Data Source: from January 1985 to November 2023 (~39 years)
Consolidated Returns as of 30 November 2023
Live Update: Dec 01 2023
Consolidated Returns as of 30 November 2023
Live Update: Dec 01 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.67%
1 Day
Dec 01 2023
0.67%
Current Month
December 2023
The Ben Stein Perfect Portfolio is a Very High Risk portfolio and can be implemented with 7 ETFs.
It's exposed for 80% on the Stock Market.
In the last 30 Years, the Ben Stein Perfect Portfolio obtained a 7.39% compound annual return, with a 12.39% standard deviation.
Table of contents
Asset Allocation and ETFs
The Ben Stein Perfect Portfolio has the following asset allocation:
80% Stocks
20% Fixed Income
0% Commodities
The Ben Stein Perfect Portfolio can be implemented with the following ETFs:
| Weight (%) | Ticker | Currency | ETF Name | Investment Themes |
|---|---|---|---|---|
| 20.00 |
SPY
|
USD | SPDR S&P 500 | Equity, U.S., Large Cap |
| 20.00 |
VTI
|
USD | Vanguard Total Stock Market | Equity, U.S., Large Cap |
| 20.00 |
VEA
|
USD | Vanguard FTSE Developed Markets | Equity, EAFE, Large Cap |
| 12.00 |
EEM
|
USD | iShares MSCI Emerging Markets | Equity, Emerging Markets, Large Cap |
| 4.00 |
XLE
|
USD | Energy Select Sector SPDR Fund | Equity, U.S., Large Cap |
| 4.00 |
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 Perfect Portfolio guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- a rebalancing of the components at every January 1st. How do returns change with different rebalancing strategies?
- the reinvestment of dividends.
BEN STEIN PERFECT 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
(~39Y) |
|||
| Ben Stein Perfect Portfolio | 0.67 | 0.67 | 6.98 | 6.72 | 8.43 | 7.81 | 6.67 | 7.39 | 9.28 | |||
| US Inflation Adjusted return | 6.98 | 5.49 | 4.92 | 3.59 | 3.75 | 4.75 | 6.31 | |||||
| Components | ||||||||||||
|
SPY
|
USD | SPDR S&P 500 | 0.59 | Dec 01 2023 | 0.59 | 9.13 | 10.02 | 13.73 | 12.49 | 11.72 | 9.92 | 11.19 |
|
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 | 11.00 |
|
VEA
|
USD | Vanguard FTSE Developed Markets | 1.02 | Dec 01 2023 | 1.02 | 8.81 | 4.66 | 9.27 | 6.03 | 4.14 | 5.23 | 7.81 |
|
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 | 8.63 |
|
XLE
|
USD | Energy Select Sector SPDR Fund | 0.52 | Dec 01 2023 | 0.52 | -0.72 | 12.24 | -3.74 | 10.54 | 3.73 | 8.09 | 9.34 |
|
VNQ
|
USD | Vanguard Real Estate | 2.46 | Dec 01 2023 | 2.46 | 12.08 | 4.30 | -2.99 | 3.66 | 6.41 | 8.34 | 9.08 |
|
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 | 3.09 |
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) 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%
Live update: World Markets and Indexes
In 2022, the Ben Stein Perfect Portfolio granted a 1.87% dividend yield. If you are interested in getting periodic income, please refer to the Ben Stein Perfect Portfolio: Dividend Yield page.
Capital Growth as of Nov 30, 2023
An investment of 1$, since December 1993,
now would be worth 8.49$, with a total return of 748.78% (7.39% annualized).
The Inflation Adjusted Capital now would be 4.02$, with a net total return of 302.22% (4.75% annualized).
The Inflation Adjusted Capital now would be 4.02$, with a net total return of 302.22% (4.75% annualized).
An investment of 1$, since January 1985,
now would be worth 31.56$, with a total return of 3056.07% (9.28% annualized).
The Inflation Adjusted Capital now would be 10.80$, with a net total return of 980.16% (6.31% annualized).
The Inflation Adjusted Capital now would be 10.80$, with a net total return of 980.16% (6.31% annualized).
Readings that may interest you
Portfolio Metrics as of Nov 30, 2023
Metrics of Ben Stein Perfect Portfolio, updated as of 30 November 2023.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- a rebalancing of the components at every January 1st. How do returns change with different rebalancing strategies?
- the reinvestment of dividends.
