Ben Stein Long Term vs Fulvio Marchese In Saecula Saeculorum Portfolio Comparison

Period: January 1976 - August 2024 (~49 years)
Consolidated Returns as of 31 August 2024
Rebalancing: at every Jan 1st
Currency: USD
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Ben Stein Long Term Portfolio
1.00$
Initial Capital
September 1994
9.14$
Final Capital
August 2024
7.66%
Yearly Return
12.44
Std Deviation
-45.92%
Max Drawdown
42 months
Recovery Period
Fulvio Marchese In Saecula Saeculorum Portfolio
1.00$
Initial Capital
September 1994
10.18$
Final Capital
August 2024
8.04%
Yearly Return
7.84
Std Deviation
-20.39%
Max Drawdown
25 months
Recovery Period
Ben Stein Long Term Portfolio
1.00$
Initial Capital
January 1976
116.97$
Final Capital
August 2024
10.28%
Yearly Return
12.17
Std Deviation
-45.92%
Max Drawdown
42 months
Recovery Period
Fulvio Marchese In Saecula Saeculorum Portfolio
1.00$
Initial Capital
January 1976
80.41$
Final Capital
August 2024
9.43%
Yearly Return
8.40
Std Deviation
-20.39%
Max Drawdown
25 months
Recovery Period

The Ben Stein Long Term Portfolio obtained a 7.66% compound annual return, with a 12.44% standard deviation, in the last 30 Years.

The Fulvio Marchese In Saecula Saeculorum Portfolio obtained a 8.04% compound annual return, with a 7.84% standard deviation, in the last 30 Years.

Returns as of Aug 31, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1976 - 31 August 2024 (~49 years)
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Return (%) as of Aug 31, 2024
YTD
(8M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~49Y)
Long Term Portfolio
Ben Stein 		10.92 1.88 8.82 17.60 8.89 6.97 7.66 10.28
In Saecula Saeculorum
Fulvio Marchese 		11.62 1.83 9.37 17.81 7.92 7.10 8.04 9.43
Return over 1 year are annualized.

Capital Growth as of Aug 31, 2024

Ben Stein Long Term Portfolio: an investment of 1$, since September 1994, now would be worth 9.14$, with a total return of 814.41% (7.66% annualized).

Fulvio Marchese In Saecula Saeculorum Portfolio: an investment of 1$, since September 1994, now would be worth 10.18$, with a total return of 917.53% (8.04% annualized).


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Ben Stein Long Term Portfolio: an investment of 1$, since January 1976, now would be worth 116.97$, with a total return of 11596.58% (10.28% annualized).

Fulvio Marchese In Saecula Saeculorum Portfolio: an investment of 1$, since January 1976, now would be worth 80.41$, with a total return of 7941.49% (9.43% annualized).


