Data Source: from January 1985 to February 2023 (~38 years)
Consolidated Returns as of 28 February 2023
Live Update: Mar 20 2023, 04:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.61%
1 Day
Mar 20 2023, 04:00PM Eastern Time
0.76%
Current Month
March 2023

The Scott Burns Five Fold Portfolio is a High Risk portfolio and can be implemented with 5 ETFs.

It's exposed for 60% on the Stock Market.

In the last 30 Years, the Scott Burns Five Fold Portfolio obtained a 7.37% compound annual return, with a 9.66% standard deviation.

Asset Allocation and ETFs

The Scott Burns Five Fold Portfolio has the following asset allocation:

60% Stocks
40% Fixed Income
0% Commodities

The Scott Burns Five Fold Portfolio can be implemented with the following ETFs:

Weight Ticker ETF Name Investment Themes
20.00 %
VTI Vanguard Total Stock Market Equity, U.S., Large Cap
20.00 %
VEU Vanguard FTSE All-World ex-US Equity, Global ex-US, Large Cap
20.00 %
VNQ Vanguard Real Estate Real Estate, U.S.
20.00 %
TIP iShares TIPS Bond Bond, U.S., All-Term
20.00 %
BNDX Vanguard Total International Bond Bond, Developed Markets, All-Term
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

Portfolio and ETF Returns as of Feb 28, 2023

The Scott Burns Five Fold Portfolio guaranteed the following returns.

Portfolio returns are calculated in USD, assuming: March 2023 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
SCOTT BURNS FIVE FOLD PORTFOLIO RETURNS
Consolidated returns as of 28 February 2023
Live Update: Mar 20 2023, 04:00PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%)
Return (%) as of Feb 28, 2023
  1 Day Time ET(*) Mar 2023 1M 6M 1Y 5Y 10Y 30Y MAX
(~38Y)
Scott Burns Five Fold Portfolio 0.61 -0.76 -3.15 -0.61 -9.91 4.43 5.29 7.37 8.83
US Inflation Adjusted return -3.69 -2.15 -15.03 0.55 2.60 4.75 5.88
Components
VTI
Vanguard Total Stock Market 		0.87 04:00PM
Mar 20 2023 		-1.32 -2.40 1.41 -8.31 9.34 11.82 9.64 9.03
VEU
Vanguard FTSE All-World ex-US 		1.01 04:00PM
Mar 20 2023 		-1.77 -4.39 7.42 -7.28 1.97 4.24 5.50 8.03
VNQ
Vanguard Real Estate 		1.14 04:00PM
Mar 20 2023 		-4.96 -5.86 -5.50 -13.27 7.07 6.31 8.64 7.02
TIP
iShares TIPS Bond 		0.09 04:00PM
Mar 20 2023 		1.44 -1.35 -4.27 -11.42 2.21 0.98 5.20 6.82
BNDX
Vanguard Total International Bond 		-0.08 04:00PM
Mar 20 2023 		2.83 -1.50 -1.94 -9.67 0.01 1.50 4.87 6.58
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)

US Inflation is updated to Feb 2023. Current inflation (annualized) is 1Y: 6.04% , 5Y: 3.86% , 10Y: 2.63% , 30Y: 2.51%

Live update: World Markets and Indexes

Portfolio Metrics as of Feb 28, 2023

Metrics of Scott Burns Five Fold Portfolio, updated as of 28 February 2023.

