Ben Stein Long Term Portfolio: ETF allocation and returns

Data Source: from January 1976 to November 2023 (~48 years)
Consolidated Returns as of 30 November 2023
Live Update: Dec 01 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
1.08%
1 Day
Dec 01 2023
1.08%
Current Month
December 2023

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 7.40% compound annual return, with a 12.45% standard deviation.

Table of contents

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 Nov 30, 2023

The Ben Stein Long Term Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming: December 2023 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 30 November 2023
Live Update: Dec 01 2023
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Nov 30, 2023
  1 Day Time ET(*) Dec 2023 1M 6M 1Y 5Y 10Y 30Y MAX
(~48Y)
Ben Stein Long Term Portfolio 1.08 1.08 7.41 5.83 6.46 6.49 6.14 7.40 10.09
US Inflation Adjusted return 7.41 4.61 3.01 2.33 3.24 4.76 6.22
Components
VTI
USD Vanguard Total Stock Market 0.84 Dec 01 2023 0.84 9.42 10.04 12.72 11.71 11.16 9.90 11.50
EFA
USD iShares MSCI EAFE 1.05 Dec 01 2023 1.05 8.22 4.37 10.33 5.92 3.86 5.03 8.32
EEM
USD iShares MSCI Emerging Markets 0.43 Dec 01 2023 0.43 7.79 4.40 2.42 1.46 1.42 4.65 7.38
IJS
USD iShares S&P Small-Cap 600 Value 3.28 Dec 01 2023 3.28 9.07 4.59 -5.38 5.50 6.78 10.07 14.41
VNQ
USD Vanguard Real Estate 2.46 Dec 01 2023 2.46 12.08 4.30 -2.99 3.66 6.41 8.34 11.72
BIL
USD SPDR Blmbg Barclays 1-3 Mth T-Bill 0.02 Dec 01 2023 0.02 0.47 2.67 4.88 1.67 1.05 2.24 4.21
Returns over 1 year are annualized | Available data source: since Jan 1976
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Oct 2023. Waiting for updates, inflation of Nov 2023 is set to 0%. Current inflation (annualized) is 1Y: 3.35% , 5Y: 4.07% , 10Y: 2.82% , 30Y: 2.52%

In 2022, the Ben Stein Long Term Portfolio granted a 1.73% 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 Nov 30, 2023

An investment of 1$, since December 1993, now would be worth 8.52$, with a total return of 752.01% (7.40% annualized).

The Inflation Adjusted Capital now would be 4.04$, with a net total return of 303.76% (4.76% annualized).
An investment of 1$, since January 1976, now would be worth 100.11$, with a total return of 9910.76% (10.09% annualized).

The Inflation Adjusted Capital now would be 18.06$, with a net total return of 1705.81% (6.22% annualized).

Portfolio Metrics as of Nov 30, 2023

Metrics of Ben Stein Long Term Portfolio, updated as of 30 November 2023.

