Andrew Tobias vs Scott Burns Four Square Portfolio Comparison

Last Update: 31 March 2024

The Andrew Tobias Portfolio obtained a 6.66% compound annual return, with a 9.94% standard deviation, in the last 30 Years.

The Scott Burns Four Square Portfolio obtained a 6.88% compound annual return, with a 8.41% standard deviation, in the last 30 Years.

Summary

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Andrew Tobias Portfolio Scott Burns Four Square Portfolio
Portfolio Risk High Medium
Asset Allocation Stocks 66.67% 50%
Fixed Income 33.33% 50%
Commodities 0% 0%
30 Years Stats Return +6.66% +6.88%
Std Dev 9.94% 8.41%
Max Drawdown -36.42% -29.95%
All time Stats
(Since Jan 1985)		 Return +8.39% +8.62%
Std Dev 10.09% 8.72%
Max Drawdown -36.42% -29.95%
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
Andrew Tobias Portfolio +2.23 +14.35 +15.50 +7.72 +6.18 +6.66 +8.39
Scott Burns Four Square Portfolio +2.03 +12.31 +11.68 +5.82 +5.38 +6.88 +8.62
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Andrew Tobias Portfolio: an investment of 1$, since April 1994, now would be worth 6.93$, with a total return of 592.86% (6.66% annualized).

Scott Burns Four Square Portfolio: an investment of 1$, since April 1994, now would be worth 7.37$, with a total return of 636.85% (6.88% annualized).

Andrew Tobias Portfolio: an investment of 1$, since January 1985, now would be worth 23.62$, with a total return of 2261.82% (8.39% annualized).

Scott Burns Four Square Portfolio: an investment of 1$, since January 1985, now would be worth 25.72$, with a total return of 2471.55% (8.62% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Andrew Tobias Portfolio
Scott Burns Four Square Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-36.42% Nov 2007 Feb 2009 (16) Apr 2011 (42) 16.59
-29.95% Nov 2007 Feb 2009 (16) Sep 2010 (35) 12.82
-25.91% Apr 2000 Sep 2002 (30) Oct 2004 (55) 13.82
-19.67% Jan 2022 Sep 2022 (9) In progress (27) 10.38
-18.85% Jan 2022 Sep 2022 (9) Dec 2023 (24) 9.07
-13.71% Jan 2020 Mar 2020 (3) Aug 2020 (8) 6.18
-13.69% May 2011 Sep 2011 (5) Dec 2012 (20) 5.66
-11.74% Sep 2000 Sep 2002 (25) Aug 2003 (36) 6.35
-10.98% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.06
-9.73% Jul 1998 Aug 1998 (2) Nov 1998 (5) 5.25
-8.88% Feb 2018 Dec 2018 (11) Apr 2019 (15) 3.57
-8.81% Jun 2015 Feb 2016 (9) Dec 2016 (19) 4.04
-8.76% May 2011 Sep 2011 (5) Jan 2012 (9) 3.78
-6.76% May 2015 Jan 2016 (9) Jul 2016 (15) 3.77
-6.72% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.81
-6.72% Jul 1998 Aug 1998 (2) Oct 1998 (4) 3.41
-4.32% May 2013 Jun 2013 (2) Sep 2013 (5) 2.38
-4.13% Apr 2000 May 2000 (2) Aug 2000 (5) 2.29
-3.97% May 2012 May 2012 (1) Aug 2012 (4) 1.92
-3.79% May 2019 May 2019 (1) Jun 2019 (2) 2.19

Drawdown comparison chart since January 1985.

