Ben Stein Long Term vs Merrill Lynch Edge Select Aggressive Portfolio Comparison

Simulation Settings
Period: January 1985 - November 2024 (~40 years)
Consolidated Returns as of 30 November 2024
Rebalancing: at every Jan 1st
Currency: USD
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Ben Stein Long Term Portfolio
1.00$
Initial Capital
December 1994
9.89$
Final Capital
November 2024
7.94%
Yearly Return
12.43
Std Deviation
-45.92%
Max Drawdown
42months
Recovery Period
Merrill Lynch Edge Select Aggressive Portfolio
1.00$
Initial Capital
December 1994
12.93$
Final Capital
November 2024
8.91%
Yearly Return
13.23
Std Deviation
-45.65%
Max Drawdown
41months
Recovery Period
Ben Stein Long Term Portfolio
1.00$
Initial Capital
January 1985
37.18$
Final Capital
November 2024
9.48%
Yearly Return
12.31
Std Deviation
-45.92%
Max Drawdown
42months
Recovery Period
Merrill Lynch Edge Select Aggressive Portfolio
1.00$
Initial Capital
January 1985
56.37$
Final Capital
November 2024
10.63%
Yearly Return
13.31
Std Deviation
-45.65%
Max Drawdown
41months
Recovery Period

The Ben Stein Long Term Portfolio obtained a 7.94% compound annual return, with a 12.43% standard deviation, in the last 30 Years.

The Merrill Lynch Edge Select Aggressive Portfolio obtained a 8.91% compound annual return, with a 13.23% standard deviation, in the last 30 Years.

Returns as of Nov 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1985 - 30 November 2024 (~40 years)
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Return (%) as of Nov 30, 2024
YTD
(11M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
Long Term Portfolio
Ben Stein 		14.38 3.35 9.24 20.49 8.32 7.29 7.94 9.48
Edge Select Aggressive
Merrill Lynch 		18.02 3.73 10.31 23.68 10.58 9.14 8.91 10.63
Return over 1 year are annualized.

Capital Growth as of Nov 30, 2024

Ben Stein Long Term Portfolio: an investment of 1$, since December 1994, now would be worth 9.89$, with a total return of 889.17% (7.94% annualized).

Merrill Lynch Edge Select Aggressive Portfolio: an investment of 1$, since December 1994, now would be worth 12.93$, with a total return of 1192.95% (8.91% annualized).


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Ben Stein Long Term Portfolio: an investment of 1$, since January 1985, now would be worth 37.18$, with a total return of 3618.05% (9.48% annualized).

Merrill Lynch Edge Select Aggressive Portfolio: an investment of 1$, since January 1985, now would be worth 56.37$, with a total return of 5536.82% (10.63% annualized).


