Ben Stein Long Term vs US Stocks Minimum Volatility 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
US Stocks Minimum Volatility Portfolio
1.00$
Initial Capital
December 1994
19.44$
Final Capital
November 2024
10.40%
Yearly Return
13.69
Std Deviation
-43.27%
Max Drawdown
40months
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
US Stocks Minimum Volatility Portfolio
1.00$
Initial Capital
January 1985
73.66$
Final Capital
November 2024
11.37%
Yearly Return
14.14
Std Deviation
-43.27%
Max Drawdown
40months
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 US Stocks Minimum Volatility Portfolio obtained a 10.40% compound annual return, with a 13.69% 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_us_author.webp US Stocks Minimum Volatility
-- Market Benchmark 		22.69 5.07 15.12 26.08 9.76 10.88 10.40 11.37
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).

US Stocks Minimum Volatility Portfolio: an investment of 1$, since December 1994, now would be worth 19.44$, with a total return of 1844.16% (10.40% 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).

US Stocks Minimum Volatility Portfolio: an investment of 1$, since January 1985, now would be worth 73.66$, with a total return of 7266.02% (11.37% 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 US Stocks Minimum Volatility
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 20.49 26.08
Infl. Adjusted Return (%) 17.29 22.73
DRAWDOWN
Deepest Drawdown Depth (%) -3.34 -3.74
Start to Recovery (months) 2 3
Longest Drawdown Depth (%) -1.17 -3.74
Start to Recovery (months) 2 3
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 8.53 8.42
Sharpe Ratio 1.79 2.48
Sortino Ratio 2.26 3.05
Ulcer Index 1.13 1.14
Ratio: Return / Standard Deviation 2.40 3.10
Ratio: Return / Deepest Drawdown 6.14 6.96
Metrics calculated over the period 1 December 2023 - 30 November 2024
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Long Term Portfolio US Stocks Minimum Volatility
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.32 9.76
Infl. Adjusted Return (%) 3.97 5.35
DRAWDOWN
Deepest Drawdown Depth (%) -20.52 -19.06
Start to Recovery (months) 26 10
Longest Drawdown Depth (%) -20.52 -17.35
Start to Recovery (months) 26 25
Longest Negative Period (months) 32 27
RISK INDICATORS
Standard Deviation (%) 14.31 14.91
Sharpe Ratio 0.42 0.50
Sortino Ratio 0.56 0.66
Ulcer Index 7.63 6.60
Ratio: Return / Standard Deviation 0.58 0.65
Ratio: Return / Deepest Drawdown 0.41 0.51
Metrics calculated over the period 1 December 2019 - 30 November 2024
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Long Term Portfolio US Stocks Minimum Volatility
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.29 10.88
Infl. Adjusted Return (%) 4.24 7.72
DRAWDOWN
Deepest Drawdown Depth (%) -20.52 -19.06
Start to Recovery (months) 26 10
Longest Drawdown Depth (%) -20.52 -17.35
Start to Recovery (months) 26 25
Longest Negative Period (months) 34 27
RISK INDICATORS
Standard Deviation (%) 12.00 12.24
Sharpe Ratio 0.48 0.76
Sortino Ratio 0.64 1.01
Ulcer Index 5.92 4.93
Ratio: Return / Standard Deviation 0.61 0.89
Ratio: Return / Deepest Drawdown 0.36 0.57
Metrics calculated over the period 1 December 2014 - 30 November 2024
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Long Term Portfolio US Stocks Minimum Volatility
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.94 10.40
Infl. Adjusted Return (%) 5.28 7.68
DRAWDOWN
Deepest Drawdown Depth (%) -45.92 -43.27
Start to Recovery (months) 42 40
Longest Drawdown Depth (%) -45.92 -35.36
Start to Recovery (months) 42 59
Longest Negative Period (months) 110 131
RISK INDICATORS
Standard Deviation (%) 12.43 13.69
Sharpe Ratio 0.45 0.59
Sortino Ratio 0.59 0.78
Ulcer Index 9.46 10.60
Ratio: Return / Standard Deviation 0.64 0.76
Ratio: Return / Deepest Drawdown 0.17 0.24
Metrics calculated over the period 1 December 1994 - 30 November 2024
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Long Term Portfolio US Stocks Minimum Volatility
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.48 11.37
Infl. Adjusted Return (%) 6.51 8.35
DRAWDOWN
Deepest Drawdown Depth (%) -45.92 -43.27
Start to Recovery (months) 42 40
Longest Drawdown Depth (%) -45.92 -35.36
Start to Recovery (months) 42 59
Longest Negative Period (months) 110 131
RISK INDICATORS
Standard Deviation (%) 12.31 14.14
Sharpe Ratio 0.51 0.58
Sortino Ratio 0.66 0.77
Ulcer Index 8.56 9.96
Ratio: Return / Standard Deviation 0.77 0.80
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 US Stocks Minimum Volatility
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-45.92 42 Nov 2007
Apr 2011
-43.27 40 Nov 2007
Feb 2011
-35.36 59 Sep 2000
Jul 2005
-23.11 39 Sep 2000
Nov 2003
-20.52 26 Jan 2022
Feb 2024
-19.33 11 Jan 2020
Nov 2020
-19.06 10 Feb 2020
Nov 2020
-17.35 25 Jan 2022
Jan 2024
-16.94 19 May 2011
Nov 2012
-16.52 5 Jul 1998
Nov 1998
-15.80 11 May 1998
Mar 1999
-11.70 8 May 2011
Dec 2011
-10.70 8 Sep 2018
Apr 2019
-9.84 14 Jun 2015
Jul 2016
-9.14 6 Jul 1999
Dec 1999

