Ben Stein Long Term vs Stocks/Bonds 80/20 Momentum Portfolio Comparison

Period: January 1982 - August 2024 (~43 years)
Consolidated Returns as of 31 August 2024
Rebalancing: at every Jan 1st
Currency: USD
(Change Settings)
The minimum date range must be at least 12 months. 'Date To' cannot be beyond August 2024.
Reset settings
Close
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 80/20 Momentum Portfolio
1.00$
Initial Capital
September 1994
26.47$
Final Capital
August 2024
11.54%
Yearly Return
12.46
Std Deviation
-43.61%
Max Drawdown
52 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 80/20 Momentum Portfolio
1.00$
Initial Capital
January 1982
157.18$
Final Capital
August 2024
12.58%
Yearly Return
12.57
Std Deviation
-43.61%
Max Drawdown
52 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 80/20 Momentum Portfolio obtained a 11.54% compound annual return, with a 12.46% 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)
Swipe left to see all data
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 80/20 Momentum 21.48 3.02 7.88 29.38 9.34 10.84 11.54 12.58
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 80/20 Momentum Portfolio: an investment of 1$, since September 1994, now would be worth 26.47$, with a total return of 2546.96% (11.54% annualized).


Loading data
Please wait
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 80/20 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 157.18$, with a total return of 15618.03% (12.58% annualized).


Loading data
Please wait

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)
Swipe left to see all data
Long Term Portfolio Stocks/Bonds 80/20 Momentum
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 80%
Fixed Income 20% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 17.60 29.38
Infl. Adjusted Return (%) 14.85 26.35
DRAWDOWN
Deepest Drawdown Depth (%) -6.29 -5.89
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -6.29 -5.89
Start to Recovery (months) 3 3
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 11.68 14.47
Sharpe Ratio 1.05 1.66
Sortino Ratio 1.44 2.17
Ulcer Index 2.26 2.48
Ratio: Return / Standard Deviation 1.51 2.03
Ratio: Return / Deepest Drawdown 2.80 4.99
Metrics calculated over the period 1 September 2023 - 31 August 2024
Swipe left to see all data
Long Term Portfolio Stocks/Bonds 80/20 Momentum
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 80%
Fixed Income 20% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.89 9.34
Infl. Adjusted Return (%) 4.57 5.00
DRAWDOWN
Deepest Drawdown Depth (%) -20.52 -27.23
Start to Recovery (months) 26 32
Longest Drawdown Depth (%) -20.52 -27.23
Start to Recovery (months) 26 32
Longest Negative Period (months) 32 39
RISK INDICATORS
Standard Deviation (%) 14.23 15.95
Sharpe Ratio 0.48 0.45
Sortino Ratio 0.62 0.62
Ulcer Index 7.62 12.99
Ratio: Return / Standard Deviation 0.62 0.59
Ratio: Return / Deepest Drawdown 0.43 0.34
Metrics calculated over the period 1 September 2019 - 31 August 2024
Swipe left to see all data
Long Term Portfolio Stocks/Bonds 80/20 Momentum
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 80%
Fixed Income 20% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.97 10.84
Infl. Adjusted Return (%) 4.04 7.80
DRAWDOWN
Deepest Drawdown Depth (%) -20.52 -27.23
Start to Recovery (months) 26 32
Longest Drawdown Depth (%) -20.52 -27.23
Start to Recovery (months) 26 32
Longest Negative Period (months) 34 39
RISK INDICATORS
Standard Deviation (%) 12.02 13.10
Sharpe Ratio 0.46 0.72
Sortino Ratio 0.61 0.97
Ulcer Index 5.92 9.46
Ratio: Return / Standard Deviation 0.58 0.83
Ratio: Return / Deepest Drawdown 0.34 0.40
Metrics calculated over the period 1 September 2014 - 31 August 2024
Swipe left to see all data
Long Term Portfolio Stocks/Bonds 80/20 Momentum
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 80%
Fixed Income 20% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.66 11.54
Infl. Adjusted Return (%) 5.02 8.81
DRAWDOWN
Deepest Drawdown Depth (%) -45.92 -43.61
Start to Recovery (months) 42 52
Longest Drawdown Depth (%) -45.92 -32.75
Start to Recovery (months) 42 52
Longest Negative Period (months) 110 112
RISK INDICATORS
Standard Deviation (%) 12.44 12.46
Sharpe Ratio 0.43 0.74
Sortino Ratio 0.56 0.98
Ulcer Index 9.47 11.97
Ratio: Return / Standard Deviation 0.62 0.93
Ratio: Return / Deepest Drawdown 0.17 0.26
Metrics calculated over the period 1 September 1994 - 31 August 2024
Swipe left to see all data
Long Term Portfolio Stocks/Bonds 80/20 Momentum
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 80%
Fixed Income 20% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.74 12.58
Infl. Adjusted Return (%) 6.69 9.45
DRAWDOWN
Deepest Drawdown Depth (%) -45.92 -43.61
Start to Recovery (months) 42 52
Longest Drawdown Depth (%) -45.92 -32.75
Start to Recovery (months) 42 52
Longest Negative Period (months) 110 112
RISK INDICATORS
Standard Deviation (%) 12.23 12.57
Sharpe Ratio 0.50 0.72
Sortino Ratio 0.66 0.95
Ulcer Index 8.33 10.62
Ratio: Return / Standard Deviation 0.80 1.00
Ratio: Return / Deepest Drawdown 0.21 0.29
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)

