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

Period: January 1982 - October 2024 (~43 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
Stocks/Bonds 60/40 Momentum Portfolio
1.00$
Initial Capital
November 1994
17.77$
Final Capital
October 2024
10.07%
Yearly Return
9.63
Std Deviation
-32.52%
Max Drawdown
40months
Recovery Period
Ben Stein Long Term Portfolio
1.00$
Initial Capital
January 1982
52.62$
Final Capital
October 2024
9.69%
Yearly Return
12.22
Std Deviation
-45.92%
Max Drawdown
42months
Recovery Period
Stocks/Bonds 60/40 Momentum Portfolio
1.00$
Initial Capital
January 1982
95.78$
Final Capital
October 2024
11.24%
Yearly Return
9.89
Std Deviation
-32.52%
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 Stocks/Bonds 60/40 Momentum Portfolio obtained a 10.07% compound annual return, with a 9.63% standard deviation, in the last 30 Years.

Returns as of Oct 31, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1982 - 31 October 2024 (~43 years)
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Return (%) as of Oct 31, 2024
YTD
(10M)
1M 6M 1Y 5Y 10Y 30Y MAX
(~43Y)
Long Term Portfolio
Ben Stein
10.68 -2.04 9.54 25.23 7.94 7.04 7.68 9.69
Stocks/Bonds 60/40 Momentum 18.53 -0.97 11.24 32.67 7.43 8.63 10.07 11.24
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).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since November 1994, now would be worth 17.77$, with a total return of 1676.66% (10.07% annualized).


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Ben Stein Long Term Portfolio: an investment of 1$, since January 1982, now would be worth 52.62$, with a total return of 5162.36% (9.69% annualized).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 95.78$, with a total return of 9477.73% (11.24% 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 1982 - 31 October 2024 (~43 years)
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Long Term Portfolio Stocks/Bonds 60/40 Momentum
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 25.23 32.67
Infl. Adjusted Return (%) 22.08 29.34
DRAWDOWN
Deepest Drawdown Depth (%) -3.34 -4.38
Start to Recovery (months) 2 3
Longest Drawdown Depth (%) -1.17 -4.38
Start to Recovery (months) 2 3
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 10.10 10.39
Sharpe Ratio 1.97 2.63
Sortino Ratio 2.70 3.36
Ulcer Index 1.13 1.26
Ratio: Return / Standard Deviation 2.50 3.14
Ratio: Return / Deepest Drawdown 7.56 7.47
Metrics calculated over the period 1 November 2023 - 31 October 2024
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Long Term Portfolio Stocks/Bonds 60/40 Momentum
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.94 7.43
Infl. Adjusted Return (%) 3.62 3.13
DRAWDOWN
Deepest Drawdown Depth (%) -20.52 -24.21
Start to Recovery (months) 26 32
Longest Drawdown Depth (%) -20.52 -24.21
Start to Recovery (months) 26 32
Longest Negative Period (months) 32 40
RISK INDICATORS
Standard Deviation (%) 14.27 12.90
Sharpe Ratio 0.40 0.40
Sortino Ratio 0.53 0.55
Ulcer Index 7.63 11.57
Ratio: Return / Standard Deviation 0.56 0.58
Ratio: Return / Deepest Drawdown 0.39 0.31
Metrics calculated over the period 1 November 2019 - 31 October 2024
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Long Term Portfolio Stocks/Bonds 60/40 Momentum
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.04 8.63
Infl. Adjusted Return (%) 4.04 5.59
DRAWDOWN
Deepest Drawdown Depth (%) -20.52 -24.21
Start to Recovery (months) 26 32
Longest Drawdown Depth (%) -20.52 -24.21
Start to Recovery (months) 26 32
Longest Negative Period (months) 34 40
RISK INDICATORS
Standard Deviation (%) 11.97 10.48
Sharpe Ratio 0.46 0.68
Sortino Ratio 0.61 0.91
Ulcer Index 5.92 8.37
Ratio: Return / Standard Deviation 0.59 0.82
Ratio: Return / Deepest Drawdown 0.34 0.36
Metrics calculated over the period 1 November 2014 - 31 October 2024
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Long Term Portfolio Stocks/Bonds 60/40 Momentum
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.68 10.07
Infl. Adjusted Return (%) 5.03 7.36
DRAWDOWN
Deepest Drawdown Depth (%) -45.92 -32.52
Start to Recovery (months) 42 40
Longest Drawdown Depth (%) -45.92 -21.14
Start to Recovery (months) 42 41
Longest Negative Period (months) 110 53
RISK INDICATORS
Standard Deviation (%) 12.44 9.63
Sharpe Ratio 0.43 0.81
Sortino Ratio 0.56 1.06
Ulcer Index 9.47 8.22
Ratio: Return / Standard Deviation 0.62 1.05
Ratio: Return / Deepest Drawdown 0.17 0.31
Metrics calculated over the period 1 November 1994 - 31 October 2024
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Long Term Portfolio Stocks/Bonds 60/40 Momentum
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.69 11.24
Infl. Adjusted Return (%) 6.64 8.14
DRAWDOWN
Deepest Drawdown Depth (%) -45.92 -32.52
Start to Recovery (months) 42 40
Longest Drawdown Depth (%) -45.92 -21.14
Start to Recovery (months) 42 41
Longest Negative Period (months) 110 53
RISK INDICATORS
Standard Deviation (%) 12.22 9.89
Sharpe Ratio 0.50 0.77
Sortino Ratio 0.65 1.03
Ulcer Index 8.32 7.34
Ratio: Return / Standard Deviation 0.79 1.14
Ratio: Return / Deepest Drawdown 0.21 0.35
Metrics calculated over the period 1 January 1982 - 31 October 2024

