Consolidated Returns as of 31 March 2024
Live Update: Apr 12 2024
The Scott Burns Four Square Portfolio is a Medium Risk portfolio and can be implemented with 4 ETFs.
It's exposed for 50% on the Stock Market.
In the last 30 Years, the Scott Burns Four Square Portfolio obtained a 6.88% compound annual return, with a 8.41% standard deviation.
Asset Allocation and ETFs
The Scott Burns Four Square Portfolio has the following asset allocation:
The Scott Burns Four Square Portfolio can be implemented with the following ETFs:
Weight (%)  Ticker  Currency  ETF Name  Investment Themes 

25.00 
VTI

USD  Vanguard Total Stock Market  Equity, U.S., Large Cap 
25.00 
VEU

USD  Vanguard FTSE AllWorld exUS  Equity, Global exUS, Large Cap 
25.00 
TIP

USD  iShares TIPS Bond  Bond, U.S., AllTerm 
25.00 
BNDX

USD  Vanguard Total International Bond  Bond, Developed Markets, AllTerm 
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.
Portfolio and ETF Returns as of Mar 31, 2024
The Scott Burns Four Square Portfolio guaranteed the following returns.
 no fees or capital gain taxes.
 a rebalancing of the components at every January 1st. How do returns change with different rebalancing strategies?
 the reinvestment of dividends.
Chg (%)  Return (%)  Return (%) as of Mar 31, 2024  

1 Day  Time ET^{(*)}  Apr 2024  1M  6M  1Y  5Y  10Y  30Y 
MAX
(~39Y) 

Scott Burns Four Square Portfolio  0.63  1.73  2.03  12.31  11.68  5.82  5.38  6.88  8.62  
Components  
VTI

USD  Vanguard Total Stock Market  1.44  Apr 12 2024  2.65  2.90  22.88  28.85  14.15  12.23  10.49  11.30 
VEU

USD  Vanguard FTSE AllWorld exUS  1.79  Apr 12 2024  2.68  3.35  15.24  13.66  6.36  4.60  5.02  7.83 
TIP

USD  iShares TIPS Bond  0.35  Apr 12 2024  1.14  0.65  4.44  0.38  1.96  1.89  5.16  6.69 
BNDX

USD  Vanguard Total International Bond  0.35  Apr 12 2024  0.45  1.12  6.59  5.19  0.33  2.18  4.86  6.60 
In 2023, the Scott Burns Four Square Portfolio granted a 3.25% dividend yield. If you are interested in getting periodic income, please refer to the Scott Burns Four Square Portfolio: Dividend Yield page.
Capital Growth as of Mar 31, 2024
The Inflation Adjusted Capital now would be 3.47$, with a net total return of 247.15% (4.24% annualized).
The Inflation Adjusted Capital now would be 8.69$, with a net total return of 768.91% (5.66% annualized).
Portfolio Metrics as of Mar 31, 2024
Metrics of Scott Burns Four Square Portfolio, updated as of 31 March 2024.
 no fees or capital gain taxes.
 a rebalancing of the components at every January 1st. How do returns change with different rebalancing strategies?
 the reinvestment of dividends.
Metrics as of Mar 31, 2024  

1M  3M  6M  1Y  3Y  5Y  10Y  20Y  30Y 
MAX
(~39Y) 

Investment Return (%)  2.03  3.58  12.31  11.68  2.32  5.82  5.38  6.16  6.88  8.62 
US Inflation (%)  0.38  1.13  1.61  3.48  5.63  4.19  2.84  2.59  2.54  2.80 
Returns / Inflation rates over 1 year are annualized.  
DRAWDOWN

