All Country World 80/20 vs Scott Burns Six Ways from Sunday Portfolio Comparison

Last Update: 29 February 2024

The All Country World 80/20 Portfolio obtained a 6.48% compound annual return, with a 12.76% standard deviation, in the last 30 Years.

The Scott Burns Six Ways from Sunday Portfolio obtained a 7.76% compound annual return, with a 10.91% standard deviation, in the last 30 Years.

Summary

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All Country World 80/20 Portfolio Scott Burns Six Ways from Sunday Portfolio
Portfolio Risk Very High High
Asset Allocation Stocks 80% 66.68%
Fixed Income 20% 33.32%
Commodities 0% 0%
30 Years Stats Return +6.48% +7.76%
Std Dev 12.76% 10.91%
Max Drawdown -47.32% -39.14%
All time Stats
(Since Jan 1985)
Return +8.39% +9.27%
Std Dev 13.10% 10.63%
Max Drawdown -47.32% -39.14%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
All Country World 80/20 Portfolio +3.45 +9.74 +18.92 +8.54 +7.22 +6.48 +8.39
Scott Burns Six Ways from Sunday Portfolio +2.03 +5.34 +10.18 +7.78 +5.97 +7.76 +9.27
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

All Country World 80/20 Portfolio: an investment of 1$, since March 1994, now would be worth 6.59$, with a total return of 558.56% (6.48% annualized).

Scott Burns Six Ways from Sunday Portfolio: an investment of 1$, since March 1994, now would be worth 9.40$, with a total return of 840.38% (7.76% annualized).

All Country World 80/20 Portfolio: an investment of 1$, since January 1985, now would be worth 23.49$, with a total return of 2249.26% (8.39% annualized).

Scott Burns Six Ways from Sunday Portfolio: an investment of 1$, since January 1985, now would be worth 32.23$, with a total return of 3122.80% (9.27% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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All Country World 80/20 Portfolio
Scott Burns Six Ways from Sunday Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-47.32% Nov 2007 Feb 2009 (16) Jan 2013 (63) 19.94
-39.14% Jun 2008 Feb 2009 (9) Dec 2010 (31) 19.14
-36.69% Apr 2000 Sep 2002 (30) Sep 2005 (66) 19.39
-23.52% Jan 2022 Sep 2022 (9) Feb 2024 (26) 11.85
-19.67% Jan 2020 Mar 2020 (3) Dec 2020 (12) 8.82
-17.97% Jan 2020 Mar 2020 (3) Aug 2020 (8) 7.88
-14.34% Apr 2022 Sep 2022 (6) Jul 2023 (16) 5.59
-13.29% May 2011 Sep 2011 (5) Feb 2012 (10) 5.42
-12.27% May 1998 Aug 1998 (4) Nov 1998 (7) 5.82
-12.03% May 1998 Aug 1998 (4) Apr 1999 (12) 4.43
-11.51% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.87
-10.78% Jun 2015 Feb 2016 (9) Jul 2016 (14) 5.78
-10.58% Feb 2001 Sep 2002 (20) May 2003 (28) 5.68
-9.70% May 2015 Feb 2016 (10) Jun 2016 (14) 5.58
-9.43% Sep 2018 Dec 2018 (4) Mar 2019 (7) 4.32
-6.89% Aug 2023 Oct 2023 (3) Dec 2023 (5) 3.43
-6.57% Aug 1997 Oct 1997 (3) Feb 1998 (7) 4.19
-5.86% Nov 2007 Jan 2008 (3) May 2008 (7) 3.49
-5.49% Mar 1994 Nov 1994 (9) Apr 1995 (14) 3.12
-5.20% Sep 1994 Jan 1995 (5) Apr 1995 (8) 3.00

Drawdown comparison chart since January 1985.

