Emerging Markets Stocks vs Scott Burns Four Square Portfolio Comparison

Last Update: 29 February 2024

The Emerging Markets Stocks Portfolio obtained a 4.45% compound annual return, with a 22.53% standard deviation, in the last 30 Years.

The Scott Burns Four Square Portfolio obtained a 6.69% compound annual return, with a 8.44% standard deviation, in the last 30 Years.

Summary

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Emerging Markets Stocks Portfolio Scott Burns Four Square Portfolio
Portfolio Risk Very High Medium
Asset Allocation Stocks 100% 50%
Fixed Income 0% 50%
Commodities 0% 0%
30 Years Stats Return +4.45% +6.69%
Std Dev 22.53% 8.44%
Max Drawdown -60.44% -29.95%
All time Stats
(Since Jan 1985)
Return +8.66% +8.59%
Std Dev 25.51% 8.73%
Max Drawdown -60.44% -29.95%
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
Emerging Markets Stocks Portfolio +4.17 +4.06 +7.46 +1.11 +2.35 +4.45 +8.66
Scott Burns Four Square Portfolio +1.73 +6.75 +12.46 +5.72 +5.19 +6.69 +8.59
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Emerging Markets Stocks Portfolio: an investment of 1$, since March 1994, now would be worth 3.69$, with a total return of 268.88% (4.45% annualized).

Scott Burns Four Square Portfolio: an investment of 1$, since March 1994, now would be worth 6.98$, with a total return of 597.96% (6.69% annualized).

Emerging Markets Stocks Portfolio: an investment of 1$, since January 1985, now would be worth 25.86$, with a total return of 2486.50% (8.66% annualized).

Scott Burns Four Square Portfolio: an investment of 1$, since January 1985, now would be worth 25.20$, with a total return of 2420.45% (8.59% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Emerging Markets Stocks Portfolio
Scott Burns Four Square Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-60.44% Nov 2007 Feb 2009 (16) Oct 2017 (120) 23.73
-53.99% Aug 1997 Aug 1998 (13) Jan 2004 (78) 29.43
-36.52% Jul 2021 Oct 2022 (16) In progress (32) 22.80
-29.95% Nov 2007 Feb 2009 (16) Sep 2010 (35) 12.82
-29.69% Feb 2018 Mar 2020 (26) Nov 2020 (34) 15.17
-27.16% Sep 1994 Mar 1995 (7) Jan 1997 (29) 14.80
-19.67% Jan 2022 Sep 2022 (9) In progress (26) 10.57
-14.20% Mar 1994 Mar 1994 (1) Aug 1994 (6) 7.46
-11.74% Sep 2000 Sep 2002 (25) Aug 2003 (36) 6.35
-11.25% Apr 2004 Jul 2004 (4) Oct 2004 (7) 7.34
-11.14% May 2006 May 2006 (1) Nov 2006 (7) 7.49
-10.98% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.06
-9.06% Mar 2005 Apr 2005 (2) Jul 2005 (5) 5.61
-8.76% May 2011 Sep 2011 (5) Jan 2012 (9) 3.78
-6.76% May 2015 Jan 2016 (9) Jul 2016 (15) 3.77
-6.72% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.81
-6.72% Jul 1998 Aug 1998 (2) Oct 1998 (4) 3.41
-6.34% Oct 2005 Oct 2005 (1) Dec 2005 (3) 3.20
-4.74% Mar 1997 Apr 1997 (2) Jun 1997 (4) 2.55
-4.32% May 2013 Jun 2013 (2) Sep 2013 (5) 2.38

Drawdown comparison chart since January 1985.

