Ben Stein Long Term vs Merrill Lynch Edge Select Moderately Aggressive Portfolio Comparison

Simulation Settings
Period: January 1985 - November 2024 (~40 years)
Consolidated Returns as of 30 November 2024
Rebalancing: at every Jan 1st
Currency: USD
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Ben Stein Long Term Portfolio
1.00$
Initial Capital
December 1994
9.89$
Final Capital
November 2024
7.94%
Yearly Return
12.43
Std Deviation
-45.92%
Max Drawdown
42months
Recovery Period
Merrill Lynch Edge Select Moderately Aggressive Portfolio
1.00$
Initial Capital
December 1994
11.23$
Final Capital
November 2024
8.40%
Yearly Return
11.13
Std Deviation
-38.23%
Max Drawdown
38months
Recovery Period
Ben Stein Long Term Portfolio
1.00$
Initial Capital
January 1985
37.18$
Final Capital
November 2024
9.48%
Yearly Return
12.31
Std Deviation
-45.92%
Max Drawdown
42months
Recovery Period
Merrill Lynch Edge Select Moderately Aggressive Portfolio
1.00$
Initial Capital
January 1985
44.64$
Final Capital
November 2024
9.98%
Yearly Return
11.26
Std Deviation
-38.23%
Max Drawdown
38months
Recovery Period

The Ben Stein Long Term Portfolio obtained a 7.94% compound annual return, with a 12.43% standard deviation, in the last 30 Years.

The Merrill Lynch Edge Select Moderately Aggressive Portfolio obtained a 8.40% compound annual return, with a 11.13% standard deviation, in the last 30 Years.

Returns as of Nov 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1985 - 30 November 2024 (~40 years)
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Return (%) as of Nov 30, 2024
YTD
(11M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_ben_stein.webp Long Term Portfolio
Ben Stein 		14.38 3.35 9.24 20.49 8.32 7.29 7.94 9.48
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_merrill_lynch.webp Edge Select Moderately Aggressive
Merrill Lynch 		15.75 3.36 9.54 21.01 9.00 8.03 8.40 9.98
Return over 1 year are annualized.

Capital Growth as of Nov 30, 2024

Ben Stein Long Term Portfolio: an investment of 1$, since December 1994, now would be worth 9.89$, with a total return of 889.17% (7.94% annualized).

Merrill Lynch Edge Select Moderately Aggressive Portfolio: an investment of 1$, since December 1994, now would be worth 11.23$, with a total return of 1023.36% (8.40% annualized).


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Ben Stein Long Term Portfolio: an investment of 1$, since January 1985, now would be worth 37.18$, with a total return of 3618.05% (9.48% annualized).

Merrill Lynch Edge Select Moderately Aggressive Portfolio: an investment of 1$, since January 1985, now would be worth 44.64$, with a total return of 4364.04% (9.98% annualized).


