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 Ray Dalio All Weather Portfolio obtained a 7.26% compound annual return, with a 7.08% standard deviation, in the last 30 Years.
Summary
| Scott Burns Four Square Portfolio | Ray Dalio All Weather Portfolio | ||
|---|---|---|---|
| Risk | Medium | Medium | |
| Asset Allocation | Stocks | 50% | 30% |
| Fixed Income | 50% | 55% | |
| Commodities | 0% | 15% | |
| 30 Years Stats | Return | +6.85% | +7.26% |
| Std Dev | 8.35% | 7.08% | |
| Max Drawdown | -29.95% | -20.19% | |
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 |
| Ray Dalio All Weather Portfolio | -2.69 | -5.05 | -18.03 | +3.06 | +4.27 | +7.26 | +8.59 |
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).
Ray Dalio All Weather Portfolio: an investment of 1000$, since January 1993, now would be worth 8181.78$, with a total return of 718.18% (7.26% 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).
Ray Dalio All Weather Portfolio: an investment of 1000$, since January 1985, now would be worth 22886.09$, with a total return of 2188.61% (8.59% annualized).
Drawdowns
Drawdown comparison chart since December 1992.
Scott Burns Four Square Portfolio |
Ray Dalio All Weather Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -29.95% | Nov 2007 | Feb 2009 | |||
| -20.19% | Jan 2022 | Sep 2022 | |||
| -19.67% | Jan 2022 | Sep 2022 | |||
| -12.18% | Jul 2008 | Feb 2009 | |||
| -11.74% | Sep 2000 | Sep 2002 | |||
| -10.98% | Feb 2020 | Mar 2020 | |||
| -8.76% | May 2011 | Sep 2011 | |||
| -6.93% | Feb 2015 | Dec 2015 | |||
| -6.83% | Feb 1994 | Nov 1994 | |||
| -6.76% | May 2015 | Jan 2016 | |||
| -6.72% | Feb 2018 | Dec 2018 | |||
| -6.72% | Jul 1998 | Aug 1998 | |||
| -6.47% | Aug 2016 | Nov 2016 | |||
| -5.70% | Feb 1994 | Jun 1994 | |||
| -5.10% | May 2013 | Jun 2013 | |||
| -4.83% | Jul 1998 | Aug 1998 | |||
| -4.76% | Apr 2004 | Apr 2004 | |||
| -4.75% | Sep 2018 | Dec 2018 | |||
| -4.74% | Jun 2003 | Jul 2003 | |||
| -4.61% | Feb 2001 | Mar 2001 | |||
Drawdown comparison chart since January 1985.
Scott Burns Four Square Portfolio |
Ray Dalio All Weather Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -29.95% | Nov 2007 | Feb 2009 | |||
| -20.19% | Jan 2022 | Sep 2022 | |||
| -19.67% | Jan 2022 | Sep 2022 | |||
| -12.18% | Jul 2008 | Feb 2009 | |||
| -11.74% | Sep 2000 | Sep 2002 | |||
| -11.32% | Sep 1987 | Nov 1987 | |||
| -10.98% | Feb 2020 | Mar 2020 | |||
| -10.77% | Jan 1990 | Sep 1990 | |||
| -8.78% | Sep 1987 | Nov 1987 | |||
| -8.76% | May 2011 | Sep 2011 | |||
| -6.93% | Feb 2015 | Dec 2015 | |||
| -6.83% | Feb 1994 | Nov 1994 | |||
| -6.76% | May 2015 | Jan 2016 | |||
| -6.72% | Feb 2018 | Dec 2018 | |||
| -6.72% | Jul 1998 | Aug 1998 | |||
| -6.47% | Aug 2016 | Nov 2016 | |||
| -5.70% | Feb 1994 | Jun 1994 | |||
| -5.51% | Jan 1990 | Apr 1990 | |||
| -5.10% | May 2013 | Jun 2013 | |||
| -4.83% | Jul 1998 | Aug 1998 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from January 1985.
| Year | Scott Burns Four Square Portfolio | Ray Dalio All Weather Portfolio |
|---|---|---|
| 2022 |
-15.24% | -18.03% |
| 2021 |
+9.33% | +8.08% |
| 2020 |
+11.91% | +14.68% |
| 2019 |
+17.18% | +18.22% |
| 2018 |
-4.50% | -3.19% |
| 2017 |
+13.48% | +11.47% |
| 2016 |
+6.76% | +5.86% |
| 2015 |
-1.25% | -3.72% |
| 2014 |
+5.08% | +12.52% |
| 2013 |
+9.58% | +2.15% |
| 2012 |
+12.82% | +6.72% |
| 2011 |
+2.20% | +15.59% |
| 2010 |
+10.97% | +12.53% |
| 2009 |
+22.68% | +2.34% |
| 2008 |
-20.68% | +1.34% |
| 2007 |
+9.45% | +11.88% |
| 2006 |
+11.39% | +6.93% |
| 2005 |
+7.34% | +8.55% |
| 2004 |
+12.00% | +9.41% |
| 2003 |
+20.76% | +13.96% |
| 2002 |
-2.42% | +7.77% |
| 2001 |
-3.17% | -2.77% |
| 2000 |
+0.17% | +10.15% |
| 1999 |
+12.39% | +6.28% |
| 1998 |
+16.31% | +11.05% |
| 1997 |
+9.52% | +13.54% |
| 1996 |
+7.91% | +8.27% |
| 1995 |
+21.01% | +27.44% |
| 1994 |
-0.99% | -3.28% |
| 1993 |
+18.18% | +12.02% |
| 1992 |
+3.74% | +6.76% |
| 1991 |
+20.47% | +17.98% |
| 1990 |
-3.87% | +3.85% |
| 1989 |
+16.96% | +20.45% |
| 1988 |
+14.57% | +10.59% |
| 1987 |
+9.08% | +3.47% |
| 1986 |
+28.18% | +20.56% |
| 1985 |
+33.22% | +28.68% |