Metrics are calculated based on monthly returns, assuming:
BEN STEIN LONG TERM PORTFOLIO
Advanced Metrics
Data Source: 1 January 1976 - 30 November 2023 (~48 years)
Swipe left to see all data
Metrics as of Nov 30, 2023
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~48Y)
Investment Return (%) 7.41 0.65 5.83 6.46 4.72 6.49 6.14 7.06 7.40 10.09
Infl. Adjusted Return (%) details 7.41 0.44 4.61 3.01 -0.96 2.33 3.24 4.36 4.76 6.22
US Inflation (%) 0.00 0.21 1.17 3.35 5.74 4.07 2.82 2.59 2.52 3.64
Waiting for updates, inflation of Nov 2023 is temporarily set to 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 4* 23* 23* 23* 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) 1 14 14 14 26 26 26
End (yyyy mm) - - - - 2011 04 2011 04 2011 04
Longest Drawdown Depth (%) -2.84
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details 5
Start (yyyy mm) 2023 02 2022 01 2022 01 2022 01 2007 11 2007 11 2007 11
Start to Bottom (# months) 1 9 9 9 16 16 16
Bottom (yyyy mm) 2023 02 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 4 14 14 14 26 26 26
End (yyyy mm) 2023 06 - - - 2011 04 2011 04 2011 04
Longest negative period (# months) details 11 32 32 34 63 110 110
Period Start (yyyy mm) 2022 12 2021 03 2021 03 2017 06 2003 12 2000 01 2000 01
Period End (yyyy mm) 2023 10 2023 10 2023 10 2020 03 2009 02 2009 02 2009 02
Annualized Return (%) -0.96 -0.37 -0.37 -0.36 -0.65 0.00 0.00
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -9.51 -25.34 -25.34 -25.34 -46.75 -46.75 -46.75
Start to Recovery (# months) details 4* 23* 23* 23* 66 66 66
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) 1 14 14 14 50 50 50
End (yyyy mm) - - - - 2013 04 2013 04 2013 04
Longest Drawdown Depth (%) -4.39
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details 6
Start (yyyy mm) 2023 02 2022 01 2022 01 2022 01 2007 11 2007 11 2007 11
Start to Bottom (# months) 4 9 9 9 16 16 16
Bottom (yyyy mm) 2023 05 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 2 14 14 14 50 50 50
End (yyyy mm) 2023 07 - - - 2013 04 2013 04 2013 04
Longest negative period (# months) details 11 36* 54 69 73 139 139
Period Start (yyyy mm) 2022 12 2020 12 2019 05 2018 02 2006 05 1997 08 1997 08
Period End (yyyy mm) 2023 10 2023 11 2023 10 2023 10 2012 05 2009 02 2009 02
Annualized Return (%) -4.46 -0.96 -0.02 -0.28 -0.13 -0.20 -0.20
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 13.66 13.31 14.81 11.88 12.97 12.45 12.21
Sharpe Ratio 0.12 0.21 0.33 0.43 0.45 0.41 0.50
Sortino Ratio 0.19 0.29 0.44 0.57 0.58 0.54 0.65
Ulcer Index 3.58 8.53 7.67 5.92 10.22 9.49 7.95
Ratio: Return / Standard Deviation 0.47 0.35 0.44 0.52 0.54 0.59 0.83
Ratio: Return / Deepest Drawdown 0.72 0.23 0.32 0.30 0.15 0.16 0.22
% Positive Months details 50% 61% 63% 65% 64% 63% 65%
Positive Months 6 22 38 78 155 230 374
Negative Months 6 14 22 42 85 130 201
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 6.14 11.74 11.74 17.86
Worst 10 Years Return (%) - Annualized 4.42 2.15 2.15
Best 10 Years Return (%) - Annualized 3.24 9.80 9.80 13.10
Worst 10 Years Return (%) - Annualized 2.60 -0.42 -0.42
ROLLING PERIOD RETURNS
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 7.40
Worst Rolling Return (%) - Annualized -38.83 -11.61 -2.26 2.15 5.02
% Positive Periods 72% 87% 97% 100% 100% 100%
Best Rolling Return (%) - Annualized 47.22 19.96 15.64 9.80 5.99 4.76
Worst Rolling Return (%) - Annualized -38.97 -13.52 -4.78 -0.42 2.88
% Positive Periods 69% 83% 89% 99% 100% 100%
Over all the available data source (Jan 1976 - Nov 2023)
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 78% 92% 98% 100% 100% 100%
