Ben Stein Long Term vs Scott Burns Seven Value 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
Scott Burns Seven Value Portfolio
1.00$
Initial Capital
December 1994
12.04$
Final Capital
November 2024
8.65%
Yearly Return
11.30
Std Deviation
-41.22%
Max Drawdown
39months
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
Scott Burns Seven Value Portfolio
1.00$
Initial Capital
January 1985
39.98$
Final Capital
November 2024
9.68%
Yearly Return
11.00
Std Deviation
-41.22%
Max Drawdown
39months
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 Scott Burns Seven Value Portfolio obtained a 8.65% compound annual return, with a 11.30% 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
Seven Value
Scott Burns
14.15 3.85 9.32 19.18 9.23 7.23 8.65 9.68
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).

Scott Burns Seven Value Portfolio: an investment of 1$, since December 1994, now would be worth 12.04$, with a total return of 1103.89% (8.65% 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).

Scott Burns Seven Value Portfolio: an investment of 1$, since January 1985, now would be worth 39.98$, with a total return of 3897.82% (9.68% 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 Seven Value
Author Ben Stein Scott Burns
ASSET ALLOCATION
Stocks 80% 71.5%
Fixed Income 20% 28.5%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 20.49 19.18
Infl. Adjusted Return (%) 17.29 16.01
DRAWDOWN
Deepest Drawdown Depth (%) -3.34 -3.22
Start to Recovery (months) 2 4
Longest Drawdown Depth (%) -1.17 -3.22
Start to Recovery (months) 2 4
Longest Negative Period (months) 2 3
RISK INDICATORS
Standard Deviation (%) 8.53 7.89
Sharpe Ratio 1.79 1.77
Sortino Ratio 2.26 2.25
Ulcer Index 1.13 1.05
Ratio: Return / Standard Deviation 2.40 2.43
Ratio: Return / Deepest Drawdown 6.14 5.96
Metrics calculated over the period 1 December 2023 - 30 November 2024
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Long Term Portfolio Seven Value
Author Ben Stein Scott Burns
ASSET ALLOCATION
Stocks 80% 71.5%
Fixed Income 20% 28.5%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.32 9.23
Infl. Adjusted Return (%) 3.97 4.85
DRAWDOWN
Deepest Drawdown Depth (%) -20.52 -20.44
Start to Recovery (months) 26 12
Longest Drawdown Depth (%) -20.52 -14.49
Start to Recovery (months) 26 16
Longest Negative Period (months) 32 24
RISK INDICATORS
Standard Deviation (%) 14.31 14.59
Sharpe Ratio 0.42 0.48
Sortino Ratio 0.56 0.62
Ulcer Index 7.63 5.38
Ratio: Return / Standard Deviation 0.58 0.63
Ratio: Return / Deepest Drawdown 0.41 0.45
Metrics calculated over the period 1 December 2019 - 30 November 2024
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Long Term Portfolio Seven Value
Author Ben Stein Scott Burns
ASSET ALLOCATION
Stocks 80% 71.5%
Fixed Income 20% 28.5%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.29 7.23
Infl. Adjusted Return (%) 4.24 4.17
DRAWDOWN
Deepest Drawdown Depth (%) -20.52 -20.44
Start to Recovery (months) 26 12
Longest Drawdown Depth (%) -20.52 -14.49
Start to Recovery (months) 26 16
Longest Negative Period (months) 34 44
RISK INDICATORS
Standard Deviation (%) 12.00 11.91
Sharpe Ratio 0.48 0.48
Sortino Ratio 0.64 0.63
Ulcer Index 5.92 4.45
Ratio: Return / Standard Deviation 0.61 0.61
Ratio: Return / Deepest Drawdown 0.36 0.35
Metrics calculated over the period 1 December 2014 - 30 November 2024
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Long Term Portfolio Seven Value
Author Ben Stein Scott Burns
ASSET ALLOCATION
Stocks 80% 71.5%
Fixed Income 20% 28.5%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.94 8.65
Infl. Adjusted Return (%) 5.28 5.97
DRAWDOWN
Deepest Drawdown Depth (%) -45.92 -41.22
Start to Recovery (months) 42 39
Longest Drawdown Depth (%) -45.92 -41.22
Start to Recovery (months) 42 39
Longest Negative Period (months) 110 60
RISK INDICATORS
Standard Deviation (%) 12.43 11.30
Sharpe Ratio 0.45 0.56
Sortino Ratio 0.59 0.73
Ulcer Index 9.46 7.30
Ratio: Return / Standard Deviation 0.64 0.76
Ratio: Return / Deepest Drawdown 0.17 0.21
Metrics calculated over the period 1 December 1994 - 30 November 2024
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Long Term Portfolio Seven Value
Author Ben Stein Scott Burns
ASSET ALLOCATION
Stocks 80% 71.5%
Fixed Income 20% 28.5%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.48 9.68
Infl. Adjusted Return (%) 6.51 6.70
DRAWDOWN
Deepest Drawdown Depth (%) -45.92 -41.22
Start to Recovery (months) 42 39
Longest Drawdown Depth (%) -45.92 -41.22
Start to Recovery (months) 42 39
Longest Negative Period (months) 110 60
RISK INDICATORS
Standard Deviation (%) 12.31 11.00
Sharpe Ratio 0.51 0.59
Sortino Ratio 0.66 0.77
Ulcer Index 8.56 6.62
Ratio: Return / Standard Deviation 0.77 0.88
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 Seven Value
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-45.92 42 Nov 2007
Apr 2011
-41.22 39 Nov 2007
Jan 2011
-23.11 39 Sep 2000
Nov 2003
-20.52 26 Jan 2022
Feb 2024
-20.44 12 Jan 2020
Dec 2020
-19.33 11 Jan 2020
Nov 2020
-16.94 19 May 2011
Nov 2012
-15.80 11 May 1998
Mar 1999
-15.04 32 Feb 2001
Sep 2003
-14.49 16 Apr 2022
Jul 2023
-14.02 10 May 2011
Feb 2012
-13.01 11 May 1998
Mar 1999
-10.70 8 Sep 2018
Apr 2019
-9.84 14 Jun 2015
Jul 2016
-9.57 7 Sep 2018
Mar 2019

