Ben Stein Long Term Portfolio: ETF allocation and returns

Data Source: from January 1976 to May 2023 (~47 years)
Consolidated Returns as of 31 May 2023
Live Update: Jun 02 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
1.62%
1 Day
Jun 02 2023
2.50%
Current Month
June 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 7.38% compound annual return, with a 12.34% standard deviation.

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 ETF Name Investment Themes
30.00
VTI
Vanguard Total Stock Market Equity, U.S., Large Cap
20.00
EFA
iShares MSCI EAFE Equity, EAFE, Large Cap
10.00
EEM
iShares MSCI Emerging Markets Equity, Emerging Markets, Large Cap
10.00
IJS
iShares S&P Small-Cap 600 Value Equity, U.S., Small Cap, Value
10.00
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 May 31, 2023

The Ben Stein Long Term Portfolio guaranteed the following returns.

Portfolio returns are calculated in USD, assuming: June 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 31 May 2023
Live Update: Jun 02 2023
Swipe left to see all data
    Chg (%) Return (%) Return (%) as of May 31, 2023
    1 Day Time ET(*) Jun 2023 1M 6M 1Y 5Y 10Y 30Y MAX
(~47Y)
Ben Stein Long Term Portfolio 1.62 2.50 -1.61 0.59 -1.13 4.92 6.38 7.38 10.07
US Inflation Adjusted return -1.61 -1.28 -4.74 1.07 3.61 4.75 6.20
Components
VTI
Vanguard Total Stock Market 1.65 Jun 02 2023 2.67 0.43 2.44 2.13 9.99 11.40 9.70 9.04
EFA
iShares MSCI EAFE 1.30 Jun 02 2023 2.80 -4.01 5.71 3.63 3.34 4.64 4.67 7.99
EEM
iShares MSCI Emerging Markets 1.72 Jun 02 2023 3.53 -2.40 -1.90 -8.29 -1.39 1.39 5.57 7.36
IJS
iShares S&P Small-Cap 600 Value 4.49 Jun 02 2023 5.32 -3.66 -9.53 -8.86 3.20 8.10 10.13 12.72
VNQ
Vanguard Real Estate 2.44 Jun 02 2023 2.45 -3.96 -6.98 -15.87 4.07 5.34 8.35 6.94
BIL
SPDR Blmbg Barclays 1-3 Mth T-Bill 0.01 Jun 02 2023 0.07 0.38 2.15 3.16 1.33 0.77 2.20 3.99
Returns over 1 year are annualized | Available data source: since Jan 1976
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Apr 2023. Waiting for updates, inflation of May 2023 is set to 0%. Current inflation (annualized) is 1Y: 3.79% , 5Y: 3.81% , 10Y: 2.68% , 30Y: 2.51%
Live update: World Markets and Indexes

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.

Portfolio Metrics as of May 31, 2023

Metrics of Ben Stein Long Term Portfolio, updated as of 31 May 2023.

