Ben Stein Long Term vs Stocks/Bonds 40/60 Momentum Portfolio Comparison

Period: January 1982 - August 2024 (~43 years)
Consolidated Returns as of 31 August 2024
Rebalancing: at every Jan 1st
Currency: USD
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Ben Stein Long Term Portfolio
1.00$
Initial Capital
September 1994
9.14$
Final Capital
August 2024
7.66%
Yearly Return
12.44
Std Deviation
-45.92%
Max Drawdown
42 months
Recovery Period
Stocks/Bonds 40/60 Momentum Portfolio
1.00$
Initial Capital
September 1994
10.89$
Final Capital
August 2024
8.28%
Yearly Return
7.05
Std Deviation
-21.11%
Max Drawdown
34 months
Recovery Period
Ben Stein Long Term Portfolio
1.00$
Initial Capital
January 1982
52.74$
Final Capital
August 2024
9.74%
Yearly Return
12.23
Std Deviation
-45.92%
Max Drawdown
42 months
Recovery Period
Stocks/Bonds 40/60 Momentum Portfolio
1.00$
Initial Capital
January 1982
53.63$
Final Capital
August 2024
9.78%
Yearly Return
7.45
Std Deviation
-21.11%
Max Drawdown
34 months
Recovery Period

The Ben Stein Long Term Portfolio obtained a 7.66% compound annual return, with a 12.44% standard deviation, in the last 30 Years.

The Stocks/Bonds 40/60 Momentum Portfolio obtained a 8.28% compound annual return, with a 7.05% standard deviation, in the last 30 Years.

Returns as of Aug 31, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1982 - 31 August 2024 (~43 years)
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Return (%) as of Aug 31, 2024
YTD
(8M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~43Y)
Long Term Portfolio
Ben Stein 		10.92 1.88 8.82 17.60 8.89 6.97 7.66 9.74
Stocks/Bonds 40/60 Momentum 12.36 2.30 6.46 18.25 4.72 6.31 8.28 9.78
Return over 1 year are annualized.

Capital Growth as of Aug 31, 2024

Ben Stein Long Term Portfolio: an investment of 1$, since September 1994, now would be worth 9.14$, with a total return of 814.41% (7.66% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since September 1994, now would be worth 10.89$, with a total return of 988.68% (8.28% annualized).


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Ben Stein Long Term Portfolio: an investment of 1$, since January 1982, now would be worth 52.74$, with a total return of 5173.69% (9.74% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 53.63$, with a total return of 5262.92% (9.78% annualized).


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Metrics as of Aug 31, 2024

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

METRIC COMPARISON
Period: 1 September 2023 - 31 August 2024 (1 year)
Period: 1 September 2019 - 31 August 2024 (5 years)
Period: 1 September 2014 - 31 August 2024 (10 years)
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1982 - 31 August 2024 (~43 years)
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Long Term Portfolio Stocks/Bonds 40/60 Momentum
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 40%
Fixed Income 20% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 17.60 18.25
Infl. Adjusted Return (%) 14.85 15.47
DRAWDOWN
Deepest Drawdown Depth (%) -6.29 -4.93
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -6.29 -4.93
Start to Recovery (months) 3 3
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 11.68 10.08
Sharpe Ratio 1.05 1.28
Sortino Ratio 1.44 1.65
Ulcer Index 2.26 1.97
Ratio: Return / Standard Deviation 1.51 1.81
Ratio: Return / Deepest Drawdown 2.80 3.70
Metrics calculated over the period 1 September 2023 - 31 August 2024
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Long Term Portfolio Stocks/Bonds 40/60 Momentum
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 40%
Fixed Income 20% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.89 4.72
Infl. Adjusted Return (%) 4.57 0.56
DRAWDOWN
Deepest Drawdown Depth (%) -20.52 -21.11
Start to Recovery (months) 26 34*
Longest Drawdown Depth (%) -20.52 -21.11
Start to Recovery (months) 26 34*
Longest Negative Period (months) 32 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 14.23 10.05
Sharpe Ratio 0.48 0.26
Sortino Ratio 0.62 0.35
Ulcer Index 7.62 10.18
Ratio: Return / Standard Deviation 0.62 0.47
Ratio: Return / Deepest Drawdown 0.43 0.22
Metrics calculated over the period 1 September 2019 - 31 August 2024
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Long Term Portfolio Stocks/Bonds 40/60 Momentum
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 40%
Fixed Income 20% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.97 6.31
Infl. Adjusted Return (%) 4.04 3.40
DRAWDOWN
Deepest Drawdown Depth (%) -20.52 -21.11
Start to Recovery (months) 26 34*
Longest Drawdown Depth (%) -20.52 -21.11
Start to Recovery (months) 26 34*
Longest Negative Period (months) 34 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 12.02 8.02
Sharpe Ratio 0.46 0.61
Sortino Ratio 0.61 0.80
Ulcer Index 5.92 7.31
Ratio: Return / Standard Deviation 0.58 0.79
Ratio: Return / Deepest Drawdown 0.34 0.30
Metrics calculated over the period 1 September 2014 - 31 August 2024
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Long Term Portfolio Stocks/Bonds 40/60 Momentum
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 40%
Fixed Income 20% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.66 8.28
Infl. Adjusted Return (%) 5.02 5.63
DRAWDOWN
Deepest Drawdown Depth (%) -45.92 -21.11
Start to Recovery (months) 42 34*
Longest Drawdown Depth (%) -45.92 -21.11
Start to Recovery (months) 42 34*
Longest Negative Period (months) 110 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 12.44 7.05
Sharpe Ratio 0.43 0.85
Sortino Ratio 0.56 1.12
Ulcer Index 9.47 5.26
Ratio: Return / Standard Deviation 0.62 1.18
Ratio: Return / Deepest Drawdown 0.17 0.39
Metrics calculated over the period 1 September 1994 - 31 August 2024
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Long Term Portfolio Stocks/Bonds 40/60 Momentum
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 40%
Fixed Income 20% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.74 9.78
Infl. Adjusted Return (%) 6.69 6.73
DRAWDOWN
Deepest Drawdown Depth (%) -45.92 -21.11
Start to Recovery (months) 42 34*
Longest Drawdown Depth (%) -45.92 -21.11
Start to Recovery (months) 42 34*
Longest Negative Period (months) 110 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 12.23 7.45
Sharpe Ratio 0.50 0.83
Sortino Ratio 0.66 1.12
Ulcer Index 8.33 4.69
Ratio: Return / Standard Deviation 0.80 1.31
Ratio: Return / Deepest Drawdown 0.21 0.46
Metrics calculated over the period 1 January 1982 - 31 August 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1982 - 31 August 2024 (~43 years)

