2008
02/2009
0.61$ -4.80 0.95$ 10.45 1.10$ 19.54 1.19$ 50.38 03/2009
02/2010
1.50$ 13.67 26.65%
2Y -22.40 03/2007
02/2009
0.60$ -1.41 0.97$ 9.20 1.19$ 16.05 1.34$ 34.21 03/2009
02/2011
1.80$ 3.72 17.21%
3Y -11.61 03/2006
02/2009
0.69$ 1.98 1.06$ 8.39 1.27$ 13.36 1.45$ 23.26 04/2003
03/2006
1.87$ 4.53 12.92%
5Y -2.26 03/2004
02/2009
0.89$ 3.51 1.18$ 6.49 1.36$ 12.11 1.77$ 18.00 03/2009
02/2014
2.28$ 7.46 2.33%
7Y 1.22 03/2002
02/2009
1.08$ 4.90 1.39$ 7.33 1.64$ 8.71 1.79$ 12.16 03/2009
02/2016
2.23$ 7.28 0.00%
10Y 2.15 03/1999
02/2009
1.23$ 4.84 1.60$ 7.38 2.03$ 9.09 2.38$ 11.74 03/2009
02/2019
3.03$ 6.63 0.00%
15Y 4.38 10/2007
09/2022
1.90$ 6.00 2.39$ 6.76 2.66$ 7.60 3.00$ 10.29 03/2009
02/2024
4.34$ 10.29 0.00%
20Y 5.02 04/2000
03/2020
2.66$ 6.53 3.54$ 7.14 3.97$ 8.00 4.65$ 8.36 03/1995
02/2015
4.98$ 7.01 0.00%
30Y 7.41 03/1994
02/2024
8.54$ 7.41 8.54$ 7.41 8.54$ 7.41 8.54$ 7.41 03/1994
02/2024
8.54$ 7.41 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -38.84 03/2008
02/2009
0.61$ -7.36 0.92$ 7.78 1.07$ 16.63 1.16$ 47.21 03/2009
02/2010
1.47$ 10.67 30.09%
2Y -23.97 03/2007
02/2009
0.57$ -4.54 0.91$ 6.60 1.13$ 13.15 1.28$ 31.40 03/2009
02/2011
1.72$ -0.58 21.96%
3Y -13.49 03/2006
02/2009
0.64$ -0.94 0.97$ 5.91 1.18$ 10.94 1.36$ 19.92 04/2003
03/2006
1.72$ -0.94 17.23%
5Y -4.78 03/2004
02/2009
0.78$ 0.75 1.03$ 4.47 1.24$ 9.34 1.56$ 15.62 03/2009
02/2014
2.06$ 3.22 10.96%
7Y -1.33 03/2002
02/2009
0.91$ 2.64 1.20$ 4.72 1.38$ 6.57 1.56$ 10.42 03/2009
02/2016
2.00$ 3.69 0.72%
10Y -0.43 03/1999
02/2009
0.95$ 2.96 1.33$ 5.03 1.63$ 6.60 1.89$ 9.81 03/2009
02/2019
2.54$ 3.75 0.83%
15Y 1.96 10/2007
09/2022
1.33$ 3.60 1.69$ 4.36 1.89$ 5.13 2.11$ 7.57 03/2009
02/2024
2.98$ 7.57 0.00%
20Y 2.88 04/2000
03/2020
1.76$ 4.20 2.27$ 4.81 2.55$ 5.51 2.92$ 5.98 03/1995
02/2015
3.19$ 4.34 0.00%
30Y 4.77 03/1994
02/2024
4.04$ 4.77 4.04$ 4.77 4.04$ 4.77 4.04$ 4.77 03/1994
02/2024
4.04$ 4.77 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -38.83 03/2008
02/2009
0.61$ -2.35 0.97$ 11.84 1.11$ 22.40 1.22$ 50.38 03/2009
02/2010
1.50$ 13.67 20.99%
2Y -22.40 03/2007
02/2009
0.60$ 2.44 1.04$ 11.18 1.23$ 17.26 1.37$ 34.21 03/2009
02/2011
1.80$ 3.72 10.63%
3Y -11.61 03/2006
02/2009
0.69$ 4.30 1.13$ 10.70 1.35$ 16.70 1.58$ 29.21 08/1984
07/1987
2.15$ 4.53 7.73%
5Y -2.26 03/2004
02/2009
0.89$ 4.58 1.25$ 10.82 1.67$ 15.07 2.01$ 26.01 08/1982
07/1987
3.17$ 7.46 1.35%
7Y 1.22 03/2002
02/2009
1.08$ 5.95 1.49$ 9.20 1.85$ 14.76 2.62$ 20.87 08/1982
07/1989
3.76$ 7.28 0.00%
10Y 2.15 03/1999
02/2009
1.23$ 6.18 1.82$ 9.09 2.38$ 15.12 4.08$ 17.86 09/1977
08/1987
5.17$ 6.63 0.00%
15Y 4.38 10/2007
09/2022
1.90$ 6.34 2.51$ 9.17 3.73$ 14.20 7.33$ 16.38 08/1982
07/1997
9.73$ 10.29 0.00%
20Y 5.02 04/2000
03/2020
2.66$ 7.00 3.86$ 8.31 4.93$ 13.49 12.55$ 14.79 03/1978
02/1998
15.76$ 7.01 0.00%
30Y 7.01 11/1993
10/2023
7.64$ 8.12 10.39$ 9.90 16.97$ 11.17 23.95$ 12.79 11/1977
10/2007
37.01$ 7.41 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -38.84 03/2008
02/2009
0.61$ -5.63 0.94$ 7.48 1.07$ 18.43 1.18$ 47.21 03/2009
02/2010
1.47$ 10.67 26.28%
2Y -23.97 03/2007
02/2009
0.57$ -0.95 0.98$ 6.82 1.14$ 13.64 1.29$ 31.40 03/2009
02/2011
1.72$ -0.58 15.86%
3Y -13.49 03/2006
02/2009
0.64$ 0.92 1.02$ 6.62 1.21$ 12.58 1.42$ 25.43 08/1984
07/1987
1.97$ -0.94 12.34%
5Y -4.78 03/2004
02/2009
0.78$ 1.72 1.08$ 6.49 1.36$ 11.21 1.70$ 22.17 08/1982
07/1987
2.72$ 3.22 6.74%
7Y -1.33 03/2002
02/2009
0.91$ 3.43 1.26$ 6.26 1.52$ 10.27 1.98$ 16.72 08/1982
07/1989
2.95$ 3.69 0.40%
10Y -0.43 03/1999
02/2009
0.95$ 3.77 1.44$ 6.57 1.89$ 9.70 2.52$ 13.10 08/1982
07/1992
3.42$ 3.75 0.44%
15Y 1.96 10/2007
09/2022
1.33$ 4.04 1.81$ 6.26 2.48$ 9.38 3.83$ 12.58 08/1982
07/1997
5.91$ 7.57 0.00%
20Y 2.88 04/2000
03/2020
1.76$ 4.68 2.49$ 5.84 3.11$ 8.76 5.35$ 10.19 04/1980
03/2000
6.95$ 4.34 0.00%
30Y 4.38 11/1993
10/2023
3.61$ 5.55 5.05$ 6.55 6.70$ 7.59 8.98$ 8.29 11/1977
10/2007
10.89$ 4.77 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

