Ben Stein Long Term vs US Stocks Quality 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
US Stocks Quality Portfolio
1.00$
Initial Capital
September 1994
29.67$
Final Capital
August 2024
11.96%
Yearly Return
15.10
Std Deviation
-46.25%
Max Drawdown
40 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
US Stocks Quality Portfolio
1.00$
Initial Capital
January 1976
315.00$
Final Capital
August 2024
12.55%
Yearly Return
15.03
Std Deviation
-46.25%
Max Drawdown
40 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 US Stocks Quality Portfolio obtained a 11.96% compound annual return, with a 15.10% 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
US Stocks Quality 21.35 3.49 11.40 29.09 15.97 13.24 11.96 12.55
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).

US Stocks Quality Portfolio: an investment of 1$, since September 1994, now would be worth 29.67$, with a total return of 2867.24% (11.96% 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).

US Stocks Quality Portfolio: an investment of 1$, since January 1976, now would be worth 315.00$, with a total return of 31399.97% (12.55% 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 US Stocks Quality
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 17.60 29.09
Infl. Adjusted Return (%) 14.85 26.07
DRAWDOWN
Deepest Drawdown Depth (%) -6.29 -6.47
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -6.29 -6.47
Start to Recovery (months) 3 3
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 11.68 13.95
Sharpe Ratio 1.05 1.70
Sortino Ratio 1.44 2.22
Ulcer Index 2.26 2.60
Ratio: Return / Standard Deviation 1.51 2.09
Ratio: Return / Deepest Drawdown 2.80 4.49
Metrics calculated over the period 1 September 2023 - 31 August 2024
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Long Term Portfolio US Stocks Quality
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.89 15.97
Infl. Adjusted Return (%) 4.57 11.36
DRAWDOWN
Deepest Drawdown Depth (%) -20.52 -27.78
Start to Recovery (months) 26 24
Longest Drawdown Depth (%) -20.52 -27.78
Start to Recovery (months) 26 24
Longest Negative Period (months) 32 27
RISK INDICATORS
Standard Deviation (%) 14.23 18.64
Sharpe Ratio 0.48 0.74
Sortino Ratio 0.62 0.97
Ulcer Index 7.62 9.53
Ratio: Return / Standard Deviation 0.62 0.86
Ratio: Return / Deepest Drawdown 0.43 0.57
Metrics calculated over the period 1 September 2019 - 31 August 2024
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Long Term Portfolio US Stocks Quality
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.97 13.24
Infl. Adjusted Return (%) 4.04 10.13
DRAWDOWN
Deepest Drawdown Depth (%) -20.52 -27.78
Start to Recovery (months) 26 24
Longest Drawdown Depth (%) -20.52 -27.78
Start to Recovery (months) 26 24
Longest Negative Period (months) 34 27
RISK INDICATORS
Standard Deviation (%) 12.02 15.58
Sharpe Ratio 0.46 0.76
Sortino Ratio 0.61 1.01
Ulcer Index 5.92 7.16
Ratio: Return / Standard Deviation 0.58 0.85
Ratio: Return / Deepest Drawdown 0.34 0.48
Metrics calculated over the period 1 September 2014 - 31 August 2024
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Long Term Portfolio US Stocks Quality
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.66 11.96
Infl. Adjusted Return (%) 5.02 9.22
DRAWDOWN
Deepest Drawdown Depth (%) -45.92 -46.25
Start to Recovery (months) 42 40
Longest Drawdown Depth (%) -45.92 -43.01
Start to Recovery (months) 42 77
Longest Negative Period (months) 110 130
RISK INDICATORS
Standard Deviation (%) 12.44 15.10
Sharpe Ratio 0.43 0.64
Sortino Ratio 0.56 0.85
Ulcer Index 9.47 13.77
Ratio: Return / Standard Deviation 0.62 0.79
Ratio: Return / Deepest Drawdown 0.17 0.26
Metrics calculated over the period 1 September 1994 - 31 August 2024
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Long Term Portfolio US Stocks Quality
Author Ben Stein
ASSET ALLOCATION
Stocks 80% 100%
Fixed Income 20% 0%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 10.28 12.55
Infl. Adjusted Return (%) 6.43 8.62
DRAWDOWN
Deepest Drawdown Depth (%) -45.92 -46.25
Start to Recovery (months) 42 40
Longest Drawdown Depth (%) -45.92 -43.01
Start to Recovery (months) 42 77
Longest Negative Period (months) 110 130
RISK INDICATORS
Standard Deviation (%) 12.17 15.03
Sharpe Ratio 0.50 0.55
Sortino Ratio 0.65 0.75
Ulcer Index 7.89 11.71
Ratio: Return / Standard Deviation 0.84 0.83
Ratio: Return / Deepest Drawdown 0.22 0.27
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 US Stocks Quality
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-46.25 40 Nov 2007
Feb 2011
-45.92 42 Nov 2007
Apr 2011
-43.01 77 Sep 2000
Jan 2007
-27.78 24 Jan 2022
Dec 2023
-23.11 39 Sep 2000
Nov 2003
-20.52 26 Jan 2022
Feb 2024
-19.34 7 Jan 2020
Jul 2020
-19.33 11 Jan 2020
Nov 2020
-16.94 19 May 2011
Nov 2012
-15.80 11 May 1998
Mar 1999
-14.61 7 Oct 2018
Apr 2019
-13.90 9 May 2011
Jan 2012
-12.07 4 Jul 1998
Oct 1998
-10.70 8 Sep 2018
Apr 2019
-9.84 14 Jun 2015
Jul 2016

