Developed World ex-US 40/60 Momentum vs Ben Stein Perfect Portfolio Comparison

Last Update: 31 May 2024

The Developed World ex-US 40/60 Momentum Portfolio obtained a 3.60% compound annual return, with a 6.91% standard deviation, in the last 10 Years.

The Ben Stein Perfect Portfolio obtained a 7.24% compound annual return, with a 11.87% standard deviation, in the last 10 Years.

Summary

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Developed World ex-US 40/60 Momentum Portfolio Ben Stein Perfect Portfolio
Portfolio Risk Medium Very High
Asset Allocation Stocks 40% 80%
Fixed Income 60% 20%
Commodities 0% 0%
10 Years Stats Return +3.60% +7.24%
Std Dev 6.91% 11.87%
Max Drawdown -19.40% -18.62%
All time Stats
(Since Aug 2009)
Return +5.16% +8.54%
Std Dev 6.99% 11.94%
Max Drawdown -19.40% -18.62%
Last Update: 31 May 2024

Historical Returns as of May 31, 2024

Comparison period starts from August 2009

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1M 6M 1Y 5Y 10Y MAX
Developed World ex-US 40/60 Momentum Portfolio +2.21 +8.86 +12.68 +3.89 +3.60 +5.16
Ben Stein Perfect Portfolio +3.39 +11.12 +18.59 +9.90 +7.24 +8.54
Return over 1 year are annualized.

Capital Growth as of May 31, 2024

Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since June 2014, now would be worth 1.42$, with a total return of 42.45% (3.60% annualized).

Ben Stein Perfect Portfolio: an investment of 1$, since June 2014, now would be worth 2.01$, with a total return of 101.10% (7.24% annualized).

Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since August 2009, now would be worth 2.11$, with a total return of 110.83% (5.16% annualized).

Ben Stein Perfect Portfolio: an investment of 1$, since August 2009, now would be worth 3.37$, with a total return of 237.32% (8.54% annualized).

Drawdowns

Drawdown comparison chart since June 2014.

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Developed World ex-US 40/60 Momentum Portfolio
Ben Stein Perfect Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-19.40% Sep 2021 Sep 2022 (13) In progress (33) 9.93
-18.62% Jan 2020 Mar 2020 (3) Aug 2020 (8) 8.68
-18.32% Jan 2022 Sep 2022 (9) Jul 2023 (19) 8.72
-11.03% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.47
-10.87% May 2015 Feb 2016 (10) Sep 2016 (17) 5.37
-7.72% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.78
-7.69% Aug 2023 Oct 2023 (3) Dec 2023 (5) 4.00
-6.00% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.72
-5.38% May 2015 Sep 2015 (5) Jun 2016 (14) 2.83
-5.02% May 2019 May 2019 (1) Oct 2019 (6) 2.02
-4.27% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.09
-4.10% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.40
-3.08% Sep 2014 Jan 2015 (5) Feb 2015 (6) 1.97
-2.88% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.66
-2.69% Apr 2024 Apr 2024 (1) May 2024 (2) 1.56
-2.18% Nov 2021 Nov 2021 (1) Dec 2021 (2) 1.26
-1.73% Oct 2016 Oct 2016 (1) Dec 2016 (3) 0.93
-1.62% Jan 2021 Feb 2021 (2) May 2021 (5) 0.94
-1.52% Sep 2014 Dec 2014 (4) Feb 2015 (6) 1.05
-1.33% Oct 2020 Oct 2020 (1) Nov 2020 (2) 0.77

Drawdown comparison chart since August 2009.

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Developed World ex-US 40/60 Momentum Portfolio
Ben Stein Perfect Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-19.40% Sep 2021 Sep 2022 (13) In progress (33) 9.93
-18.62% Jan 2020 Mar 2020 (3) Aug 2020 (8) 8.68
-18.32% Jan 2022 Sep 2022 (9) Jul 2023 (19) 8.72
-17.03% May 2011 Sep 2011 (5) Dec 2012 (20) 6.58
-11.03% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.47
-10.87% May 2015 Feb 2016 (10) Sep 2016 (17) 5.37
-10.26% May 2010 Jun 2010 (2) Oct 2010 (6) 5.66
-8.94% May 2011 Sep 2011 (5) Jul 2012 (15) 3.88
-7.72% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.78
-7.69% Aug 2023 Oct 2023 (3) Dec 2023 (5) 4.00
-6.00% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.72
-5.38% May 2015 Sep 2015 (5) Jun 2016 (14) 2.83
-5.17% May 2013 Jun 2013 (2) Oct 2013 (6) 3.27
-5.02% May 2019 May 2019 (1) Oct 2019 (6) 2.02
-4.27% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.09
-4.10% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.40
-4.04% May 2010 May 2010 (1) Jul 2010 (3) 2.68
-3.86% Jan 2010 Jan 2010 (1) Mar 2010 (3) 2.16
-3.48% Jan 2014 Jan 2014 (1) Feb 2014 (2) 2.01
-3.08% Sep 2014 Jan 2015 (5) Feb 2015 (6) 1.97

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
+5.34%
-2.55%
+6.79%
-2.69%
2023
+10.83%
-4.47%
+16.55%
-7.69%
2022
-14.37%
-19.07%
-11.28%
-18.32%
2021
+1.27%
-2.17%
+16.52%
-2.88%
2020
+11.65%
-7.72%
+10.46%
-18.62%
2019
+14.52%
-0.27%
+21.12%
-5.02%
2018
-4.03%
-6.00%
-7.36%
-11.03%
2017
+11.62%
-0.20%
+18.64%
0.00%
2016
+2.96%
-4.27%
+8.29%
-4.94%
2015
+0.07%
-5.38%
-2.48%
-9.54%
2014
+1.57%
-1.52%
+4.39%
-3.48%
2013
+8.39%
-5.17%
+18.20%
-2.21%
2012
+12.90%
-3.09%
+13.40%
-7.48%
2011
-0.59%
-8.94%
-3.70%
-17.03%
2010
+10.77%
-4.04%
+12.14%
-10.26%