1Y  3Y  5Y  10Y  20Y  30Y  MAX  
Deepest Drawdown Depth (%)  6.42  19.67  19.67  19.67  29.95  29.95  29.95  
Start to Recovery (# months) details  5  27*  27*  27*  35  35  35  
Start (yyyy mm)  2023 08  2022 01  2022 01  2022 01  2007 11  2007 11  2007 11  
Start to Bottom (# months)  3  9  9  9  16  16  16  
Bottom (yyyy mm)  2023 10  2022 09  2022 09  2022 09  2009 02  2009 02  2009 02  
Bottom to End (# months)  2  18  18  18  19  19  19  
End (yyyy mm)  2023 12        2010 09  2010 09  2010 09  
Longest Drawdown Depth (%) 
same as deepest 
same as deepest 
same as deepest 
same as deepest 
same as deepest 
11.74  11.74  
Start to Recovery (# months) details  36  36  
Start (yyyy mm)  2023 08  2022 01  2022 01  2022 01  2007 11  2000 09  2000 09  
Start to Bottom (# months)  3  9  9  9  16  25  25  
Bottom (yyyy mm)  2023 10  2022 09  2022 09  2022 09  2009 02  2002 09  2002 09  
Bottom to End (# months)  2  18  18  18  19  11  11  
End (yyyy mm)  2023 12        2010 09  2003 08  2003 08  
Longest negative period (# months) details  7  32  35  35  52  52  52  
Period Start (yyyy mm)  2023 04  2021 04  2020 12  2020 12  2004 11  2004 11  2004 11  
Period End (yyyy mm)  2023 10  2023 11  2023 10  2023 10  2009 02  2009 02  2009 02  
Annualized Return (%)  3.87  0.22  0.63  0.63  0.29  0.29  0.29  
Drawdowns / Negative periods marked with * are in progress  
Deepest Drawdown Depth (%)  7.31  25.38  25.38  25.38  31.11  31.11  31.11  
Start to Recovery (# months) details  5  31*  31*  31*  38  38  38  
Start (yyyy mm)  2023 08  2021 09  2021 09  2021 09  2007 11  2007 11  2007 11  
Start to Bottom (# months)  3  13  13  13  16  16  16  
Bottom (yyyy mm)  2023 10  2022 09  2022 09  2022 09  2009 02  2009 02  2009 02  
Bottom to End (# months)  2  18  18  18  22  22  22  
End (yyyy mm)  2023 12        2010 12  2010 12  2010 12  
Longest Drawdown Depth (%) 
same as deepest 
same as deepest 
same as deepest 
same as deepest 
same as deepest 
16.34  16.34  
Start to Recovery (# months) details  45  45  
Start (yyyy mm)  2023 08  2021 09  2021 09  2021 09  2007 11  2000 04  2000 04  
Start to Bottom (# months)  3  13  13  13  16  30  30  
Bottom (yyyy mm)  2023 10  2022 09  2022 09  2022 09  2009 02  2002 09  2002 09  
Bottom to End (# months)  2  18  18  18  22  15  15  
End (yyyy mm)  2023 12        2010 12  2003 12  2003 12  
Longest negative period (# months) details  7  36*  55  75  75  111  111  
Period Start (yyyy mm)  2023 04  2021 04  2019 04  2017 08  2017 08  1999 12  1999 12  
Period End (yyyy mm)  2023 10  2024 03  2023 10  2023 10  2023 10  2009 02  2009 02  
Annualized Return (%)  6.95  3.14  0.89  0.05  0.05  0.14  0.14  
Drawdowns / Negative periods marked with * are in progress  
RISK INDICATORS

1Y  3Y  5Y  10Y  20Y  30Y  MAX  
Standard Deviation (%)  8.83  10.87  10.60  8.58  8.85  8.41  8.72  
Sharpe Ratio  0.73  0.02  0.37  0.48  0.54  0.55  0.53  
Sortino Ratio  1.07  0.02  0.49  0.65  0.71  0.72  0.71  
Ulcer Index  2.31  9.04  7.26  5.44  6.35  5.62  5.16  
Ratio: Return / Standard Deviation  1.32  0.21  0.55  0.63  0.70  0.82  0.99  
Ratio: Return / Deepest Drawdown  1.82  0.12  0.30  0.27  0.21  0.23  0.29  
% Positive Months details  58%  52%  60%  64%  65%  65%  66%  
Positive Months  7  19  36  77  158  237  314  
Negative Months  5  17  24  43  82  123  157  
LONG TERM RETURNS

1Y  3Y  5Y  10Y  20Y  30Y  MAX  
Best 10 Years Return (%)  Annualized  5.38  9.32  9.32  13.38  
Worst 10 Years Return (%)  Annualized  4.30  3.10  3.10  
Best 10 Years Return (%)  Annualized  2.47  7.42  7.42  9.45  
Worst 10 Years Return (%)  Annualized  1.48  0.49  0.49  
ROLLING PERIODS