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Long Term Portfolio Stocks/Bonds 40/60 Momentum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-45.92 42 Nov 2007
Apr 2011
-23.11 39 Sep 2000
Nov 2003
-21.11 34* Nov 2021
In progress
-20.54 30 Nov 2007
Apr 2010
-20.52 26 Jan 2022
Feb 2024
-19.33 11 Jan 2020
Nov 2020
-16.94 19 May 2011
Nov 2012
-15.80 11 May 1998
Mar 1999
-10.70 8 Sep 2018
Apr 2019
-9.84 14 Jun 2015
Jul 2016
-8.48 28 Feb 2001
May 2003
-7.10 4 Feb 2020
May 2020
-5.89 6 Oct 2018
Mar 2019
-5.19 8 Sep 1994
Apr 1995
-4.75 3 May 2019
Jul 2019

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Long Term Portfolio Stocks/Bonds 40/60 Momentum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-45.92 42 Nov 2007
Apr 2011
-23.11 39 Sep 2000
Nov 2003
-21.11 34* Nov 2021
In progress
-20.54 30 Nov 2007
Apr 2010
-20.52 26 Jan 2022
Feb 2024
-20.11 17 Sep 1987
Jan 1989
-19.33 11 Jan 2020
Nov 2020
-16.94 19 May 2011
Nov 2012
-15.80 11 May 1998
Mar 1999
-15.40 14 Jan 1990
Feb 1991
-13.77 19 Sep 1987
Mar 1989
-11.34 10 Jan 1982
Oct 1982
-10.70 8 Sep 2018
Apr 2019
-9.84 14 Jun 2015
Jul 2016
-8.48 28 Feb 2001
May 2003

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 1982 - 31 August 2024 (~43 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 Stocks/Bonds 40/60 Momentum
Year Return Drawdown Return Drawdown
2024
 10.92% -3.34% 12.36% -3.77%
2023
 16.02% -8.92% 6.90% -5.19%
2022
 -14.26% -20.52% -15.17% -19.48%
2021
 16.72% -3.20% 4.23% -2.38%
2020
 9.40% -19.33% 16.57% -7.10%
2019
 21.13% -4.75% 16.20% -0.81%
2018
 -7.39% -10.70% -0.73% -5.89%
2017
 16.88% 0.00% 17.14% 0.00%
2016
 9.22% -4.80% 3.51% -3.61%
2015
 -2.18% -8.57% 3.91% -2.95%
2014
 5.91% -3.45% 9.34% -1.49%
2013
 18.10% -2.66% 12.57% -1.74%
2012
 14.19% -7.09% 7.87% -2.05%
2011
 -3.35% -16.94% 7.13% -3.62%
2010
 13.80% -10.43% 10.93% -3.48%
2009
 26.25% -17.28% 9.16% -9.41%
2008
 -30.51% -33.62% -12.27% -15.80%
2007
 5.66% -5.92% 11.21% -0.82%
2006
 19.42% -3.62% 6.78% -1.50%
2005
 10.21% -3.30% 9.09% -0.93%
2004
 15.66% -4.29% 9.22% -2.12%
2003
 30.79% -3.98% 12.78% -1.27%
2002
 -10.67% -17.62% 0.04% -5.36%
2001
 -4.80% -15.85% -1.88% -6.89%
2000
 -2.79% -8.99% 2.99% -3.33%
1999
 21.76% -2.43% 15.71% -1.69%
1998
 7.54% -15.80% 24.65% -4.13%
1997
 13.81% -4.54% 20.41% -2.69%
1996
 15.37% -3.55% 14.08% -1.52%
1995
 16.95% -1.90% 27.84% 0.00%
1994
 -0.18% -6.15% -2.03% -5.91%
1993
 23.87% -3.66% 11.10% -0.87%
1992
 3.67% -3.34% 6.01% -2.11%
1991
 31.77% -4.13% 23.91% -1.79%
1990
 -8.84% -15.40% 5.79% -5.29%
1989
 25.31% -2.86% 25.29% -1.01%
1988
 19.53% -2.49% 7.24% -2.95%
1987
 2.59% -20.11% 1.86% -13.77%
1986
 22.75% -4.06% 18.14% -4.37%
1985
 30.54% -2.54% 26.30% -0.74%
1984
 8.43% -3.82% 8.68% -6.28%
1983
 22.02% -2.01% 9.91% -2.81%
1982
 10.55% -11.34% 30.86% -1.48%