Portfolio metrics are calculated based on monthly returns, assuming:
SCOTT BURNS FIVE FOLD PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1985 - 28 February 2023 (~38 years)
Swipe left to see all data
Metrics as of Feb 28, 2023
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~38Y)
Portfolio
Return (%)		 -3.15 -0.72 -0.61 -9.91 3.37 4.43 5.29 7.37 7.37 8.83
US Inflation (%) 0.56 1.05 1.58 6.04 5.16 3.86 2.63 2.51 2.51 2.79
Infl. Adjusted
Return (%)		 -3.69 -1.75 -2.15 -15.03 -1.70 0.55 2.60 4.73 4.75 5.88
Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 16.32 13.96 11.85 9.62 10.65 9.66 9.61
Sharpe Ratio -0.73 0.19 0.27 0.48 0.59 0.54 0.50
Sortino Ratio -1.09 0.25 0.36 0.63 0.75 0.69 0.65
MAXIMUM DRAWDOWN
Drawdown Depth (%) -17.44 -21.60 -21.60 -21.60 -37.94 -37.94 -37.94
Start (yyyy mm) 2022 04 2022 01 2022 01 2022 01 2007 11 2007 11 2007 11
Bottom (yyyy mm) 2022 09 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Start to Bottom (# months) 6 9 9 9 16 16 16
Start to Recovery (# months) in progress
> 11
> 14
> 14
> 14
36
36
36
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 45.38 22.43 18.28 12.63 11.49 10.01
Worst Return (%) -33.87 -8.98 -1.13 3.44 6.27 7.36
% Positive Periods 85% 95% 99% 100% 100% 100%
MONTHS
Positive 0 1 3 5 21 40 78 161 241 314
Negative 1 2 3 7 15 20 42 79 119 144
% Positive 0% 33% 50% 42% 58% 67% 65% 67% 67% 69%
WITHDRAWAL RATES (WR)
Safe WR (%) 36.11 22.45 12.72 9.49 7.39 9.47
Perpetual WR (%) 0.00 0.55 2.53 4.52 4.53 5.55
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
  • Standard Deviation: it's a measure of the dispersion of returns around the mean
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
  • Rolling Returns: returns over a time frame (best, worst, % of positive returns).
  • Pos./Neg. Months: number of months with positive/negative return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
  • Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).

Portfolio Components Correlation

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1.

If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.

Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 28 February 2023
Swipe left to see all data
 
 
 
 
 
Asset VTI VEU VNQ TIP BNDX
VTI
1.00
0.84
0.90
0.86
0.84
VEU
0.84
1.00
0.83
0.82
0.84
VNQ
0.90
0.83
1.00
0.86
0.79
TIP
0.86
0.82
0.86
1.00
0.89
BNDX
0.84
0.84
0.79
0.89
1.00
 
 
 
 
 
Asset VTI VEU VNQ TIP BNDX
VTI
1.00
0.88
0.85
0.59
0.48
VEU
0.88
1.00
0.77
0.52
0.46
VNQ
0.85
0.77
1.00
0.66
0.58
TIP
0.59
0.52
0.66
1.00
0.83
BNDX
0.48
0.46
0.58
0.83
1.00
 
 
 
 
 
Asset VTI VEU VNQ TIP BNDX
VTI
1.00
0.85
0.72
0.44
0.38
VEU
0.85
1.00
0.64
0.46
0.36
VNQ
0.72
0.64
1.00
0.64
0.59
TIP
0.44
0.46
0.64
1.00
0.79
BNDX
0.38
0.36
0.59
0.79
1.00
 
 
 
 
 
Asset VTI VEU VNQ TIP BNDX
VTI
1.00
0.82
0.62
0.19
0.14
VEU
0.82
1.00
0.58
0.20
0.16
VNQ
0.62
0.58
1.00
0.32
0.28
TIP
0.19
0.20
0.32
1.00
0.61
BNDX
0.14
0.16
0.28
0.61
1.00
 
 
 
 
 
Asset VTI VEU VNQ TIP BNDX
VTI
1.00
0.73
0.62
0.22
0.19
VEU
0.73
1.00
0.52
0.21
0.20
VNQ
0.62
0.52
1.00
0.29
0.26
TIP
0.22
0.21
0.29
1.00
0.71
BNDX
0.19
0.20
0.26
0.71
1.00

Portfolio Dividends

In 2022, the Scott Burns Five Fold Portfolio granted a 2.79% dividend yield. If you are interested in getting periodic income, please refer to the Scott Burns Five Fold Portfolio: Dividend Yield page.

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Capital Growth as of Feb 28, 2023

An investment of 1000$, since March 1993, now would be worth 8447.82$, with a total return of 744.78% (7.37% annualized).

The Inflation Adjusted Capital now would be 4018.36$, with a net total return of 301.84% (4.75% annualized).
An investment of 1000$, since January 1985, now would be worth 25249.37$, with a total return of 2424.94% (8.83% annualized).

