Ben Stein Long Term vs Dedalo Invest Dedalo Four Portfolio Comparison

Period: January 1985 - October 2024 (~40 years)
Consolidated Returns as of 31 October 2024
Rebalancing: at every Jan 1st
Currency: USD
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Ben Stein Long Term Portfolio
1.00$
Initial Capital
November 1994
9.21$
Final Capital
October 2024
7.68%
Yearly Return
12.44
Std Deviation
-45.92%
Max Drawdown
42months
Recovery Period
Dedalo Invest Dedalo Four Portfolio
1.00$
Initial Capital
November 1994
13.71$
Final Capital
October 2024
9.12%
Yearly Return
12.47
Std Deviation
-43.37%
Max Drawdown
40months
Recovery Period
Ben Stein Long Term Portfolio
1.00$
Initial Capital
January 1985
35.98$
Final Capital
October 2024
9.41%
Yearly Return
12.31
Std Deviation
-45.92%
Max Drawdown
42months
Recovery Period
Dedalo Invest Dedalo Four Portfolio
1.00$
Initial Capital
January 1985
50.22$
Final Capital
October 2024
10.33%
Yearly Return
12.55
Std Deviation
-43.37%
Max Drawdown
40months
Recovery Period

The Ben Stein Long Term Portfolio obtained a 7.68% compound annual return, with a 12.44% standard deviation, in the last 30 Years.

The Dedalo Invest Dedalo Four Portfolio obtained a 9.12% compound annual return, with a 12.47% standard deviation, in the last 30 Years.

Returns as of Oct 31, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1985 - 31 October 2024 (~40 years)
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Return (%) as of Oct 31, 2024
YTD
(10M)
1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
Long Term Portfolio
Ben Stein
10.68 -2.04 9.54 25.23 7.94 7.04 7.68 9.41
Dedalo Four
Dedalo Invest
15.16 -1.11 11.21 30.66 10.80 9.61 9.12 10.33
Return over 1 year are annualized.

Capital Growth as of Oct 31, 2024

Ben Stein Long Term Portfolio: an investment of 1$, since November 1994, now would be worth 9.21$, with a total return of 821.39% (7.68% annualized).

Dedalo Invest Dedalo Four Portfolio: an investment of 1$, since November 1994, now would be worth 13.71$, with a total return of 1271.28% (9.12% annualized).


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Ben Stein Long Term Portfolio: an investment of 1$, since January 1985, now would be worth 35.98$, with a total return of 3497.62% (9.41% annualized).

Dedalo Invest Dedalo Four Portfolio: an investment of 1$, since January 1985, now would be worth 50.22$, with a total return of 4921.84% (10.33% annualized).