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

Seasonality

In which months is it better to invest in Ben Stein Long Term 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
0.22
40%
-0.95
40%
-1.40
80%
1.66
80%
-0.27
60%
1.39
80%
2.42
100%
-0.39
40%
-2.98
20%
1.45
60%
4.59
80%
2.51
80%
Best 7.1
2023
3.1
2024
2.7
2021
7.6
2020
3.3
2020
4.9
2019
5.2
2022
3.9
2020
2.1
2019
5.0
2022
9.9
2020
5.3
2023
Worst -3.8
2022
-6.0
2020
-12.7
2020
-5.7
2022
-4.7
2019
-6.2
2022
0.0
2021
-3.3
2022
-7.7
2022
-2.6
2023
-2.2
2021
-3.3
2022
Monthly Seasonality over the period Feb 1976 - Feb 2024
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
0.85
50%
-0.16
50%
0.03
70%
1.19
90%
0.28
80%
0.86
70%
1.89
90%
-0.40
50%
-1.84
30%
0.86
60%
2.90
80%
0.69
60%
Best 7.4
2019
3.6
2015
6.7
2016
7.6
2020
3.3
2020
4.9
2019
5.2
2022
3.9
2020
2.1
2019
5.5
2015
9.9
2020
5.3
2023
Worst -4.2
2016
-6.0
2020
-12.7
2020
-5.7
2022
-4.7
2019
-6.2
2022
-1.5
2014
-5.3
2015
-7.7
2022
-6.0
2018
-2.2
2021
-6.2
2018
Monthly Seasonality over the period Feb 1976 - Feb 2024
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
1.09
59%
0.45
59%
0.94
73%
1.77
81%
0.58
63%
0.65
63%
1.10
60%
0.33
54%
-0.38
54%
0.31
60%
1.75
75%
1.91
79%
Best 10.4
1976
6.9
1991
6.7
2009
11.4
2009
6.3
2009
4.9
2019
7.7
2009
8.1
1984
7.4
2010
9.6
2011
9.9
2020
10.0
1991
Worst -9.2
2009
-8.9
2009
-12.7
2020
-5.7
2022
-6.9
2010
-7.0
2008
-7.3
2002
-12.3
1998
-8.3
2011
-16.8
1987
-7.4
2008
-6.2
2018
Monthly Seasonality over the period Feb 1976 - Feb 2024

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Ben Stein Long Term Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

BEN STEIN LONG TERM PORTFOLIO
Monthly Returns Distribution
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1976 - 29 February 2024 (~48 years)
230 Positive Months (64%) - 130 Negative Months (36%)
376 Positive Months (65%) - 202 Negative Months (35%)
Swipe left to see all data
(Scroll down to see all data)
Investment Returns, up to December 2007, have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can find additional information on extended Data Sources here.

