Ben Stein Long Term vs Stocks/Bonds 60/40 Portfolio Comparison

Period: January 1976 - September 2024 (~49 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
Stocks/Bonds 60/40 Portfolio
1.00$
Initial Capital
October 1994
11.94$
Final Capital
September 2024
8.62%
Yearly Return
9.62
Std Deviation
-30.55%
Max Drawdown
36 months
Recovery Period
Ben Stein Long Term Portfolio
1.00$
Initial Capital
January 1976
119.14$
Final Capital
September 2024
10.30%
Yearly Return
12.16
Std Deviation
-45.92%
Max Drawdown
42 months
Recovery Period
Stocks/Bonds 60/40 Portfolio
1.00$
Initial Capital
January 1976
102.77$
Final Capital
September 2024
9.97%
Yearly Return
9.99
Std Deviation
-30.55%
Max Drawdown
36 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 Stocks/Bonds 60/40 Portfolio obtained a 8.62% compound annual return, with a 9.62% standard deviation, in the last 30 Years.

Returns as of Sep 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1976 - 30 September 2024 (~49 years)
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Return (%) as of Sep 30, 2024
YTD
(9M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~49Y)
Long Term Portfolio
Ben Stein 		12.98 1.86 8.08 24.52 8.83 7.55 7.79 10.30
Stocks/Bonds 60/40 14.19 1.77 8.04 25.73 9.38 8.51 8.62 9.97
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).

Stocks/Bonds 60/40 Portfolio: an investment of 1$, since October 1994, now would be worth 11.94$, with a total return of 1094.34% (8.62% annualized).


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Ben Stein Long Term Portfolio: an investment of 1$, since January 1976, now would be worth 119.14$, with a total return of 11814.09% (10.30% annualized).

Stocks/Bonds 60/40 Portfolio: an investment of 1$, since January 1976, now would be worth 102.77$, with a total return of 10176.71% (9.97% 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 1976 - 30 September 2024 (~49 years)
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Long Term Portfolio Stocks/Bonds 60/40
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 24.52 25.73
Infl. Adjusted Return (%) 21.59 22.77
DRAWDOWN
Deepest Drawdown Depth (%) -3.34 -3.62
Start to Recovery (months) 2 3
Longest Drawdown Depth (%) -2.59 -3.62
Start to Recovery (months) 2 3
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 10.33 9.65
Sharpe Ratio 1.85 2.11
Sortino Ratio 2.52 2.86
Ulcer Index 1.22 1.18
Ratio: Return / Standard Deviation 2.37 2.67
Ratio: Return / Deepest Drawdown 7.35 7.11
Metrics calculated over the period 1 October 2023 - 30 September 2024
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Long Term Portfolio Stocks/Bonds 60/40
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.83 9.38
Infl. Adjusted Return (%) 4.47 4.99
DRAWDOWN
Deepest Drawdown Depth (%) -20.52 -20.69
Start to Recovery (months) 26 26
Longest Drawdown Depth (%) -20.52 -20.69
Start to Recovery (months) 26 26
Longest Negative Period (months) 32 34
RISK INDICATORS
Standard Deviation (%) 14.23 12.56
Sharpe Ratio 0.47 0.57
Sortino Ratio 0.61 0.75
Ulcer Index 7.62 7.86
Ratio: Return / Standard Deviation 0.62 0.75
Ratio: Return / Deepest Drawdown 0.43 0.45
Metrics calculated over the period 1 October 2019 - 30 September 2024
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Long Term Portfolio Stocks/Bonds 60/40
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.55 8.51
Infl. Adjusted Return (%) 4.56 5.50
DRAWDOWN
Deepest Drawdown Depth (%) -20.52 -20.69
Start to Recovery (months) 26 26
Longest Drawdown Depth (%) -20.52 -20.69
Start to Recovery (months) 26 26
Longest Negative Period (months) 34 34
RISK INDICATORS
Standard Deviation (%) 11.96 10.25
Sharpe Ratio 0.51 0.69
Sortino Ratio 0.67 0.91
Ulcer Index 5.91 5.78
Ratio: Return / Standard Deviation 0.63 0.83
Ratio: Return / Deepest Drawdown 0.37 0.41
Metrics calculated over the period 1 October 2014 - 30 September 2024
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Long Term Portfolio Stocks/Bonds 60/40
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.79 8.62
Infl. Adjusted Return (%) 5.14 5.95
DRAWDOWN
Deepest Drawdown Depth (%) -45.92 -30.55
Start to Recovery (months) 42 36
Longest Drawdown Depth (%) -45.92 -21.56
Start to Recovery (months) 42 41
Longest Negative Period (months) 110 110
RISK INDICATORS
Standard Deviation (%) 12.43 9.62
Sharpe Ratio 0.44 0.66
Sortino Ratio 0.57 0.86
Ulcer Index 9.47 6.90
Ratio: Return / Standard Deviation 0.63 0.90
Ratio: Return / Deepest Drawdown 0.17 0.28
Metrics calculated over the period 1 October 1994 - 30 September 2024
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Long Term Portfolio Stocks/Bonds 60/40
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 60%
Fixed Income 20% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 10.30 9.97
Infl. Adjusted Return (%) 6.45 6.13
DRAWDOWN
Deepest Drawdown Depth (%) -45.92 -30.55
Start to Recovery (months) 42 36
Longest Drawdown Depth (%) -45.92 -21.56
Start to Recovery (months) 42 41
Longest Negative Period (months) 110 110
RISK INDICATORS
Standard Deviation (%) 12.16 9.99
Sharpe Ratio 0.50 0.57
Sortino Ratio 0.65 0.77
Ulcer Index 7.88 5.89
Ratio: Return / Standard Deviation 0.85 1.00
Ratio: Return / Deepest Drawdown 0.22 0.33
Metrics calculated over the period 1 January 1976 - 30 September 2024