Best Rolling Return (%) - Annualized 47.22 25.43 22.17 13.10 10.18 8.29
Worst Rolling Return (%) - Annualized -38.97 -13.52 -4.78 -0.42 2.88 4.38
% Positive Periods 73% 88% 93% 99% 100% 100%
WITHDRAWAL RATES (WR)
1Y 3Y 5Y 10Y 20Y 30Y MAX
Safe WR (%) 34.10 22.14 12.12 7.86 6.78 8.25
Perpetual WR (%) 0.00 2.28 3.14 4.18 4.55 5.86
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 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).
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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 30 November 2023
Swipe left to see all data
Asset
VTI
EFA
EEM
IJS
VNQ
BIL
VTI
-
0.89
0.87
0.87
0.93
0.08
EFA
0.89
-
0.92
0.83
0.93
-0.15
EEM
0.87
0.92
-
0.81
0.87
-0.13
IJS
0.87
0.83
0.81
-
0.91
-0.11
VNQ
0.93
0.93
0.87
0.91
-
0.02
BIL
0.08
-0.15
-0.13
-0.11
0.02
-
Asset
VTI
EFA
EEM
IJS
VNQ
BIL
VTI
-
0.90
0.75
0.88
0.87
-0.09
EFA
0.90
-
0.85
0.85
0.83
-0.04
EEM
0.75
0.85
-
0.75
0.68
-0.04
IJS
0.88
0.85
0.75
-
0.78
-0.20
VNQ
0.87
0.83
0.68
0.78
-
-0.14
BIL
-0.09
-0.04
-0.04
-0.20
-0.14
-
Asset
VTI
EFA
EEM
IJS
VNQ
BIL
VTI
-
0.87
0.71
0.86
0.75
-0.06
EFA
0.87
-
0.82
0.76
0.67
-0.01
EEM
0.71
0.82
-
0.64
0.54
-0.03
IJS
0.86
0.76
0.64
-
0.68
-0.16
VNQ
0.75
0.67
0.54
0.68
-
-0.12
BIL
-0.06
-0.01
-0.03
-0.16
-0.12
-
Asset
VTI
EFA
EEM
IJS
VNQ
BIL
VTI
-
0.84
0.75
0.86
0.63
-0.02
EFA
0.84
-
0.81
0.74
0.60
-0.04
EEM
0.75
0.81
-
0.67
0.52
-0.04
IJS
0.86
0.74
0.67
-
0.69
-0.04
VNQ
0.63
0.60
0.52
0.69
-
-0.02
BIL
-0.02
-0.04
-0.04
-0.04
-0.02
-
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 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1976 - 30 November 2023 (~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 in progress 14 23 10.56
-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
-6.15% Feb 1994 Mar 1994 2 May 1995 14 16 3.63
-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
-4.05% Feb 2018 Mar 2018 2 Aug 2018 5 7 2.68
-3.95% Jun 2007 Jul 2007 2 Sep 2007 2 4 2.23
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-46.75% Nov 2007 Feb 2009 16 Apr 2013 50 66 20.11
-27.47% Jan 2000 Mar 2003 39 Jan 2004 10 49 14.23
-25.34% Jan 2022 Sep 2022 9 in progress 14 23 16.12
-19.68% Jan 2020 Mar 2020 3 Nov 2020 8 11 8.61
-16.27% May 1998 Aug 1998 4 Apr 1999 8 12 6.86
-11.41% Feb 2018 Dec 2018 11 Oct 2019 10 21 4.47
-10.44% Mar 2015 Feb 2016 12 Dec 2016 10 22 4.85
-8.07% Feb 1994 Jan 1995 12 Jul 1995 6 18 4.99
-4.89% Jan 2005 Apr 2005 4 Jul 2005 3 7 2.46
-4.77% Oct 1997 Oct 1997 1 Feb 1998 4 5 2.89
-4.71% Mar 2004 Apr 2004 2 Oct 2004 6 8 2.79
-4.11% Jun 2007 Jul 2007 2 Sep 2007 2 4 2.31
-4.10% May 2006 May 2006 1 Oct 2006 5 6 2.53
-3.86% Aug 1997 Aug 1997 1 Sep 1997 1 2 2.23
-3.80% Jun 1996 Jul 1996 2 Sep 1996 2 4 1.89
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 in progress 14 23 10.56
-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 period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-46.75% Nov 2007 Feb 2009 16 Apr 2013 50 66 20.11
-27.47% Jan 2000 Mar 2003 39 Jan 2004 10 49 14.23
-25.34% Jan 2022 Sep 2022 9 in progress 14 23 16.12
-23.15% Dec 1980 Jul 1982 20 Feb 1983 7 27 11.57
-20.80% Sep 1987 Nov 1987 3 May 1989 18 21 10.12
-19.68% Jan 2020 Mar 2020 3 Nov 2020 8 11 8.61
-19.61% Jan 1990 Sep 1990 9 May 1991 8 17 9.82
-16.27% May 1998 Aug 1998 4 Apr 1999 8 12 6.86
-13.23% Sep 1979 Mar 1980 7 Sep 1980 6 13 6.26
-11.41% Feb 2018 Dec 2018 11 Oct 2019 10 21 4.47
-10.44% Mar 2015 Feb 2016 12 Dec 2016 10 22 4.85
-9.38% Sep 1978 Oct 1978 2 Aug 1979 10 12 4.20
-8.07% Feb 1994 Jan 1995 12 Jul 1995 6 18 4.99
-6.60% Jul 1983 Jul 1984 13 Aug 1984 1 14 3.34
-4.89% Jan 2005 Apr 2005 4 Jul 2005 3 7 2.46