BEN STEIN PERFECT PORTFOLIO
Advanced Metrics
Data Source: 1 January 1985 - 30 November 2023 (~39 years)
Swipe left to see all data
| Metrics as of Nov 30, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~39Y) |
|
| Investment Return (%) | 6.98 | 1.10 | 6.72 | 8.43 | 6.39 | 7.81 | 6.67 | 7.36 | 7.39 | 9.28 |
| Infl. Adjusted Return (%) details | 6.98 | 0.89 | 5.49 | 4.92 | 0.61 | 3.59 | 3.75 | 4.65 | 4.75 | 6.31 |
| US Inflation (%) | 0.00 | 0.21 | 1.17 | 3.35 | 5.74 | 4.07 | 2.82 | 2.59 | 2.52 | 2.79 |
| 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 (%) | -7.69 | -18.32 | -18.62 | -18.62 | -44.81 | -44.81 | -44.81 | |||
| Start to Recovery (# months) details | 4* | 19 | 8 | 8 | 62 | 62 | 62 | |||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2020 01 | 2020 01 | 2007 11 | 2007 11 | 2007 11 | |||
| Start to Bottom (# months) | 3 | 9 | 3 | 3 | 16 | 16 | 16 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2020 03 | 2020 03 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 1 | 10 | 5 | 5 | 46 | 46 | 46 | |||
| End (yyyy mm) | - | 2023 07 | 2020 08 | 2020 08 | 2012 12 | 2012 12 | 2012 12 | |||
| Longest Drawdown Depth (%) |
same as deepest |
same as deepest |
-18.32 | -18.32 |
same as deepest |
same as deepest |
same as deepest |
|||
| Start to Recovery (# months) details | 19 | 19 | ||||||||
| 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 | 10 | 10 | 10 | 46 | 46 | 46 | |||
| End (yyyy mm) | - | 2023 07 | 2023 07 | 2023 07 | 2012 12 | 2012 12 | 2012 12 | |||
| Longest negative period (# months) details | 9 | 30 | 30 | 33 | 62 | 111 | 111 | |||
| Period Start (yyyy mm) | 2023 02 | 2021 05 | 2021 05 | 2017 07 | 2004 01 | 1999 12 | 1999 12 | |||
| Period End (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2020 03 | 2009 02 | 2009 02 | 2009 02 | |||
| Annualized Return (%) | -1.80 | -0.22 | -0.22 | -0.05 | -0.68 | -0.15 | -0.15 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
| Deepest Drawdown Depth (%) | -8.28 | -23.27 | -23.27 | -23.27 | -45.65 | -45.65 | -45.65 | |||
| Start to Recovery (# months) details | 4* | 23* | 23* | 23* | 71 | 71 | 71 | |||
| 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 | 55 | 55 | 55 | |||
| End (yyyy mm) | - | - | - | - | 2013 09 | 2013 09 | 2013 09 | |||
| Longest Drawdown Depth (%) | -3.62 |
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 | 55 | 55 | 55 | |||
| End (yyyy mm) | 2023 06 | - | - | - | 2013 09 | 2013 09 | 2013 09 | |||
| Longest negative period (# months) details | 11 | 35 | 46 | 58 | 73 | 140 | 140 | |||
| Period Start (yyyy mm) | 2022 12 | 2020 12 | 2020 01 | 2017 12 | 2006 05 | 1997 07 | 1997 07 | |||
| Period End (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2022 09 | 2012 05 | 2009 02 | 2009 02 | |||
| Annualized Return (%) | -2.11 | -1.67 | -0.04 | -0.10 | -0.04 | -0.17 | -0.17 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Standard Deviation (%) | 12.69 | 12.98 | 14.56 | 11.80 | 12.65 | 12.39 | 12.46 | |||
| Sharpe Ratio | 0.28 | 0.34 | 0.42 | 0.48 | 0.48 | 0.42 | 0.42 | |||
| Sortino Ratio | 0.43 | 0.47 | 0.56 | 0.64 | 0.63 | 0.54 | 0.55 | |||
| Ulcer Index | 3.02 | 6.64 | 6.27 | 5.18 | 9.98 | 10.46 | 9.52 | |||
| Ratio: Return / Standard Deviation | 0.66 | 0.49 | 0.54 | 0.57 | 0.58 | 0.60 | 0.74 | |||
| Ratio: Return / Deepest Drawdown | 1.10 | 0.35 | 0.42 | 0.36 | 0.16 | 0.16 | 0.21 | |||
| % Positive Months details | 50% | 58% | 60% | 64% | 63% | 63% | 64% | |||
| Positive Months | 6 | 21 | 36 | 77 | 152 | 227 | 301 | |||
| Negative Months | 6 | 15 | 24 | 43 | 88 | 133 | 166 | |||
|
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 6.67 | 11.11 | 11.11 | 14.60 | ||||||
| Worst 10 Years Return (%) - Annualized | 4.27 | 1.55 | 1.55 | |||||||
| Best 10 Years Return (%) - Annualized | 3.75 | 9.18 | 9.18 | 10.92 | ||||||
| Worst 10 Years Return (%) - Annualized | 2.47 | -1.00 | -1.00 | |||||||
|
ROLLING PERIOD RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Over the latest 30Y | ||||||||||
| Best Rolling Return (%) - Annualized | 47.14 | 22.15 | 18.22 | 11.11 | 8.32 | 7.39 | ||||
| Worst Rolling Return (%) - Annualized | -38.24 | -11.07 | -1.89 | 1.55 | 4.38 | |||||
| % Positive Periods | 75% | 85% | 97% | 100% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 44.05 | 18.89 | 14.93 | 9.18 | 5.69 | 4.75 | ||||
| Worst Rolling Return (%) - Annualized | -38.38 | -13.21 | -4.35 | -1.00 | 2.26 | |||||
| % Positive Periods | 70% | 81% | 85% | 97% | 100% | 100% | ||||
| Over all the available data source (Jan 1985 - Nov 2023) | ||||||||||
| Best Rolling Return (%) - Annualized | 47.14 | 22.15 | 20.59 | 14.60 | 11.73 | 10.02 | ||||
| Worst Rolling Return (%) - Annualized | -38.24 | -11.07 | -1.89 | 1.55 | 4.38 | 7.02 | ||||
| % Positive Periods | 77% | 89% | 98% | 100% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 44.05 | 18.89 | 16.32 | 10.92 | 8.47 | 7.12 | ||||
| Worst Rolling Return (%) - Annualized | -38.38 | -13.21 | -4.35 | -1.00 | 2.26 | 4.39 | ||||
| % Positive Periods | 73% | 85% | 89% | 98% | 100% | 100% | ||||
|
WITHDRAWAL RATES (WR)
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Safe WR (%) | 34.43 | 22.46 | 12.05 | 7.93 | 6.63 | 10.21 | ||||
| Perpetual WR (%) | 0.61 | 3.47 | 3.62 | 4.44 | 4.53 | 5.93 | ||||
- 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).
