Ben Stein Long Term vs US Stocks Minimum Volatility Portfolio Comparison

Period: January 1985 - September 2024 (~40 years)
Consolidated Returns as of 30 September 2024
Rebalancing: at every Jan 1st
Currency: USD
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Ben Stein Long Term Portfolio
1.00$
Initial Capital
October 1994
9.49$
Final Capital
September 2024
7.79%
Yearly Return
12.43
Std Deviation
-45.92%
Max Drawdown
42 months
Recovery Period
US Stocks Minimum Volatility Portfolio
1.00$
Initial Capital
October 1994
18.53$
Final Capital
September 2024
10.22%
Yearly Return
13.70
Std Deviation
-43.27%
Max Drawdown
40 months
Recovery Period
Ben Stein Long Term Portfolio
1.00$
Initial Capital
January 1985
36.72$
Final Capital
September 2024
9.49%
Yearly Return
12.32
Std Deviation
-45.92%
Max Drawdown
42 months
Recovery Period
US Stocks Minimum Volatility Portfolio
1.00$
Initial Capital
January 1985
71.14$
Final Capital
September 2024
11.33%
Yearly Return
14.15
Std Deviation
-43.27%
Max Drawdown
40 months
Recovery Period

The Ben Stein Long Term Portfolio obtained a 7.79% compound annual return, with a 12.43% standard deviation, in the last 30 Years.

The US Stocks Minimum Volatility Portfolio obtained a 10.22% compound annual return, with a 13.70% standard deviation, in the last 30 Years.

Returns as of Sep 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1985 - 30 September 2024 (~40 years)
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Return (%) as of Sep 30, 2024
YTD
(9M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
Long Term Portfolio
Ben Stein 		12.98 1.86 8.08 24.52 8.83 7.55 7.79 9.49
US Stocks Minimum Volatility 18.48 0.44 10.14 28.44 9.24 11.35 10.22 11.33
Return over 1 year are annualized.

Capital Growth as of Sep 30, 2024

Ben Stein Long Term Portfolio: an investment of 1$, since October 1994, now would be worth 9.49$, with a total return of 849.14% (7.79% annualized).

US Stocks Minimum Volatility Portfolio: an investment of 1$, since October 1994, now would be worth 18.53$, with a total return of 1753.25% (10.22% annualized).


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Ben Stein Long Term Portfolio: an investment of 1$, since January 1985, now would be worth 36.72$, with a total return of 3572.41% (9.49% annualized).

US Stocks Minimum Volatility Portfolio: an investment of 1$, since January 1985, now would be worth 71.14$, with a total return of 7013.60% (11.33% annualized).


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Metrics as of Sep 30, 2024

The following metrics, updated as of 30 September 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 October 2023 - 30 September 2024 (1 year)
Period: 1 October 2019 - 30 September 2024 (5 years)
Period: 1 October 2014 - 30 September 2024 (10 years)
Period: 1 October 1994 - 30 September 2024 (30 years)
Period: 1 January 1985 - 30 September 2024 (~40 years)
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Long Term Portfolio US Stocks Minimum Volatility
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 24.52 28.44
Infl. Adjusted Return (%) 21.81 25.65
DRAWDOWN
Deepest Drawdown Depth (%) -3.34 -3.74
Start to Recovery (months) 2 3
Longest Drawdown Depth (%) -2.59 -3.74
Start to Recovery (months) 2 3
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 10.33 8.78
Sharpe Ratio 1.85 2.63
Sortino Ratio 2.52 3.38
Ulcer Index 1.22 1.10
Ratio: Return / Standard Deviation 2.37 3.24
Ratio: Return / Deepest Drawdown 7.35 7.59
Metrics calculated over the period 1 October 2023 - 30 September 2024
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Long Term Portfolio US Stocks Minimum Volatility
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.83 9.24
Infl. Adjusted Return (%) 4.51 4.90
DRAWDOWN
Deepest Drawdown Depth (%) -20.52 -19.06
Start to Recovery (months) 26 10
Longest Drawdown Depth (%) -20.52 -17.35
Start to Recovery (months) 26 25
Longest Negative Period (months) 32 27
RISK INDICATORS
Standard Deviation (%) 14.23 14.76
Sharpe Ratio 0.47 0.48
Sortino Ratio 0.61 0.63
Ulcer Index 7.62 6.60
Ratio: Return / Standard Deviation 0.62 0.63
Ratio: Return / Deepest Drawdown 0.43 0.48
Metrics calculated over the period 1 October 2019 - 30 September 2024
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Long Term Portfolio US Stocks Minimum Volatility
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.55 11.35
Infl. Adjusted Return (%) 4.58 8.27
DRAWDOWN
Deepest Drawdown Depth (%) -20.52 -19.06
Start to Recovery (months) 26 10
Longest Drawdown Depth (%) -20.52 -17.35
Start to Recovery (months) 26 25
Longest Negative Period (months) 34 27
RISK INDICATORS
Standard Deviation (%) 11.96 12.22
Sharpe Ratio 0.51 0.81
Sortino Ratio 0.67 1.06
Ulcer Index 5.91 4.92
Ratio: Return / Standard Deviation 0.63 0.93
Ratio: Return / Deepest Drawdown 0.37 0.60
Metrics calculated over the period 1 October 2014 - 30 September 2024
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Long Term Portfolio US Stocks Minimum Volatility
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.79 10.22
Infl. Adjusted Return (%) 5.15 7.52
DRAWDOWN
Deepest Drawdown Depth (%) -45.92 -43.27
Start to Recovery (months) 42 40
Longest Drawdown Depth (%) -45.92 -35.36
Start to Recovery (months) 42 59
Longest Negative Period (months) 110 131
RISK INDICATORS
Standard Deviation (%) 12.43 13.70
Sharpe Ratio 0.44 0.58
Sortino Ratio 0.57 0.76
Ulcer Index 9.47 10.61
Ratio: Return / Standard Deviation 0.63 0.75
Ratio: Return / Deepest Drawdown 0.17 0.24
Metrics calculated over the period 1 October 1994 - 30 September 2024
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Long Term Portfolio US Stocks Minimum Volatility
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.49 11.33
Infl. Adjusted Return (%) 6.52 8.31
DRAWDOWN
Deepest Drawdown Depth (%) -45.92 -43.27
Start to Recovery (months) 42 40
Longest Drawdown Depth (%) -45.92 -35.36
Start to Recovery (months) 42 59
Longest Negative Period (months) 110 131
RISK INDICATORS
Standard Deviation (%) 12.32 14.15
Sharpe Ratio 0.52 0.58
Sortino Ratio 0.67 0.76
Ulcer Index 8.57 9.98
Ratio: Return / Standard Deviation 0.77 0.80
Ratio: Return / Deepest Drawdown 0.21 0.26
Metrics calculated over the period 1 January 1985 - 30 September 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 October 1994 - 30 September 2024 (30 years)
Period: 1 January 1985 - 30 September 2024 (~40 years)