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Long Term Portfolio US Stocks Minimum Volatility
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-45.92 42 Nov 2007
Apr 2011
-43.27 40 Nov 2007
Feb 2011
-35.36 59 Sep 2000
Jul 2005
-30.08 21 Sep 1987
May 1989
-23.11 39 Sep 2000
Nov 2003
-20.52 26 Jan 2022
Feb 2024
-20.11 17 Sep 1987
Jan 1989
-19.33 11 Jan 2020
Nov 2020
-19.06 10 Feb 2020
Nov 2020
-17.35 25 Jan 2022
Jan 2024
-16.94 19 May 2011
Nov 2012
-16.52 5 Jul 1998
Nov 1998
-15.80 11 May 1998
Mar 1999
-15.40 14 Jan 1990
Feb 1991
-14.10 9 Jun 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 US Stocks Minimum Volatility
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2024
 14.38 -3.34 22.69 -3.74
2023
 16.02 -8.92 10.33 -4.29
2022
 -14.26 -20.52 -9.42 -17.35
2021
 16.72 -3.20 20.84 -4.99
2020
 9.40 -19.33 5.64 -19.06
2019
 21.13 -4.75 27.69 -1.61
2018
 -7.39 -10.70 1.36 -7.56
2017
 16.88 0.00 18.91 -0.35
2016
 9.22 -4.80 10.57 -5.27
2015
 -2.18 -8.57 5.45 -5.12
2014
 5.91 -3.45 16.33 -3.04
2013
 18.10 -2.66 25.09 -3.26
2012
 14.19 -7.09 10.82 -2.17
2011
 -3.35 -16.94 12.70 -11.70
2010
 13.80 -10.43 14.52 -12.81
2009
 26.25 -17.28 18.18 -19.43
2008
 -30.51 -33.62 -25.77 -28.06
2007
 5.66 -5.92 4.15 -5.15
2006
 19.42 -3.62 14.77 -3.11
2005
 10.21 -3.30 6.45 -3.39
2004
 15.66 -4.29 14.34 -2.88
2003
 30.79 -3.98 19.79 -5.68
2002
 -10.67 -17.62 -15.44 -24.56
2001
 -4.80 -15.85 -7.96 -20.58
2000
 -2.79 -8.99 2.67 -9.24
1999
 21.76 -2.43 7.63 -9.14
1998
 7.54 -15.80 22.82 -16.52
1997
 13.81 -4.54 30.20 -5.47
1996
 15.37 -3.55 14.96 -5.24
1995
 16.95 -1.90 36.61 -0.39
1994
 -0.18 -6.15 0.13 -7.03
1993
 23.87 -3.66 11.82 -2.26
1992
 3.67 -3.34 6.42 -2.83
1991
 31.77 -4.13 28.86 -4.68
1990
 -8.84 -15.40 -2.01 -14.10
1989
 25.31 -2.86 35.71 -2.13
1988
 19.53 -2.49 15.74 -3.84
1987
 2.59 -20.11 3.77 -30.08
1986
 22.75 -4.06 17.36 -8.39
1985
 30.54 -2.54 32.55 -3.71