Portfolio metrics are calculated based on monthly returns, assuming:
BEN STEIN LONG TERM PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1976 - 31 May 2023 (~47 years)
Swipe left to see all data
Metrics as of May 31, 2023
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~47Y)
Portfolio Return (%) -1.61 0.03 0.59 -1.13 8.31 4.92 6.38 7.56 7.38 10.07
US Inflation (%) 0.00 0.84 1.90 3.79 5.77 3.81 2.68 2.55 2.51 3.65
Infl. Adjusted Return (%) -1.61 -0.80 -1.28 -4.74 2.40 1.07 3.61 4.89 4.75 6.20
Waiting for updates, inflation of May 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 16.57 13.44 14.37 11.60 12.82 12.34 12.18
Sharpe Ratio -0.26 0.54 0.25 0.48 0.50 0.42 0.50
Sortino Ratio -0.37 0.76 0.33 0.64 0.64 0.54 0.65
MAXIMUM DRAWDOWN
Drawdown Depth (%) -11.94 -20.52 -20.52 -20.52 -45.92 -45.92 -45.92
Start (yyyy mm) 2022 06 2022 01 2022 01 2022 01 2007 11 2007 11 2007 11
Bottom (yyyy mm) 2022 09 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Start to Bottom (# months) 4 9 9 9 16 16 16
Start to Recovery (# months) in progress
8
> 17
> 17
> 17
42
42
42
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 50.38 29.21 26.01 17.86 14.79 12.79
Worst Return (%) -38.83 -11.61 -2.26 2.15 5.02 7.38
% Positive Periods 79% 92% 99% 100% 100% 100%
MONTHS
Positive 0 2 3 6 23 38 79 158 231 371
Negative 1 1 3 6 13 22 41 82 129 198
% Positive 0% 67% 50% 50% 64% 63% 66% 66% 64% 65%
WITHDRAWAL RATES (WR)
Safe WR (%) 39.92 21.76 13.11 9.12 7.13 8.25
Perpetual WR (%) 2.35 1.06 3.48 4.66 4.54 5.84
Terms and Definitions
  • 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.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 31 May 2023
Swipe left to see all data
Asset
VTI
EFA
EEM
IJS
VNQ
BIL
VTI
-
0.87
0.64
0.88
0.92
-0.06
EFA
0.87
-
0.85
0.76
0.91
0.16
EEM
0.64
0.85
-
0.50
0.76
0.22
IJS
0.88
0.76
0.50
-
0.87
-0.25
VNQ
0.92
0.91
0.76
0.87
-
-0.10
BIL
-0.06
0.16
0.22
-0.25
-0.10
-
Asset
VTI
EFA
EEM
IJS
VNQ
BIL
VTI
-
0.89
0.73
0.87
0.85
-0.17
EFA
0.89
-
0.84
0.83
0.79
-0.08
EEM
0.73
0.84
-
0.72
0.64
-0.09
IJS
0.87
0.83
0.72
-
0.76
-0.29
VNQ
0.85
0.79
0.64
0.76
-
-0.21
BIL
-0.17
-0.08
-0.09
-0.29
-0.21
-
Asset
VTI
EFA
EEM
IJS
VNQ
BIL
VTI
-
0.87
0.69
0.86
0.73
-0.13
EFA
0.87
-
0.82
0.75
0.64
-0.05
EEM
0.69
0.82
-
0.62
0.52
-0.06
IJS
0.86
0.75
0.62
-
0.65
-0.23
VNQ
0.73
0.64
0.52
0.65
-
-0.16
BIL
-0.13
-0.05
-0.06
-0.23
-0.16
-
Asset
VTI
EFA
EEM
IJS
VNQ
BIL
VTI
-
0.83
0.74
0.86
0.62
-0.03
EFA
0.83
-
0.80
0.73
0.59
-0.04
EEM
0.74
0.80
-
0.67
0.51
-0.03
IJS
0.86
0.73
0.67
-
0.68
-0.04
VNQ
0.62
0.59
0.51
0.68
-
-0.02
BIL
-0.03
-0.04
-0.03
-0.04
-0.02
-
Asset
VTI
EFA
EEM
IJS
VNQ
BIL
VTI
-
0.75
0.72
0.87
0.63
-0.01
EFA
0.75
-
0.69
0.67
0.54
0.01
EEM
0.72
0.69
-
0.64
0.49
-0.03
IJS
0.87
0.67
0.64
-
0.70
0.01
VNQ
0.63
0.54
0.49
0.70
-
0.00
BIL
-0.01
0.01
-0.03
0.01
0.00
-

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

Readings that may interest you

Capital Growth as of May 31, 2023

An investment of 1000$, since June 1993, now would be worth 8469.02$, with a total return of 746.90% (7.38% annualized).

The Inflation Adjusted Capital now would be 4025.65$, with a net total return of 302.56% (4.75% annualized).
An investment of 1000$, since January 1976, now would be worth 94590.51$, with a total return of 9359.05% (10.07% annualized).

The Inflation Adjusted Capital now would be 17305.25$, with a net total return of 1630.53% (6.20% annualized).

