Last Update: 31 December 2022
The Scott Burns Four Square Portfolio obtained a 6.85% compound annual return, with a 8.35% standard deviation, in the last 30 Years.
The Bill Bernstein Sheltered Sam 50/50 Portfolio obtained a 7.02% compound annual return, with a 7.71% standard deviation, in the last 30 Years.
Summary
| Scott Burns Four Square Portfolio | Bill Bernstein Sheltered Sam 50/50 Portfolio | ||
|---|---|---|---|
| Risk | Medium | Medium | |
| Asset Allocation | Stocks | 50% | 48.5% |
| Fixed Income | 50% | 50% | |
| Commodities | 0% | 1.5% | |
| 30 Years Stats | Return | +6.85% | +7.02% |
| Std Dev | 8.35% | 7.71% | |
| Max Drawdown | -29.95% | -28.23% | |
Last Update: 31 December 2022
Historical Returns as of Dec 31, 2022
Comparison period starts from January 1985
| 1M | 6M | 1Y | 5Y(*) | 10Y(*) | 30Y(*) | MAX(*) | |
|---|---|---|---|---|---|---|---|
| Scott Burns Four Square Portfolio | -3.01 | -0.99 | -15.24 | +3.02 | +4.80 | +6.85 | +8.46 |
| Bill Bernstein Sheltered Sam 50/50 Portfolio | -2.19 | +0.41 | -10.08 | +3.66 | +5.10 | +7.02 | +8.42 |
Capital Growth as of Dec 31, 2022
Scott Burns Four Square Portfolio: an investment of 1000$, since January 1993, now would be worth 7294.44$, with a total return of 629.44% (6.85% annualized).
Bill Bernstein Sheltered Sam 50/50 Portfolio: an investment of 1000$, since January 1993, now would be worth 7663.69$, with a total return of 666.37% (7.02% annualized).
Scott Burns Four Square Portfolio: an investment of 1000$, since January 1985, now would be worth 21875.16$, with a total return of 2087.52% (8.46% annualized).
Bill Bernstein Sheltered Sam 50/50 Portfolio: an investment of 1000$, since January 1985, now would be worth 21577.51$, with a total return of 2057.75% (8.42% annualized).
Drawdowns
Drawdown comparison chart since December 1992.
Scott Burns Four Square Portfolio |
Bill Bernstein Sheltered Sam 50/50 Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -29.95% | Nov 2007 | Feb 2009 | |||
| -28.23% | Nov 2007 | Feb 2009 | |||
| -19.67% | Jan 2022 | Sep 2022 | |||
| -15.17% | Jan 2022 | Sep 2022 | |||
| -11.74% | Sep 2000 | Sep 2002 | |||
| -11.63% | Jan 2020 | Mar 2020 | |||
| -10.98% | Feb 2020 | Mar 2020 | |||
| -8.99% | May 2011 | Sep 2011 | |||
| -8.76% | May 2011 | Sep 2011 | |||
| -8.55% | May 1998 | Aug 1998 | |||
| -7.79% | Jun 2002 | Sep 2002 | |||
| -6.76% | May 2015 | Jan 2016 | |||
| -6.72% | Feb 2018 | Dec 2018 | |||
| -6.72% | Jul 1998 | Aug 1998 | |||
| -6.63% | Sep 2018 | Dec 2018 | |||
| -5.96% | Feb 1994 | Jun 1994 | |||
| -5.70% | Feb 1994 | Jun 1994 | |||
| -5.55% | Feb 2001 | Sep 2001 | |||
| -5.30% | Jun 2015 | Jan 2016 | |||
| -4.32% | May 2013 | Jun 2013 | |||
Drawdown comparison chart since January 1985.
Scott Burns Four Square Portfolio |
Bill Bernstein Sheltered Sam 50/50 Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -29.95% | Nov 2007 | Feb 2009 | |||
| -28.23% | Nov 2007 | Feb 2009 | |||
| -19.67% | Jan 2022 | Sep 2022 | |||
| -15.17% | Jan 2022 | Sep 2022 | |||
| -13.42% | Sep 1987 | Nov 1987 | |||
| -11.74% | Sep 2000 | Sep 2002 | |||
| -11.63% | Jan 2020 | Mar 2020 | |||
| -11.32% | Sep 1987 | Nov 1987 | |||
| -10.98% | Feb 2020 | Mar 2020 | |||
| -10.77% | Jan 1990 | Sep 1990 | |||
| -8.99% | May 2011 | Sep 2011 | |||
| -8.76% | May 2011 | Sep 2011 | |||
| -8.55% | May 1998 | Aug 1998 | |||
| -7.88% | Aug 1990 | Sep 1990 | |||
| -7.79% | Jun 2002 | Sep 2002 | |||
| -6.76% | May 2015 | Jan 2016 | |||
| -6.72% | Feb 2018 | Dec 2018 | |||
| -6.72% | Jul 1998 | Aug 1998 | |||
| -6.63% | Sep 2018 | Dec 2018 | |||
| -5.96% | Feb 1994 | Jun 1994 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from January 1985.
| Year | Scott Burns Four Square Portfolio | Bill Bernstein Sheltered Sam 50/50 Portfolio |
|---|---|---|
| 2022 |
-15.24% | -10.08% |
| 2021 |
+9.33% | +12.55% |
| 2020 |
+11.91% | +7.04% |
| 2019 |
+17.18% | +15.24% |
| 2018 |
-4.50% | -4.12% |
| 2017 |
+13.48% | +9.70% |
| 2016 |
+6.76% | +8.66% |
| 2015 |
-1.25% | -1.51% |
| 2014 |
+5.08% | +5.32% |
| 2013 |
+9.58% | +11.17% |
| 2012 |
+12.82% | +9.72% |
| 2011 |
+2.20% | +2.12% |
| 2010 |
+10.97% | +10.93% |
| 2009 |
+22.68% | +16.09% |
| 2008 |
-20.68% | -16.49% |
| 2007 |
+9.45% | +5.90% |
| 2006 |
+11.39% | +12.64% |
| 2005 |
+7.34% | +6.50% |
| 2004 |
+12.00% | +11.37% |
| 2003 |
+20.76% | +20.88% |
| 2002 |
-2.42% | -0.98% |
| 2001 |
-3.17% | +1.33% |
| 2000 |
+0.17% | +7.28% |
| 1999 |
+12.39% | +8.35% |
| 1998 |
+16.31% | +8.46% |
| 1997 |
+9.52% | +14.60% |
| 1996 |
+7.91% | +11.34% |
| 1995 |
+21.01% | +21.19% |
| 1994 |
-0.99% | -1.95% |
| 1993 |
+18.18% | +17.86% |
| 1992 |
+3.74% | +8.64% |
| 1991 |
+20.47% | +23.09% |
| 1990 |
-3.87% | -1.30% |
| 1989 |
+16.96% | +19.77% |
| 1988 |
+14.57% | +13.45% |
| 1987 |
+9.08% | +3.26% |
| 1986 |
+28.18% | +19.83% |
| 1985 |
+33.22% | +26.90% |