Drawdowns

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

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Long Term Portfolio Stocks/Bonds 60/40 Momentum
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-45.92 42 Nov 2007
Apr 2011
-32.52 40 Nov 2007
Feb 2011
-24.21 32 Nov 2021
Jun 2024
-23.11 39 Sep 2000
Nov 2003
-21.14 41 Sep 2000
Jan 2004
-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
-10.73 5 Feb 2020
Jun 2020
-10.70 8 Sep 2018
Apr 2019
-9.84 14 Jun 2015
Jul 2016
-9.29 9 Oct 2018
Jun 2019
-7.14 9 May 2011
Jan 2012
-6.78 3 Aug 1998
Oct 1998

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Long Term Portfolio Stocks/Bonds 60/40 Momentum
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-45.92 42 Nov 2007
Apr 2011
-32.52 40 Nov 2007
Feb 2011
-24.21 32 Nov 2021
Jun 2024
-23.11 39 Sep 2000
Nov 2003
-21.14 41 Sep 2000
Jan 2004
-20.52 26 Jan 2022
Feb 2024
-20.11 17 Sep 1987
Jan 1989
-20.08 21 Sep 1987
May 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
-11.34 10 Jan 1982
Oct 1982
-10.73 5 Feb 2020
Jun 2020
-10.70 8 Sep 2018
Apr 2019

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 October 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 60/40 Momentum
Year Return Drawdown Return Drawdown
2024
10.68% -3.34% 18.53% -4.38%
2023
16.02% -8.92% 7.65% -5.48%
2022
-14.26% -20.52% -16.20% -21.97%
2021
16.72% -3.20% 7.27% -2.88%
2020
9.40% -19.33% 20.99% -10.73%
2019
21.13% -4.75% 19.89% -0.92%
2018
-7.39% -10.70% -1.04% -9.29%
2017
16.88% 0.00% 23.93% 0.00%
2016
9.22% -4.80% 4.01% -3.57%
2015
-2.18% -8.57% 5.58% -4.61%
2014
5.91% -3.45% 11.10% -2.40%
2013
18.10% -2.66% 19.91% -2.13%
2012
14.19% -7.09% 10.22% -3.51%
2011
-3.35% -16.94% 6.73% -7.14%
2010
13.80% -10.43% 13.29% -6.43%
2009
26.25% -17.28% 11.92% -12.79%
2008
-30.51% -33.62% -21.83% -24.08%
2007
5.66% -5.92% 13.35% -1.41%
2006
19.42% -3.62% 8.04% -2.23%
2005
10.21% -3.30% 12.44% -0.99%
2004
15.66% -4.29% 11.72% -2.06%
2003
30.79% -3.98% 17.18% -1.95%
2002
-10.67% -17.62% -4.07% -11.25%
2001
-4.80% -15.85% -7.04% -13.57%
2000
-2.79% -8.99% -1.21% -6.50%
1999
21.76% -2.43% 23.95% -1.65%
1998
7.54% -15.80% 32.69% -6.78%
1997
13.81% -4.54% 25.89% -3.48%
1996
15.37% -3.55% 19.33% -2.32%
1995
16.95% -1.90% 32.67% 0.00%
1994
-0.18% -6.15% -1.72% -6.35%
1993
23.87% -3.66% 11.81% -0.99%
1992
3.67% -3.34% 5.45% -2.52%
1991
31.77% -4.13% 28.24% -2.57%
1990
-8.84% -15.40% 4.36% -7.66%
1989
25.31% -2.86% 31.11% -1.20%
1988
19.53% -2.49% 7.18% -3.36%
1987
2.59% -20.11% 2.02% -20.08%
1986
22.75% -4.06% 19.66% -5.55%
1985
30.54% -2.54% 28.33% -1.52%
1984
8.43% -3.82% 5.51% -7.11%
1983
22.02% -2.01% 12.26% -3.09%
1982
10.55% -11.34% 30.72% -2.23%