Ben Stein Long Term vs Technology Portfolio Comparison

Simulation Settings
Period: January 1976 - November 2024 (~49 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
Technology Portfolio
1.00$
Initial Capital
December 1994
60.10$
Final Capital
November 2024
14.63%
Yearly Return
23.96
Std Deviation
-81.08%
Max Drawdown
175months
Recovery Period
Ben Stein Long Term Portfolio
1.00$
Initial Capital
January 1976
120.62$
Final Capital
November 2024
10.29%
Yearly Return
12.15
Std Deviation
-45.92%
Max Drawdown
42months
Recovery Period
Technology Portfolio
1.00$
Initial Capital
January 1976
793.93$
Final Capital
November 2024
14.63%
Yearly Return
22.55
Std Deviation
-81.08%
Max Drawdown
175months
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 Technology Portfolio obtained a 14.63% compound annual return, with a 23.96% standard deviation, in the last 30 Years.

Returns as of Nov 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1976 - 30 November 2024 (~49 years)
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Return (%) as of Nov 30, 2024
YTD
(11M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~49Y)
Long Term Portfolio
Ben Stein 		14.38 3.35 9.24 20.49 8.32 7.29 7.94 10.29
Technology 25.01 5.35 13.44 31.99 20.72 17.94 14.63 14.63
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).

Technology Portfolio: an investment of 1$, since December 1994, now would be worth 60.10$, with a total return of 5910.00% (14.63% annualized).


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Ben Stein Long Term Portfolio: an investment of 1$, since January 1976, now would be worth 120.62$, with a total return of 11962.16% (10.29% annualized).

Technology Portfolio: an investment of 1$, since January 1976, now would be worth 793.93$, with a total return of 79293.06% (14.63% 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 1976 - 30 November 2024 (~49 years)
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Long Term Portfolio Technology
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 20.49 31.99
Infl. Adjusted Return (%) 17.66 28.89
DRAWDOWN
Deepest Drawdown Depth (%) -3.34 -4.37
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -1.17 -1.68
Start to Recovery (months) 2 3
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 8.53 11.59
Sharpe Ratio 1.79 2.31
Sortino Ratio 2.26 3.07
Ulcer Index 1.13 1.33
Ratio: Return / Standard Deviation 2.40 2.76
Ratio: Return / Deepest Drawdown 6.14 7.32
Metrics calculated over the period 1 December 2023 - 30 November 2024
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Long Term Portfolio Technology
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.32 20.72
Infl. Adjusted Return (%) 4.04 15.95
DRAWDOWN
Deepest Drawdown Depth (%) -20.52 -32.58
Start to Recovery (months) 26 24
Longest Drawdown Depth (%) -20.52 -32.58
Start to Recovery (months) 26 24
Longest Negative Period (months) 32 28
RISK INDICATORS
Standard Deviation (%) 14.31 21.38
Sharpe Ratio 0.42 0.86
Sortino Ratio 0.56 1.16
Ulcer Index 7.63 12.53
Ratio: Return / Standard Deviation 0.58 0.97
Ratio: Return / Deepest Drawdown 0.41 0.64
Metrics calculated over the period 1 December 2019 - 30 November 2024
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Long Term Portfolio Technology
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.29 17.94
Infl. Adjusted Return (%) 4.27 14.62
DRAWDOWN
Deepest Drawdown Depth (%) -20.52 -32.58
Start to Recovery (months) 26 24
Longest Drawdown Depth (%) -20.52 -32.58
Start to Recovery (months) 26 24
Longest Negative Period (months) 34 28
RISK INDICATORS
Standard Deviation (%) 12.00 18.50
Sharpe Ratio 0.48 0.89
Sortino Ratio 0.64 1.21
Ulcer Index 5.92 9.41
Ratio: Return / Standard Deviation 0.61 0.97
Ratio: Return / Deepest Drawdown 0.36 0.55
Metrics calculated over the period 1 December 2014 - 30 November 2024
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Long Term Portfolio Technology
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.94 14.63
Infl. Adjusted Return (%) 5.29 11.82
DRAWDOWN
Deepest Drawdown Depth (%) -45.92 -81.08
Start to Recovery (months) 42 175
Longest Drawdown Depth (%) -45.92 -81.08
Start to Recovery (months) 42 175
Longest Negative Period (months) 110 174
RISK INDICATORS
Standard Deviation (%) 12.43 23.96
Sharpe Ratio 0.45 0.51
Sortino Ratio 0.59 0.70
Ulcer Index 9.46 39.57
Ratio: Return / Standard Deviation 0.64 0.61
Ratio: Return / Deepest Drawdown 0.17 0.18
Metrics calculated over the period 1 December 1994 - 30 November 2024
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Long Term Portfolio Technology
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 10.29 14.63
Infl. Adjusted Return (%) 6.45 10.63
DRAWDOWN
Deepest Drawdown Depth (%) -45.92 -81.08
Start to Recovery (months) 42 175
Longest Drawdown Depth (%) -45.92 -81.08
Start to Recovery (months) 42 175
Longest Negative Period (months) 110 174
RISK INDICATORS
Standard Deviation (%) 12.15 22.55
Sharpe Ratio 0.50 0.46
Sortino Ratio 0.65 0.63
Ulcer Index 7.87 31.70
Ratio: Return / Standard Deviation 0.85 0.65
Ratio: Return / Deepest Drawdown 0.22 0.18
Metrics calculated over the period 1 January 1976 - 30 November 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1976 - 30 November 2024 (~49 years)