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.
Explore historical data since 1871 and fine-tune your investment strategy for better results.
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.
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 |
SPY
|
VTI
|
VEA
|
EEM
|
XLE
|
VNQ
|
BIL
|
|---|---|---|---|---|---|---|---|
|
SPY
|
-
|
1.00
|
0.90
|
0.86
|
0.42
|
0.91
|
0.11
|
|
VTI
|
1.00
|
-
|
0.91
|
0.87
|
0.42
|
0.93
|
0.08
|
|
VEA
|
0.90
|
0.91
|
-
|
0.93
|
0.53
|
0.95
|
-0.13
|
|
EEM
|
0.86
|
0.87
|
0.93
|
-
|
0.54
|
0.87
|
-0.13
|
|
XLE
|
0.42
|
0.42
|
0.53
|
0.54
|
-
|
0.45
|
0.15
|
|
VNQ
|
0.91
|
0.93
|
0.95
|
0.87
|
0.45
|
-
|
0.02
|
|
BIL
|
0.11
|
0.08
|
-0.13
|
-0.13
|
0.15
|
0.02
|
-
|
| Asset |
SPY
|
VTI
|
VEA
|
EEM
|
XLE
|
VNQ
|
BIL
|
|---|---|---|---|---|---|---|---|
|
SPY
|
-
|
1.00
|
0.91
|
0.73
|
0.64
|
0.87
|
-0.09
|
|
VTI
|
1.00
|
-
|
0.91
|
0.75
|
0.65
|
0.87
|
-0.09
|
|
VEA
|
0.91
|
0.91
|
-
|
0.86
|
0.65
|
0.84
|
-0.05
|
|
EEM
|
0.73
|
0.75
|
0.86
|
-
|
0.52
|
0.68
|
-0.04
|
|
XLE
|
0.64
|
0.65
|
0.65
|
0.52
|
-
|
0.52
|
-0.21
|
|
VNQ
|
0.87
|
0.87
|
0.84
|
0.68
|
0.52
|
-
|
-0.14
|
|
BIL
|
-0.09
|
-0.09
|
-0.05
|
-0.04
|
-0.21
|
-0.14
|
-
|
| Asset |
SPY
|
VTI
|
VEA
|
EEM
|
XLE
|
VNQ
|
BIL
|
|---|---|---|---|---|---|---|---|
|
SPY
|
-
|
1.00
|
0.89
|
0.70
|
0.62
|
0.75
|
-0.06
|
|
VTI
|
1.00
|
-
|
0.89
|
0.71
|
0.64
|
0.75
|
-0.06
|
|
VEA
|
0.89
|
0.89
|
-
|
0.83
|
0.64
|
0.69
|
-0.03
|
|
EEM
|
0.70
|
0.71
|
0.83
|
-
|
0.51
|
0.54
|
-0.03
|
|
XLE
|
0.62
|
0.64
|
0.64
|
0.51
|
-
|
0.43
|
-0.13
|
|
VNQ
|
0.75
|
0.75
|
0.69
|
0.54
|
0.43
|
-
|
-0.12
|
|
BIL
|
-0.06
|
-0.06
|
-0.03
|
-0.03
|
-0.13
|
-0.12
|
-
|
| Asset |
SPY
|
VTI
|
VEA
|
EEM
|
XLE
|
VNQ
|
BIL
|
|---|---|---|---|---|---|---|---|
|
SPY
|
-
|
0.99
|
0.83
|
0.72
|
0.61
|
0.61
|
-0.01
|
|
VTI
|
0.99
|
-
|
0.84
|
0.75
|
0.62
|
0.63
|
-0.02
|
|
VEA
|
0.83
|
0.84
|
-
|
0.81
|
0.61
|
0.61
|
-0.04
|
|
EEM
|
0.72
|
0.75
|
0.81
|
-
|
0.56
|
0.52
|
-0.04
|
|
XLE
|
0.61
|
0.62
|
0.61
|
0.56
|
-
|
0.40
|
-0.03
|
|
VNQ
|
0.61
|
0.63
|
0.61
|
0.52
|
0.40
|
-
|
-0.02
|
|
BIL
|
-0.01
|
-0.02
|
-0.04
|
-0.04
|
-0.03
|
-0.02
|
-
|
| Asset |
SPY
|
VTI
|
VEA
|
EEM
|
XLE
|
VNQ
|
BIL
|
|---|---|---|---|---|---|---|---|
|
SPY
|
-
|
0.99
|
0.72
|
0.69
|
0.61
|
0.60
|
0.02
|
|
VTI
|
0.99
|
-
|
0.73
|
0.71
|
0.62
|
0.63
|
0.00
|
|
VEA
|
0.72
|
0.73
|
-
|
0.67
|
0.55
|
0.53
|
0.03
|
|
EEM
|
0.69
|
0.71
|
0.67
|
-
|
0.50
|
0.49
|
0.03
|
|
XLE
|
0.61
|
0.62
|
0.55
|
0.50
|
-
|
0.40
|
-0.02
|
|
VNQ
|
0.60
|
0.63
|
0.53
|
0.49
|
0.40
|
-
|
-0.02
|
|
BIL
|
0.02
|
0.00
|
0.03
|
0.03