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Metrics as of Nov 30, 2024

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

METRIC COMPARISON
Period: 1 December 2023 - 30 November 2024 (1 year)
Period: 1 December 2019 - 30 November 2024 (5 years)
Period: 1 December 2014 - 30 November 2024 (10 years)
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1985 - 30 November 2024 (~40 years)
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Long Term Portfolio Edge Select Moderately Aggressive
Author Ben Stein Merrill Lynch
ASSET ALLOCATION
Stocks 80% 69%
Fixed Income 20% 31%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 20.49 21.01
Infl. Adjusted Return (%) 17.29 17.79
DRAWDOWN
Deepest Drawdown Depth (%) -3.34 -3.06
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -1.17 -0.11
Start to Recovery (months) 2 2
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 8.53 7.52
Sharpe Ratio 1.79 2.10
Sortino Ratio 2.26 2.55
Ulcer Index 1.13 1.02
Ratio: Return / Standard Deviation 2.40 2.79
Ratio: Return / Deepest Drawdown 6.14 6.86
Metrics calculated over the period 1 December 2023 - 30 November 2024
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Long Term Portfolio Edge Select Moderately Aggressive
Author Ben Stein Merrill Lynch
ASSET ALLOCATION
Stocks 80% 69%
Fixed Income 20% 31%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.32 9.00
Infl. Adjusted Return (%) 3.97 4.63
DRAWDOWN
Deepest Drawdown Depth (%) -20.52 -22.31
Start to Recovery (months) 26 26
Longest Drawdown Depth (%) -20.52 -22.31
Start to Recovery (months) 26 26
Longest Negative Period (months) 32 34
RISK INDICATORS
Standard Deviation (%) 14.31 13.44
Sharpe Ratio 0.42 0.50
Sortino Ratio 0.56 0.66
Ulcer Index 7.63 8.02
Ratio: Return / Standard Deviation 0.58 0.67
Ratio: Return / Deepest Drawdown 0.41 0.40
Metrics calculated over the period 1 December 2019 - 30 November 2024
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Long Term Portfolio Edge Select Moderately Aggressive
Author Ben Stein Merrill Lynch
ASSET ALLOCATION
Stocks 80% 69%
Fixed Income 20% 31%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.29 8.03
Infl. Adjusted Return (%) 4.24 4.95
DRAWDOWN
Deepest Drawdown Depth (%) -20.52 -22.31
Start to Recovery (months) 26 26
Longest Drawdown Depth (%) -20.52 -22.31
Start to Recovery (months) 26 26
Longest Negative Period (months) 34 34
RISK INDICATORS
Standard Deviation (%) 12.00 11.23
Sharpe Ratio 0.48 0.58
Sortino Ratio 0.64 0.77
Ulcer Index 5.92 6.09
Ratio: Return / Standard Deviation 0.61 0.72
Ratio: Return / Deepest Drawdown 0.36 0.36
Metrics calculated over the period 1 December 2014 - 30 November 2024
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Long Term Portfolio Edge Select Moderately Aggressive
Author Ben Stein Merrill Lynch
ASSET ALLOCATION
Stocks 80% 69%
Fixed Income 20% 31%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.94 8.40
Infl. Adjusted Return (%) 5.28 5.73
DRAWDOWN
Deepest Drawdown Depth (%) -45.92 -38.23
Start to Recovery (months) 42 38
Longest Drawdown Depth (%) -45.92 -25.60
Start to Recovery (months) 42 41
Longest Negative Period (months) 110 110
RISK INDICATORS
Standard Deviation (%) 12.43 11.13
Sharpe Ratio 0.45 0.55
Sortino Ratio 0.59 0.72
Ulcer Index 9.46 8.51
Ratio: Return / Standard Deviation 0.64 0.75
Ratio: Return / Deepest Drawdown 0.17 0.22
Metrics calculated over the period 1 December 1994 - 30 November 2024
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Long Term Portfolio Edge Select Moderately Aggressive
Author Ben Stein Merrill Lynch
ASSET ALLOCATION
Stocks 80% 69%
Fixed Income 20% 31%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.48 9.98
Infl. Adjusted Return (%) 6.51 7.00
DRAWDOWN
Deepest Drawdown Depth (%) -45.92 -38.23
Start to Recovery (months) 42 38
Longest Drawdown Depth (%) -45.92 -25.60
Start to Recovery (months) 42 41
Longest Negative Period (months) 110 110
RISK INDICATORS
Standard Deviation (%) 12.31 11.26
Sharpe Ratio 0.51 0.61
Sortino Ratio 0.66 0.80
Ulcer Index 8.56 7.72
Ratio: Return / Standard Deviation 0.77 0.89
Ratio: Return / Deepest Drawdown 0.21 0.26
Metrics calculated over the period 1 January 1985 - 30 November 2024