The Inflation Adjusted Capital now would be 8837.78$, with a net total return of 783.78% (5.88% annualized).

Drawdowns

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-37.94% Nov 2007 Feb 2009 16 Oct 2010 20 36
-21.60% Jan 2022 Sep 2022 9 in progress 5 14
-13.82% Feb 2020 Mar 2020 2 Aug 2020 5 7
-10.32% May 2011 Sep 2011 5 Jan 2012 4 9
-8.29% Jul 1998 Aug 1998 2 Nov 1998 3 5
-7.79% Feb 1994 Nov 1994 10 May 1995 6 16
-7.24% Jun 2002 Sep 2002 4 May 2003 8 12
-6.93% Sep 2018 Dec 2018 4 Mar 2019 3 7
-6.31% Mar 2015 Sep 2015 7 May 2016 8 15
-6.11% Feb 2001 Sep 2001 8 Mar 2002 6 14
-5.45% May 2013 Aug 2013 4 Oct 2013 2 6
-5.26% Apr 2004 Apr 2004 1 Sep 2004 5 6
-4.08% May 2012 May 2012 1 Jul 2012 2 3
-3.85% Sep 2000 Nov 2000 3 Jan 2001 2 5
-3.81% Jun 2007 Jul 2007 2 Sep 2007 2 4
-3.77% Nov 1993 Nov 1993 1 Jan 1994 2 3
-3.50% Feb 2018 Feb 2018 1 Jul 2018 5 6
-3.39% Aug 2016 Nov 2016 4 Feb 2017 3 7
-3.25% Sep 2021 Sep 2021 1 Oct 2021 1 2
-3.22% Sep 2014 Sep 2014 1 Nov 2014 2 3
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-37.94% Nov 2007 Feb 2009 16 Oct 2010 20 36
-21.60% Jan 2022 Sep 2022 9 in progress 5 14
-13.82% Feb 2020 Mar 2020 2 Aug 2020 5 7
-12.21% Jan 1990 Sep 1990 9 Feb 1991 5 14
-11.82% Sep 1987 Nov 1987 3 Jun 1988 7 10
-10.32% May 2011 Sep 2011 5 Jan 2012 4 9
-8.29% Jul 1998 Aug 1998 2 Nov 1998 3 5
-7.79% Feb 1994 Nov 1994 10 May 1995 6 16
-7.24% Jun 2002 Sep 2002 4 May 2003 8 12
-6.93% Sep 2018 Dec 2018 4 Mar 2019 3 7
-6.31% Mar 2015 Sep 2015 7 May 2016 8 15
-6.11% Feb 2001 Sep 2001 8 Mar 2002 6 14
-5.45% May 2013 Aug 2013 4 Oct 2013 2 6
-5.26% Apr 2004 Apr 2004 1 Sep 2004 5 6
-4.08% May 2012 May 2012 1 Jul 2012 2 3
-3.85% Sep 2000 Nov 2000 3 Jan 2001 2 5
-3.81% Jun 2007 Jul 2007 2 Sep 2007 2 4
-3.77% Nov 1993 Nov 1993 1 Jan 1994 2 3
-3.73% Jan 1992 Mar 1992 3 Jul 1992 4 7
-3.50% Feb 2018 Feb 2018 1 Jul 2018 5 6

Rolling Returns ( more details)