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Andrew Tobias Portfolio
Scott Burns Four Square Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-36.42% Nov 2007 Feb 2009 (16) Apr 2011 (42) 16.59
-29.95% Nov 2007 Feb 2009 (16) Sep 2010 (35) 12.82
-25.91% Apr 2000 Sep 2002 (30) Oct 2004 (55) 13.82
-19.67% Jan 2022 Sep 2022 (9) In progress (27) 10.38
-18.85% Jan 2022 Sep 2022 (9) Dec 2023 (24) 9.07
-14.68% Sep 1987 Nov 1987 (3) Nov 1988 (15) 6.82
-13.71% Jan 2020 Mar 2020 (3) Aug 2020 (8) 6.18
-13.69% May 2011 Sep 2011 (5) Dec 2012 (20) 5.66
-12.76% Jan 1990 Sep 1990 (9) Feb 1991 (14) 6.48
-11.74% Sep 2000 Sep 2002 (25) Aug 2003 (36) 6.35
-11.32% Sep 1987 Nov 1987 (3) Sep 1988 (13) 5.00
-10.98% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.06
-10.77% Jan 1990 Sep 1990 (9) Feb 1991 (14) 5.44
-9.73% Jul 1998 Aug 1998 (2) Nov 1998 (5) 5.25
-8.88% Feb 2018 Dec 2018 (11) Apr 2019 (15) 3.57
-8.81% Jun 2015 Feb 2016 (9) Dec 2016 (19) 4.04
-8.76% May 2011 Sep 2011 (5) Jan 2012 (9) 3.78
-6.76% May 2015 Jan 2016 (9) Jul 2016 (15) 3.77
-6.72% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.81
-6.72% Jul 1998 Aug 1998 (2) Oct 1998 (4) 3.41

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
+5.27%
 0.00%
+3.58%
 -0.20%
2023
+16.14%
 -6.52%
+13.49%
 -6.42%
2022
-12.58%
 -18.85%
-15.24%
 -19.67%
2021
+12.14%
 -2.75%
+9.33%
 -2.52%
2020
+10.55%
 -13.71%
+11.91%
 -10.98%
2019
+18.69%
 -3.79%
+17.18%
 -2.46%
2018
-5.85%
 -8.88%
-4.50%
 -6.72%
2017
+15.52%
 0.00%
+13.48%
 0.00%
2016
+5.01%
 -4.55%
+6.76%
 -2.11%
2015
-0.07%
 -7.19%
-1.25%
 -6.71%
2014
+2.26%
 -2.72%
+5.08%
 -2.41%
2013
+18.36%
 -1.78%
+9.58%
 -4.32%
2012
+11.85%
 -6.75%
+12.82%
 -3.97%
2011
-3.28%
 -13.69%
+2.20%
 -8.76%
2010
+9.28%
 -8.62%
+10.97%
 -5.40%
2009
+18.73%
 -13.67%
+22.68%
 -10.14%
2008
-23.80%
 -25.97%
-20.68%
 -24.65%
2007
+7.55%
 -3.36%
+9.45%
 -1.72%
2006
+15.13%
 -2.38%
+11.39%
 -1.90%
2005
+7.05%
 -2.58%
+7.34%
 -1.96%
2004
+10.80%
 -2.56%
+12.00%
 -2.76%
2003
+24.42%
 -3.85%
+20.76%
 -1.66%
2002
-9.29%
 -13.73%
-2.42%
 -7.60%
2001
-8.37%
 -14.61%
-3.17%
 -9.29%
2000
-5.34%
 -8.80%
+0.17%
 -4.92%
1999
+21.21%
 -2.27%
+12.39%
 -2.57%
1998
+15.71%
 -9.73%
+16.31%
 -6.72%
1997
+12.04%
 -3.41%
+9.52%
 -3.68%
1996
+10.01%
 -2.86%
+7.91%
 -1.59%
1995
+17.29%
 -0.92%
+21.01%
 -0.12%
1994
+3.04%
 -3.64%
-0.99%
 -5.70%
1993
+15.62%
 -4.17%
+18.18%
 -3.33%
1992
+0.36%
 -4.79%
+3.74%
 -4.82%
1991
+17.79%
 -3.72%
+20.47%
 -3.04%
1990
-6.98%
 -12.76%
-3.87%
 -10.77%
1989
+17.49%
 -1.63%
+16.96%
 -1.40%
1988
+16.22%
 -2.96%
+14.57%
 -2.29%
1987
+12.63%
 -14.68%
+9.08%
 -11.32%
1986
+29.43%
 -4.56%
+28.18%
 -4.00%
1985
+33.71%
 -1.51%
+33.22%
 -1.08%