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

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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

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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
(*) Returns over 1 year are annualized

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.

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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.

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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.

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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%
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