|
-0.02
|
-0.02
|
-
|
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 PERFECT PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1985 - 30 November 2023 (~39 years)
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -44.81% | Nov 2007 | Feb 2009 | 16 | Dec 2012 | 46 | 62 | 18.11 |
| -31.02% | Apr 2000 | Sep 2002 | 30 | Nov 2004 | 26 | 56 | 16.05 |
| -18.62% | Jan 2020 | Mar 2020 | 3 | Aug 2020 | 5 | 8 | 8.68 |
| -18.32% | Jan 2022 | Sep 2022 | 9 | Jul 2023 | 10 | 19 | 8.72 |
| -15.07% | May 1998 | Aug 1998 | 4 | Dec 1998 | 4 | 8 | 6.89 |
| -11.03% | Feb 2018 | Dec 2018 | 11 | Apr 2019 | 4 | 15 | 4.47 |
| -10.87% | May 2015 | Feb 2016 | 10 | Sep 2016 | 7 | 17 | 5.37 |
| -7.69% | Aug 2023 | Oct 2023 | 3 | in progress | 1 | 4 | 4.38 |
| -6.82% | Feb 1994 | Mar 1994 | 2 | Aug 1994 | 5 | 7 | 3.98 |
| -5.36% | Sep 1994 | Jan 1995 | 5 | Apr 1995 | 3 | 8 | 3.21 |
| -5.20% | Aug 1997 | Oct 1997 | 3 | Feb 1998 | 4 | 7 | 3.34 |
| -5.02% | May 2019 | May 2019 | 1 | Oct 2019 | 5 | 6 | 2.02 |
| -4.10% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 | 2.40 |
| -3.65% | Mar 2005 | Apr 2005 | 2 | Jul 2005 | 3 | 5 | 1.91 |
| -3.61% | Jul 1996 | Jul 1996 | 1 | Sep 1996 | 2 | 3 | 2.04 |
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Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -45.65% | Nov 2007 | Feb 2009 | 16 | Sep 2013 | 55 | 71 | 19.59 |
| -34.78% | Jan 2000 | Sep 2002 | 33 | Sep 2005 | 36 | 69 | 17.95 |
| -23.27% | Jan 2022 | Sep 2022 | 9 | in progress | 14 | 23 | 13.54 |
| -18.98% | Jan 2020 | Mar 2020 | 3 | Nov 2020 | 8 | 11 | 7.80 |
| -15.54% | May 1998 | Aug 1998 | 4 | Dec 1998 | 4 | 8 | 7.27 |
| -12.22% | Feb 2018 | Dec 2018 | 11 | Nov 2019 | 11 | 22 | 5.18 |
| -11.06% | May 2015 | Feb 2016 | 10 | Jan 2017 | 11 | 21 | 5.35 |
| -7.89% | Feb 1994 | Jan 1995 | 12 | Jul 1995 | 6 | 18 | 4.81 |
| -5.85% | Aug 1997 | Oct 1997 | 3 | Feb 1998 | 4 | 7 | 3.75 |
| -4.02% | May 2006 | May 2006 | 1 | Oct 2006 | 5 | 6 | 2.51 |
| -3.84% | Jan 2014 | Jan 2014 | 1 | Apr 2014 | 3 | 4 | 1.74 |
| -3.80% | Jul 1996 | Jul 1996 | 1 | Sep 1996 | 2 | 3 | 2.21 |
| -3.14% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 | 1.81 |
| -3.14% | Sep 2014 | Sep 2014 | 1 | Feb 2015 | 5 | 6 | 1.45 |
| -3.09% | Oct 2005 | Oct 2005 | 1 | Nov 2005 | 1 | 2 | 1.79 |
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Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -44.81% | Nov 2007 | Feb 2009 | 16 | Dec 2012 | 46 | 62 | 18.11 |
| -31.02% | Apr 2000 | Sep 2002 | 30 | Nov 2004 | 26 | 56 | 16.05 |
| -21.48% | Sep 1987 | Nov 1987 | 3 | Jan 1989 | 14 | 17 | 10.79 |
