Rebalancing: at every Jan 1st
Currency: USD
When holding the Ben Stein Perfect Portfolio, how long should you stay invested to have high probability to achieve a positive return?
Over the selected period (~40 years), the longest duration with a negative return was 111 months (from December 1999 to February 2009).
This indicates that, within the same timeframe, any rolling period of 112 months or more has consistently resulted in a positive return.
Understanding this metric is crucial as it highlights the importance of a safe investment horizon. Knowing the minimum duration required to likely see positive returns helps investors set realistic expectations and reinforces the strategy of staying invested through market cycles. This approach can mitigate the emotional reactions to short-term market fluctuations and enhance the likelihood of achieving financial goals.
Ben Stein Perfect Portfolio: ETF allocation and returns
Previous vs subsequent Returns
Is there a correlation between past and future returns over all 10-year rolling periods?
The following chart illustrates the relationship between past returns (x-axis) and subsequent returns (y-axis).
Data points are aggregated to show occurrences, and you can zoom in by clicking or drawing over the desired area.
Loading data
Please wait
Loading data
Please wait
As of Oct 31, 2024, the annualized return of the previous 10 years has been 7.66%.
Rolling Returns
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.
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Rolling Period Analysis
By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.
Loading data
Please wait
Loading data
Please wait
Worst | Median | Best | Negative Periods |
---|---|---|---|
-38.24%
Mar 2008 - Feb 2009 |
+11.87% |
+47.14%
Mar 2009 - Feb 2010 |
21.84%
102 out of 467 |
-38.24%
Mar 2008 - Feb 2009 |
+8.91% |
+44.04%
Mar 2009 - Feb 2010 |
26.12%
122 out of 467 |
-20.17%
Mar 2007 - Feb 2009 |
+10.42% |
+32.27%
Mar 2009 - Feb 2011 |
12.31%
56 out of 455 |
-21.78%
Mar 2007 - Feb 2009 |
+7.35% |
+29.50%
Mar 2009 - Feb 2011 |
17.36%
79 out of 455 |
-11.07%
Apr 2000 - Mar 2003 |
+9.77% |
+22.15%
Apr 2003 - Mar 2006 |
10.38%
46 out of 443 |
-13.20%
Apr 2000 - Mar 2003 |
+6.85% |
+18.84%
Apr 2003 - Mar 2006 |
14.45%
64 out of 443 |
-4.67%
Mar 2005 - Feb 2009 |
+9.57% |
+20.90%
Oct 1985 - Sep 1989 |
7.42%
32 out of 431 |
-7.03%
Mar 2005 - Feb 2009 |
+6.55% |
+16.66%
Apr 2003 - Mar 2007 |
15.08%
65 out of 431 |
-1.89%
Apr 1998 - Mar 2003 |
+8.94% |
+20.59%
Jan 1985 - Dec 1989 |
1.91%
8 out of 419 |
-4.34%
Apr 1998 - Mar 2003 |
+6.15% |
+16.33%
Jan 1985 - Dec 1989 |
10.26%
43 out of 419 |
+1.53%
Mar 1997 - Feb 2003 |
+7.81% |