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
Updated to May 2023
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-45.92% Nov 2007 Feb 2009 16 Apr 2011 26 42
-23.11% Sep 2000 Sep 2002 25 Nov 2003 14 39
-20.52% Jan 2022 Sep 2022 9 in progress 8 17
-19.33% Jan 2020 Mar 2020 3 Nov 2020 8 11
-16.94% May 2011 Sep 2011 5 Nov 2012 14 19
-15.80% May 1998 Aug 1998 4 Mar 1999 7 11
-10.70% Sep 2018 Dec 2018 4 Apr 2019 4 8
-9.84% Jun 2015 Feb 2016 9 Jul 2016 5 14
-6.15% Feb 1994 Mar 1994 2 May 1995 14 16
-4.75% May 2019 May 2019 1 Jul 2019 2 3
-4.54% Oct 1997 Oct 1997 1 Feb 1998 4 5
-4.37% Apr 2000 May 2000 2 Aug 2000 3 5
-4.29% Apr 2004 Apr 2004 1 Sep 2004 5 6
-4.05% Feb 2018 Mar 2018 2 Aug 2018 5 7
-3.95% Jun 2007 Jul 2007 2 Sep 2007 2 4
-3.68% Aug 1997 Aug 1997 1 Sep 1997 1 2
-3.66% Nov 1993 Nov 1993 1 Dec 1993 1 2
-3.62% May 2006 May 2006 1 Sep 2006 4 5
-3.55% Jun 1996 Jul 1996 2 Sep 1996 2 4
-3.45% Sep 2014 Sep 2014 1 Nov 2014 2 3
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-45.92% Nov 2007 Feb 2009 16 Apr 2011 26 42
-23.11% Sep 2000 Sep 2002 25 Nov 2003 14 39
-20.52% Jan 2022 Sep 2022 9 in progress 8 17
-20.11% Sep 1987 Nov 1987 3 Jan 1989 14 17
-19.33% Jan 2020 Mar 2020 3 Nov 2020 8 11
-16.94% May 2011 Sep 2011 5 Nov 2012 14 19
-15.80% May 1998 Aug 1998 4 Mar 1999 7 11
-15.40% Jan 1990 Sep 1990 9 Feb 1991 5 14
-13.32% Jul 1981 Jul 1982 13 Oct 1982 3 16
-10.70% Sep 2018 Dec 2018 4 Apr 2019 4 8
-9.84% Jun 2015 Feb 2016 9 Jul 2016 5 14
-9.78% Feb 1980 Mar 1980 2 Jun 1980 3 5
-7.96% Oct 1978 Oct 1978 1 Jan 1979 3 4
-7.08% Sep 1979 Oct 1979 2 Jan 1980 3 5
-6.15% Feb 1994 Mar 1994 2 May 1995 14 16
-4.75% May 2019 May 2019 1 Jul 2019 2 3
-4.54% Oct 1997 Oct 1997 1 Feb 1998 4 5
-4.51% Dec 1980 Jan 1981 2 Mar 1981 2 4
-4.37% Apr 2000 May 2000 2 Aug 2000 3 5
-4.29% Apr 2004 Apr 2004 1 Sep 2004 5 6

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
Data Source: from January 1976 to May 2023
Swipe left to see all data
Rolling
Period		 Annualized Return (%) Negative
Periods
Average Latest Best Worst
1 Year
 10.78 -1.13 50.38
Mar 2009 - Feb 2010 		-38.83
Mar 2008 - Feb 2009 		21.33%
2 Years
 10.53 -3.33 34.21
Mar 2009 - Feb 2011 		-22.40
Mar 2007 - Feb 2009 		9.71%
3 Years
 10.40 8.31 29.21
Aug 1984 - Jul 1987 		-11.61
Mar 2006 - Feb 2009 		7.87%
5 Years
 10.23 4.92 26.01
Aug 1982 - Jul 1987 		-2.26
Mar 2004 - Feb 2009 		1.37%
7 Years
 10.20 6.85 20.87
Aug 1982 - Jul 1989 		1.22
Mar 2002 - Feb 2009 		0.00%
10 Years
 10.16 6.38 17.86
Sep 1977 - Aug 1987 		2.15
Mar 1999 - Feb 2009 		0.00%
15 Years
 9.80 5.41 16.38
Aug 1982 - Jul 1997 		4.38
Oct 2007 - Sep 2022 		0.00%
20 Years
 9.76 7.56 14.79
Mar 1978 - Feb 1998 		5.02
Apr 2000 - Mar 2020 		0.00%
30 Years
 9.79 7.38 12.79
Nov 1977 - Oct 2007 		7.38
Jun 1993 - May 2023 		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 Long Term Portfolio: Rolling Returns page.

Previous vs subsequent Returns

Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?

In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.

Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area

BEN STEIN LONG TERM PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to May 2023

The annualized return of the last 10 years has been 6.38% (updated at May 31, 2023).