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Metrics as of Nov 30, 2024

The following metrics, updated as of 30 November 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 December 2023 - 30 November 2024 (1 year)
Period: 1 December 2019 - 30 November 2024 (5 years)
Period: 1 December 2014 - 30 November 2024 (10 years)
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1985 - 30 November 2024 (~40 years)
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Long Term Portfolio Edge Select Aggressive
Author Ben Stein Merrill Lynch
ASSET ALLOCATION
Stocks 80% 84%
Fixed Income 20% 16%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 20.49 23.68
Infl. Adjusted Return (%) 17.66 20.76
DRAWDOWN
Deepest Drawdown Depth (%) -3.34 -3.19
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -1.17 -0.21
Start to Recovery (months) 2 2
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 8.53 8.11
Sharpe Ratio 1.79 2.27
Sortino Ratio 2.26 2.79
Ulcer Index 1.13 1.05
Ratio: Return / Standard Deviation 2.40 2.92
Ratio: Return / Deepest Drawdown 6.14 7.42
Metrics calculated over the period 1 December 2023 - 30 November 2024
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Long Term Portfolio Edge Select Aggressive
Author Ben Stein Merrill Lynch
ASSET ALLOCATION
Stocks 80% 84%
Fixed Income 20% 16%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.32 10.58
Infl. Adjusted Return (%) 4.04 6.21
DRAWDOWN
Deepest Drawdown Depth (%) -20.52 -23.81
Start to Recovery (months) 26 26
Longest Drawdown Depth (%) -20.52 -23.81
Start to Recovery (months) 26 26
Longest Negative Period (months) 32 32
RISK INDICATORS
Standard Deviation (%) 14.31 15.25
Sharpe Ratio 0.42 0.54
Sortino Ratio 0.56 0.72
Ulcer Index 7.63 8.49
Ratio: Return / Standard Deviation 0.58 0.69
Ratio: Return / Deepest Drawdown 0.41 0.44
Metrics calculated over the period 1 December 2019 - 30 November 2024
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Long Term Portfolio Edge Select Aggressive
Author Ben Stein Merrill Lynch
ASSET ALLOCATION
Stocks 80% 84%
Fixed Income 20% 16%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.29 9.14
Infl. Adjusted Return (%) 4.27 6.07
DRAWDOWN
Deepest Drawdown Depth (%) -20.52 -23.81
Start to Recovery (months) 26 26
Longest Drawdown Depth (%) -20.52 -23.81
Start to Recovery (months) 26 26
Longest Negative Period (months) 34 32
RISK INDICATORS
Standard Deviation (%) 12.00 12.95
Sharpe Ratio 0.48 0.59
Sortino Ratio 0.64 0.78
Ulcer Index 5.92 6.57
Ratio: Return / Standard Deviation 0.61 0.71
Ratio: Return / Deepest Drawdown 0.36 0.38
Metrics calculated over the period 1 December 2014 - 30 November 2024
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Long Term Portfolio Edge Select Aggressive
Author Ben Stein Merrill Lynch
ASSET ALLOCATION
Stocks 80% 84%
Fixed Income 20% 16%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.94 8.91
Infl. Adjusted Return (%) 5.29 6.24
DRAWDOWN
Deepest Drawdown Depth (%) -45.92 -45.65
Start to Recovery (months) 42 41
Longest Drawdown Depth (%) -45.92 -33.96
Start to Recovery (months) 42 56
Longest Negative Period (months) 110 118
RISK INDICATORS
Standard Deviation (%) 12.43 13.23
Sharpe Ratio 0.45 0.50
Sortino Ratio 0.59 0.65
Ulcer Index 9.46 11.10
Ratio: Return / Standard Deviation 0.64 0.67
Ratio: Return / Deepest Drawdown 0.17 0.20
Metrics calculated over the period 1 December 1994 - 30 November 2024
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Long Term Portfolio Edge Select Aggressive
Author Ben Stein Merrill Lynch
ASSET ALLOCATION
Stocks 80% 84%
Fixed Income 20% 16%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.48 10.63
Infl. Adjusted Return (%) 6.52 7.63
DRAWDOWN
Deepest Drawdown Depth (%) -45.92 -45.65
Start to Recovery (months) 42 41
Longest Drawdown Depth (%) -45.92 -33.96
Start to Recovery (months) 42 56
Longest Negative Period (months) 110 118
RISK INDICATORS
Standard Deviation (%) 12.31 13.31
Sharpe Ratio 0.51 0.56
Sortino Ratio 0.66 0.74
Ulcer Index 8.56 10.01
Ratio: Return / Standard Deviation 0.77 0.80
Ratio: Return / Deepest Drawdown 0.21 0.23
Metrics calculated over the period 1 January 1985 - 30 November 2024

