Dynamic 60/40 Income vs Scott Burns Five Fold Portfolio Comparison

Last Update: 29 February 2024

The Dynamic 60/40 Income Portfolio obtained a 6.98% compound annual return, with a 9.36% standard deviation, in the last 30 Years.

The Scott Burns Five Fold Portfolio obtained a 7.25% compound annual return, with a 9.75% standard deviation, in the last 30 Years.

Summary

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Dynamic 60/40 Income Portfolio Scott Burns Five Fold Portfolio
Portfolio Risk High High
Asset Allocation Stocks 60% 60%
Fixed Income 40% 40%
Commodities 0% 0%
30 Years Stats Return +6.98% +7.25%
Std Dev 9.36% 9.75%
Max Drawdown -41.44% -37.94%
All time Stats
(Since Jan 1992)
Return +7.40% +7.56%
Std Dev 9.11% 9.59%
Max Drawdown -41.44% -37.94%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1992

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1M 6M 1Y 5Y 10Y 30Y MAX
Dynamic 60/40 Income Portfolio +1.62 +7.29 +10.32 +5.29 +5.40 +6.98 +7.40
Scott Burns Five Fold Portfolio +1.77 +6.62 +10.77 +5.59 +5.50 +7.25 +7.56
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Dynamic 60/40 Income Portfolio: an investment of 1$, since March 1994, now would be worth 7.57$, with a total return of 657.27% (6.98% annualized).

Scott Burns Five Fold Portfolio: an investment of 1$, since March 1994, now would be worth 8.15$, with a total return of 715.49% (7.25% annualized).

Dynamic 60/40 Income Portfolio: an investment of 1$, since January 1992, now would be worth 9.93$, with a total return of 893.13% (7.40% annualized).

Scott Burns Five Fold Portfolio: an investment of 1$, since January 1992, now would be worth 10.42$, with a total return of 942.18% (7.56% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Dynamic 60/40 Income 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
-41.44% Jun 2007 Feb 2009 (21) Sep 2010 (40) 16.67
-37.94% Nov 2007 Feb 2009 (16) Oct 2010 (36) 16.75
-21.60% Jan 2022 Sep 2022 (9) In progress (26) 12.65
-18.21% Jan 2022 Sep 2022 (9) In progress (26) 11.41
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-13.82% Feb 2020 Mar 2020 (2) Aug 2020 (7) 6.46
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-10.32% May 2011 Sep 2011 (5) Jan 2012 (9) 4.28
-8.29% Jul 1998 Aug 1998 (2) Nov 1998 (5) 3.98
-7.24% Jun 2002 Sep 2002 (4) May 2003 (12) 4.55
-7.02% Jul 1998 Aug 1998 (2) Dec 1998 (6) 3.48
-6.93% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.17
-6.80% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.15
-6.31% Mar 2015 Sep 2015 (7) May 2016 (15) 3.29
-6.22% Mar 1994 Nov 1994 (9) May 1995 (15) 3.60
-6.19% Apr 2002 Oct 2002 (7) Apr 2003 (13) 2.86
-6.11% Feb 2001 Sep 2001 (8) Mar 2002 (14) 3.04
-6.05% Mar 1994 Nov 1994 (9) Mar 1995 (13) 3.45
-5.45% May 2013 Aug 2013 (4) Oct 2013 (6) 3.24
-5.26% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.68

Drawdown comparison chart since January 1992.

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Dynamic 60/40 Income 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
-41.44% Jun 2007 Feb 2009 (21) Sep 2010 (40) 16.67
-37.94% Nov 2007 Feb 2009 (16) Oct 2010 (36) 16.75
-21.60% Jan 2022 Sep 2022 (9) In progress (26) 12.65
-18.21% Jan 2022 Sep 2022 (9) In progress (26) 11.41
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-13.82% Feb 2020 Mar 2020 (2) Aug 2020 (7) 6.46
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-10.32% May 2011 Sep 2011 (5) Jan 2012 (9) 4.28
-8.29% Jul 1998 Aug 1998 (2) Nov 1998 (5) 3.98
-7.79% Feb 1994 Nov 1994 (10) May 1995 (16) 4.90
-7.24% Jun 2002 Sep 2002 (4) May 2003 (12) 4.55
-7.02% Jul 1998 Aug 1998 (2) Dec 1998 (6) 3.48
-6.93% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.17
-6.80% Feb 1994 Nov 1994 (10) Apr 1995 (15) 3.87
-6.80% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.15
-6.31% Mar 2015 Sep 2015 (7) May 2016 (15) 3.29
-6.19% Apr 2002 Oct 2002 (7) Apr 2003 (13) 2.86
-6.11% Feb 2001 Sep 2001 (8) Mar 2002 (14) 3.04
-5.45% May 2013 Aug 2013 (4) Oct 2013 (6) 3.24
-5.26% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.68

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
+1.48%
-0.14%
+0.58%
-1.17%
2023
+12.28%
-6.45%
+13.15%
-7.82%
2022
-15.89%
-18.21%
-17.44%
-21.60%
2021
+15.27%
-2.58%
+15.57%
-3.25%
2020
+6.26%
-14.24%
+8.59%
-13.82%
2019
+18.59%
-1.55%
+19.52%
-1.92%
2018
-3.28%
-6.80%
-4.81%
-6.93%
2017
+8.11%
-0.39%
+11.77%
0.00%
2016
+7.39%
-2.92%
+7.13%
-3.39%
2015
+0.49%
-4.42%
-0.51%
-6.31%
2014
+11.87%
-2.32%
+10.14%
-3.22%
2013
+8.15%
-3.78%
+8.13%
-5.45%
2012
+12.84%
-3.09%
+13.78%
-4.08%
2011
+3.16%
-10.41%
+3.49%
-10.32%
2010
+14.75%
-5.96%
+14.45%
-6.47%
2009
+25.31%
-19.50%
+24.16%
-15.00%
2008
-21.78%
-30.14%
-23.95%
-30.12%
2007
-3.54%
-7.01%
+4.26%
-3.99%
2006
+14.28%
-1.89%
+16.17%
-2.07%
2005
+5.27%
-2.10%
+8.26%
-2.40%
2004
+12.11%
-4.29%
+15.75%
-5.26%
2003
+22.26%
0.00%
+23.74%
-1.51%
2002
-0.78%
-6.19%
-1.18%
-7.24%
2001
+5.55%
-3.29%
-0.06%
-6.11%
2000
+5.79%
-3.60%
+5.40%
-3.85%
1999
+4.89%
-3.30%
+9.10%
-2.61%
1998
+5.13%
-7.02%
+9.78%
-8.29%
1997
+16.74%
-0.91%
+11.37%
-3.10%
1996
+16.21%
-0.78%
+13.09%
-1.17%
1995
+20.42%
-0.12%
+19.23%
-0.70%
1994
-3.20%
-6.80%
-2.47%
-7.79%
1993
+14.00%
-1.75%
+18.48%
-3.77%
1992
+13.92%
-0.48%
+5.91%
-3.73%