1Y  3Y  5Y  10Y  20Y  30Y  MAX  
Over the latest 30Y  
Best Rolling Return (%)  Annualized  35.80  18.07  14.18  9.32  7.91  6.88  
Worst Rolling Return (%)  Annualized  27.39  5.33  0.23  3.10  5.26  
% Positive Periods  80%  95%  100%  100%  100%  100%  
SWR  Safe Withdrawal Rate (%)  100% Success  Annualized  84.03  29.30  18.68  10.47  6.36  6.45  
PWR  Perpetual Withdrawal Rate (%)  100% Success  Annualized        0.55  2.92  4.59  
WR calculated based on initial capital  Monthly withdrawals adjusted for inflation  Credits: BestRetirementPortfolio.com  
Best Rolling Return (%)  Annualized  32.94  15.31  11.87  7.42  5.54  4.24  
Worst Rolling Return (%)  Annualized  27.40  7.35  2.35  0.49  3.11  
% Positive Periods  77%  80%  96%  100%  100%  100%  
SWR  Safe Withdrawal Rate (%)  100% Success  Annualized  84.03  29.30  18.68  10.47  6.36  6.45  
PWR  Perpetual Withdrawal Rate (%)  100% Success  Annualized        0.55  2.92  4.59  
WR calculated based on initial capital  Monthly withdrawals adjusted for inflation  Credits: BestRetirementPortfolio.com  
Over all the available data source (Jan 1985  Mar 2024)  
Best Rolling Return (%)  Annualized  45.35  23.92  20.07  13.38  11.23  9.63  
Worst Rolling Return (%)  Annualized  27.39  5.33  0.23  3.10  5.26  6.33  
% Positive Periods  82%  96%  100%  100%  100%  100%  
SWR  Safe Withdrawal Rate (%)  100% Success  Annualized  84.03  29.30  18.68  10.47  6.36  6.05  
PWR  Perpetual Withdrawal Rate (%)  100% Success  Annualized        0.55  2.92  4.09  
WR calculated based on initial capital  Monthly withdrawals adjusted for inflation  Credits: BestRetirementPortfolio.com  
Best Rolling Return (%)  Annualized  43.08  20.29  15.83  9.45  7.95  6.72  
Worst Rolling Return (%)  Annualized  27.40  7.35  2.35  0.49  3.11  3.71  
% Positive Periods  78%  85%  97%  100%  100%  100%  
SWR  Safe Withdrawal Rate (%)  100% Success  Annualized  84.03  29.30  18.68  10.47  6.36  6.05  
PWR  Perpetual Withdrawal Rate (%)  100% Success  Annualized        0.55  2.92  4.09  
WR calculated based on initial capital  Monthly withdrawals adjusted for inflation  Credits: BestRetirementPortfolio.com 
 Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
 Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
 Longest negative period: it's the maximum period for which an overall negative return has been observed.
 Standard Deviation: it's a measure of the dispersion of returns around the mean.
 Sharpe Ratio: it's a measure of riskadjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the riskfree rate by the portfolio standard deviation. The riskfree rate here considered is the 13 Mth TBill return.
 Sortino Ratio: another measure of riskadjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
 Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
 Best/Worst 10Y returns: the best and the worst 10year return over a time frame.
 Rolling Returns: Nyear returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a nonnegative minimum return.
Portfolio Components Correlation
Correlation measures to what degree the returns of the two assets move in relation to each other.
Asset correlations are calculated based on monthly returns.
If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.
Drawdowns
A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
Rolling Returns
( more details)
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
If you need a deeper detail about rolling returns, please refer to the Scott Burns Four Square Portfolio: Rolling Returns page.
Seasonality
In which months is it better to invest in Scott Burns Four Square Portfolio?
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the Scott Burns Four Square Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
You can find additional information on extended Data Sources here.
In particular, the series derived from equivalent datasets are:
 VTI  Vanguard Total Stock Market (VTI), up to December 2001
 VEU  Vanguard FTSE AllWorld exUS (VEU), up to December 2007
 TIP  iShares TIPS Bond (TIP), up to December 2003
 BNDX  Vanguard Total International Bond (BNDX), up to December 2013
Portfolio efficiency
The following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.
In the following table, you can compare the current portfolio with a list of famous portfolios. Metrics are calculated over the last 30 Years.
Explore historical data since 1871 and finetune your investment strategy for better results.