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%
0.41
60%
2.25
100%
0.35
60%
-2.30
20%
0.77
60%
3.45
80%
0.20
60%
 Capital Growth on monthly avg returns
100
101.93
100.72
99.31
100.97
100.69
101.11
103.38
103.74
101.36
102.13
105.66
105.86
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 		-6.0
2018 		-2.2
2021 		-6.2
2018
Monthly Seasonality over the period Jun 2018 - May 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%
0.21
60%
1.96
90%
-0.39
50%
-1.01
40%
1.44
70%
2.25
80%
0.30
60%
 Capital Growth on monthly avg returns
100
100.69
100.61
100.64
101.84
102.12
102.33
104.34
103.94
102.89
104.37
106.72
107.05
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 		4.5
2013 		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 Jun 2013 - May 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%
0.56
62%
1.06
60%
0.40
55%
-0.30
55%
0.37
62%
1.63
74%
1.84
79%
 Capital Growth on monthly avg returns
100
101.14
101.53
102.49
104.30
104.90
105.50
106.62
107.04
106.71
107.11
108.85
110.86
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 Jan 1976 - May 2023

Monthly/Yearly Returns

Ben Stein Long Term Portfolio data source starts from January 1976: 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 1976 - May 2023
371 Positive Months (65%) - 198 Negative Months (35%)
MONTHLY RETURNS TABLE
Jan 1976 - May 2023
(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
2023
 +4.07 +1.82 7.1 -2.8 0.9 0.7 -1.6
2022
 -14.26 -19.45 -3.8 -2.0 1.4 -5.7 0.1 -6.2 5.2 -3.3 -7.7 5.0 6.3 -3.3
2021
 +16.72 +9.04 0.7 2.9 2.7 3.2 1.5 0.8 0.0 1.8 -3.2 3.9 -2.2 3.8
2020
 +9.40 +7.93 -1.7 -6.0 -12.7 7.6 3.3 2.5 3.5 3.9 -2.3 -1.2 9.9 4.2
2019
 +21.13 +18.43 7.4 2.0 0.8 2.5 -4.7 4.9 0.1 -1.5 2.1 2.1 1.6 2.6
2018
 -7.39 -9.13 3.1 -3.8 -0.2 0.4 1.1 0.0 2.3 0.9 -0.4 -6.0 1.7 -6.2
2017
 +16.88 +14.46 1.7 2.0 0.7 1.1 1.1 1.0 2.0 0.0 2.0 1.4 1.6 1.0
2016
 +9.22 +7.00 -4.2 -0.6 6.7 0.6 0.4 0.9 3.5 0.0 0.5 -2.2 1.8 1.9
2015
 -2.18 -2.89 -0.6 3.6 -0.5 0.8 0.0 -1.9 0.6 -5.3 -2.2 5.5 0.0 -1.8
2014
 +5.91 +5.11 -2.8 4.0 0.6 0.5 1.6 1.7 -1.5 2.4 -3.4 2.7 0.9 -0.6
2013
 +18.10 +16.35 3.3 0.2 2.1 2.3 -0.5 -1.7 3.8 -2.7 4.5 3.2 1.0 1.5
2012
 +14.19 +12.23 5.1 2.9 1.5 -0.7 -6.4 4.1 0.4 1.9 1.9 -0.7 1.1 2.7
2011
 -3.35 -6.13 1.0 2.7 0.3 3.0 -1.1 -1.4 -1.4 -5.9 -8.3 9.6 -1.1 0.2
2010
 +13.80 +12.13 -3.7 2.3 5.8 1.6 -6.9 -3.8 7.0 -3.4 7.4 3.2 -1.0 5.9
2009
