Ben Stein Long Term vs Dedalo Invest Dedalo Eleven 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
Dedalo Invest Dedalo Eleven Portfolio
1.00$
Initial Capital
October 1994
12.06$
Final Capital
September 2024
8.65%
Yearly Return
12.72
Std Deviation
-44.63%
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
Dedalo Invest Dedalo Eleven Portfolio
1.00$
Initial Capital
January 1985
47.56$
Final Capital
September 2024
10.20%
Yearly Return
12.69
Std Deviation
-44.63%
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 Dedalo Invest Dedalo Eleven Portfolio obtained a 8.65% compound annual return, with a 12.72% 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
Dedalo Eleven
Dedalo Invest 		15.47 2.08 8.91 27.49 10.14 8.70 8.65 10.20
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).

Dedalo Invest Dedalo Eleven Portfolio: an investment of 1$, since October 1994, now would be worth 12.06$, with a total return of 1105.87% (8.65% 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).

Dedalo Invest Dedalo Eleven Portfolio: an investment of 1$, since January 1985, now would be worth 47.56$, with a total return of 4655.73% (10.20% 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 Dedalo Eleven
Author Ben Stein Dedalo Invest
ASSET ALLOCATION
Stocks 80% 80%
Fixed Income 20% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 24.52 27.49
Infl. Adjusted Return (%) 21.59 24.49
DRAWDOWN
Deepest Drawdown Depth (%) -3.34 -3.28
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -2.59 -2.50
Start to Recovery (months) 2 2
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 10.33 10.19
Sharpe Ratio 1.85 2.17
Sortino Ratio 2.52 2.97
Ulcer Index 1.22 1.15
Ratio: Return / Standard Deviation 2.37 2.70
Ratio: Return / Deepest Drawdown 7.35 8.38
Metrics calculated over the period 1 October 2023 - 30 September 2024
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Long Term Portfolio Dedalo Eleven
Author Ben Stein Dedalo Invest
ASSET ALLOCATION
Stocks 80% 80%
Fixed Income 20% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.83 10.14
Infl. Adjusted Return (%) 4.47 5.72
DRAWDOWN
Deepest Drawdown Depth (%) -20.52 -23.40
Start to Recovery (months) 26 26
Longest Drawdown Depth (%) -20.52 -23.40
Start to Recovery (months) 26 26
Longest Negative Period (months) 32 34
RISK INDICATORS
Standard Deviation (%) 14.23 14.77
Sharpe Ratio 0.47 0.54
Sortino Ratio 0.61 0.71
Ulcer Index 7.62 8.59
Ratio: Return / Standard Deviation 0.62 0.69
Ratio: Return / Deepest Drawdown 0.43 0.43
Metrics calculated over the period 1 October 2019 - 30 September 2024
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Long Term Portfolio Dedalo Eleven
Author Ben Stein Dedalo Invest
ASSET ALLOCATION
Stocks 80% 80%
Fixed Income 20% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.55 8.70
Infl. Adjusted Return (%) 4.56 5.68
DRAWDOWN
Deepest Drawdown Depth (%) -20.52 -23.40
Start to Recovery (months) 26 26
Longest Drawdown Depth (%) -20.52 -23.40
Start to Recovery (months) 26 26
Longest Negative Period (months) 34 34
RISK INDICATORS
Standard Deviation (%) 11.96 12.47
Sharpe Ratio 0.51 0.58
Sortino Ratio 0.67 0.77
Ulcer Index 5.91 6.61
Ratio: Return / Standard Deviation 0.63 0.70
Ratio: Return / Deepest Drawdown 0.37 0.37
Metrics calculated over the period 1 October 2014 - 30 September 2024
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Long Term Portfolio Dedalo Eleven
Author Ben Stein Dedalo Invest
ASSET ALLOCATION
Stocks 80% 80%
Fixed Income 20% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.79 8.65
Infl. Adjusted Return (%) 5.14 5.99
DRAWDOWN
Deepest Drawdown Depth (%) -45.92 -44.63
Start to Recovery (months) 42 40
Longest Drawdown Depth (%) -45.92 -31.29
Start to Recovery (months) 42 56
Longest Negative Period (months) 110 116
RISK INDICATORS
Standard Deviation (%) 12.43 12.72
Sharpe Ratio 0.44 0.50
Sortino Ratio 0.57 0.65
Ulcer Index 9.47 10.65
Ratio: Return / Standard Deviation 0.63 0.68
Ratio: Return / Deepest Drawdown 0.17 0.19
Metrics calculated over the period 1 October 1994 - 30 September 2024
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Long Term Portfolio Dedalo Eleven
Author Ben Stein Dedalo Invest
ASSET ALLOCATION
Stocks 80% 80%
Fixed Income 20% 20%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.49 10.20
Infl. Adjusted Return (%) 6.52 7.21
DRAWDOWN
Deepest Drawdown Depth (%) -45.92 -44.63
Start to Recovery (months) 42 40
Longest Drawdown Depth (%) -45.92 -31.29
Start to Recovery (months) 42 56
Longest Negative Period (months) 110 116
RISK INDICATORS
Standard Deviation (%) 12.32 12.69
Sharpe Ratio 0.52 0.56
Sortino Ratio 0.67 0.72
Ulcer Index 8.57 9.62
Ratio: Return / Standard Deviation 0.77 0.80
Ratio: Return / Deepest Drawdown 0.21 0.23
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 Dedalo Eleven
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-45.92 42 Nov 2007
Apr 2011
-44.63 40 Nov 2007
Feb 2011
-31.29 56 Apr 2000
Nov 2004
-23.40 26 Jan 2022
Feb 2024
-23.11 39 Sep 2000
Nov 2003
-20.52 26 Jan 2022
Feb 2024
-19.33 11 Jan 2020
Nov 2020
-17.40 7 Jan 2020
Jul 2020
-16.94 19 May 2011
Nov 2012
-15.80 11 May 1998
Mar 1999
-15.43 11 May 2011
Mar 2012
-15.40 7 May 1998
Nov 1998
-10.70 8 Sep 2018
Apr 2019
-10.59 15 Feb 2018
Apr 2019
-10.24 14 Jun 2015
Jul 2016

