The Scott Burns Couch Portfolio is exposed for 50% on the Stock Market.
In the last 10 years, it obtained a 9.58% compound annual return, with a 6.85% standard deviation (*).
(*) Last Update: April 2019
The Scott Burns Couch Portfolio has the following asset allocation:
The Scott Burns Couch Portfolio can be replicated with the following ETFs:
| Weight | ETF: Ticker - Name | Asset | |
|---|---|---|---|
| 50.00 % | VTI - Vanguard Total Stock Market |
US Stock Market | |
| 50.00 % | TIP - iShares TIPS Bond |
TIPS |
Capital growth, returns, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at each January 1st).
Last Update: April 2019.
Capital Growth and Historical Returns
An investment of 1000$, since January 2001, now would be worth 3181.76$, with a total return of 218.18% (6.52% annualized).
Portofolio Returns, up to December 2003, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
In particular, it has been used:
VTI - Vanguard Total Stock Market: simulated historical serie, up to December 2001
TIP - iShares TIPS Bond: simulated historical serie, up to December 2003
| Range | Returns Apr 2019 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
+2.16%
|
0.00%
|
1 - 0 | |
|
YTD
|
+10.97%
|
0.00%
|
4 - 0 | |
|
1Y
|
+7.98%
|
9.06%
|
-8.07%
Sep 2018 - Dec 2018
|
9 - 3 |
|
3Y
|
+8.21%
annualized
|
6.02%
|
-8.07%
Sep 2018 - Dec 2018
|
29 - 7 |
|
5Y
|
+6.43%
annualized
|
6.30%
|
-8.07%
Sep 2018 - Dec 2018
|
44 - 16 |
|
10Y
|
+9.58%
annualized
|
6.85%
|
-8.07%
Sep 2018 - Dec 2018
|
87 - 33 |
|
MAX
Dec 2000
|
+6.52%
annualized
|
7.82%
|
-27.03%
Nov 2007 - Feb 2009
|
149 - 71 |
* Annualized St.Dev. of monthly returns
Drawdowns
Rolling Returns
Scott Burns Couch Portfolio: annualized rolling and average returns
| Return (*) | |||
|---|---|---|---|
| Rolling Period | Average | Best | Worst |
| 1 Year |
+7.03% |
+32.07% Mar 2009 - Feb 2010 |
-25.31% Mar 2008 - Feb 2009 |
| 2 Years |
+7.14% |
+23.49% Mar 2009 - Feb 2011 |
-11.24% Mar 2007 - Feb 2009 |
| 3 Years |
+7.15% |
+18.65% Mar 2009 - Feb 2012 |
-5.41% Mar 2006 - Feb 2009 |
| 5 Years |
+7.02% |
+15.13% Mar 2009 - Feb 2014 |
-0.85% Mar 2004 - Feb 2009 |
| 7 Years |
+6.88% |
+11.15% Mar 2009 - Feb 2016 |
+2.22% Mar 2002 - Feb 2009 |
| 10 Years |
+6.98% |
+10.35% Mar 2009 - Feb 2019 |
+5.19% Feb 2001 - Jan 2011 |
| 15 Years |
+7.00% |
+8.01% Feb 2003 - Jan 2018 |
+5.76% Feb 2001 - Jan 2016 |
* Annualized rolling and average returns over full calendar month periods
Yearly Returns - Monthly Returns Heatmap
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2019 |
+10.97% | 5.0 | 1.8 | 1.7 | 2.2 | ||||||||
| 2018 |
-3.32% | 2.2 | -2.4 | -0.5 | 0.2 | 1.5 | 0.7 | 1.4 | 2.1 | -0.4 | -4.6 | 1.3 | -4.5 |
| 2017 |
+12.07% | 1.4 | 2.1 | 0.0 | 0.8 | 0.5 | 0.1 | 1.2 | 0.6 | 0.9 | 1.3 | 1.7 | 1.1 |
| 2016 |
+8.75% | -2.1 | 0.6 | 4.3 | 0.4 | 0.5 | 1.3 | 2.3 | -0.1 | 0.5 | -1.4 | 1.2 | 1.0 |
| 2015 |
-0.70% | 0.3 | 2.1 | -0.8 | 0.7 | 0.2 | -1.4 | 1.1 | -3.6 | -1.7 | 4.0 | 0.2 | -1.6 |
| 2014 |
+8.07% | -0.5 | 2.6 | -0.0 | 0.7 | 2.1 | 1.5 | -1.1 | 2.4 | -2.3 | 1.8 | 1.4 | -0.5 |
| 2013 |
+12.48% | 2.5 | 0.8 | 2.1 | 1.2 | -0.7 | -2.5 | 3.6 | -2.5 | 3.0 | 2.6 | 1.1 | 1.0 |
| 2012 |
+11.42% | 3.7 | 1.9 | 1.2 | 0.5 | -2.3 | 1.7 | 1.3 | 1.3 | 1.5 | -0.7 | 0.7 | 0.3 |
| 2011 |
+7.12% | 1.0 | 2.2 | 0.8 | 2.6 | -0.4 | -0.5 | 0.8 | -2.6 | -3.6 | 6.3 | 0.1 | 0.6 |
| 2010 |
+11.78% | -1.0 | 1.0 | 3.2 | 2.3 | -4.0 | -2.2 | 3.2 | -1.3 | 4.9 | 3.2 | -0.6 | 2.8 |
| 2009 |
+18.92% | -4.0 | -6.2 | 7.0 | 4.1 | 3.7 | 0.3 | 3.9 | 2.3 | 3.1 | -0.9 | 4.3 | 0.5 |
| 2008 |
-18.47% | -1.3 | -0.4 | -0.5 | 1.5 | 1.0 | -3.0 | -0.6 | 1.1 | -6.4 | -12.3 | -2.9 | 4.6 |
| 2007 |
+8.64% | 1.1 | 0.2 | 0.7 | 2.3 | 1.2 | -1.0 | -0.7 | 1.2 | 2.6 | 1.5 | -0.3 | -0.3 |
| 2006 |
+7.99% | 1.6 | 0.1 | -0.0 | 0.4 | -1.5 | 0.3 | 0.7 | 2.0 | 1.2 | 1.8 | 1.7 | -0.5 |
| 2005 |
+4.40% | -1.2 | 0.8 | -0.8 | -0.2 | 2.3 | 0.6 | 0.9 | 0.7 | 0.3 | -1.8 | 2.4 | 0.5 |
| 2004 |
+10.53% | 1.9 | 1.8 | 0.3 | -3.5 | 1.7 | 1.0 | -1.4 | 1.4 | 0.9 | 1.4 | 2.2 | 2.6 |
| 2003 |
+19.38% | -1.1 | 1.1 | -0.5 | 4.0 | 5.3 | 0.4 | -1.0 | 2.1 | 0.9 | 3.4 | 0.8 | 2.6 |
| 2002 |
-1.93% | -0.2 | -0.1 | 1.5 | -0.8 | 0.1 | -2.6 | -2.8 | 2.4 | -2.8 | 1.2 | 2.5 | -0.2 |
| 2001 |
-1.68% | 2.9 | -3.9 | -2.7 | 4.0 | 1.1 | -0.8 | 0.0 | -2.6 | -3.7 | 2.4 | 1.9 | 0.2 |