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 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1976 - 30 November 2023 (~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$ -5.34 0.94$ 10.21 1.10$ 19.54 1.19$ 50.38 03/2009
02/2010
1.50$ 6.46 27.22%
2Y -22.40 03/2007
02/2009
0.60$ -1.41 0.97$ 9.21 1.19$ 16.05 1.34$ 34.21 03/2009
02/2011
1.80$ -1.01 16.91%
3Y -11.61 03/2006
02/2009
0.69$ 1.98 1.06$ 8.52 1.27$ 13.36 1.45$ 23.26 04/2003
03/2006
1.87$ 4.72 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$ 6.49 2.33%
7Y 1.22 03/2002
02/2009
1.08$ 4.90 1.39$ 7.38 1.64$ 8.90 1.81$ 12.16 03/2009
02/2016
2.23$ 7.06 0.00%
10Y 2.15 03/1999
02/2009
1.23$ 4.84 1.60$ 7.44 2.05$ 9.09 2.38$ 11.74 03/2009
02/2019
3.03$ 6.14 0.00%
15Y 4.38 10/2007
09/2022
1.90$ 6.00 2.39$ 6.70 2.64$ 7.57 2.98$ 9.35 02/2003
01/2018
3.82$ 8.72 0.00%
20Y 5.02 04/2000
03/2020
2.66$ 6.53 3.54$ 7.20 4.01$ 8.01 4.66$ 8.36 03/1995
02/2015
4.98$ 7.06 0.00%
30Y 7.40 12/1993
11/2023
8.52$ 7.40 8.52$ 7.40 8.52$ 7.40 8.52$ 7.40 12/1993
11/2023
8.52$ 7.40 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 -38.97 03/2008
02/2009
0.61$ -7.40 0.92$ 7.41 1.07$ 16.61 1.16$ 47.22 03/2009
02/2010
1.47$ 3.01 30.66%
2Y -24.01 03/2007
02/2009
0.57$ -4.49 0.91$ 6.60 1.13$ 13.17 1.28$ 31.42 03/2009
02/2011
1.72$ -5.92 21.07%
3Y -13.52 03/2006
02/2009
0.64$ -0.92 0.97$ 5.95 1.18$ 10.90 1.36$ 19.96 04/2003
03/2006
1.72$ -0.96 16.31%
5Y -4.78 03/2004
02/2009
0.78$ 0.73 1.03$ 4.48 1.24$ 9.35 1.56$ 15.64 03/2009
02/2014
2.06$ 2.33 10.96%
7Y -1.31 03/2002
02/2009
0.91$ 2.64 1.19$ 4.78 1.38$ 6.61 1.56$ 10.39 03/2009
02/2016
1.99$ 3.41 0.72%
10Y -0.42 03/1999
02/2009
0.95$ 2.95 1.33$ 5.17 1.65$ 6.60 1.89$ 9.80 03/2009
02/2019
2.54$ 3.24 0.83%
15Y 1.95 10/2007
09/2022
1.33$ 3.50 1.67$ 4.33 1.88$ 5.11 2.11$ 7.11 02/2003
01/2018
2.80$ 6.07 0.00%
20Y 2.88 04/2000
03/2020
1.76$ 4.20 2.27$ 4.86 2.58$ 5.52 2.92$ 5.99 03/1995
02/2015
3.20$ 4.36 0.00%
30Y 4.76 12/1993
11/2023
4.03$ 4.76 4.03$ 4.76 4.03$ 4.76 4.03$ 4.76 12/1993
11/2023
4.03$ 4.76 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$ 11.81 1.11$ 22.40 1.22$ 50.38 03/2009
02/2010
1.50$ 6.46 21.10%
2Y -22.40 03/2007
02/2009
0.60$ 2.59 1.05$ 11.19 1.23$ 17.26 1.37$ 34.21 03/2009
02/2011
1.80$ -1.01 10.51%
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$ 4.72 7.78%
5Y -2.26 03/2004
02/2009
0.89$ 4.46 1.24$ 10.83 1.67$ 15.13 2.02$ 26.01 08/1982
