Stocks/Bonds 60/40 vs Scott Burns Seven Value Portfolio Comparison

Last Update: 31 March 2024

The Stocks/Bonds 60/40 Portfolio obtained a 8.42% compound annual return, with a 9.60% standard deviation, in the last 30 Years.

The Scott Burns Seven Value Portfolio obtained a 8.30% compound annual return, with a 11.29% standard deviation, in the last 30 Years.

Summary

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Stocks/Bonds 60/40 Portfolio Scott Burns Seven Value Portfolio
Portfolio Risk High High
Asset Allocation Stocks 60% 71.5%
Fixed Income 40% 28.5%
Commodities 0% 0%
30 Years Stats Return +8.42% +8.30%
Std Dev 9.60% 11.29%
Max Drawdown -30.55% -41.22%
All time Stats
(Since Jan 1985)		 Return +9.40% +9.62%
Std Dev 9.81% 11.04%
Max Drawdown -30.55% -41.22%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Stocks/Bonds 60/40 Portfolio +2.12 +16.12 +17.74 +8.77 +8.05 +8.42 +9.40
Scott Burns Seven Value Portfolio +3.58 +13.09 +13.44 +8.55 +6.87 +8.30 +9.62
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Stocks/Bonds 60/40 Portfolio: an investment of 1$, since April 1994, now would be worth 11.32$, with a total return of 1031.62% (8.42% annualized).

Scott Burns Seven Value Portfolio: an investment of 1$, since April 1994, now would be worth 10.95$, with a total return of 995.01% (8.30% annualized).

Stocks/Bonds 60/40 Portfolio: an investment of 1$, since January 1985, now would be worth 33.99$, with a total return of 3298.88% (9.40% annualized).

Scott Burns Seven Value Portfolio: an investment of 1$, since January 1985, now would be worth 36.79$, with a total return of 3579.16% (9.62% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Stocks/Bonds 60/40 Portfolio
Scott Burns Seven Value Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-41.22% Nov 2007 Feb 2009 (16) Jan 2011 (39) 18.65
-30.55% Nov 2007 Feb 2009 (16) Oct 2010 (36) 13.38
-21.56% Sep 2000 Sep 2002 (25) Jan 2004 (41) 11.96
-20.69% Jan 2022 Sep 2022 (9) Feb 2024 (26) 11.44
-20.44% Jan 2020 Mar 2020 (3) Dec 2020 (12) 9.33
-15.04% Feb 2001 Sep 2002 (20) Sep 2003 (32) 7.83
-14.49% Apr 2022 Sep 2022 (6) Jul 2023 (16) 5.62
-14.02% May 2011 Sep 2011 (5) Feb 2012 (10) 5.89
-13.01% May 1998 Aug 1998 (4) Mar 1999 (11) 4.90
-12.29% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.29
-10.18% Jul 1998 Aug 1998 (2) Nov 1998 (5) 4.93
-9.57% Sep 2018 Dec 2018 (4) Mar 2019 (7) 4.30
-9.24% May 2015 Feb 2016 (10) Jun 2016 (14) 5.24
-9.00% May 2011 Sep 2011 (5) Jan 2012 (9) 3.76
-8.38% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.89
-7.06% Aug 2023 Oct 2023 (3) Dec 2023 (5) 3.54
-5.35% Apr 2000 May 2000 (2) Aug 2000 (5) 2.94
-5.25% May 2012 May 2012 (1) Aug 2012 (4) 2.49
-5.24% Jun 2015 Sep 2015 (4) Apr 2016 (11) 2.81
-4.70% Feb 2018 Feb 2018 (1) Jul 2018 (6) 2.77

Drawdown comparison chart since January 1985.

