Ben Stein Perfect vs Stocks/Bonds 40/60 Momentum Portfolio Comparison

Last Update: 29 February 2024

The Ben Stein Perfect Portfolio obtained a 7.41% compound annual return, with a 12.35% standard deviation, in the last 30 Years.

The Stocks/Bonds 40/60 Momentum Portfolio obtained a 8.06% compound annual return, with a 7.02% standard deviation, in the last 30 Years.

Summary

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Ben Stein Perfect Portfolio Stocks/Bonds 40/60 Momentum Portfolio
Portfolio Risk Very High Medium
Asset Allocation Stocks 80% 40%
Fixed Income 20% 60%
Commodities 0% 0%
30 Years Stats Return +7.41% +8.06%
Std Dev 12.35% 7.02%
Max Drawdown -44.81% -21.11%
All time Stats
(Since Jan 1985)
Return +9.41% +9.27%
Std Dev 12.44% 7.34%
Max Drawdown -44.81% -21.11%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Ben Stein Perfect Portfolio +3.46 +8.46 +16.81 +8.81 +7.22 +7.41 +9.41
Stocks/Bonds 40/60 Momentum Portfolio +3.33 +11.07 +14.70 +5.25 +6.03 +8.06 +9.27
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Ben Stein Perfect Portfolio: an investment of 1$, since March 1994, now would be worth 8.53$, with a total return of 752.59% (7.41% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since March 1994, now would be worth 10.24$, with a total return of 923.96% (8.06% annualized).

Ben Stein Perfect Portfolio: an investment of 1$, since January 1985, now would be worth 33.86$, with a total return of 3285.75% (9.41% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since January 1985, now would be worth 32.23$, with a total return of 3122.88% (9.27% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Ben Stein Perfect Portfolio
Stocks/Bonds 40/60 Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-44.81% Nov 2007 Feb 2009 (16) Dec 2012 (62) 18.11
-31.02% Apr 2000 Sep 2002 (30) Nov 2004 (56) 16.05
-21.11% Nov 2021 Sep 2022 (11) In progress (28) 14.51
-20.54% Nov 2007 Feb 2009 (16) Apr 2010 (30) 9.31
-18.62% Jan 2020 Mar 2020 (3) Aug 2020 (8) 8.68
-18.32% Jan 2022 Sep 2022 (9) Jul 2023 (19) 8.72
-15.07% May 1998 Aug 1998 (4) Dec 1998 (8) 6.89
-11.03% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.47
-10.87% May 2015 Feb 2016 (10) Sep 2016 (17) 5.37
-8.48% Feb 2001 Sep 2002 (20) May 2003 (28) 4.78
-7.69% Aug 2023 Oct 2023 (3) Dec 2023 (5) 4.00
-7.10% Feb 2020 Mar 2020 (2) May 2020 (4) 3.36
-5.89% Oct 2018 Dec 2018 (3) Mar 2019 (6) 3.46
-5.36% Sep 1994 Jan 1995 (5) Apr 1995 (8) 3.21
-5.20% Aug 1997 Oct 1997 (3) Feb 1998 (7) 3.34
-5.02% May 2019 May 2019 (1) Oct 2019 (6) 2.02
-4.27% Mar 1994 Mar 1994 (1) Aug 1994 (6) 2.09
-4.13% Aug 1998 Aug 1998 (1) Oct 1998 (3) 2.07
-4.10% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.40
-3.77% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.07

Drawdown comparison chart since January 1985.