07/1987
3.17$ 6.49 1.36%
7Y 1.22 03/2002
02/2009
1.08$ 5.95 1.49$ 9.23 1.85$ 14.76 2.62$ 20.87 08/1982
07/1989
3.76$ 7.06 0.00%
10Y 2.15 03/1999
02/2009
1.23$ 6.15 1.81$ 9.09 2.38$ 15.15 4.09$ 17.86 09/1977
08/1987
5.17$ 6.14 0.00%
15Y 4.38 10/2007
09/2022
1.90$ 6.32 2.50$ 9.17 3.73$ 14.27 7.39$ 16.38 08/1982
07/1997
9.73$ 8.72 0.00%
20Y 5.02 04/2000
03/2020
2.66$ 7.00 3.86$ 8.36 4.98$ 13.56 12.72$ 14.79 03/1978
02/1998
15.76$ 7.06 0.00%
30Y 7.01 11/1993
10/2023
7.64$ 8.14 10.45$ 9.92 17.06$ 11.42 25.63$ 12.79 11/1977
10/2007
37.01$ 7.40 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 -38.97 03/2008
02/2009
0.61$ -5.66 0.94$ 7.44 1.07$ 18.43 1.18$ 47.22 03/2009
02/2010
1.47$ 3.01 26.60%
2Y -24.01 03/2007
02/2009
0.57$ -0.45 0.99$ 6.86 1.14$ 13.61 1.29$ 31.42 03/2009
02/2011
1.72$ -5.92 15.40%
3Y -13.52 03/2006
02/2009
0.64$ 1.25 1.03$ 6.65 1.21$ 12.55 1.42$ 25.43 08/1984
07/1987
1.97$ -0.96 11.85%
5Y -4.78 03/2004
02/2009
0.78$ 1.70 1.08$ 6.49 1.36$ 11.27 1.70$ 22.17 08/1982
07/1987
2.72$ 2.33 6.59%
7Y -1.31 03/2002
02/2009
0.91$ 3.43 1.26$ 6.27 1.53$ 10.28 1.98$ 16.74 08/1982
07/1989
2.95$ 3.41 0.41%
10Y -0.42 03/1999
02/2009
0.95$ 3.90 1.46$ 6.60 1.89$ 9.73 2.53$ 13.10 08/1982
07/1992
3.42$ 3.24 0.44%
15Y 1.95 10/2007
09/2022
1.33$ 4.05 1.81$ 6.24 2.47$ 9.42 3.85$ 12.58 08/1982
07/1997
5.91$ 6.07 0.00%
20Y 2.88 04/2000
03/2020
1.76$ 4.69 2.49$ 5.87 3.12$ 8.77 5.37$ 10.18 04/1980
03/2000
6.95$ 4.36 0.00%
30Y 4.38 11/1993
10/2023
3.61$ 5.56 5.07$ 6.56 6.72$ 7.60 8.99$ 8.29 11/1977
10/2007
10.91$ 4.76 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
1.93
60%
-1.18
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%
0.20
60%
Best 7.4
2019
2.9
2021
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
4.2
2020
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
-6.2
2018
Monthly Seasonality over the period Feb 1976 - Nov 2023
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
0.69
50%
-0.08
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%
0.30
60%
Best 7.4
2019
4.0
2014
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
4.2
2020
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 - Nov 2023
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
1.14
60%
0.39
58%
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%
1.84
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 - Nov 2023