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Stocks/Bonds 60/40 Portfolio
Scott Burns Seven Value Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-41.22% Nov 2007 Feb 2009 (16) Jan 2011 (39) 18.65
-30.55% Nov 2007 Feb 2009 (16) Oct 2010 (36) 13.38
-21.56% Sep 2000 Sep 2002 (25) Jan 2004 (41) 11.96
-20.69% Jan 2022 Sep 2022 (9) Feb 2024 (26) 11.44
-20.44% Jan 2020 Mar 2020 (3) Dec 2020 (12) 9.33
-19.17% Sep 1987 Nov 1987 (3) Jan 1989 (17) 9.40
-17.34% Sep 1987 Nov 1987 (3) Dec 1988 (16) 7.74
-15.04% Feb 2001 Sep 2002 (20) Sep 2003 (32) 7.83
-14.49% Apr 2022 Sep 2022 (6) Jul 2023 (16) 5.62
-14.02% May 2011 Sep 2011 (5) Feb 2012 (10) 5.89
-13.01% May 1998 Aug 1998 (4) Mar 1999 (11) 4.90
-12.29% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.29
-10.18% Jul 1998 Aug 1998 (2) Nov 1998 (5) 4.93
-9.72% Jan 1990 Sep 1990 (9) Feb 1991 (14) 5.24
-9.57% Sep 2018 Dec 2018 (4) Mar 2019 (7) 4.30
-9.24% May 2015 Feb 2016 (10) Jun 2016 (14) 5.24
-9.00% May 2011 Sep 2011 (5) Jan 2012 (9) 3.76
-8.52% Jul 1990 Oct 1990 (4) Jan 1991 (7) 5.05
-8.38% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.89
-7.06% Aug 2023 Oct 2023 (3) Dec 2023 (5) 3.54

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
+5.46%
 0.00%
+5.06%
 -0.78%
2023
+17.79%
 -7.47%
+10.67%
 -7.06%
2022
-16.95%
 -20.69%
-3.63%
 -14.49%
2021
+14.66%
 -3.24%
+22.53%
 -2.24%
2020
+15.70%
 -12.29%
+1.86%
 -20.44%
2019
+21.94%
 -3.41%
+19.31%
 -3.92%
2018
-3.17%
 -8.38%
-6.81%
 -9.57%
2017
+14.15%
 0.00%
+10.75%
 -0.38%
2016
+8.71%
 -2.95%
+11.54%
 -3.28%
2015
+0.44%
 -5.24%
-3.57%
 -9.07%
2014
+9.85%
 -1.50%
+7.89%
 -3.60%
2013
+19.23%
 -2.27%
+14.33%
 -3.26%
2012
+11.13%
 -3.54%
+12.77%
 -5.25%
2011
+3.75%
 -9.00%
+3.05%
 -14.02%
2010
+12.93%
 -7.13%
+15.52%
 -8.80%
2009
+18.79%
 -11.70%
+23.22%
 -16.01%
2008
-19.44%
 -22.19%
-27.82%
 -32.22%
2007
+5.99%
 -3.07%
+8.29%
 -3.44%
2006
+11.12%
 -2.03%
+17.32%
 -2.23%
2005
+4.74%
 -2.34%
+12.65%
 -3.52%
2004
+9.37%
 -2.68%
+18.27%
 -3.80%
2003
+20.04%
 -1.99%
+25.26%
 -1.84%
2002
-8.98%
 -13.74%
-5.96%
 -12.60%
2001
-3.21%
 -11.68%
-4.35%
 -10.12%
2000
-1.79%
 -8.27%
+8.17%
 -4.20%
1999
+13.98%
 -3.76%
+10.89%
 -3.22%
1998
+17.39%
 -10.18%
+6.19%
 -13.01%
1997
+22.37%
 -3.12%
+14.55%
 -2.60%
1996
+14.01%
 -3.33%
+17.33%
 -2.26%
1995
+28.74%
 -0.20%
+22.68%
 -1.40%
1994
-1.16%
 -6.47%
-2.08%
 -7.04%
1993
+10.25%
 -1.36%
+19.57%
 -4.28%
1992
+8.32%
 -1.65%
+7.31%
 -2.91%
1991
+25.53%
 -2.86%
+20.27%
 -3.54%
1990
-0.19%
 -8.52%
-5.60%
 -9.72%
1989
+22.33%
 -1.36%
+21.02%
 -1.39%
1988
+13.33%
 -2.24%
+16.18%
 -2.10%
1987
+2.18%
 -19.17%
+5.84%
 -17.34%
1986
+14.79%
 -5.58%
+23.44%
 -3.19%
1985
+27.66%
 -2.15%
+28.48%
 -1.76%