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Long Term Portfolio Dedalo Eleven
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-45.92 42 Nov 2007
Apr 2011
-44.63 40 Nov 2007
Feb 2011
-31.29 56 Apr 2000
Nov 2004
-23.40 26 Jan 2022
Feb 2024
-23.11 39 Sep 2000
Nov 2003
-22.27 17 Sep 1987
Jan 1989
-20.52 26 Jan 2022
Feb 2024
-20.11 17 Sep 1987
Jan 1989
-19.33 11 Jan 2020
Nov 2020
-17.40 7 Jan 2020
Jul 2020
-16.94 19 May 2011
Nov 2012
-15.80 11 May 1998
Mar 1999
-15.43 11 May 2011
Mar 2012
-15.40 14 Jan 1990
Feb 1991
-15.40 7 May 1998
Nov 1998

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 Dedalo Eleven
Year Return Drawdown Return Drawdown
2024
 12.98% -3.34% 15.47% -3.28%
2023
 16.02% -8.92% 19.08% -8.81%
2022
 -14.26% -20.52% -17.79% -23.40%
2021
 16.72% -3.20% 14.88% -3.84%
2020
 9.40% -19.33% 16.06% -17.40%
2019
 21.13% -4.75% 23.92% -4.93%
2018
 -7.39% -10.70% -6.48% -10.59%
2017
 16.88% 0.00% 20.57% 0.00%
2016
 9.22% -4.80% 9.00% -4.72%
2015
 -2.18% -8.57% -2.03% -9.27%
2014
 5.91% -3.45% 7.15% -3.22%
2013
 18.10% -2.66% 20.75% -2.50%
2012
 14.19% -7.09% 15.43% -6.70%
2011
 -3.35% -16.94% -1.61% -15.43%
2010
 13.80% -10.43% 14.68% -10.06%
2009
 26.25% -17.28% 29.38% -15.11%
2008
 -30.51% -33.62% -31.42% -34.40%
2007
 5.66% -5.92% 8.94% -4.89%
2006
 19.42% -3.62% 16.49% -3.48%
2005
 10.21% -3.30% 8.27% -3.72%
2004
 15.66% -4.29% 13.66% -3.47%
2003
 30.79% -3.98% 29.81% -3.30%
2002
 -10.67% -17.62% -10.72% -17.84%
2001
 -4.80% -15.85% -7.96% -18.92%
2000
 -2.79% -8.99% -9.53% -13.55%
1999
 21.76% -2.43% 23.84% -3.58%
1998
 7.54% -15.80% 15.47% -15.40%
1997
 13.81% -4.54% 15.59% -4.89%
1996
 15.37% -3.55% 17.33% -4.31%
1995
 16.95% -1.90% 25.15% -0.82%
1994
 -0.18% -6.15% -1.82% -7.82%
1993
 23.87% -3.66% 23.85% -1.33%
1992
 3.67% -3.34% 3.76% -3.05%
1991
 31.77% -4.13% 31.02% -4.43%
1990
 -8.84% -15.40% -0.91% -13.82%
1989
 25.31% -2.86% 25.12% -2.91%
1988
 19.53% -2.49% 16.45% -3.01%
1987
 2.59% -20.11% 4.26% -22.27%
1986
 22.75% -4.06% 17.47% -6.19%
1985
 30.54% -2.54% 32.28% -1.83%