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Emerging Markets Stocks Portfolio
Scott Burns Four Square Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-60.44% Nov 2007 Feb 2009 (16) Oct 2017 (120) 23.73
-55.33% Mar 1987 Dec 1987 (10) Sep 1989 (31) 35.10
-54.22% Feb 1994 Aug 1998 (55) Jan 2004 (120) 26.65
-36.52% Jul 2021 Oct 2022 (16) In progress (32) 22.80
-34.47% Aug 1990 Sep 1990 (2) Feb 1991 (7) 19.05
-29.95% Nov 2007 Feb 2009 (16) Sep 2010 (35) 12.82
-29.69% Feb 2018 Mar 2020 (26) Nov 2020 (34) 15.17
-23.01% Jun 1992 Dec 1992 (7) Apr 1993 (11) 13.98
-19.67% Jan 2022 Sep 2022 (9) In progress (26) 10.57
-11.74% Sep 2000 Sep 2002 (25) Aug 2003 (36) 6.35
-11.32% Sep 1987 Nov 1987 (3) Sep 1988 (13) 5.00
-11.25% Apr 2004 Jul 2004 (4) Oct 2004 (7) 7.34
-11.14% May 2006 May 2006 (1) Nov 2006 (7) 7.49
-10.98% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.06
-10.77% Jan 1990 Sep 1990 (9) Feb 1991 (14) 5.44
-10.62% Jan 1990 Apr 1990 (4) Jun 1990 (6) 6.39
-9.07% Sep 1986 Sep 1986 (1) Jan 1987 (5) 4.68
-9.06% Mar 2005 Apr 2005 (2) Jul 2005 (5) 5.61
-8.76% May 2011 Sep 2011 (5) Jan 2012 (9) 3.78
-7.61% Jun 1991 Jun 1991 (1) Aug 1991 (3) 4.71

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
-0.55%
-4.53%
+1.52%
-0.20%
2023
+8.99%
-12.51%
+13.49%
-6.42%
2022
-20.56%
-29.40%
-15.24%
-19.67%
2021
-3.61%
-11.44%
+9.33%
-2.52%
2020
+17.03%
-23.94%
+11.91%
-10.98%
2019
+18.20%
-7.82%
+17.18%
-2.46%
2018
-15.31%
-22.75%
-4.50%
-6.72%
2017
+37.28%
-0.39%
+13.48%
0.00%
2016
+10.87%
-5.81%
+6.76%
-2.11%
2015
-16.18%
-23.20%
-1.25%
-6.71%
2014
-3.93%
-11.58%
+5.08%
-2.41%
2013
-3.69%
-13.17%
+9.58%
-4.32%
2012
+19.10%
-14.96%
+12.82%
-3.97%
2011
-18.82%
-29.09%
+2.20%
-8.76%
2010
+16.51%
-10.81%
+10.97%
-5.40%
2009
+68.93%
-14.98%
+22.68%
-10.14%
2008
-48.88%
-53.98%
-20.68%
-24.65%
2007
+33.31%
-8.97%
+9.45%
-1.72%
2006
+31.19%
-11.14%
+11.39%
-1.90%
2005
+32.62%
-9.06%
+7.34%
-1.96%
2004
+24.63%
-11.25%
+12.00%
-2.76%
2003
+57.65%
-5.76%
+20.76%
-1.66%
2002
-7.43%
-24.27%
-2.42%
-7.60%
2001
-2.88%
-30.79%
-3.17%
-9.29%
2000
-27.56%
-31.63%
+0.17%
-4.92%
1999
+61.57%
-4.87%
+12.39%
-2.57%
1998
-18.12%
-40.98%
+16.31%
-6.72%
1997
-16.82%
-27.85%
+9.52%
-3.68%
1996
+15.83%
-6.73%
+7.91%
-1.59%
1995
+0.56%
-11.22%
+21.01%
-0.12%
1994
-20.17%
-25.83%
-0.99%
-5.70%
1993
+100.42%
-5.91%
+18.18%
-3.33%
1992
-10.90%
-23.01%
+3.74%
-4.82%
1991
+111.70%
-7.61%
+20.47%
-3.04%
1990
-1.92%
-34.47%
-3.87%
-10.77%
1989
+98.20%
-6.54%
+16.96%
-1.40%
1988
+36.81%
-6.67%
+14.57%
-2.29%
1987
-46.69%
-55.33%
+9.08%
-11.32%
1986
+11.58%
-9.07%
+28.18%
-4.00%
1985
+27.58%
-4.87%
+33.22%
-1.08%