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Metrics as of Aug 31, 2024

The following metrics, updated as of 31 August 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 September 2023 - 31 August 2024 (1 year)
Period: 1 September 2019 - 31 August 2024 (5 years)
Period: 1 September 2014 - 31 August 2024 (10 years)
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1976 - 31 August 2024 (~49 years)
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Long Term Portfolio In Saecula Saeculorum
Author Ben Stein Fulvio Marchese
ASSET ALLOCATION
Stocks 80% 45%
Fixed Income 20% 45%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 17.60 17.81
Infl. Adjusted Return (%) 14.85 15.05
DRAWDOWN
Deepest Drawdown Depth (%) -6.29 -5.06
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -6.29 -5.06
Start to Recovery (months) 3 3
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 11.68 9.81
Sharpe Ratio 1.05 1.27
Sortino Ratio 1.44 1.69
Ulcer Index 2.26 1.94
Ratio: Return / Standard Deviation 1.51 1.82
Ratio: Return / Deepest Drawdown 2.80 3.52
Metrics calculated over the period 1 September 2023 - 31 August 2024
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Long Term Portfolio In Saecula Saeculorum
Author Ben Stein Fulvio Marchese
ASSET ALLOCATION
Stocks 80% 45%
Fixed Income 20% 45%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 8.89 7.92
Infl. Adjusted Return (%) 4.57 3.63
DRAWDOWN
Deepest Drawdown Depth (%) -20.52 -18.89
Start to Recovery (months) 26 26
Longest Drawdown Depth (%) -20.52 -18.89
Start to Recovery (months) 26 26
Longest Negative Period (months) 32 34
RISK INDICATORS
Standard Deviation (%) 14.23 10.58
Sharpe Ratio 0.48 0.55
Sortino Ratio 0.62 0.73
Ulcer Index 7.62 6.91
Ratio: Return / Standard Deviation 0.62 0.75
Ratio: Return / Deepest Drawdown 0.43 0.42
Metrics calculated over the period 1 September 2019 - 31 August 2024
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Long Term Portfolio In Saecula Saeculorum
Author Ben Stein Fulvio Marchese
ASSET ALLOCATION
Stocks 80% 45%
Fixed Income 20% 45%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 6.97 7.10
Infl. Adjusted Return (%) 4.04 4.17
DRAWDOWN
Deepest Drawdown Depth (%) -20.52 -18.89
Start to Recovery (months) 26 26
Longest Drawdown Depth (%) -20.52 -18.89
Start to Recovery (months) 26 26
Longest Negative Period (months) 34 34
RISK INDICATORS
Standard Deviation (%) 12.02 8.54
Sharpe Ratio 0.46 0.66
Sortino Ratio 0.61 0.89
Ulcer Index 5.92 5.06
Ratio: Return / Standard Deviation 0.58 0.83
Ratio: Return / Deepest Drawdown 0.34 0.38
Metrics calculated over the period 1 September 2014 - 31 August 2024
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Long Term Portfolio In Saecula Saeculorum
Author Ben Stein Fulvio Marchese
ASSET ALLOCATION
Stocks 80% 45%
Fixed Income 20% 45%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 7.66 8.04
Infl. Adjusted Return (%) 5.02 5.39
DRAWDOWN
Deepest Drawdown Depth (%) -45.92 -20.39
Start to Recovery (months) 42 25
Longest Drawdown Depth (%) -45.92 -10.13
Start to Recovery (months) 42 33
Longest Negative Period (months) 110 43
RISK INDICATORS
Standard Deviation (%) 12.44 7.84
Sharpe Ratio 0.43 0.73
Sortino Ratio 0.56 0.97
Ulcer Index 9.47 4.44
Ratio: Return / Standard Deviation 0.62 1.03
Ratio: Return / Deepest Drawdown 0.17 0.39
Metrics calculated over the period 1 September 1994 - 31 August 2024
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Long Term Portfolio In Saecula Saeculorum
Author Ben Stein Fulvio Marchese
ASSET ALLOCATION
Stocks 80% 45%
Fixed Income 20% 45%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 10.28 9.43
Infl. Adjusted Return (%) 6.43 5.61
DRAWDOWN
Deepest Drawdown Depth (%) -45.92 -20.39
Start to Recovery (months) 42 25
Longest Drawdown Depth (%) -45.92 -10.13
Start to Recovery (months) 42 33
Longest Negative Period (months) 110 43
RISK INDICATORS
Standard Deviation (%) 12.17 8.40
Sharpe Ratio 0.50 0.62
Sortino Ratio 0.65 0.85
Ulcer Index 7.89 3.98
Ratio: Return / Standard Deviation 0.84 1.12
Ratio: Return / Deepest Drawdown 0.22 0.46
Metrics calculated over the period 1 January 1976 - 31 August 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1976 - 31 August 2024 (~49 years)

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Long Term Portfolio In Saecula Saeculorum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-45.92 42 Nov 2007
Apr 2011
-23.11 39 Sep 2000
Nov 2003
-20.52 26 Jan 2022
Feb 2024
-20.39 25 Nov 2007
Nov 2009
-19.33 11 Jan 2020
Nov 2020
-18.89 26 Jan 2022
Feb 2024
-16.94 19 May 2011
Nov 2012
-15.80 11 May 1998
Mar 1999
-10.70 8 Sep 2018
Apr 2019
-10.13 33 Sep 2000
May 2003
-9.84 14 Jun 2015
Jul 2016
-8.50 4 Feb 2020
May 2020
-7.93 5 Jul 1998
Nov 1998
-5.64 6 Sep 2018
Feb 2019
-5.19 8 Sep 1994
Apr 1995