| -18.62% | Jan 2020 | Mar 2020 | 3 | Aug 2020 | 5 | 8 | 8.68 |
| -18.32% | Jan 2022 | Sep 2022 | 9 | Jul 2023 | 10 | 19 | 8.72 |
| -15.07% | May 1998 | Aug 1998 | 4 | Dec 1998 | 4 | 8 | 6.89 |
| -14.67% | Aug 1990 | Sep 1990 | 2 | Feb 1991 | 5 | 7 | 8.53 |
| -11.03% | Feb 2018 | Dec 2018 | 11 | Apr 2019 | 4 | 15 | 4.47 |
| -10.87% | May 2015 | Feb 2016 | 10 | Sep 2016 | 7 | 17 | 5.37 |
| -7.76% | Jan 1990 | Apr 1990 | 4 | Jul 1990 | 3 | 7 | 4.20 |
| -7.69% | Aug 2023 | Oct 2023 | 3 | in progress | 1 | 4 | 4.38 |
| -6.82% | Feb 1994 | Mar 1994 | 2 | Aug 1994 | 5 | 7 | 3.98 |
| -5.36% | Sep 1994 | Jan 1995 | 5 | Apr 1995 | 3 | 8 | 3.21 |
| -5.20% | Aug 1997 | Oct 1997 | 3 | Feb 1998 | 4 | 7 | 3.34 |
| -5.02% | May 2019 | May 2019 | 1 | Oct 2019 | 5 | 6 | 2.02 |
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Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -45.65% | Nov 2007 | Feb 2009 | 16 | Sep 2013 | 55 | 71 | 19.59 |
| -34.78% | Jan 2000 | Sep 2002 | 33 | Sep 2005 | 36 | 69 | 17.95 |
| -23.27% | Jan 2022 | Sep 2022 | 9 | in progress | 14 | 23 | 13.54 |
| -22.16% | Sep 1987 | Nov 1987 | 3 | May 1989 | 18 | 21 | 11.43 |
| -18.98% | Jan 2020 | Mar 2020 | 3 | Nov 2020 | 8 | 11 | 7.80 |
| -17.39% | Jan 1990 | Sep 1990 | 9 | May 1991 | 8 | 17 | 8.42 |
| -15.54% | May 1998 | Aug 1998 | 4 | Dec 1998 | 4 | 8 | 7.27 |
| -12.22% | Feb 2018 | Dec 2018 | 11 | Nov 2019 | 11 | 22 | 5.18 |
| -11.06% | May 2015 | Feb 2016 | 10 | Jan 2017 | 11 | 21 | 5.35 |
| -7.89% | Feb 1994 | Jan 1995 | 12 | Jul 1995 | 6 | 18 | 4.81 |
| -5.85% | Aug 1997 | Oct 1997 | 3 | Feb 1998 | 4 | 7 | 3.75 |
| -5.04% | Sep 1986 | Sep 1986 | 1 | Jan 1987 | 4 | 5 | 2.91 |
| -4.71% | Jun 1991 | Jun 1991 | 1 | Aug 1991 | 2 | 3 | 2.49 |
| -4.71% | Jan 1992 | Mar 1992 | 3 | May 1992 | 2 | 5 | 2.49 |
| -4.35% | Nov 1991 | Nov 1991 | 1 | Dec 1991 | 1 | 2 | 2.51 |
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 PERFECT PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1985 - 30 November 2023 (~39 years)
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| 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 | -38.24 |
03/2008 02/2009 |
0.61$ | -5.60 | 0.94$ | 10.68 | 1.10$ | 19.73 | 1.19$ | 47.14 |
03/2009 02/2010 |
1.47$ | 8.43 | 24.93% |
| 2Y | -20.17 |
03/2007 02/2009 |
0.63$ | -0.86 | 0.98$ | 9.11 | 1.19$ | 16.20 | 1.35$ | 32.27 |
03/2009 02/2011 |
1.74$ | 1.37 | 16.62% |
| 3Y | -11.07 |
04/2000 03/2003 |
0.70$ | 0.98 | 1.02$ | 8.34 | 1.27$ | 14.32 | 1.49$ | 22.15 |
04/2003 03/2006 |
1.82$ | 6.39 | 14.15% |
| 5Y | -1.89 |
04/1998 03/2003 |