In particular, the series derived from equivalent datasets are:
  • VTI - Vanguard Total Stock Market (VTI), up to December 2001
  • EFA - iShares MSCI EAFE (EFA), up to December 2001
  • EEM - iShares MSCI Emerging Markets (EEM), up to December 2003
  • IJS - iShares S&P Small-Cap 600 Value (IJS), up to December 2000
  • VNQ - Vanguard Real Estate (VNQ), up to December 2004
  • BIL - SPDR Blmbg Barclays 1-3 Mth T-Bill (BIL), up to December 2007

Portfolio efficiency

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 Author Return Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 80/20 Momentum +11.32 12.42 -43.61 80 20 0
Warren Buffett Portfolio Warren Buffett +9.85 13.66 -45.52 90 10 0
Stocks/Bonds 60/40 Momentum +9.77 9.60 -32.52 60 40 0
US Stocks Minimum Volatility +9.77 13.71 -43.27 100 0 0
Stocks/Bonds 80/20 +9.29 12.51 -41.09 80 20 0
Simple Path to Wealth JL Collins +9.04 11.77 -38.53 75 25 0
Robust Alpha Architect +8.91 11.10 -44.20 70 20 10
Shield Strategy Aim Ways +8.74 8.84 -19.36 42 38 20
Dedalo Four Dedalo Invest +8.47 12.42 -43.94 80 20 0
Edge Select Aggressive Merrill Lynch +8.37 13.26 -45.65 84 16 0
Dedalo Eleven Dedalo Invest +8.24 12.74 -44.63 80 20 0
Stocks/Bonds 60/40 +8.22 9.62 -30.55 60 40 0
Sheltered Sam 80/20 Bill Bernstein +8.21 12.20 -45.06 77.6 20 2.4
Talmud Portfolio Roger Gibson +8.20 10.85 -40.17 66.7 33.3 0
Late Sixties and Beyond Burton Malkiel +8.20 11.68 -41.80 71 29 0
Weird Portfolio Value Stock Geek +8.09 10.84 -32.97 60 20 20
Stocks/Bonds 40/60 Momentum +8.06 7.02 -21.11 40 60 0
Couch Potato Scott Burns +8.04 8.75 -27.04 50 50 0
Core Four Rick Ferri +8.04 12.21 -44.44 80 20 0
Seven Value Scott Burns +8.03 11.31 -41.22 71.5 28.5 0
Edge Select Moderately Aggressive Merrill Lynch +7.90 11.14 -38.23 69 31 0
Robo Advisor 80 Betterment +7.88 13.06 -45.47 80 20 0
Four Funds Bogleheads +7.86 12.45 -44.08 80 20 0
Yale Endowment David Swensen +7.80 10.83 -40.68 70 30 0
Jane Bryant Quinn Portfolio Jane Bryant Quinn +7.79 10.79 -39.55 70 30 0
Lazy Portfolio David Swensen +7.78 10.88 -40.89 70 30 0
Three Funds Bogleheads +7.78 12.39 -43.68 80 20 0
Sheltered Sam 70/30 Bill Bernstein +7.76 10.70 -39.73 67.9 30 2.1
Six Ways from Sunday Scott Burns +7.76 10.91 -39.14 66.7 33.3 0
Gold Pivot Ptf Aim Ways +7.76 8.20 -19.49 22 44 34
In Saecula Saeculorum Fulvio Marchese +7.72 7.83 -20.39 45 45 10
LifeStrategy Growth Fund Vanguard +7.70 12.41 -44.18 80 20 0
Golden Butterfly Tyler +7.56 7.73 -17.79 40 40 20
Family Taxable Portfolio Ted Aronson +7.56 11.63 -38.46 70 30 0
Coffeehouse Bill Schultheis +7.50 9.72 -33.93 60 40 0
No Brainer Portfolio Bill Bernstein +7.48 11.75 -40.40 75 25 0
Aim comfortable trip Aim Ways +7.42 7.59 -20.15 40 45 15
Long Term Portfolio Ben Stein +7.41 12.44 -45.92 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 Author Return Dev.Std Drawdown Stocks Bonds Comm
Technology +13.98 24.02 -81.08 100 0 0
US Stocks Momentum +12.68 15.38 -53.85 100 0 0
US Stocks Quality +11.77 15.08 -46.25 100 0 0
Stocks/Bonds 80/20 Momentum +11.32 12.42 -43.61 80 20 0
US Stocks +10.22 15.55 -50.84 100 0 0
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