Developed World ex-US Stocks Momentum vs Scott Burns Five Fold Portfolio Comparison

Last Update: 29 February 2024

The Developed World ex-US Stocks Momentum Portfolio obtained a 5.00% compound annual return, with a 13.60% standard deviation, in the last 10 Years.

The Scott Burns Five Fold Portfolio obtained a 5.50% compound annual return, with a 9.89% standard deviation, in the last 10 Years.

Summary

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Developed World ex-US Stocks Momentum Portfolio Scott Burns Five Fold Portfolio
Portfolio Risk Very High High
Asset Allocation Stocks 100% 60%
Fixed Income 0% 40%
Commodities 0% 0%
10 Years Stats Return +5.00% +5.50%
Std Dev 13.60% 9.89%
Max Drawdown -28.57% -21.60%
All time Stats
(Since Aug 2009)
Return +6.55% +7.63%
Std Dev 15.24% 9.80%
Max Drawdown -28.57% -21.60%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from August 2009

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1M 6M 1Y 5Y 10Y MAX
Developed World ex-US Stocks Momentum Portfolio +5.40 +15.30 +20.62 +8.78 +5.00 +6.55
Scott Burns Five Fold Portfolio +1.77 +6.62 +10.77 +5.59 +5.50 +7.63
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Developed World ex-US Stocks Momentum Portfolio: an investment of 1$, since March 2014, now would be worth 1.63$, with a total return of 62.90% (5.00% annualized).

Scott Burns Five Fold Portfolio: an investment of 1$, since March 2014, now would be worth 1.71$, with a total return of 70.86% (5.50% annualized).

Developed World ex-US Stocks Momentum Portfolio: an investment of 1$, since August 2009, now would be worth 2.52$, with a total return of 152.39% (6.55% annualized).

Scott Burns Five Fold Portfolio: an investment of 1$, since August 2009, now would be worth 2.92$, with a total return of 192.31% (7.63% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Developed World ex-US Stocks Momentum Portfolio
Scott Burns Five Fold Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-28.57% Nov 2021 Sep 2022 (11) Feb 2024 (28) 13.63
-21.60% Jan 2022 Sep 2022 (9) In progress (26) 12.65
-19.22% Feb 2018 Dec 2018 (11) Dec 2019 (23) 8.58
-16.18% Jul 2014 Feb 2016 (20) May 2017 (35) 8.46
-15.97% Feb 2020 Mar 2020 (2) Jun 2020 (5) 8.38
-13.82% Feb 2020 Mar 2020 (2) Aug 2020 (7) 6.46
-6.93% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.17
-6.31% Mar 2015 Sep 2015 (7) May 2016 (15) 3.29
-3.90% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.96
-3.69% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.13
-3.50% Feb 2018 Feb 2018 (1) Jul 2018 (6) 2.11
-3.39% Aug 2016 Nov 2016 (4) Feb 2017 (7) 1.72
-3.25% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.87
-3.22% Sep 2014 Sep 2014 (1) Nov 2014 (3) 1.61
-2.85% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.60
-1.99% Mar 2014 Apr 2014 (2) May 2014 (3) 1.17
-1.92% May 2019 May 2019 (1) Jun 2019 (2) 1.11
-1.80% Jun 2021 Jun 2021 (1) Aug 2021 (3) 0.96
-1.29% Nov 2021 Nov 2021 (1) Dec 2021 (2) 0.75
-1.01% Jan 2021 Jan 2021 (1) Apr 2021 (4) 0.54

Drawdown comparison chart since August 2009.

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Developed World ex-US Stocks Momentum Portfolio
Scott Burns Five Fold Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-28.57% Nov 2021 Sep 2022 (11) Feb 2024 (28) 13.63
-26.91% May 2011 Sep 2011 (5) Apr 2013 (24) 14.61
-21.60% Jan 2022 Sep 2022 (9) In progress (26) 12.65
-19.22% Feb 2018 Dec 2018 (11) Dec 2019 (23) 8.58
-16.18% Jul 2014 Feb 2016 (20) May 2017 (35) 8.46
-15.97% Feb 2020 Mar 2020 (2) Jun 2020 (5) 8.38
-14.08% Apr 2010 Jun 2010 (3) Sep 2010 (6) 8.07
-13.82% Feb 2020 Mar 2020 (2) Aug 2020 (7) 6.46
-10.32% May 2011 Sep 2011 (5) Jan 2012 (9) 4.28
-7.18% Jan 2010 Jan 2010 (1) Mar 2010 (3) 4.79
-6.93% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.17
-6.52% May 2013 Jun 2013 (2) Sep 2013 (5) 4.30
-6.47% May 2010 Jun 2010 (2) Sep 2010 (5) 3.44
-6.31% Mar 2015 Sep 2015 (7) May 2016 (15) 3.29
-5.45% May 2013 Aug 2013 (4) Oct 2013 (6) 3.24
-5.15% Jan 2014 Jan 2014 (1) Jun 2014 (6) 2.47
-4.08% May 2012 May 2012 (1) Jul 2012 (3) 2.11
-3.90% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.96
-3.69% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.13
-3.50% Feb 2018 Feb 2018 (1) Jul 2018 (6) 2.11

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
+8.63%
0.00%
+0.58%
-1.17%
2023
+13.91%
-8.35%
+13.15%
-7.82%
2022
-16.80%
-28.32%
-17.44%
-21.60%
2021
+6.60%
-4.63%
+15.57%
-3.25%
2020
+22.16%
-15.97%
+8.59%
-13.82%
2019
+24.51%
-2.38%
+19.52%
-1.92%
2018
-14.30%
-19.22%
-4.81%
-6.93%
2017
+25.46%
-0.73%
+11.77%
0.00%
2016
+0.47%
-7.09%
+7.13%
-3.39%
2015
-1.60%
-12.26%
-0.51%
-6.31%
2014
-9.19%
-9.77%
+10.14%
-3.22%
2013
+22.20%
-6.52%
+8.13%
-5.45%
2012
+17.94%
-8.24%
+13.78%
-4.08%
2011
-14.36%
-26.91%
+3.49%
-10.32%
2010
+14.14%
-14.08%
+14.45%
-6.47%