Scott Burns Five Fold Portfolio: annualized rolling and average returns

Swipe left to see all data
Rolling
Period		 Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
 9.31 45.38
Mar 2009 - Feb 2010 		-33.87
Mar 2008 - Feb 2009 		15.44%
2 Years
 8.92 31.75
Mar 2009 - Feb 2011 		-18.73
Mar 2007 - Feb 2009 		7.13%
3 Years
 8.60 22.43
Mar 2009 - Feb 2012 		-8.98
Mar 2006 - Feb 2009 		4.73%
5 Years
 8.41 18.28
Jan 1985 - Dec 1989 		-1.13
Mar 2004 - Feb 2009 		0.50%
7 Years
 8.41 15.15
Jan 1985 - Dec 1991 		2.68
Mar 2002 - Feb 2009 		0.00%
10 Years
 8.39 12.63
Jan 1985 - Dec 1994 		3.44
Mar 1999 - Feb 2009 		0.00%
15 Years
 8.21 12.57
Jan 1985 - Dec 1999 		4.69
Oct 2007 - Sep 2022 		0.00%
20 Years
 8.32 11.49
Jan 1985 - Dec 2004 		6.27
Apr 2000 - Mar 2020 		0.00%
30 Years
 8.39 10.01
Jan 1985 - Dec 2014 		7.36
Oct 1992 - Sep 2022 		0.00%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Scott Burns Five Fold Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Scott Burns Five Fold Portfolio?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.68
60%
-1.34
40%
-0.92
80%
1.31
80%
0.29
60%
0.36
80%
2.52
100%
0.21
80%
-2.49
20%
0.55
60%
2.72
80%
0.15
60%
 Capital Growth on monthly avg returns
100
101.68
100.32
99.40
100.70
101.00
101.37
103.92
104.14
101.55
102.10
104.88
105.04
Best 6.1
2023 		1.2
2019 		2.1
2021 		6.3
2020 		2.4
2020 		3.4
2019 		5.6
2022 		2.4
2020 		1.0
2019 		3.7
2021 		6.9
2020 		3.7
2021
Worst -4.1
2022 		-4.0
2020 		-10.3
2020 		-5.0
2022 		-1.9
2019 		-5.6
2022 		0.6
2019 		-4.3
2022 		-8.1
2022 		-4.1
2018 		-1.3
2021 		-4.1
2018
Monthly Seasonality over the period Mar 2018 - Feb 2023
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.98
60%
-0.38
50%
0.28
80%
1.15
80%
0.19
60%
0.09
70%
2.07
90%
-0.44
60%
-1.21
40%
1.12
70%
1.48
60%
0.31
60%
 Capital Growth on monthly avg returns
100
100.98
100.59
100.88
102.04
102.23
102.32
104.44
103.97
102.72
103.87
105.41
105.73
Best 6.1
2023 		3.3
2014 		5.5
2016 		6.3
2020 		2.4
2020 		3.4
2019 		5.6
2022 		2.4
2020 		3.5
2013 		4.2
2015 		6.9
2020 		3.7
2021
Worst -4.1
2022 		-4.0
2020 		-10.3
2020 		-5.0
2022 		-2.6
2013 		-5.6
2022 		-0.6
2014 		-4.4
2015 		-8.1
2022 		-4.1
2018 		-1.3
2021 		-4.1
2018
Monthly Seasonality over the period Mar 2013 - Feb 2023
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.95
62%
0.36
62%
0.96
74%
1.29
87%
0.69
61%
0.40
68%
1.35
76%
0.09
66%
-0.18
55%
0.37
66%
0.94
66%
1.74
82%
 Capital Growth on monthly avg returns
100
100.95
101.31
102.28
103.60
104.31
104.73
106.14
106.24
106.05
106.45
107.45
109.32
Best 6.6
1987 		6.2
1986 		6.9
1986 		9.3
2009 		5.6
1985 		4.5
1986 		6.4
2009 		4.8
1986 		5.2
1997 		7.4
2011 		6.9
2020 		6.9
2008
Worst -7.5
2009 		-8.1
2009 		-10.3
2020 		-5.3
2004 		-4.6
2010 		-5.6
2022 		-4.0
2002 		-6.9
1998 		-8.1
2022 		-16.4
2008 		-6.5
2008 		-4.1
2018
Monthly Seasonality over the period Jan 1985 - Feb 2023

Monthly/Yearly Returns

Scott Burns Five Fold Portfolio data source starts from January 1985: let's focus on monthly and yearly returns.