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Metrics as of Oct 31, 2024

The following metrics, updated as of 31 October 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 November 2023 - 31 October 2024 (1 year)
Period: 1 November 2019 - 31 October 2024 (5 years)
Period: 1 November 2014 - 31 October 2024 (10 years)
Period: 1 November 1994 - 31 October 2024 (30 years)
Period: 1 January 1985 - 31 October 2024 (~40 years)
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Long Term Portfolio Dedalo Four
Author Ben Stein Dedalo Invest
ASSET ALLOCATION
Stocks 80% 80%
Fixed Income 20% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 25.23 30.66
Infl. Adjusted Return (%) 22.08 27.38
DRAWDOWN
Deepest Drawdown Depth (%) -3.34 -3.61
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -1.17 -3.61
Start to Recovery (months) 2 2
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 10.10 9.84
Sharpe Ratio 1.97 2.58
Sortino Ratio 2.70 3.58
Ulcer Index 1.13 1.05
Ratio: Return / Standard Deviation 2.50 3.12
Ratio: Return / Deepest Drawdown 7.56 8.50
Metrics calculated over the period 1 November 2023 - 31 October 2024
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Long Term Portfolio Dedalo Four
Author Ben Stein Dedalo Invest
ASSET ALLOCATION
Stocks 80% 80%
Fixed Income 20% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.94 10.80
Infl. Adjusted Return (%) 3.62 6.36
DRAWDOWN
Deepest Drawdown Depth (%) -20.52 -22.61
Start to Recovery (months) 26 25
Longest Drawdown Depth (%) -20.52 -22.61
Start to Recovery (months) 26 25
Longest Negative Period (months) 32 31
RISK INDICATORS
Standard Deviation (%) 14.27 15.06
Sharpe Ratio 0.40 0.57
Sortino Ratio 0.53 0.75
Ulcer Index 7.63 8.28
Ratio: Return / Standard Deviation 0.56 0.72
Ratio: Return / Deepest Drawdown 0.39 0.48
Metrics calculated over the period 1 November 2019 - 31 October 2024
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Long Term Portfolio Dedalo Four
Author Ben Stein Dedalo Invest
ASSET ALLOCATION
Stocks 80% 80%
Fixed Income 20% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.04 9.61
Infl. Adjusted Return (%) 4.04 6.54
DRAWDOWN
Deepest Drawdown Depth (%) -20.52 -22.61
Start to Recovery (months) 26 25
Longest Drawdown Depth (%) -20.52 -22.61
Start to Recovery (months) 26 25
Longest Negative Period (months) 34 31
RISK INDICATORS
Standard Deviation (%) 11.97 12.58
Sharpe Ratio 0.46 0.64
Sortino Ratio 0.61 0.85
Ulcer Index 5.92 6.25
Ratio: Return / Standard Deviation 0.59 0.76
Ratio: Return / Deepest Drawdown 0.34 0.42
Metrics calculated over the period 1 November 2014 - 31 October 2024
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Long Term Portfolio Dedalo Four
Author Ben Stein Dedalo Invest
ASSET ALLOCATION
Stocks 80% 80%
Fixed Income 20% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.68 9.12
Infl. Adjusted Return (%) 5.03 6.44
DRAWDOWN
Deepest Drawdown Depth (%) -45.92 -43.37
Start to Recovery (months) 42 40
Longest Drawdown Depth (%) -45.92 -33.88
Start to Recovery (months) 42 52
Longest Negative Period (months) 110 122
RISK INDICATORS
Standard Deviation (%) 12.44 12.47
Sharpe Ratio 0.43 0.55
Sortino Ratio 0.56 0.72
Ulcer Index 9.47 10.69
Ratio: Return / Standard Deviation 0.62 0.73
Ratio: Return / Deepest Drawdown 0.17 0.21
Metrics calculated over the period 1 November 1994 - 31 October 2024
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Long Term Portfolio Dedalo Four
Author Ben Stein Dedalo Invest
ASSET ALLOCATION
Stocks 80% 80%
Fixed Income 20% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.41 10.33
Infl. Adjusted Return (%) 6.44 7.34
DRAWDOWN
Deepest Drawdown Depth (%) -45.92 -43.37
Start to Recovery (months) 42 40
Longest Drawdown Depth (%) -45.92 -33.88
Start to Recovery (months) 42 52
Longest Negative Period (months) 110 122
RISK INDICATORS
Standard Deviation (%) 12.31 12.55
Sharpe Ratio 0.51 0.57
Sortino Ratio 0.66 0.75
Ulcer Index 8.57 9.67
Ratio: Return / Standard Deviation 0.76 0.82
Ratio: Return / Deepest Drawdown 0.20 0.24
Metrics calculated over the period 1 January 1985 - 31 October 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 November 1994 - 31 October 2024 (30 years)
Period: 1 January 1985 - 31 October 2024 (~40 years)