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Long Term Portfolio Seven Value
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-45.92 42 Nov 2007
Apr 2011
-41.22 39 Nov 2007
Jan 2011
-23.11 39 Sep 2000
Nov 2003
-20.52 26 Jan 2022
Feb 2024
-20.44 12 Jan 2020
Dec 2020
-20.11 17 Sep 1987
Jan 1989
-19.33 11 Jan 2020
Nov 2020
-17.34 16 Sep 1987
Dec 1988
-16.94 19 May 2011
Nov 2012
-15.80 11 May 1998
Mar 1999
-15.40 14 Jan 1990
Feb 1991
-15.04 32 Feb 2001
Sep 2003
-14.49 16 Apr 2022
Jul 2023
-14.02 10 May 2011
Feb 2012
-13.01 11 May 1998
Mar 1999

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 Seven Value
Year Return Drawdown Return Drawdown
2024
14.38% -3.34% 14.15% -3.22%
2023
16.02% -8.92% 10.68% -7.06%
2022
-14.26% -20.52% -3.63% -14.49%
2021
16.72% -3.20% 22.53% -2.24%
2020
9.40% -19.33% 1.86% -20.44%
2019
21.13% -4.75% 19.31% -3.92%
2018
-7.39% -10.70% -6.81% -9.57%
2017
16.88% 0.00% 10.75% -0.38%
2016
9.22% -4.80% 11.54% -3.28%
2015
-2.18% -8.57% -3.57% -9.07%
2014
5.91% -3.45% 7.89% -3.60%
2013
18.10% -2.66% 14.33% -3.26%
2012
14.19% -7.09% 12.77% -5.25%
2011
-3.35% -16.94% 3.05% -14.02%
2010
13.80% -10.43% 15.52% -8.80%
2009
26.25% -17.28% 23.22% -16.01%
2008
-30.51% -33.62% -27.82% -32.22%
2007
5.66% -5.92% 8.29% -3.44%
2006
19.42% -3.62% 17.32% -2.23%
2005
10.21% -3.30% 12.65% -3.52%
2004
15.66% -4.29% 18.27% -3.80%
2003
30.79% -3.98% 25.26% -1.84%
2002
-10.67% -17.62% -5.96% -12.60%
2001
-4.80% -15.85% -4.35% -10.12%
2000
-2.79% -8.99% 8.17% -4.20%
1999
21.76% -2.43% 10.89% -3.22%
1998
7.54% -15.80% 6.19% -13.01%
1997
13.81% -4.54% 14.55% -2.60%
1996
15.37% -3.55% 17.33% -2.26%
1995
16.95% -1.90% 22.68% -1.40%
1994
-0.18% -6.15% -2.08% -7.04%
1993
23.87% -3.66% 19.57% -4.28%
1992
3.67% -3.34% 7.31% -2.91%
1991
31.77% -4.13% 20.27% -3.54%
1990
-8.84% -15.40% -5.60% -9.72%
1989
25.31% -2.86% 21.02% -1.39%
1988
19.53% -2.49% 16.18% -2.10%
1987
2.59% -20.11% 5.84% -17.34%
1986
22.75% -4.06% 23.44% -3.19%
1985
30.54% -2.54% 28.48% -1.76%