We are providing two different views:
  • Histogram: it shows the distribution of the returns recorded so far
  • Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 1985 - Feb 2023
314 Positive Months (69%) - 144 Negative Months (31%)
MONTHLY RETURNS TABLE
Jan 1985 - Feb 2023
(Scroll down to see all data)
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2023
 +2.75 +1.37 6.1 -3.2
2022
 -17.44 -22.45 -4.1 -1.9 0.9 -5.0 -1.0 -5.6 5.6 -4.3 -8.1 3.3 5.5 -3.4
2021
 +15.57 +7.97 -0.1 1.1 2.1 3.5 1.1 1.2 1.8 1.3 -3.2 3.7 -1.3 3.7
2020
 +8.59 +7.13 0.4 -4.0 -10.3 6.3 2.4 2.0 3.3 2.4 -1.5 -1.4 6.9 2.9
2019
 +19.52 +16.85 6.1 1.2 2.1 1.4 -1.9 3.4 0.6 0.7 1.0 1.3 0.7 1.6
2018
 -4.81 -6.59 1.1 -3.5 0.6 0.3 0.9 0.8 1.3 0.9 -0.6 -4.1 1.8 -4.1
2017
 +11.77 +9.46 1.1 2.0 0.1 0.9 0.8 0.5 1.5 0.5 0.7 0.9 1.3 0.9
2016
 +7.13 +4.95 -2.4 0.0 5.5 0.0 0.7 2.2 2.8 -0.7 0.1 -2.3 -0.5 1.8
2015
 -0.51 -1.23 1.8 1.2 -0.2 -0.2 -0.3 -2.3 1.7 -4.4 -0.7 4.2 -0.3 -0.8
2014
 +10.14 +9.31 -0.2 3.3 0.3 1.4 1.8 1.3 -0.6 2.1 -3.2 3.0 1.1 -0.3
2013
 +8.13 +6.53 2.1 0.4 1.7 2.8 -2.6 -2.5 2.7 -3.0 3.5 2.8 -0.5 0.7
2012
 +13.78 +11.83 4.4 1.6 1.4 0.6 -4.1 3.1 1.4 1.2 1.2 -0.3 0.7 1.9
2011
 +3.49 +0.51 1.3 2.5 -0.1 3.5 -0.4 -1.2 0.6 -3.7 -5.9 7.4 -1.3 1.3
2010
 +14.45 +12.77 -2.3 1.8 4.7 2.4 -4.6 -1.9 5.3 -0.8 4.8 3.0 -1.6 3.5
2009
 +24.16 +20.87 -7.5 -8.1 5.5 9.3 5.4 -0.6 6.4 4.6 4.1 -1.8 4.2 1.9
2008
 -23.95 -24.02 -1.7 -0.6 0.8 2.8 0.4 -5.2 -0.1 0.1 -5.7 -16.4 -6.5 6.9
2007
 +4.26 +0.17 2.3 -0.3 0.4 1.7 0.8 -2.1 -1.7 1.5 3.3 2.5 -2.7 -1.4
2006
 +16.17 +13.29 3.5 0.3 1.5 0.4 -2.1 1.1 1.5 2.3 1.1 2.9 2.7 -0.1
2005
 +8.26 +4.68 -2.4 1.8 -1.1 0.8 1.8 1.6 2.5 0.1 1.3 -2.2 2.4 1.5
2004
 +15.75 +12.10 2.0 1.8 1.4 -5.3 2.1 1.4 -1.0 2.6 0.9 2.5 3.4 3.1
2003
 +23.74 +21.45 -1.5 0.6 -0.2 4.3 4.8 1.1 1.0 1.5 2.0 2.9 1.8 3.6
2002
 -1.18 -3.48 -0.9 0.7 2.8 0.2 0.6 -1.1 -4.0 1.2 -3.5 0.4 2.8 0.0
2001
 -0.06 -1.59 1.9 -3.2 -2.0 3.4 0.3 0.1 -0.3 -0.5 -4.0 1.3 2.4 0.8
2000
 +5.40 +1.95 -1.9 1.5 3.3 -0.8 -0.9 2.9 1.1 1.1 -0.9 -1.6 -1.4 3.3
1999
 +9.10 +6.25 0.7 -2.4 1.8 4.1 -1.5 1.1 -0.9 -0.5 -0.8 1.8 1.2 4.2
1998
 +9.78 +8.04 0.9 2.8 1.9 0.2 -0.8 0.9 -1.5 -6.9 3.8 4.0 2.3 2.3
1997
 +11.37 +9.51 -0.3 0.1 -1.5 0.4 4.2 3.6 3.0 -3.1 5.2 -2.4 0.7 1.1
1996
 +13.09 +9.46 0.5 0.0 0.4 1.1 0.6 0.7 -1.2 1.3 2.5 1.6 3.8 1.2
1995
 +19.23 +16.28 -0.3 0.7 1.9 1.9 3.0 0.7 2.4 0.5 2.0 -0.7 2.8 2.8
1994
 -2.47 -5.01 3.6 -1.7 -3.8 0.3 -0.3 -1.0 1.5 1.4 -2.2 0.2 -2.3 2.1
1993
 +18.48 +15.31 2.1 3.0 4.4 0.7 1.2 1.2 1.8 3.5 0.5 0.5 -3.8 2.2
1992
 +5.91 +2.92 -0.6 -0.5 -2.6 0.0 3.4 -0.8 2.4 1.1 0.8 -1.6 1.7 2.5
1991
 +23.52 +19.84 4.0 4.4 1.7 1.4 1.2 -3.0 2.8 1.0 2.5 0.8 -1.6 6.6
1990
 -6.16 -11.56 -3.9 -1.1 -1.2 -2.1 5.3 1.0 0.5 -6.2 -4.6 2.6 2.5 1.6
1989
 +15.34 +10.22 2.7 -0.6 0.3 2.6 1.1 1.2 5.4 -0.9 0.8 -0.8 1.6 1.0
1988
 +14.35 +9.51 4.3 3.6 0.5 0.5 -1.2 2.0 0.2 -1.9 2.4 2.2 0.2 0.7
1987
 +6.54 +2.01 6.6 2.5 2.7 0.6 -0.2 1.2 0.7 2.1 -1.8 -9.6 -0.7 3.1
1986
 +26.37 +25.00 1.5 6.2 6.9 1.6 -1.6 4.5 0.5 4.8 -3.0 0.1 1.6 1.0
1985
 +30.39 +25.62 5.8 0.1 1.7 0.9 5.6 1.8 0.2 0.7 -1.3 3.5 4.0 4.2

