Developed World ex-US Stocks Momentum vs Scott Burns Seven Value 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 Seven Value Portfolio obtained a 6.58% compound annual return, with a 11.81% standard deviation, in the last 10 Years.

Summary

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Developed World ex-US Stocks Momentum Portfolio Scott Burns Seven Value Portfolio
Portfolio Risk Very High High
Asset Allocation Stocks 100% 71.5%
Fixed Income 0% 28.5%
Commodities 0% 0%
10 Years Stats Return +5.00% +6.58%
Std Dev 13.60% 11.81%
Max Drawdown -28.57% -20.44%
All time Stats
(Since Aug 2009)
Return +6.55% +8.69%
Std Dev 15.24% 11.56%
Max Drawdown -28.57% -20.44%
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 Seven Value Portfolio +2.22 +6.02 +10.84 +8.19 +6.58 +8.69
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 Seven Value Portfolio: an investment of 1$, since March 2014, now would be worth 1.89$, with a total return of 89.13% (6.58% 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 Seven Value Portfolio: an investment of 1$, since August 2009, now would be worth 3.37$, with a total return of 237.24% (8.69% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Developed World ex-US Stocks Momentum Portfolio
Scott Burns Seven Value 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
-20.44% Jan 2020 Mar 2020 (3) Dec 2020 (12) 9.33
-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
-14.49% Apr 2022 Sep 2022 (6) Jul 2023 (16) 5.62
-9.57% Sep 2018 Dec 2018 (4) Mar 2019 (7) 4.30
-9.24% May 2015 Feb 2016 (10) Jun 2016 (14) 5.24
-7.06% Aug 2023 Oct 2023 (3) Dec 2023 (5) 3.54
-4.70% Feb 2018 Feb 2018 (1) Jul 2018 (6) 2.77
-3.92% May 2019 May 2019 (1) Jun 2019 (2) 2.26
-3.90% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.96
-3.69% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.13
-3.60% Sep 2014 Sep 2014 (1) Feb 2015 (6) 1.93
-2.24% Nov 2021 Nov 2021 (1) Dec 2021 (2) 1.29
-2.22% Oct 2016 Oct 2016 (1) Dec 2016 (3) 1.13
-1.99% Mar 2014 Apr 2014 (2) May 2014 (3) 1.17
-1.80% Jun 2021 Jun 2021 (1) Aug 2021 (3) 0.96
-1.40% Sep 2021 Sep 2021 (1) Oct 2021 (2) 0.81
-1.11% Jul 2014 Jul 2014 (1) Aug 2014 (2) 0.64

Drawdown comparison chart since August 2009.

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Developed World ex-US Stocks Momentum Portfolio
Scott Burns Seven Value 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
-20.44% Jan 2020 Mar 2020 (3) Dec 2020 (12) 9.33
-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
-14.49% Apr 2022 Sep 2022 (6) Jul 2023 (16) 5.62
-14.08% Apr 2010 Jun 2010 (3) Sep 2010 (6) 8.07
-14.02% May 2011 Sep 2011 (5) Feb 2012 (10) 5.89
-9.57% Sep 2018 Dec 2018 (4) Mar 2019 (7) 4.30
-9.24% May 2015 Feb 2016 (10) Jun 2016 (14) 5.24
-8.80% May 2010 Jun 2010 (2) Sep 2010 (5) 5.06
-7.18% Jan 2010 Jan 2010 (1) Mar 2010 (3) 4.79
-7.06% Aug 2023 Oct 2023 (3) Dec 2023 (5) 3.54
-6.52% May 2013 Jun 2013 (2) Sep 2013 (5) 4.30
-5.25% May 2012 May 2012 (1) Aug 2012 (4) 2.49
-5.15% Jan 2014 Jan 2014 (1) Jun 2014 (6) 2.47
-4.70% Feb 2018 Feb 2018 (1) Jul 2018 (6) 2.77
-3.92% May 2019 May 2019 (1) Jun 2019 (2) 2.26
-3.90% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.96

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%
+1.43%
-0.78%
2023
+13.91%
-8.35%
+10.67%
-7.06%
2022
-16.80%
-28.32%
-3.63%
-14.49%
2021
+6.60%
-4.63%
+22.53%
-2.24%
2020
+22.16%
-15.97%
+1.86%
-20.44%
2019
+24.51%
-2.38%
+19.31%
-3.92%
2018
-14.30%
-19.22%
-6.81%
-9.57%
2017
+25.46%
-0.73%
+10.75%
-0.38%
2016
+0.47%
-7.09%
+11.54%
-3.28%
2015
-1.60%
-12.26%
-3.57%
-9.07%
2014
-9.19%
-9.77%
+7.89%
-3.60%
2013
+22.20%
-6.52%
+14.33%
-3.26%
2012
+17.94%
-8.24%
+12.77%
-5.25%
2011
-14.36%
-26.91%
+3.05%
-14.02%
2010
+14.14%
-14.08%
+15.52%
-8.80%