Loading data
Please wait
Swipe left to see all data
Long Term Portfolio Stocks/Bonds 80/20 Momentum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-45.92 42 Nov 2007
Apr 2011
-43.61 52 Nov 2007
Feb 2012
-32.75 52 Sep 2000
Dec 2004
-27.23 32 Nov 2021
Jun 2024
-23.11 39 Sep 2000
Nov 2003
-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
-14.33 5 Feb 2020
Jun 2020
-12.46 9 Oct 2018
Jun 2019
-10.70 8 Sep 2018
Apr 2019
-9.84 14 Jun 2015
Jul 2016
-9.24 3 Aug 1998
Oct 1998
-6.55 3 Sep 2020
Nov 2020

Loading data
Please wait
Swipe left to see all data
Long Term Portfolio Stocks/Bonds 80/20 Momentum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-45.92 42 Nov 2007
Apr 2011
-43.61 52 Nov 2007
Feb 2012
-32.75 52 Sep 2000
Dec 2004
-27.23 32 Nov 2021
Jun 2024
-25.63 21 Sep 1987
May 1989
-23.11 39 Sep 2000
Nov 2003
-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
-14.33 5 Feb 2020
Jun 2020
-12.46 9 Oct 2018
Jun 2019
-11.34 10 Jan 1982
Oct 1982

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:

Loading data
Please wait

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.
Swipe left to see all data
Long Term Portfolio Stocks/Bonds 80/20 Momentum
Year Return Drawdown Return Drawdown
2024
 10.92% -3.34% 21.48% -4.94%
2023
 16.02% -8.92% 8.40% -5.89%
2022
 -14.26% -20.52% -17.23% -24.45%
2021
 16.72% -3.20% 10.32% -3.67%
2020
 9.40% -19.33% 25.42% -14.33%
2019
 21.13% -4.75% 23.57% -1.46%
2018
 -7.39% -10.70% -1.35% -12.46%
2017
 16.88% 0.00% 30.71% 0.00%
2016
 9.22% -4.80% 4.51% -3.62%
2015
 -2.18% -8.57% 7.25% -6.22%
2014
 5.91% -3.45% 12.86% -3.39%
2013
 18.10% -2.66% 27.24% -2.48%
2012
 14.19% -7.09% 12.58% -5.19%
2011
 -3.35% -16.94% 6.33% -10.88%
2010
 13.80% -10.43% 15.66% -9.31%
2009
 26.25% -17.28% 14.68% -16.18%
2008
 -30.51% -33.62% -31.40% -32.66%
2007
 5.66% -5.92% 15.50% -1.97%
2006
 19.42% -3.62% 9.30% -2.94%
2005
 10.21% -3.30% 15.79% -1.04%
2004
 15.66% -4.29% 14.21% -2.13%
2003
 30.79% -3.98% 21.59% -3.04%
2002
 -10.67% -17.62% -8.17% -17.08%
2001
 -4.80% -15.85% -12.19% -20.18%
2000
 -2.79% -8.99% -5.41% -9.70%
1999
 21.76% -2.43% 32.18% -1.61%
1998
 7.54% -15.80% 40.72% -9.24%
1997
 13.81% -4.54% 31.37% -4.22%
1996
 15.37% -3.55% 24.58% -3.09%
1995
 16.95% -1.90% 37.49% 0.00%
1994
 -0.18% -6.15% -1.40% -6.80%
1993
 23.87% -3.66% 12.52% -1.57%
1992
 3.67% -3.34% 4.88% -2.94%
1991
 31.77% -4.13% 32.57% -3.31%
1990
 -8.84% -15.40% 2.93% -10.02%
1989
 25.31% -2.86% 36.94% -1.39%
1988
 19.53% -2.49% 7.13% -4.35%
1987
 2.59% -20.11% 2.18% -25.63%
1986
 22.75% -4.06% 21.18% -6.69%
1985
 30.54% -2.54% 30.36% -2.61%
1984
 8.43% -3.82% 2.34% -8.41%
1983
 22.02% -2.01% 14.60% -3.36%
1982
 10.55% -11.34% 30.58% -3.58%