Portofolio Returns, up to December 2013, 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
  • VEU - Vanguard FTSE All-World ex-US: simulated historical serie, up to December 2007
  • VNQ - Vanguard Real Estate: simulated historical serie, up to December 2004
  • TIP - iShares TIPS Bond: simulated historical serie, up to December 2003
  • BNDX - Vanguard Total International Bond: simulated historical serie, up to December 2013

Portfolio efficiency

Compared to the Scott Burns Five Fold Portfolio, the following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.

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30 Years Stats (%)
% Allocation
Portfolio Return▾ Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 60/40 Momentum
 +9.38 9.41 -32.52 60 40 0
Stocks/Bonds 60/40
 +7.88 9.46 -30.55 60 40 0
Couch Potato
Scott Burns 		+7.85 8.66 -27.04 50 50 0
Stocks/Bonds 40/60 Momentum
 +7.82 6.84 -21.11 40 60 0
Golden Butterfly
 +7.66 7.52 -17.79 40 40 20
Coffeehouse
Bill Schultheis 		+7.64 9.53 -33.93 60 40 0
Pinwheel
 +7.51 10.43 -36.89 65 25 10
Sheltered Sam 60/40
Bill Bernstein 		+7.45 9.15 -34.12 58.2 40 1.8
Robo Advisor 50
Betterment 		+7.45 9.24 -30.72 49.9 50.1 0
Tilt Toward Value
Time Inc 		+7.42 9.30 -34.63 60 40 0
Marc Faber Portfolio
Marc Faber 		+7.39 9.55 -28.82 50 25 25
Five Fold
Scott Burns 		+7.37 9.66 -37.94 60 40 0

Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and High Risk categorization.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Return▾ Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 60/40 Momentum
 +9.38 9.41 -32.52 60 40 0
Simple Path to Wealth
JL Collins 		+8.61 11.61 -38.53 75 25 0
Late Sixties and Beyond
Burton Malkiel 		+8.34 11.59 -41.80 71 29 0
Yale Endowment
David Swensen 		+8.23 10.84 -39.48 70 30 0
Seven Value
Scott Burns 		+8.14 11.26 -41.22 71.5 28.5 0
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