Drawdowns

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

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Long Term Portfolio Edge Select Moderately Aggressive
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-45.92 42 Nov 2007
Apr 2011
-38.23 38 Nov 2007
Dec 2010
-25.60 41 Sep 2000
Jan 2004
-23.11 39 Sep 2000
Nov 2003
-22.31 26 Jan 2022
Feb 2024
-20.52 26 Jan 2022
Feb 2024
-19.33 11 Jan 2020
Nov 2020
-16.94 19 May 2011
Nov 2012
-15.80 11 May 1998
Mar 1999
-14.29 7 Jan 2020
Jul 2020
-13.38 10 May 2011
Feb 2012
-10.89 7 May 1998
Nov 1998
-10.70 8 Sep 2018
Apr 2019
-9.84 14 Jun 2015
Jul 2016
-9.25 7 Oct 2018
Apr 2019

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Long Term Portfolio Edge Select Moderately Aggressive
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-45.92 42 Nov 2007
Apr 2011
-38.23 38 Nov 2007
Dec 2010
-25.60 41 Sep 2000
Jan 2004
-23.11 39 Sep 2000
Nov 2003
-22.31 26 Jan 2022
Feb 2024
-20.52 26 Jan 2022
Feb 2024
-20.11 17 Sep 1987
Jan 1989
-19.36 17 Sep 1987
Jan 1989
-19.33 11 Jan 2020
Nov 2020
-16.94 19 May 2011
Nov 2012
-15.80 11 May 1998
Mar 1999
-15.40 14 Jan 1990
Feb 1991
-14.29 7 Jan 2020
Jul 2020
-13.38 10 May 2011
Feb 2012
-13.23 7 Aug 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 November 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 Edge Select Moderately Aggressive
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2024
 14.38 -3.34 15.75 -3.06
2023
 16.02 -8.92 19.24 -8.08
2022
 -14.26 -20.52 -17.08 -22.31
2021
 16.72 -3.20 12.88 -3.28
2020
 9.40 -19.33 16.02 -14.29
2019
 21.13 -4.75 22.30 -4.24
2018
 -7.39 -10.70 -5.68 -9.25
2017
 16.88 0.00 18.60 0.00
2016
 9.22 -4.80 8.18 -3.80
2015
 -2.18 -8.57 -1.40 -7.75
2014
 5.91 -3.45 6.31 -2.65
2013
 18.10 -2.66 16.88 -2.57
2012
 14.19 -7.09 13.59 -5.96
2011
 -3.35 -16.94 -0.71 -13.38
2010
 13.80 -10.43 13.09 -8.24
2009
 26.25 -17.28 26.40 -13.32
2008
 -30.51 -33.62 -25.92 -29.30
2007
 5.66 -5.92 9.49 -3.81
2006
 19.42 -3.62 14.56 -3.15
2005
 10.21 -3.30 8.32 -3.32
2004
 15.66 -4.29 11.86 -3.19
2003
 30.79 -3.98 25.92 -2.76
2002
 -10.67 -17.62 -9.91 -15.72
2001
 -4.80 -15.85 -6.23 -15.50
2000
 -2.79 -8.99 -5.49 -9.00
1999
 21.76 -2.43 18.91 -2.47
1998
 7.54 -15.80 16.84 -10.89
1997
 13.81 -4.54 16.20 -5.14
1996
 15.37 -3.55 13.20 -3.20
1995
 16.95 -1.90 23.22 -0.43
1994
 -0.18 -6.15 0.12 -6.49
1993
 23.87 -3.66 19.47 -2.68
1992
 3.67 -3.34 3.95 -3.09
1991
 31.77 -4.13 31.55 -3.84
1990
 -8.84 -15.40 -3.49 -13.23
1989
 25.31 -2.86 26.95 -1.61
1988
 19.53 -2.49 16.80 -3.01
1987
 2.59 -20.11 4.39 -19.36
1986
 22.75 -4.06 23.79 -5.19
1985
 30.54 -2.54 32.17 -2.00