 +26.25 +22.90 -9.2 -8.9 6.7 11.4 6.3 -0.6 7.7 3.5 4.3 -2.8 4.4 2.9
2008
 -30.51 -30.57 -4.7 -1.4 0.2 4.3 1.5 -7.0 -0.7 -0.2 -6.5 -16.6 -7.4 4.7
2007
 +5.66 +1.51 2.0 -1.1 1.4 2.6 2.6 -1.2 -2.7 1.2 4.0 3.2 -4.5 -1.5
2006
 +19.42 +16.46 5.2 -0.2 2.7 1.7 -3.6 0.6 0.5 2.1 1.0 3.8 2.8 1.5
2005
 +10.21 +6.57 -2.3 3.0 -2.3 -1.0 2.3 1.8 4.1 0.0 2.1 -2.6 3.4 1.7
2004
 +15.66 +12.01 1.9 1.7 0.5 -4.3 1.6 2.2 -2.7 1.5 2.1 2.2 5.1 3.2
2003
 +30.79 +28.38 -2.3 -1.5 -0.2 6.7 5.2 2.0 2.8 2.7 0.4 5.3 2.0 4.5
2002
 -10.67 -12.75 -0.9 0.2 4.2 -0.4 -0.6 -3.6 -7.3 0.2 -7.0 3.0 4.5 -2.5
2001
 -4.80 -6.25 3.2 -5.8 -4.7 5.7 0.3 -0.5 -1.7 -1.9 -7.9 1.8 5.0 2.5
2000
 -2.79 -5.97 -3.4 2.0 3.2 -2.5 -1.9 3.3 -0.6 2.7 -2.4 -2.0 -4.8 4.2
1999
 +21.76 +18.58 0.7 -2.2 3.3 5.9 -1.3 3.9 -1.0 -0.5 -0.9 2.7 3.3 6.5
1998
 +7.54 +5.83 0.0 5.3 3.4 0.3 -2.5 0.3 -1.9 -12.3 3.4 5.8 4.1 2.8
1997
 +13.81 +11.91 1.8 0.6 -2.0 1.2 5.4 3.8 3.7 -3.7 4.9 -4.5 0.9 1.4
1996
 +15.37 +11.66 2.1 0.8 1.2 2.2 1.3 -0.1 -3.5 2.2 2.9 0.4 4.2 0.7
1995
 +16.95 +14.06 -1.4 1.0 2.2 2.3 2.2 1.3 3.3 0.0 1.9 -1.9 2.6 2.5
1994
 -0.18 -2.78 4.2 -2.0 -4.2 1.7 0.5 -0.9 1.7 3.2 -1.9 0.9 -3.7 0.9
1993
 +23.87 +20.56 2.9 1.6 5.2 1.0 1.1 1.2 1.9 3.6 -0.1 2.3 -3.7 4.9
1992
 +3.67 +0.74 1.0 -0.6 -2.3 0.7 3.7 -3.3 2.2 -0.3 -0.2 -0.2 2.3 0.9
1991
 +31.77 +27.85 4.4 6.9 1.1 1.4 3.3 -4.1 3.2 2.4 1.4 2.4 -3.6 10.0
1990
 -8.84 -14.09 -4.5 -0.8 -0.9 -2.0 6.3 0.5 1.4 -8.7 -7.0 3.8 1.9 1.9
1989
 +25.31 +19.74 4.5 0.6 -0.1 3.5 2.1 -0.8 5.6 2.5 2.6 -2.9 2.2 3.3
1988
 +19.53 +14.47 5.3 4.5 0.4 1.3 -0.9 3.6 0.0 -2.5 2.5 1.9 0.6 1.5
1987
 +2.59 -1.77 9.2 3.4 1.0 1.5 -0.6 1.2 3.2 3.3 -1.5 -16.8 -2.5 3.4
1986
 +22.75 +21.42 1.4 5.9 6.3 1.3 1.5 2.9 -1.6 5.2 -4.1 0.5 2.0 -0.2
1985
 +30.54 +25.77 7.0 1.9 0.5 0.5 4.6 1.9 0.8 -0.2 -2.3 3.7 5.2 3.7
1984
 +8.43 +4.32 0.1 -2.3 1.3 0.7 -3.5 1.7 -1.2 8.1 1.2 0.6 -0.2 2.0
1983
 +22.02 +17.57 3.3 2.3 3.8 6.1 0.9 2.9 -2.0 0.6 1.3 -1.2 2.4 0.0
1982
 +10.55 +6.47 -2.2 -4.1 -1.3 2.7 -2.5 -2.4 -2.0 8.1 1.1 9.1 3.8 0.8
1981
 +1.38 -6.93 -2.1 1.6 3.6 -0.3 0.9 0.0 -0.2 -4.0 -4.3 4.6 3.7 -1.7
1980
 +22.39 +8.77 5.0 -0.2 -9.6 3.4 4.6 2.9 5.5 1.6 1.6 2.4 6.8 -2.5
1979
 +19.59 +5.56 3.9 -1.8 5.3 0.7 -1.1 4.2 1.6 6.0 -0.4 -6.7 4.6 2.3
1978
 +14.86 +5.36 -3.3 0.2 3.5 6.5 1.9 -0.1 4.7 4.1 0.1 -8.0 3.1 2.1
1977
 +8.12 +1.33 -1.2 -0.2 0.1 1.2 0.0 4.4 -0.2 -0.2 0.8 -1.8 4.0 1.3
1976
 +20.36 +14.78 10.4 1.0 1.6 -0.9 -1.5 3.6 -0.4 -0.1 1.6 -1.7 0.7 5.1