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Ben Stein Perfect Portfolio
Stocks/Bonds 40/60 Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-44.81% Nov 2007 Feb 2009 (16) Dec 2012 (62) 18.11
-31.02% Apr 2000 Sep 2002 (30) Nov 2004 (56) 16.05
-21.48% Sep 1987 Nov 1987 (3) Jan 1989 (17) 10.79
-21.11% Nov 2021 Sep 2022 (11) In progress (28) 14.51
-20.54% Nov 2007 Feb 2009 (16) Apr 2010 (30) 9.31
-18.62% Jan 2020 Mar 2020 (3) Aug 2020 (8) 8.68
-18.32% Jan 2022 Sep 2022 (9) Jul 2023 (19) 8.72
-15.07% May 1998 Aug 1998 (4) Dec 1998 (8) 6.89
-14.67% Aug 1990 Sep 1990 (2) Feb 1991 (7) 8.53
-13.77% Sep 1987 Nov 1987 (3) Mar 1989 (19) 6.65
-11.03% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.47
-10.87% May 2015 Feb 2016 (10) Sep 2016 (17) 5.37
-8.48% Feb 2001 Sep 2002 (20) May 2003 (28) 4.78
-7.76% Jan 1990 Apr 1990 (4) Jul 1990 (7) 4.20
-7.69% Aug 2023 Oct 2023 (3) Dec 2023 (5) 4.00
-7.10% Feb 2020 Mar 2020 (2) May 2020 (4) 3.36
-6.82% Feb 1994 Mar 1994 (2) Aug 1994 (7) 3.98
-5.91% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.86
-5.89% Oct 2018 Dec 2018 (3) Mar 2019 (6) 3.46
-5.36% Sep 1994 Jan 1995 (5) Apr 1995 (8) 3.21

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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Year Return Drawdown Return Drawdown
2024
+3.09%
-0.36%
+5.54%
0.00%
2023
+16.55%
-7.69%
+6.91%
-5.18%
2022
-11.28%
-18.32%
-15.17%
-19.48%
2021
+16.52%
-2.88%
+4.23%
-2.38%
2020
+10.46%
-18.62%
+16.57%
-7.10%
2019
+21.12%
-5.02%
+16.20%
-0.81%
2018
-7.36%
-11.03%
-0.73%
-5.89%
2017
+18.64%
0.00%
+17.14%
0.00%
2016
+8.29%
-4.94%
+3.51%
-3.61%
2015
-2.48%
-9.54%
+3.91%
-2.95%
2014
+4.39%
-3.48%
+9.34%
-1.49%
2013
+18.20%
-2.21%
+12.57%
-1.74%
2012
+13.40%
-7.48%
+7.87%
-2.05%
2011
-3.70%
-17.03%
+7.13%
-3.62%
2010
+12.14%
-10.26%
+10.93%
-3.48%
2009
+26.95%
-15.39%
+9.16%
-9.41%
2008
-31.47%
-33.62%
-12.27%
-15.80%
2007
+10.08%
-4.81%
+11.21%
-0.82%
2006
+18.40%
-3.55%
+6.78%
-1.50%
2005
+11.54%
-3.65%
+9.09%
-0.93%
2004
+14.53%
-3.20%
+9.22%
-2.12%
2003
+29.10%
-3.63%
+12.78%
-1.27%
2002
-12.54%
-19.34%
+0.04%
-5.36%
2001
-8.74%
-18.50%
-1.88%
-6.89%
2000
-7.02%
-10.69%
+2.99%
-3.33%
1999
+25.31%
-2.23%
+15.71%
-1.69%
1998
+11.01%
-15.07%
+24.65%
-4.13%
1997
+13.00%
-5.20%
+20.41%
-2.69%
1996
+15.28%
-3.61%
+14.08%
-1.52%
1995
+18.25%
-1.47%
+27.84%
0.00%
1994
-0.04%
-6.82%
-2.03%
-5.91%
1993
+24.57%
-3.54%
+11.10%
-0.87%
1992
+0.57%
-3.75%
+6.01%
-2.11%
1991
+30.38%
-4.43%
+23.91%
-1.79%
1990
-6.17%
-14.67%
+5.79%
-5.29%
1989
+30.02%
-2.52%
+25.29%
-1.01%
1988
+18.92%
-2.98%
+7.24%
-2.95%
1987
+3.15%
-21.48%
+1.86%
-13.77%
1986
+23.10%
-4.60%
+18.14%
-4.37%
1985
+29.90%
-2.29%
+26.30%
-0.74%