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Long Term Portfolio Technology
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-81.08 175 Apr 2000
Oct 2014
-45.92 42 Nov 2007
Apr 2011
-32.58 24 Jan 2022
Dec 2023
-23.11 39 Sep 2000
Nov 2003
-20.52 26 Jan 2022
Feb 2024
-19.33 11 Jan 2020
Nov 2020
-17.20 3 Aug 1998
Oct 1998
-16.96 8 Sep 2018
Apr 2019
-16.94 19 May 2011
Nov 2012
-15.80 11 May 1998
Mar 1999
-13.51 4 Feb 1997
May 1997
-12.90 3 Feb 2020
Apr 2020
-10.70 8 Sep 2018
Apr 2019
-10.50 7 Aug 1997
Feb 1998
-9.84 14 Jun 2015
Jul 2016

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Long Term Portfolio Technology
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-81.08 175 Apr 2000
Oct 2014
-45.92 42 Nov 2007
Apr 2011
-34.57 21 Sep 1987
May 1989
-32.58 24 Jan 2022
Dec 2023
-27.93 29 Jul 1983
Nov 1985
-27.64 8 Jul 1990
Feb 1991
-25.11 18 Jun 1981
Nov 1982
-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
-19.01 6 Feb 1980
Jul 1980
-17.69 10 Sep 1978
Jun 1979
-17.20 3 Aug 1998
Oct 1998
-16.96 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 1976 - 30 November 2024 (~49 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 Technology
Year Return Drawdown Return Drawdown
2024
 14.38% -3.34% 25.01% -4.37%
2023
 16.02% -8.92% 54.86% -8.42%
2022
 -14.26% -20.52% -32.58% -32.58%
2021
 16.72% -3.20% 27.42% -5.68%
2020
 9.40% -19.33% 48.40% -12.90%
2019
 21.13% -4.75% 38.96% -8.23%
2018
 -7.39% -10.70% -0.12% -16.96%
2017
 16.88% 0.00% 32.66% -2.32%
2016
 9.22% -4.80% 7.10% -8.37%
2015
 -2.18% -8.57% 9.45% -8.88%
2014
 5.91% -3.45% 19.18% -3.04%
2013
 18.10% -2.66% 36.63% -2.39%
2012
 14.19% -7.09% 18.12% -8.13%
2011
 -3.35% -16.94% 3.47% -10.79%
2010
 13.80% -10.43% 20.14% -12.93%
2009
 26.25% -17.28% 54.68% -7.43%
2008
 -30.51% -33.62% -41.73% -43.03%
2007
 5.66% -5.92% 19.02% -6.83%
2006
 19.42% -3.62% 7.14% -11.54%
2005
 10.21% -3.30% 1.57% -12.37%
2004
 15.66% -4.29% 10.54% -9.86%
2003
 30.79% -3.98% 49.67% -2.90%
2002
 -10.67% -17.62% -37.37% -46.75%
2001
 -4.80% -15.85% -33.34% -54.93%
2000
 -2.79% -8.99% -36.11% -46.69%
1999
 21.76% -2.43% 101.95% -9.49%
1998
 7.54% -15.80% 85.30% -17.20%
1997
 13.81% -4.54% 20.63% -13.51%
1996
 15.37% -3.55% 42.54% -8.14%
1995
 16.95% -1.90% 42.54% -3.77%
1994
 -0.18% -6.15% 1.50% -12.97%
1993
 23.87% -3.66% 10.58% -8.26%
1992
 3.67% -3.34% 8.86% -13.48%
1991
 31.77% -4.13% 64.99% -8.89%
1990
 -8.84% -15.40% -10.41% -27.64%
1989
 25.31% -2.86% 26.17% -4.64%
1988
 19.53% -2.49% 13.54% -10.50%
1987
 2.59% -20.11% 10.50% -34.57%
1986
 22.75% -4.06% 6.89% -15.73%
1985
 30.54% -2.54% 35.61% -6.97%
1984
 8.43% -3.82% -11.31% -17.55%
1983
 22.02% -2.01% 19.87% -13.85%
1982
 10.55% -11.34% 18.67% -14.55%
1981
 1.38% -8.32% -3.21% -19.44%
1980
 22.39% -9.78% 33.88% -19.01%
1979
 19.59% -7.08% 28.11% -9.91%
1978
 14.86% -7.96% 12.31% -17.69%
1977
 8.12% -1.77% 7.33% -3.83%
1976
 20.36% -2.40% 26.10% -2.85%