Drawdowns

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

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Long Term Portfolio Stocks/Bonds 60/40
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-45.92 42 Nov 2007
Apr 2011
-30.55 36 Nov 2007
Oct 2010
-23.11 39 Sep 2000
Nov 2003
-21.56 41 Sep 2000
Jan 2004
-20.69 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
-12.29 6 Feb 2020
Jul 2020
-10.70 8 Sep 2018
Apr 2019
-10.18 5 Jul 1998
Nov 1998
-9.84 14 Jun 2015
Jul 2016
-9.00 9 May 2011
Jan 2012
-8.38 7 Sep 2018
Mar 2019

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Long Term Portfolio Stocks/Bonds 60/40
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-45.92 42 Nov 2007
Apr 2011
-30.55 36 Nov 2007
Oct 2010
-23.11 39 Sep 2000
Nov 2003
-21.56 41 Sep 2000
Jan 2004
-20.69 26 Jan 2022
Feb 2024
-20.52 26 Jan 2022
Feb 2024
-20.11 17 Sep 1987
Jan 1989
-19.33 11 Jan 2020
Nov 2020
-19.17 17 Sep 1987
Jan 1989
-16.94 19 May 2011
Nov 2012
-15.80 11 May 1998
Mar 1999
-15.40 14 Jan 1990
Feb 1991
-13.32 16 Jul 1981
Oct 1982
-12.29 6 Feb 2020
Jul 2020
-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 - 30 September 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 Stocks/Bonds 60/40
Year Return Drawdown Return Drawdown
2024
 12.98% -3.34% 14.19% -3.62%
2023
 16.02% -8.92% 17.79% -7.48%
2022
 -14.26% -20.52% -16.95% -20.69%
2021
 16.72% -3.20% 14.66% -3.24%
2020
 9.40% -19.33% 15.70% -12.29%
2019
 21.13% -4.75% 21.94% -3.41%
2018
 -7.39% -10.70% -3.17% -8.38%
2017
 16.88% 0.00% 14.15% 0.00%
2016
 9.22% -4.80% 8.71% -2.95%
2015
 -2.18% -8.57% 0.44% -5.24%
2014
 5.91% -3.45% 9.85% -1.50%
2013
 18.10% -2.66% 19.23% -2.27%
2012
 14.19% -7.09% 11.13% -3.54%
2011
 -3.35% -16.94% 3.75% -9.00%
2010
 13.80% -10.43% 12.93% -7.13%
2009
 26.25% -17.28% 18.79% -11.70%
2008
 -30.51% -33.62% -19.44% -22.19%
2007
 5.66% -5.92% 5.99% -3.07%
2006
 19.42% -3.62% 11.12% -2.03%
2005
 10.21% -3.30% 4.74% -2.34%
2004
 15.66% -4.29% 9.37% -2.68%
2003
 30.79% -3.98% 20.04% -1.99%
2002
 -10.67% -17.62% -8.98% -13.74%
2001
 -4.80% -15.85% -3.21% -11.68%
2000
 -2.79% -8.99% -1.79% -8.27%
1999
 21.76% -2.43% 13.98% -3.76%
1998
 7.54% -15.80% 17.39% -10.18%
1997
 13.81% -4.54% 22.37% -3.12%
1996
 15.37% -3.55% 14.01% -3.33%
1995
 16.95% -1.90% 28.74% -0.20%
1994
 -0.18% -6.15% -1.16% -6.47%
1993
 23.87% -3.66% 10.25% -1.36%
1992
 3.67% -3.34% 8.32% -1.65%
1991
 31.77% -4.13% 25.53% -2.86%
1990
 -8.84% -15.40% -0.19% -8.52%
1989
 25.31% -2.86% 22.33% -1.36%
1988
 19.53% -2.49% 13.33% -2.24%
1987
 2.59% -20.11% 2.18% -19.17%
1986
 22.75% -4.06% 14.79% -5.58%
1985
 30.54% -2.54% 27.66% -2.15%
1984
 8.43% -3.82% 7.32% -6.58%
1983
 22.02% -2.01% 15.69% -2.85%
1982
 10.55% -11.34% 24.75% -4.29%
1981
 1.38% -8.32% 1.27% -8.82%
1980
 22.39% -9.78% 21.05% -9.57%
1979
 19.59% -7.08% 16.69% -6.65%
1978
 14.86% -7.96% 5.53% -7.92%
1977
 8.12% -1.77% -1.60% -4.89%
1976
 20.36% -2.40% 21.38% -1.34%