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Long Term Portfolio US Stocks Quality
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-46.25 40 Nov 2007
Feb 2011
-45.92 42 Nov 2007
Apr 2011
-43.01 77 Sep 2000
Jan 2007
-29.94 21 Sep 1987
May 1989
-27.78 24 Jan 2022
Dec 2023
-23.11 39 Sep 2000
Nov 2003
-20.52 26 Jan 2022
Feb 2024
-20.11 17 Sep 1987
Jan 1989
-19.34 7 Jan 2020
Jul 2020
-19.33 11 Jan 2020
Nov 2020
-18.54 23 Dec 1980
Oct 1982
-17.76 27 Jan 1977
Mar 1979
-16.94 19 May 2011
Nov 2012
-15.80 11 May 1998
Mar 1999
-15.40 14 Jan 1990
Feb 1991

Rolling Returns

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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 US Stocks Quality
Year Return Drawdown Return Drawdown
2024
 10.92% -3.34% 21.35% -4.50%
2023
 16.02% -8.92% 30.88% -6.88%
2022
 -14.26% -20.52% -20.49% -27.78%
2021
 16.72% -3.20% 26.93% -6.45%
2020
 9.40% -19.33% 17.03% -19.34%
2019
 21.13% -4.75% 33.89% -6.58%
2018
 -7.39% -10.70% -5.68% -14.61%
2017
 16.88% 0.00% 22.27% -0.04%
2016
 9.22% -4.80% 9.21% -4.62%
2015
 -2.18% -8.57% 5.46% -6.64%
2014
 5.91% -3.45% 11.62% -4.19%
2013
 18.10% -2.66% 34.11% -2.85%
2012
 14.19% -7.09% 12.59% -7.19%
2011
 -3.35% -16.94% 7.32% -13.90%
2010
 13.80% -10.43% 14.04% -12.90%
2009
 26.25% -17.28% 24.74% -18.35%
2008
 -30.51% -33.62% -31.36% -32.42%
2007
 5.66% -5.92% 9.91% -4.10%
2006
 19.42% -3.62% 12.62% -3.30%
2005
 10.21% -3.30% 5.28% -3.71%
2004
 15.66% -4.29% 8.51% -3.83%
2003
 30.79% -3.98% 23.58% -4.72%
2002
 -10.67% -17.62% -21.34% -27.87%
2001
 -4.80% -15.85% -10.47% -22.22%
2000
 -2.79% -8.99% -6.78% -12.22%
1999
 21.76% -2.43% 26.24% -4.34%
1998
 7.54% -15.80% 45.30% -12.07%
1997
 13.81% -4.54% 32.95% -5.23%
1996
 15.37% -3.55% 30.34% -3.76%
1995
 16.95% -1.90% 39.91% -0.17%
1994
 -0.18% -6.15% 5.81% -6.09%
1993
 23.87% -3.66% -1.84% -3.85%
1992
 3.67% -3.34% 2.36% -3.83%
1991
 31.77% -4.13% 42.31% -3.57%
1990
 -8.84% -15.40% 3.83% -11.84%
1989
 25.31% -2.86% 36.63% -2.05%
1988
 19.53% -2.49% 15.66% -3.85%
1987
 2.59% -20.11% 4.18% -29.94%
1986
 22.75% -4.06% 24.86% -7.56%
1985
 30.54% -2.54% 33.09% -3.58%
1984
 8.43% -3.82% 8.49% -5.91%
1983
 22.02% -2.01% 16.46% -3.65%
1982
 10.55% -11.34% 19.76% -10.30%
1981
 1.38% -8.32% -6.60% -13.09%
1980
 22.39% -9.78% 36.68% -9.37%
1979
 19.59% -7.08% 14.27% -7.04%
1978
 14.86% -7.96% 6.16% -9.35%
1977
 8.12% -1.77% -11.04% -14.07%
1976
 20.36% -2.40% 16.99% -3.07%