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Long Term Portfolio Dedalo Four
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-45.92 42 Nov 2007
Apr 2011
-43.37 40 Nov 2007
Feb 2011
-33.88 52 Sep 2000
Dec 2004
-23.11 39 Sep 2000
Nov 2003
-22.61 25 Jan 2022
Jan 2024
-20.52 26 Jan 2022
Feb 2024
-19.33 11 Jan 2020
Nov 2020
-17.08 7 Jan 2020
Jul 2020
-16.94 19 May 2011
Nov 2012
-15.80 11 May 1998
Mar 1999
-14.59 10 May 2011
Feb 2012
-13.62 5 Jul 1998
Nov 1998
-10.89 7 Oct 2018
Apr 2019
-10.70 8 Sep 2018
Apr 2019
-9.84 14 Jun 2015
Jul 2016

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Long Term Portfolio Dedalo Four
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-45.92 42 Nov 2007
Apr 2011
-43.37 40 Nov 2007
Feb 2011
-33.88 52 Sep 2000
Dec 2004
-23.64 17 Sep 1987
Jan 1989
-23.11 39 Sep 2000
Nov 2003
-22.61 25 Jan 2022
Jan 2024
-20.52 26 Jan 2022
Feb 2024
-20.11 17 Sep 1987
Jan 1989
-19.33 11 Jan 2020
Nov 2020
-17.08 7 Jan 2020
Jul 2020
-16.94 19 May 2011
Nov 2012
-15.80 11 May 1998
Mar 1999
-15.40 14 Jan 1990
Feb 1991
-14.59 10 May 2011
Feb 2012
-13.78 9 Jun 1990
Feb 1991

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1985 - 31 October 2024 (~40 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

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Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
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Long Term Portfolio Dedalo Four
Year Return Drawdown Return Drawdown
2024
10.68% -3.34% 15.16% -3.61%
2023
16.02% -8.92% 21.59% -7.94%
2022
-14.26% -20.52% -17.79% -22.61%
2021
16.72% -3.20% 18.23% -3.79%
2020
9.40% -19.33% 16.65% -17.08%
2019
21.13% -4.75% 25.15% -4.94%
2018
-7.39% -10.70% -4.75% -10.89%
2017
16.88% 0.00% 18.27% 0.00%
2016
9.22% -4.80% 10.11% -4.36%
2015
-2.18% -8.57% -0.03% -7.84%
2014
5.91% -3.45% 9.57% -2.57%
2013
18.10% -2.66% 23.97% -2.47%
2012
14.19% -7.09% 15.24% -6.06%
2011
-3.35% -16.94% 0.38% -14.59%
2010
13.80% -10.43% 14.56% -9.97%
2009
26.25% -17.28% 27.11% -14.50%
2008
-30.51% -33.62% -31.38% -32.83%
2007
5.66% -5.92% 7.01% -3.58%
2006
19.42% -3.62% 14.80% -2.36%
2005
10.21% -3.30% 7.43% -2.44%
2004
15.66% -4.29% 12.49% -2.54%
2003
30.79% -3.98% 26.72% -2.45%
2002
-10.67% -17.62% -14.13% -20.34%
2001
-4.80% -15.85% -7.90% -18.24%
2000
-2.79% -8.99% -6.83% -11.54%
1999
21.76% -2.43% 19.73% -4.71%
1998
7.54% -15.80% 21.86% -13.62%
1997
13.81% -4.54% 19.87% -4.52%
1996
15.37% -3.55% 15.72% -4.26%
1995
16.95% -1.90% 28.75% -0.76%
1994
-0.18% -6.15% -0.13% -6.86%
1993
23.87% -3.66% 15.31% -1.82%
1992
3.67% -3.34% 6.31% -2.42%
1991
31.77% -4.13% 27.04% -3.99%
1990
-8.84% -15.40% -6.05% -13.78%
1989
25.31% -2.86% 22.07% -2.62%
1988
19.53% -2.49% 17.25% -2.52%
1987
2.59% -20.11% 6.29% -23.64%
1986
22.75% -4.06% 21.95% -6.19%
1985
30.54% -2.54% 32.60% -2.61%