+16.47%
Oct 1985 - Sep 1991 |
0.00%
0 out of 407 |
-0.80%
Mar 1997 - Feb 2003 |
+5.52% |
+13.26%
Mar 2009 - Feb 2015 |
1.23%
5 out of 407 |
+1.42%
Mar 2002 - Feb 2009 |
+7.93% |
+17.65%
Jan 1985 - Dec 1991 |
0.00%
0 out of 395 |
-1.13%
Mar 2002 - Feb 2009 |
+5.39% |
+13.20%
Jan 1985 - Dec 1991 |
0.51%
2 out of 395 |
+0.39%
Mar 2001 - Feb 2009 |
+7.68% |
+15.98%
Oct 1985 - Sep 1993 |
0.00%
0 out of 383 |
-1.96%
Mar 2001 - Feb 2009 |
+5.11% |
+11.80%
Oct 1985 - Sep 1993 |
1.83%
7 out of 383 |
-0.57%
Mar 2000 - Feb 2009 |
+7.69% |
+16.35%
Jan 1985 - Dec 1993 |
0.54%
2 out of 371 |
-3.02%
Mar 2000 - Feb 2009 |
+5.18% |
+12.20%
Jan 1985 - Dec 1993 |
2.43%
9 out of 371 |
+1.55%
Mar 1999 - Feb 2009 |
+7.86% |
+14.60%
Jan 1985 - Dec 1994 |
0.00%
0 out of 359 |
-1.01%
Mar 1999 - Feb 2009 |
+5.46% |
+10.91%
Oct 1990 - Sep 2000 |
1.39%
5 out of 359 |
+1.80%
Mar 1998 - Feb 2009 |
+7.94% |
+14.93%
Jan 1985 - Dec 1995 |
0.00%
0 out of 347 |
-0.69%
Mar 1998 - Feb 2009 |
+5.32% |
+11.05%
Jan 1985 - Dec 1995 |
0.58%
2 out of 347 |
+2.92%
Mar 1997 - Feb 2009 |
+8.14% |
+15.08%
Oct 1985 - Sep 1997 |
0.00%
0 out of 335 |
+0.49%
Mar 1997 - Feb 2009 |
+5.40% |
+11.31%
Oct 1985 - Sep 1997 |
0.00%
0 out of 335 |
+3.79%
Apr 2007 - Mar 2020 |
+7.55% |
+14.83%
May 1985 - Apr 1998 |
0.00%
0 out of 323 |
+1.31%
Mar 1996 - Feb 2009 |
+5.21% |
+11.21%
May 1985 - Apr 1998 |
0.00%
0 out of 323 |
+4.45%
Apr 2006 - Mar 2020 |
+7.66% |
+14.54%
May 1985 - Apr 1999 |
0.00%
0 out of 311 |
+2.10%
Oct 1997 - Sep 2011 |
+5.12% |
+11.01%
May 1985 - Apr 1999 |
0.00%
0 out of 311 |
+4.42%
Oct 2007 - Sep 2022 |
+7.14% |
+15.22%
Jan 1985 - Dec 1999 |
0.00%
0 out of 299 |
+1.99%
Mar 1994 - Feb 2009 |
+4.83% |
+11.66%
Jan 1985 - Dec 1999 |
0.00%
0 out of 299 |
+4.41%
Mar 2000 - Feb 2016 |
+7.25% |
+13.68%
Jan 1985 - Dec 2000 |
0.00%
0 out of 287 |
+2.26%
Mar 2000 - Feb 2016 |
+4.90% |
+10.16%
Jan 1985 - Dec 2000 |
0.00%
0 out of 287 |
+4.79%
Jan 2000 - Dec 2016 |
+7.15% |
+12.22%
Jan 1985 - Dec 2001 |
0.00%
0 out of 275 |
+2.57%
Jan 2000 - Dec 2016 |
+4.81% |
+8.85%
Jan 1985 - Dec 2001 |
0.00%
0 out of 275 |
+5.35%
Mar 1998 - Feb 2016 |
+7.37% |
+10.79%
Nov 1985 - Oct 2003 |
0.00%
0 out of 263 |
+3.14%
Mar 1998 - Feb 2016 |
+4.86% |
+7.56%
Nov 1985 - Oct 2003 |
0.00%
0 out of 263 |
+4.79%
Jan 2000 - Dec 2018 |
+7.48% |
+11.58%
Jan 1985 - Dec 2003 |
0.00%
0 out of 251 |
+2.59%
Jan 2000 - Dec 2018 |
+4.94% |
+8.32%
Jan 1985 - Dec 2003 |
0.00%
0 out of 251 |
+4.38%
Apr 2000 - Mar 2020 |
+7.68% |
+11.73%
Jan 1985 - Dec 2004 |
0.00%
0 out of 239 |
+2.26%
Apr 2000 - Mar 2020 |
+5.06% |
+8.44%
Jan 1985 - Dec 2004 |
0.00%
0 out of 239 |
Ben Stein Perfect Portfolio: ETF allocation and returns