Drawdowns

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

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Long Term Portfolio Edge Select Aggressive
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-45.92 42 Nov 2007
Apr 2011
-45.65 41 Nov 2007
Mar 2011
-33.96 56 Apr 2000
Nov 2004
-23.81 26 Jan 2022
Feb 2024
-23.11 39 Sep 2000
Nov 2003
-20.52 26 Jan 2022
Feb 2024
-19.33 11 Jan 2020
Nov 2020
-17.64 7 Jan 2020
Jul 2020
-16.94 19 May 2011
Nov 2012
-16.85 11 May 2011
Mar 2012
-15.80 11 May 1998
Mar 1999
-13.97 7 May 1998
Nov 1998
-11.27 7 Oct 2018
Apr 2019
-10.70 8 Sep 2018
Apr 2019
-10.51 14 Jun 2015
Jul 2016

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Long Term Portfolio Edge Select Aggressive
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-45.92 42 Nov 2007
Apr 2011
-45.65 41 Nov 2007
Mar 2011
-33.96 56 Apr 2000
Nov 2004
-23.81 26 Jan 2022
Feb 2024
-23.11 39 Sep 2000
Nov 2003
-22.86 17 Sep 1987
Jan 1989
-20.52 26 Jan 2022
Feb 2024
-20.11 17 Sep 1987
Jan 1989
-19.33 11 Jan 2020
Nov 2020
-17.64 7 Jan 2020
Jul 2020
-16.94 19 May 2011
Nov 2012
-16.85 11 May 2011
Mar 2012
-15.96 7 Aug 1990
Feb 1991
-15.80 11 May 1998
Mar 1999
-15.40 14 Jan 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 - 30 November 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 Edge Select Aggressive
Year Return Drawdown Return Drawdown
2024
 14.38% -3.34% 18.02% -3.19%
2023
 16.02% -8.92% 21.47% -8.85%
2022
 -14.26% -20.52% -17.87% -23.81%
2021
 16.72% -3.20% 15.74% -3.70%
2020
 9.40% -19.33% 17.62% -17.64%
2019
 21.13% -4.75% 24.61% -5.32%
2018
 -7.39% -10.70% -6.88% -11.27%
2017
 16.88% 0.00% 21.70% 0.00%
2016
 9.22% -4.80% 9.21% -4.97%
2015
 -2.18% -8.57% -1.81% -9.34%
2014
 5.91% -3.45% 6.27% -3.59%
2013
 18.10% -2.66% 20.62% -2.29%
2012
 14.19% -7.09% 15.28% -7.41%
2011
 -3.35% -16.94% -2.72% -16.85%
2010
 13.80% -10.43% 14.37% -10.38%
2009
 26.25% -17.28% 30.72% -15.46%
2008
 -30.51% -33.62% -32.45% -35.23%
2007
 5.66% -5.92% 10.67% -4.82%
2006
 19.42% -3.62% 16.89% -3.81%
2005
 10.21% -3.30% 9.86% -4.16%
2004
 15.66% -4.29% 13.59% -3.69%
2003
 30.79% -3.98% 30.43% -3.69%
2002
 -10.67% -17.62% -14.01% -20.65%
2001
 -4.80% -15.85% -9.00% -19.93%
2000
 -2.79% -8.99% -8.67% -12.07%
1999
 21.76% -2.43% 23.19% -2.88%
1998
 7.54% -15.80% 18.05% -13.97%
1997
 13.81% -4.54% 17.27% -6.20%
1996
 15.37% -3.55% 15.00% -3.98%
1995
 16.95% -1.90% 23.68% -0.91%
1994
 -0.18% -6.15% 0.50% -7.08%
1993
 23.87% -3.66% 21.88% -3.14%
1992
 3.67% -3.34% 3.09% -3.48%
1991
 31.77% -4.13% 34.86% -4.62%
1990
 -8.84% -15.40% -6.03% -15.96%
1989
 25.31% -2.86% 30.19% -2.36%
1988
 19.53% -2.49% 18.97% -3.56%
1987
 2.59% -20.11% 4.52% -22.86%
1986
 22.75% -4.06% 25.81% -5.82%
1985
 30.54% -2.54% 34.45% -2.58%