0.90$ | 2.55 | 1.13$ | 6.40 | 1.36$ | 11.74 | 1.74$ | 18.22 |
10/2002 09/2007 |
2.30$ | 7.81 | 2.66% |
| 7Y | 1.42 |
03/2002 02/2009 |
1.10$ | 4.74 | 1.38$ | 7.01 | 1.60$ | 8.51 | 1.77$ | 11.19 |
03/2009 02/2016 |
2.10$ | 8.13 | 0.00% |
| 10Y | 1.55 |
03/1999 02/2009 |
1.16$ | 4.53 | 1.55$ | 7.44 | 2.04$ | 8.50 | 2.26$ | 11.11 |
03/2009 02/2019 |
2.86$ | 6.67 | 0.00% |
| 15Y | 4.42 |
10/2007 09/2022 |
1.91$ | 5.50 | 2.23$ | 6.45 | 2.55$ | 7.21 | 2.84$ | 9.24 |
02/2003 01/2018 |
3.76$ | 8.83 | 0.00% |
| 20Y | 4.38 |
04/2000 03/2020 |
2.35$ | 5.83 | 3.10$ | 6.87 | 3.77$ | 7.77 | 4.46$ | 8.32 |
04/2003 03/2023 |
4.94$ | 7.36 | 0.00% |
| 30Y | 7.39 |
12/1993 11/2023 |
8.48$ | 7.39 | 8.48$ | 7.39 | 8.48$ | 7.39 | 8.48$ | 7.39 |
12/1993 11/2023 |
8.48$ | 7.39 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
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| 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 | -38.38 |
03/2008 02/2009 |
0.61$ | -9.23 | 0.90$ | 8.07 | 1.08$ | 17.00 | 1.17$ | 44.05 |
03/2009 02/2010 |
1.44$ | 4.92 | 29.80% |
| 2Y | -21.83 |
03/2007 02/2009 |
0.61$ | -4.84 | 0.90$ | 6.61 | 1.13$ | 13.43 | 1.28$ | 29.52 |
03/2009 02/2011 |
1.67$ | -3.65 | 23.15% |
| 3Y | -13.21 |
04/2000 03/2003 |
0.65$ | -1.18 | 0.96$ | 5.83 | 1.18$ | 11.72 | 1.39$ | 18.89 |
04/2003 03/2006 |
1.68$ | 0.61 | 18.77% |
| 5Y | -4.35 |
04/1998 03/2003 |
0.80$ | 0.02 | 1.00$ | 4.20 | 1.22$ | 8.92 | 1.53$ | 14.93 |
10/2002 09/2007 |
2.00$ | 3.59 | 14.29% |
| 7Y | -1.11 |
03/2002 02/2009 |
0.92$ | 2.48 | 1.18$ | 4.36 | 1.34$ | 6.34 | 1.53$ | 9.44 |
03/2009 02/2016 |
1.88$ | 4.45 | 0.72% |
| 10Y | -1.00 |
03/1999 02/2009 |
0.90$ | 2.71 | 1.30$ | 4.91 | 1.61$ | 6.04 | 1.79$ | 9.18 |
03/2009 02/2019 |
2.40$ | 3.75 | 2.07% |
| 15Y | 1.99 |
10/2007 09/2022 |
1.34$ | 3.17 | 1.59$ | 4.17 | 1.84$ | 4.99 | 2.07$ | 7.00 |
02/2003 01/2018 |
2.75$ | 6.18 | 0.00% |
| 20Y | 2.26 |
04/2000 03/2020 |
1.56$ | 3.58 | 2.01$ | 4.58 | 2.44$ | 5.24 | 2.77$ | 5.69 |
11/2001 10/2021 |
3.02$ | 4.65 | 0.00% |
| 30Y | 4.75 |
12/1993 11/2023 |
4.02$ | 4.75 | 4.02$ | 4.75 | 4.02$ | 4.75 | 4.02$ | 4.75 |
12/1993 11/2023 |
4.02$ | 4.75 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
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| 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 | -38.24 |
03/2008 02/2009 |
0.61$ | -4.13 | 0.95$ | 11.50 | 1.11$ | 22.04 | 1.22$ | 47.14 |
03/2009 02/2010 |
1.47$ | 8.43 | 22.37% |
| 2Y | -20.17 |
03/2007 02/2009 |
0.63$ | 1.02 | 1.02$ | 10.42 | 1.21$ | 16.26 | 1.35$ | 32.27 |
03/2009 02/2011 |
1.74$ | 1.37 | 12.61% |
| 3Y | -11.07 |
04/2000 03/2003 |