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All Country World 80/20 Portfolio
Scott Burns Six Ways from Sunday Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-47.32% Nov 2007 Feb 2009 (16) Jan 2013 (63) 19.94
-39.14% Jun 2008 Feb 2009 (9) Dec 2010 (31) 19.14
-36.69% Apr 2000 Sep 2002 (30) Sep 2005 (66) 19.39
-23.52% Jan 2022 Sep 2022 (9) Feb 2024 (26) 11.85
-22.19% Sep 1987 Nov 1987 (3) Jan 1989 (17) 10.97
-19.99% Jan 1990 Sep 1990 (9) Dec 1991 (24) 9.06
-19.67% Jan 2020 Mar 2020 (3) Dec 2020 (12) 8.82
-17.97% Jan 2020 Mar 2020 (3) Aug 2020 (8) 7.88
-15.75% Sep 1987 Nov 1987 (3) Dec 1988 (16) 6.78
-14.34% Apr 2022 Sep 2022 (6) Jul 2023 (16) 5.59
-13.29% May 2011 Sep 2011 (5) Feb 2012 (10) 5.42
-12.27% May 1998 Aug 1998 (4) Nov 1998 (7) 5.82
-12.03% May 1998 Aug 1998 (4) Apr 1999 (12) 4.43
-11.51% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.87
-10.78% Jun 2015 Feb 2016 (9) Jul 2016 (14) 5.78
-10.58% Feb 2001 Sep 2002 (20) May 2003 (28) 5.68
-9.70% May 2015 Feb 2016 (10) Jun 2016 (14) 5.58
-9.43% Sep 2018 Dec 2018 (4) Mar 2019 (7) 4.32
-9.11% Jan 1990 Sep 1990 (9) Feb 1991 (14) 4.98
-7.18% Feb 1994 Nov 1994 (10) May 1995 (16) 4.39

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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Year Return Drawdown Return Drawdown
2024
+3.35%
-0.09%
+0.95%
-1.06%
2023
+19.08%
-8.64%
+10.86%
-6.89%
2022
-17.17%
-23.52%
-3.84%
-14.34%
2021
+14.21%
-3.60%
+21.86%
-2.10%
2020
+14.55%
-17.97%
+1.75%
-19.67%
2019
+23.35%
-4.62%
+18.22%
-3.51%
2018
-7.79%
-11.51%
-7.04%
-9.43%
2017
+20.43%
0.00%
+9.66%
-0.36%
2016
+7.66%
-5.08%
+10.61%
-3.04%
2015
-1.32%
-9.49%
-4.01%
-9.20%
2014
+4.31%
-3.32%
+7.00%
-3.99%
2013
+17.86%
-3.46%
+11.16%
-4.12%
2012
+15.19%
-7.89%
+12.35%
-5.14%
2011
-4.38%
-17.02%
+3.38%
-13.29%
2010
+12.00%
-9.60%
+15.68%
-8.16%
2009
+28.02%
-16.08%
+23.77%
-14.82%
2008
-34.37%
-37.13%
-26.45%
-32.07%
2007
+8.92%
-4.35%
+9.69%
-2.97%
2006
+15.95%
-3.66%
+16.49%
-2.20%
2005
+8.00%
-3.65%
+13.58%
-3.66%
2004
+11.86%
-3.52%
+18.78%
-4.09%
2003
+26.95%
-3.85%
+24.09%
-1.68%
2002
-14.55%
-20.27%
-3.44%
-9.90%
2001
-11.36%
-19.42%
-3.08%
-8.11%
2000
-9.84%
-12.38%
+8.56%
-4.31%
1999
+20.74%
-3.34%
+10.58%
-2.60%
1998
+17.65%
-12.27%
+4.74%
-12.03%
1997
+11.46%
-6.57%
+11.97%
-2.82%
1996
+10.54%
-2.89%
+16.58%
-1.91%
1995
+17.60%
-1.58%
+20.25%
-1.37%
1994
+1.26%
-5.88%
-2.33%
-7.18%
1993
+20.51%
-4.44%
+19.81%
-4.68%
1992
-3.52%
-6.64%
+5.94%
-3.90%
1991
+17.30%
-5.18%
+19.65%
-3.35%
1990
-13.44%
-19.99%
-5.36%
-9.11%
1989
+14.69%
-2.34%
+20.03%
-1.09%
1988
+18.54%
-4.91%
+15.52%
-2.02%
1987
+13.56%
-22.19%
+6.47%
-15.75%
1986
+37.13%
-5.17%
+24.09%
-2.52%
1985
+37.92%
-1.68%
+27.73%
-1.45%