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Long Term Portfolio US Stocks Minimum Volatility
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-45.92 42 Nov 2007
Apr 2011
-43.27 40 Nov 2007
Feb 2011
-35.36 59 Sep 2000
Jul 2005
-23.11 39 Sep 2000
Nov 2003
-20.52 26 Jan 2022
Feb 2024
-19.33 11 Jan 2020
Nov 2020
-19.06 10 Feb 2020
Nov 2020
-17.35 25 Jan 2022
Jan 2024
-16.94 19 May 2011
Nov 2012
-16.52 5 Jul 1998
Nov 1998
-15.80 11 May 1998
Mar 1999
-11.70 8 May 2011
Dec 2011
-10.70 8 Sep 2018
Apr 2019
-9.84 14 Jun 2015
Jul 2016
-9.14 6 Jul 1999
Dec 1999

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Long Term Portfolio US Stocks Minimum Volatility
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-45.92 42 Nov 2007
Apr 2011
-43.27 40 Nov 2007
Feb 2011
-35.36 59 Sep 2000
Jul 2005
-30.08 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
-19.06 10 Feb 2020
Nov 2020
-17.35 25 Jan 2022
Jan 2024
-16.94 19 May 2011
Nov 2012
-16.52 5 Jul 1998
Nov 1998
-15.80 11 May 1998
Mar 1999
-15.40 14 Jan 1990
Feb 1991
-14.10 9 Jun 1990
Feb 1991

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 1985 - 30 September 2024 (~40 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 US Stocks Minimum Volatility
Year Return Drawdown Return Drawdown
2024
 12.98% -3.34% 18.48% -3.74%
2023
 16.02% -8.92% 10.33% -4.29%
2022
 -14.26% -20.52% -9.42% -17.35%
2021
 16.72% -3.20% 20.84% -4.99%
2020
 9.40% -19.33% 5.64% -19.06%
2019
 21.13% -4.75% 27.69% -1.61%
2018
 -7.39% -10.70% 1.36% -7.56%
2017
 16.88% 0.00% 18.91% -0.35%
2016
 9.22% -4.80% 10.57% -5.27%
2015
 -2.18% -8.57% 5.45% -5.12%
2014
 5.91% -3.45% 16.33% -3.04%
2013
 18.10% -2.66% 25.09% -3.26%
2012
 14.19% -7.09% 10.82% -2.17%
2011
 -3.35% -16.94% 12.70% -11.70%
2010
 13.80% -10.43% 14.52% -12.81%
2009
 26.25% -17.28% 18.18% -19.43%
2008
 -30.51% -33.62% -25.77% -28.06%
2007
 5.66% -5.92% 4.15% -5.15%
2006
 19.42% -3.62% 14.77% -3.11%
2005
 10.21% -3.30% 6.45% -3.39%
2004
 15.66% -4.29% 14.34% -2.88%
2003
 30.79% -3.98% 19.79% -5.68%
2002
 -10.67% -17.62% -15.44% -24.56%
2001
 -4.80% -15.85% -7.96% -20.58%
2000
 -2.79% -8.99% 2.67% -9.24%
1999
 21.76% -2.43% 7.63% -9.14%
1998
 7.54% -15.80% 22.82% -16.52%
1997
 13.81% -4.54% 30.20% -5.47%
1996
 15.37% -3.55% 14.96% -5.24%
1995
 16.95% -1.90% 36.61% -0.39%
1994
 -0.18% -6.15% 0.13% -7.03%
1993
 23.87% -3.66% 11.82% -2.26%
1992
 3.67% -3.34% 6.42% -2.83%
1991
 31.77% -4.13% 28.86% -4.68%
1990
 -8.84% -15.40% -2.01% -14.10%
1989
 25.31% -2.86% 35.71% -2.13%
1988
 19.53% -2.49% 15.74% -3.84%
1987
 2.59% -20.11% 3.77% -30.08%
1986
 22.75% -4.06% 17.36% -8.39%
1985
 30.54% -2.54% 32.55% -3.71%