0.70$ | 2.68 | 1.08$ | 9.92 | 1.32$ | 15.20 | 1.52$ | 22.15 |
04/2003 03/2006 |
1.82$ | 6.39 | 10.65% |
| 5Y | -1.89 |
04/1998 03/2003 |
0.90$ | 3.25 | 1.17$ | 8.75 | 1.52$ | 13.75 | 1.90$ | 20.59 |
01/1985 12/1989 |
2.55$ | 7.81 | 1.96% |
| 7Y | 1.42 |
03/2002 02/2009 |
1.10$ | 5.04 | 1.41$ | 7.81 | 1.69$ | 12.83 | 2.32$ | 17.65 |
01/1985 12/1991 |
3.12$ | 8.13 | 0.00% |
| 10Y | 1.55 |
03/1999 02/2009 |
1.16$ | 5.24 | 1.66$ | 7.89 | 2.13$ | 12.38 | 3.21$ | 14.60 |
01/1985 12/1994 |
3.90$ | 6.67 | 0.00% |
| 15Y | 4.42 |
10/2007 09/2022 |
1.91$ | 5.75 | 2.31$ | 7.07 | 2.78$ | 9.87 | 4.10$ | 15.22 |
01/1985 12/1999 |
8.37$ | 8.83 | 0.00% |
| 20Y | 4.38 |
04/2000 03/2020 |
2.35$ | 6.35 | 3.42$ | 7.70 | 4.40$ | 10.14 | 6.90$ | 11.73 |
01/1985 12/2004 |
9.18$ | 7.36 | 0.00% |
| 30Y | 7.02 |
11/1993 10/2023 |
7.65$ | 7.60 | 8.99$ | 8.22 | 10.70$ | 8.90 | 12.92$ | 10.02 |
01/1985 12/2014 |
17.55$ | 7.39 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
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| 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 | -38.38 |
03/2008 02/2009 |
0.61$ | -6.89 | 0.93$ | 8.71 | 1.08$ | 18.41 | 1.18$ | 44.05 |
03/2009 02/2010 |
1.44$ | 4.92 | 26.75% |
| 2Y | -21.83 |
03/2007 02/2009 |
0.61$ | -1.59 | 0.96$ | 7.35 | 1.15$ | 13.38 | 1.28$ | 29.52 |
03/2009 02/2011 |
1.67$ | -3.65 | 17.57% |
| 3Y | -13.21 |
04/2000 03/2003 |
0.65$ | 0.24 | 1.00$ | 6.95 | 1.22$ | 11.80 | 1.39$ | 18.89 |
04/2003 03/2006 |
1.68$ | 0.61 | 14.35% |
| 5Y | -4.35 |
04/1998 03/2003 |
0.80$ | 1.05 | 1.05$ | 6.30 | 1.35$ | 10.49 | 1.64$ | 16.32 |
01/1985 12/1989 |
2.12$ | 3.59 | 10.54% |
| 7Y | -1.11 |
03/2002 02/2009 |
0.92$ | 2.69 | 1.20$ | 5.47 | 1.45$ | 9.11 | 1.84$ | 13.20 |
01/1985 12/1991 |
2.38$ | 4.45 | 0.52% |
| 10Y | -1.00 |
03/1999 02/2009 |
0.90$ | 3.26 | 1.37$ | 5.53 | 1.71$ | 8.82 | 2.32$ | 10.92 |
10/1990 09/2000 |
2.81$ | 3.75 | 1.44% |
| 15Y | 1.99 |
10/2007 09/2022 |
1.34$ | 3.32 | 1.63$ | 4.74 | 2.00$ | 6.87 | 2.71$ | 11.67 |
01/1985 12/1999 |
5.23$ | 6.18 | 0.00% |
| 20Y | 2.26 |
04/2000 03/2020 |
1.56$ | 4.09 | 2.23$ | 5.07 | 2.68$ | 6.84 | 3.75$ | 8.47 |
01/1985 12/2004 |
5.08$ | 4.65 | 0.00% |
| 30Y | 4.39 |
11/1993 10/2023 |
3.62$ | 4.98 | 4.29$ | 5.62 | 5.16$ | 6.18 | 6.04$ | 7.12 |
01/1985 12/2014 |
7.87$ | 4.75 | 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 Perfect Portfolio: Rolling Returns page.
Seasonality
In which months is it better to invest in Ben Stein Perfect 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.
For further information about the seasonality, check the Asset Class Seasonality page.
