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

Period: January 1976 - August 2024 (~49 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 Portfolio
1.00$
Initial Capital
September 1994
15.60$
Final Capital
August 2024
9.59%
Yearly Return
12.51
Std Deviation
-41.09%
Max Drawdown
39 months
Recovery Period
Ben Stein Long Term Portfolio
1.00$
Initial Capital
January 1976
116.97$
Final Capital
August 2024
10.28%
Yearly Return
12.17
Std Deviation
-45.92%
Max Drawdown
42 months
Recovery Period
Stocks/Bonds 80/20 Portfolio
1.00$
Initial Capital
January 1976
156.18$
Final Capital
August 2024
10.94%
Yearly Return
12.62
Std Deviation
-41.09%
Max Drawdown
39 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 Portfolio obtained a 9.59% compound annual return, with a 12.51% standard deviation, in the last 30 Years.

Returns as of Aug 31, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1976 - 31 August 2024 (~49 years)
Swipe left to see all data
Return (%) as of Aug 31, 2024
YTD
(8M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~49Y)
Long Term Portfolio
Ben Stein 		10.92 1.88 8.82 17.60 8.89 6.97 7.66 10.28
Stocks/Bonds 80/20 15.19 2.01 9.84 22.42 12.18 10.26 9.59 10.94
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 Portfolio: an investment of 1$, since September 1994, now would be worth 15.60$, with a total return of 1459.84% (9.59% annualized).


Loading data
Please wait
Ben Stein Long Term Portfolio: an investment of 1$, since January 1976, now would be worth 116.97$, with a total return of 11596.58% (10.28% annualized).

Stocks/Bonds 80/20 Portfolio: an investment of 1$, since January 1976, now would be worth 156.18$, with a total return of 15518.43% (10.94% 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 1976 - 31 August 2024 (~49 years)
Swipe left to see all data
Long Term Portfolio Stocks/Bonds 80/20
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 80%
Fixed Income 20% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 17.60 22.42
Infl. Adjusted Return (%) 14.85 19.56
DRAWDOWN
Deepest Drawdown Depth (%) -6.29 -6.73
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -6.29 -6.73
Start to Recovery (months) 3 3
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 11.68 12.59
Sharpe Ratio 1.05 1.36
Sortino Ratio 1.44 1.81
Ulcer Index 2.26 2.49
Ratio: Return / Standard Deviation 1.51 1.78
Ratio: Return / Deepest Drawdown 2.80 3.33
Metrics calculated over the period 1 September 2023 - 31 August 2024
Swipe left to see all data
Long Term Portfolio Stocks/Bonds 80/20
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 80%
Fixed Income 20% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.89 12.18
Infl. Adjusted Return (%) 4.57 7.73
DRAWDOWN
Deepest Drawdown Depth (%) -20.52 -22.75
Start to Recovery (months) 26 25
Longest Drawdown Depth (%) -20.52 -22.75
Start to Recovery (months) 26 25
Longest Negative Period (months) 32 30
RISK INDICATORS
Standard Deviation (%) 14.23 15.38
Sharpe Ratio 0.48 0.65
Sortino Ratio 0.62 0.86
Ulcer Index 7.62 8.43
Ratio: Return / Standard Deviation 0.62 0.79
Ratio: Return / Deepest Drawdown 0.43 0.54
Metrics calculated over the period 1 September 2019 - 31 August 2024
Swipe left to see all data
Long Term Portfolio Stocks/Bonds 80/20
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 80%
Fixed Income 20% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.97 10.26
Infl. Adjusted Return (%) 4.04 7.24
DRAWDOWN
Deepest Drawdown Depth (%) -20.52 -22.75
Start to Recovery (months) 26 25
Longest Drawdown Depth (%) -20.52 -22.75
Start to Recovery (months) 26 25
Longest Negative Period (months) 34 30
RISK INDICATORS
Standard Deviation (%) 12.02 12.87
Sharpe Ratio 0.46 0.68
Sortino Ratio 0.61 0.91
Ulcer Index 5.92 6.32
Ratio: Return / Standard Deviation 0.58 0.80
Ratio: Return / Deepest Drawdown 0.34 0.45
Metrics calculated over the period 1 September 2014 - 31 August 2024
Swipe left to see all data
Long Term Portfolio Stocks/Bonds 80/20
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 80%
Fixed Income 20% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.66 9.59
Infl. Adjusted Return (%) 5.02 6.91
DRAWDOWN
Deepest Drawdown Depth (%) -45.92 -41.09
Start to Recovery (months) 42 39
Longest Drawdown Depth (%) -45.92 -33.33
Start to Recovery (months) 42 59
Longest Negative Period (months) 110 122
RISK INDICATORS
Standard Deviation (%) 12.44 12.51
Sharpe Ratio 0.43 0.58
Sortino Ratio 0.56 0.76
Ulcer Index 9.47 10.39
Ratio: Return / Standard Deviation 0.62 0.77
Ratio: Return / Deepest Drawdown 0.17 0.23
Metrics calculated over the period 1 September 1994 - 31 August 2024
Swipe left to see all data
Long Term Portfolio Stocks/Bonds 80/20
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 80%
Fixed Income 20% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 10.28 10.94
Infl. Adjusted Return (%) 6.43 7.06
DRAWDOWN
Deepest Drawdown Depth (%) -45.92 -41.09
Start to Recovery (months) 42 39
Longest Drawdown Depth (%) -45.92 -33.33
Start to Recovery (months) 42 59
Longest Negative Period (months) 110 122
RISK INDICATORS
Standard Deviation (%) 12.17 12.62
Sharpe Ratio 0.50 0.53
Sortino Ratio 0.65 0.70
Ulcer Index 7.89 8.75
Ratio: Return / Standard Deviation 0.84 0.87
Ratio: Return / Deepest Drawdown 0.22 0.27
Metrics calculated over the period 1 January 1976 - 31 August 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1976 - 31 August 2024 (~49 years)