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Long Term Portfolio In Saecula Saeculorum
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-45.92 42 Nov 2007
Apr 2011
-23.11 39 Sep 2000
Nov 2003
-20.52 26 Jan 2022
Feb 2024
-20.39 25 Nov 2007
Nov 2009
-20.11 17 Sep 1987
Jan 1989
-19.33 11 Jan 2020
Nov 2020
-18.89 26 Jan 2022
Feb 2024
-16.94 19 May 2011
Nov 2012
-15.80 11 May 1998
Mar 1999
-15.40 14 Jan 1990
Feb 1991
-13.51 17 Sep 1987
Jan 1989
-13.32 16 Jul 1981
Oct 1982
-11.22 21 Dec 1980
Aug 1982
-10.74 4 Feb 1980
May 1980
-10.70 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 - 31 August 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 In Saecula Saeculorum
Year Return Drawdown Return Drawdown
2024
 10.92% -3.34% 11.62% -2.83%
2023
 16.02% -8.92% 15.53% -6.33%
2022
 -14.26% -20.52% -14.97% -18.89%
2021
 16.72% -3.20% 10.12% -3.03%
2020
 9.40% -19.33% 15.89% -8.50%
2019
 21.13% -4.75% 20.14% -2.10%
2018
 -7.39% -10.70% -2.76% -5.64%
2017
 16.88% 0.00% 12.42% -0.04%
2016
 9.22% -4.80% 7.79% -2.43%
2015
 -2.18% -8.57% -0.75% -4.59%
2014
 5.91% -3.45% 8.52% -2.04%
2013
 18.10% -2.66% 10.73% -2.94%
2012
 14.19% -7.09% 10.41% -2.92%
2011
 -3.35% -16.94% 6.12% -4.77%
2010
 13.80% -10.43% 14.27% -4.00%
2009
 26.25% -17.28% 15.39% -9.28%
2008
 -30.51% -33.62% -11.54% -16.70%
2007
 5.66% -5.92% 8.83% -2.17%
2006
 19.42% -3.62% 10.84% -2.11%
2005
 10.21% -3.30% 5.47% -1.69%
2004
 15.66% -4.29% 7.97% -3.39%
2003
 30.79% -3.98% 18.47% -1.50%
2002
 -10.67% -17.62% -1.22% -5.96%
2001
 -4.80% -15.85% -1.59% -6.44%
2000
 -2.79% -8.99% 0.64% -5.96%
1999
 21.76% -2.43% 9.19% -2.99%
1998
 7.54% -15.80% 15.29% -7.93%
1997
 13.81% -4.54% 16.19% -2.95%
1996
 15.37% -3.55% 9.83% -2.50%
1995
 16.95% -1.90% 25.73% 0.00%
1994
 -0.18% -6.15% -2.41% -5.96%
1993
 23.87% -3.66% 11.66% -1.36%
1992
 3.67% -3.34% 6.70% -2.12%
1991
 31.77% -4.13% 21.54% -2.17%
1990
 -8.84% -15.40% 0.53% -6.19%
1989
 25.31% -2.86% 19.19% -1.49%
1988
 19.53% -2.49% 9.59% -2.18%
1987
 2.59% -20.11% 3.95% -13.51%
1986
 22.75% -4.06% 16.23% -3.74%
1985
 30.54% -2.54% 25.62% -1.83%
1984
 8.43% -3.82% 5.90% -6.01%
1983
 22.02% -2.01% 11.20% -2.65%
1982
 10.55% -11.34% 26.71% -4.74%
1981
 1.38% -8.32% -2.21% -10.07%
1980
 22.39% -9.78% 17.01% -10.74%
1979
 19.59% -7.08% 24.41% -6.29%
1978
 14.86% -7.96% 7.74% -5.17%
1977
 8.12% -1.77% 1.62% -3.17%
1976
 20.36% -2.40% 18.26% -1.55%