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
1.78
60% |
-1.27
40% |
-0.85
80% |
1.88
80% |
-0.04
60% |
1.32
80% |
2.45
60% |
-0.17
40% |
-2.87
20% |
1.64
60% |
4.48
80% |
0.26
60% |
| Best |
7.0 2019 |
2.8 2021 |
2.4 2021 |
8.3 2020 |
3.6 2020 |
5.3 2019 |
5.3 2022 |
4.3 2020 |
1.9 2019 |
5.7 2022 |
9.5 2020 |
4.0 2020 |
| Worst |
-2.6 2022 |
-6.0 2020 |
-11.9 2020 |
-5.8 2022 |
-5.0 2019 |
-6.9 2022 |
-0.1 2019 |
-2.7 2022 |
-7.6 2022 |
-2.3 2023 |
-2.2 2021 |
-6.0 2018 |
Monthly Seasonality over the period Feb 1985 - Nov 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
0.66
50% |
-0.12
50% |
0.23
70% |
1.48
90% |
0.37
70% |
0.73
70% |
1.92
70% |
-0.30
60% |
-1.71
40% |
0.94
60% |
2.70
80% |
0.30
60% |
| Best |
7.0 2019 |
4.0 2015 |
6.5 2016 |
8.3 2020 |
3.6 2020 |
5.3 2019 |
5.3 2022 |
4.3 2020 |
1.9 2019 |
6.0 2015 |
9.5 2020 |
4.0 2020 |
| Worst |
-4.1 2016 |
-6.0 2020 |
-11.9 2020 |
-5.8 2022 |
-5.0 2019 |
-6.9 2022 |
-1.1 2014 |
-5.4 2015 |
-7.6 2022 |
-6.2 2018 |
-2.2 2021 |
-6.0 2018 |
Monthly Seasonality over the period Feb 1985 - Nov 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
1.03
62% |
0.55
59% |
0.93
64% |
1.76
82% |
0.81
62% |
0.22
62% |
1.25
62% |
-0.22
59% |
-0.56
51% |
0.69
64% |
1.36
72% |
1.89
76% |
| Best |
10.0 1987 |
7.3 1991 |
7.1 2009 |
9.6 2009 |
7.5 2009 |
5.3 2019 |
7.3 2009 |
6.0 1986 |
7.5 2010 |
9.3 2011 |
9.5 2020 |
10.9 1991 |
| Worst |
-7.9 2009 |
-8.1 2009 |
-11.9 2020 |
-5.8 2022 |
-7.3 2010 |
-6.9 2022 |
-6.9 2002 |
-12.4 1998 |
-8.2 2011 |
-17.1 1987 |
-5.8 2008 |
-6.0 2018 |
Monthly Seasonality over the period Feb 1985 - Nov 2023
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the Ben Stein Perfect Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
BEN STEIN PERFECT PORTFOLIO
Monthly Returns Distribution
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1985 - 30 November 2023 (~39 years)
227 Positive Months (63%) - 133 Negative Months (37%)
301 Positive Months (64%) - 166 Negative Months (36%)
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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:
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:
- SPY - SPDR S&P 500, up to December 1993
- VTI - Vanguard Total Stock Market, up to December 2001
- VEA - Vanguard FTSE Developed Markets, up to December 2007
- EEM - iShares MSCI Emerging Markets, up to December 2003
- XLE - Energy Select Sector SPDR Fund, up to December 1998
- 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 | 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 | ||
| 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 | +8.78 | 11.75 | -38.53 | 75 | 25 | 0 | ||
| Robust | +8.67 | 11.09 | -44.20 | 70 | 20 | 10 | ||
| Dedalo Four | +8.28 | 12.41 | -43.94 | 80 | 20 | 0 | ||
| Aim Bold Strategy | +8.24 | 9.93 | -30.09 | 45 | 40 | 15 | ||
| Dedalo Eleven | +8.16 | 12.77 | -44.63 | 80 | 20 | 0 | ||
| Late Sixties and Beyond | +8.13 | 11.69 | -41.80 | 71 | 29 | 0 | ||
| Weird Portfolio | +8.02 | 10.75 | -32.97 | 60 | 20 | 20 | ||
| Talmud Portfolio | +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 | +7.98 | 10.99 | -39.48 | 70 | 30 | 0 | ||
| Seven Value | +7.96 | 11.31 | -41.22 | 71.5 | 28.5 | 0 | ||
| Core Four | +7.94 | 12.21 | -44.44 | 80 | 20 | 0 | ||
| Couch Potato | +7.83 | 8.76 | -27.04 | 50 | 50 | 0 | ||
| Edge Select Moderately Aggressive | +7.83 | 11.16 | -38.23 | 69 | 31 | 0 | ||
| Four Funds | +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 | +7.71 | 12.39 | -43.68 | 80 | 20 | 0 | ||
| Lazy Portfolio | +7.71 | 10.88 | -40.89 | 70 | 30 | 0 | ||
| Six Ways from Sunday | +7.71 | 10.91 | -39.14 | 66.7 | 33.3 | 0 | ||
| Sheltered Sam 70/30 | +7.69 | 10.70 | -39.73 | 67.9 | 30 | 2.1 | ||
| Jane Bryant Quinn Portfolio | +7.69 | 10.78 | -39.55 | 70 | 30 | 0 | ||
| LifeStrategy Growth Fund | +7.65 | 12.41 | -44.18 | 80 | 20 | 0 | ||
| Family Taxable Portfolio | +7.54 | 11.65 | -38.46 | 70 | 30 | 0 | ||
| Golden Butterfly | +7.46 | 7.68 | -17.79 | 40 | 40 | 20 | ||
| No Brainer Portfolio | +7.44 | 11.73 | -40.40 | 75 | 25 | 0 | ||
| Coffeehouse | +7.41 | 9.68 | -33.93 | 60 | 40 | 0 | ||
| Perfect Portfolio | +7.39 | 12.39 | -44.81 | 80 | 20 | 0 | ||
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Very High Risk categorization.
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30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | 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 | ||
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.
Explore historical data since 1871 and fine-tune your investment strategy for better results.