Loading data
Please wait
Swipe left to see all data
Long Term Portfolio Stocks/Bonds 80/20
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-45.92 42 Nov 2007
Apr 2011
-41.09 39 Nov 2007
Jan 2011
-33.33 59 Sep 2000
Jul 2005
-23.11 39 Sep 2000
Nov 2003
-22.75 25 Jan 2022
Jan 2024
-20.52 26 Jan 2022
Feb 2024
-19.33 11 Jan 2020
Nov 2020
-16.94 19 May 2011
Nov 2012
-16.53 6 Feb 2020
Jul 2020
-15.80 11 May 1998
Mar 1999
-13.95 5 Jul 1998
Nov 1998
-13.35 10 May 2011
Feb 2012
-11.32 7 Oct 2018
Apr 2019
-10.70 8 Sep 2018
Apr 2019
-9.84 14 Jun 2015
Jul 2016

Loading data
Please wait
Swipe left to see all data
Long Term Portfolio Stocks/Bonds 80/20
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-45.92 42 Nov 2007
Apr 2011
-41.09 39 Nov 2007
Jan 2011
-33.33 59 Sep 2000
Jul 2005
-24.55 20 Sep 1987
Apr 1989
-23.11 39 Sep 2000
Nov 2003
-22.75 25 Jan 2022
Jan 2024
-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
-16.53 6 Feb 2020
Jul 2020
-15.80 11 May 1998
Mar 1999
-15.40 14 Jan 1990
Feb 1991
-13.95 5 Jul 1998
Nov 1998
-13.35 10 May 2011
Feb 2012

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 1976 - 31 August 2024 (~49 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
Year Return Drawdown Return Drawdown
2024
 10.92% -3.34% 15.19% -3.99%
2023
 16.02% -8.92% 21.92% -8.32%
2022
 -14.26% -20.52% -18.23% -22.75%
2021
 16.72% -3.20% 20.16% -3.88%
2020
 9.40% -19.33% 18.36% -16.53%
2019
 21.13% -4.75% 26.30% -4.97%
2018
 -7.39% -10.70% -4.19% -11.32%
2017
 16.88% 0.00% 17.68% 0.00%
2016
 9.22% -4.80% 10.77% -4.34%
2015
 -2.18% -8.57% 0.40% -7.05%
2014
 5.91% -3.45% 11.20% -2.23%
2013
 18.10% -2.66% 26.34% -2.66%
2012
 14.19% -7.09% 13.79% -5.21%
2011
 -3.35% -16.94% 2.36% -13.35%
2010
 13.80% -10.43% 15.18% -10.23%
2009
 26.25% -17.28% 23.84% -14.71%
2008
 -30.51% -33.62% -28.21% -30.13%
2007
 5.66% -5.92% 5.68% -4.17%
2006
 19.42% -3.62% 13.41% -2.63%
2005
 10.21% -3.30% 5.53% -3.41%
2004
 15.66% -4.29% 11.08% -2.95%
2003
 30.79% -3.98% 25.40% -3.13%
2002
 -10.67% -17.62% -14.73% -20.47%
2001
 -4.80% -15.85% -7.09% -17.69%
2000
 -2.79% -8.99% -6.18% -12.05%
1999
 21.76% -2.43% 18.90% -5.12%
1998
 7.54% -15.80% 20.33% -13.95%
1997
 13.81% -4.54% 26.68% -3.85%
1996
 15.37% -3.55% 17.49% -4.78%
1995
 16.95% -1.90% 32.26% -0.70%
1994
 -0.18% -6.15% -0.67% -6.95%
1993
 23.87% -3.66% 10.44% -2.06%
1992
 3.67% -3.34% 8.71% -2.02%
1991
 31.77% -4.13% 28.96% -3.69%
1990
 -8.84% -15.40% -3.13% -12.23%
1989
 25.31% -2.86% 25.22% -2.00%
1988
 19.53% -2.49% 15.32% -2.84%
1987
 2.59% -20.11% 2.40% -24.55%
1986
 22.75% -4.06% 14.68% -6.76%
1985
 30.54% -2.54% 29.47% -3.45%
1984
 8.43% -3.82% 4.75% -7.80%
1983
 22.02% -2.01% 19.17% -3.09%
1982
 10.55% -11.34% 22.62% -7.08%
1981
 1.38% -8.32% -1.44% -10.81%
1980
 22.39% -9.78% 27.10% -10.71%
1979
 19.59% -7.08% 20.47% -6.94%
1978
 14.86% -7.96% 6.99% -9.83%
1977
 8.12% -1.77% -2.48% -6.59%
1976
 20.36% -2.40% 23.93% -1.62%