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 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1976 - 30 November 2023 (~48 years)
230 Positive Months (64%) - 130 Negative Months (36%)
374 Positive Months (65%) - 201 Negative Months (35%)
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(Scroll down to see all data)
Investment Returns, up to December 2007, are simulated.
They have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.

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

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30 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 80/20 Momentum +10.76 12.35 -43.61 80 20 0
US Stocks Minimum Volatility +9.58 13.72 -43.27 100 0 0
Warren Buffett Portfolio Warren Buffett +9.54 13.65 -45.52 90 10 0
Stocks/Bonds 60/40 Momentum +9.34 9.56 -32.52 60 40 0
Stocks/Bonds 80/20 +9.02 12.49 -41.09 80 20 0
Simple Path to Wealth JL Collins +8.78 11.75 -38.53 75 25 0
Robust Alpha Architect +8.67 11.09 -44.20 70 20 10
Edge Select Aggressive Merrill Lynch +8.30 13.28 -45.65 84 16 0
Dedalo Four Dedalo Invest +8.28 12.41 -43.94 80 20 0
Aim Bold Strategy Aim Ways +8.24 9.93 -30.09 45 40 15
Dedalo Eleven Dedalo Invest +8.16 12.77 -44.63 80 20 0
Sheltered Sam 80/20 Bill Bernstein +8.14 12.20 -45.06 77.6 20 2.4
Late Sixties and Beyond Burton Malkiel +8.13 11.69 -41.80 71 29 0
Weird Portfolio Value Stock Geek +8.02 10.75 -32.97 60 20 20
Talmud Portfolio Roger Gibson +8.01 10.81 -40.17 66.7 33.3 0
Stocks/Bonds 60/40 +7.99 9.61 -30.55 60 40 0
Yale Endowment David Swensen +7.98 10.99 -39.48 70 30 0
Seven Value Scott Burns +7.96 11.31 -41.22 71.5 28.5 0
Core Four Rick Ferri +7.94 12.21 -44.44 80 20 0
Robo Advisor 80 Betterment +7.87 13.10 -45.47 80 20 0
Couch Potato Scott Burns +7.83 8.76 -27.04 50 50 0
Edge Select Moderately Aggressive Merrill Lynch +7.83 11.16 -38.23 69 31 0
Four Funds Bogleheads +7.79 12.45 -44.08 80 20 0
Stocks/Bonds 40/60 Momentum +7.75 6.99 -21.11 40 60 0
Three Funds Bogleheads +7.71 12.39 -43.68 80 20 0
Lazy Portfolio David Swensen +7.71 10.88 -40.89 70 30 0
Six Ways from Sunday Scott Burns +7.71 10.91 -39.14 66.7 33.3 0
Sheltered Sam 70/30 Bill Bernstein +7.69 10.70 -39.73 67.9 30 2.1
Jane Bryant Quinn Portfolio Jane Bryant Quinn +7.69 10.78 -39.55 70 30 0
LifeStrategy Growth Fund Vanguard +7.65 12.41 -44.18 80 20 0
Family Taxable Portfolio Ted Aronson +7.54 11.65 -38.46 70 30 0
Golden Butterfly Tyler +7.46 7.68 -17.79 40 40 20
No Brainer Portfolio Bill Bernstein +7.44 11.73 -40.40 75 25 0
Coffeehouse Bill Schultheis +7.41 9.68 -33.93 60 40 0
Long Term Portfolio Ben Stein +7.40 12.45 -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 +13.75 24.01 -81.08 100 0 0
US Stocks Momentum +12.01 15.28 -53.85 100 0 0
Stocks/Bonds 80/20 Momentum +10.76 12.35 -43.61 80 20 0
US Stocks +9.90 15.52 -50.84 100 0 0
US Stocks Value +9.71 15.36 -55.41 100 0 0
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