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:

  • VTI - Vanguard Total Stock Market: simulated historical serie, up to December 2001
  • EFA - iShares MSCI EAFE: simulated historical serie, up to December 2001
  • EEM - iShares MSCI Emerging Markets: simulated historical serie, up to December 2003
  • IJS - iShares S&P Small-Cap 600 Value: simulated historical serie, up to December 2000
  • 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 Long Term 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 Author Return▾ Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 80/20 Momentum +10.63 12.22 -43.61 80 20 0
US Stocks Minimum Volatility +9.47 13.67 -43.27 100 0 0
Warren Buffett Portfolio Warren Buffett +9.33 13.50 -45.52 90 10 0
Stocks/Bonds 60/40 Momentum +9.28 9.43 -32.52 60 40 0
Stocks/Bonds 80/20 +8.89 12.33 -41.09 80 20 0
Simple Path to Wealth JL Collins +8.66 11.60 -38.53 75 25 0
Robust Alpha Architect +8.60 10.99 -44.20 70 20 10
Edge Select Aggressive Merrill Lynch +8.21 13.16 -45.65 84 16 0
Late Sixties and Beyond Burton Malkiel +8.19 11.57 -41.80 71 29 0
Dedalo Four Dedalo Invest +8.15 12.27 -43.94 80 20 0
Sheltered Sam 80/20 Bill Bernstein +8.15 12.09 -45.06 77.6 20 2.4
Yale Endowment David Swensen +8.06 10.83 -39.48 70 30 0
Talmud Portfolio Roger Gibson +8.00 10.64 -40.17 66.7 33.3 0
Stocks/Bonds 60/40 +7.93 9.46 -30.55 60 40 0
Robo Advisor 80 Betterment +7.91 13.00 -45.47 80 20 0
Couch Potato Scott Burns +7.88 8.66 -27.04 50 50 0
Seven Value Scott Burns +7.85 11.26 -41.22 71.5 28.5 0
Core Four Rick Ferri +7.77 12.08 -44.44 80 20 0
Edge Select Moderately Aggressive Merrill Lynch +7.77 11.04 -38.23 69 31 0
Stocks/Bonds 40/60 Momentum +7.77 6.87 -21.11 40 60 0
Sheltered Sam 70/30 Bill Bernstein +7.72 10.60 -39.73 67.9 30 2.1
Lazy Portfolio David Swensen +7.71 10.76 -40.89 70 30 0
Family Taxable Portfolio Ted Aronson +7.65 11.54 -38.46 70 30 0
Four Funds Bogleheads +7.61 12.35 -44.08 80 20 0
Six Ways from Sunday Scott Burns +7.60 10.87 -39.14 66.7 33.3 0
Jane Bryant Quinn Portfolio Jane Bryant Quinn +7.59 10.65 -39.55 70 30 0
Golden Butterfly Tyler +7.52 7.52 -17.79 40 40 20
Three Funds Bogleheads +7.51 12.28 -43.68 80 20 0
LifeStrategy Growth Fund Vanguard +7.45 12.31 -44.18 80 20 0
Gone Fishin' Portfolio Alexander Green +7.44 12.00 -43.02 65 30 5
Coffeehouse Bill Schultheis +7.42 9.53 -33.93 60 40 0
Long Term Portfolio Ben Stein +7.38 12.34 -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 +13.50 23.92 -81.08 100 0 0
US Stocks Momentum +11.80 15.15 -53.85 100 0 0
Stocks/Bonds 80/20 Momentum +10.63 12.22 -43.61 80 20 0
US Stocks +9.70 15.36 -50.84 100 0 0
US Stocks Value +9.50 15.19 -55.41 100 0 0