Bill Bernstein No Brainer vs Scott Burns Six Ways from Sunday Portfolio Comparison

Last Update: 29 February 2024

The Bill Bernstein No Brainer Portfolio obtained a 7.48% compound annual return, with a 11.75% standard deviation, in the last 30 Years.

The Scott Burns Six Ways from Sunday Portfolio obtained a 7.76% compound annual return, with a 10.91% standard deviation, in the last 30 Years.

Summary

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Bill Bernstein No Brainer Portfolio Scott Burns Six Ways from Sunday Portfolio
Portfolio Risk High High
Asset Allocation Stocks 75% 66.68%
Fixed Income 25% 33.32%
Commodities 0% 0%
30 Years Stats Return +7.48% +7.76%
Std Dev 11.75% 10.91%
Max Drawdown -40.40% -39.14%
All time Stats
(Since Jan 1985)
Return +9.17% +9.27%
Std Dev 11.74% 10.63%
Max Drawdown -40.40% -39.14%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Bill Bernstein No Brainer Portfolio +2.81 +7.97 +13.50 +7.50 +6.76 +7.48 +9.17
Scott Burns Six Ways from Sunday Portfolio +2.03 +5.34 +10.18 +7.78 +5.97 +7.76 +9.27
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Bill Bernstein No Brainer Portfolio: an investment of 1$, since March 1994, now would be worth 8.71$, with a total return of 770.61% (7.48% annualized).

Scott Burns Six Ways from Sunday Portfolio: an investment of 1$, since March 1994, now would be worth 9.40$, with a total return of 840.38% (7.76% annualized).

Bill Bernstein No Brainer Portfolio: an investment of 1$, since January 1985, now would be worth 31.05$, with a total return of 3005.23% (9.17% annualized).

Scott Burns Six Ways from Sunday Portfolio: an investment of 1$, since January 1985, now would be worth 32.23$, with a total return of 3122.80% (9.27% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Bill Bernstein No Brainer Portfolio
Scott Burns Six Ways from Sunday Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-40.40% Nov 2007 Feb 2009 (16) Feb 2011 (40) 18.40
-39.14% Jun 2008 Feb 2009 (9) Dec 2010 (31) 19.14
-24.46% Apr 2000 Sep 2002 (30) Dec 2003 (45) 13.30
-19.76% Jan 2022 Sep 2022 (9) Feb 2024 (26) 9.75
-19.67% Jan 2020 Mar 2020 (3) Dec 2020 (12) 8.82
-18.24% Jan 2020 Mar 2020 (3) Aug 2020 (8) 8.70
-16.20% May 2011 Sep 2011 (5) Sep 2012 (17) 6.47
-14.34% Apr 2022 Sep 2022 (6) Jul 2023 (16) 5.59
-13.95% May 1998 Aug 1998 (4) Dec 1998 (8) 6.45
-13.29% May 2011 Sep 2011 (5) Feb 2012 (10) 5.42
-12.03% May 1998 Aug 1998 (4) Apr 1999 (12) 4.43
-11.92% Sep 2018 Dec 2018 (4) Oct 2019 (14) 4.83
-10.58% Feb 2001 Sep 2002 (20) May 2003 (28) 5.68
-9.70% May 2015 Feb 2016 (10) Jun 2016 (14) 5.58
-9.43% Sep 2018 Dec 2018 (4) Mar 2019 (7) 4.32
-9.17% Jun 2015 Feb 2016 (9) Jul 2016 (14) 4.70
-6.89% Aug 2023 Oct 2023 (3) Dec 2023 (5) 3.43
-5.86% Nov 2007 Jan 2008 (3) May 2008 (7) 3.49
-5.49% Mar 1994 Nov 1994 (9) Apr 1995 (14) 3.12
-5.14% May 2012 May 2012 (1) Aug 2012 (4) 2.46

Drawdown comparison chart since January 1985.

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Bill Bernstein No Brainer Portfolio
Scott Burns Six Ways from Sunday Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-40.40% Nov 2007 Feb 2009 (16) Feb 2011 (40) 18.40
-39.14% Jun 2008 Feb 2009 (9) Dec 2010 (31) 19.14
-24.46% Apr 2000 Sep 2002 (30) Dec 2003 (45) 13.30
-19.76% Jan 2022 Sep 2022 (9) Feb 2024 (26) 9.75
-19.71% Sep 1987 Nov 1987 (3) Jan 1989 (17) 9.28
-19.67% Jan 2020 Mar 2020 (3) Dec 2020 (12) 8.82
-18.24% Jan 2020 Mar 2020 (3) Aug 2020 (8) 8.70
-16.20% May 2011 Sep 2011 (5) Sep 2012 (17) 6.47
-15.75% Sep 1987 Nov 1987 (3) Dec 1988 (16) 6.78
-14.76% Jan 1990 Sep 1990 (9) Feb 1991 (14) 7.56
-14.34% Apr 2022 Sep 2022 (6) Jul 2023 (16) 5.59
-13.95% May 1998 Aug 1998 (4) Dec 1998 (8) 6.45
-13.29% May 2011 Sep 2011 (5) Feb 2012 (10) 5.42
-12.03% May 1998 Aug 1998 (4) Apr 1999 (12) 4.43
-11.92% Sep 2018 Dec 2018 (4) Oct 2019 (14) 4.83
-10.58% Feb 2001 Sep 2002 (20) May 2003 (28) 5.68
-9.70% May 2015 Feb 2016 (10) Jun 2016 (14) 5.58
-9.43% Sep 2018 Dec 2018 (4) Mar 2019 (7) 4.32
-9.17% Jun 2015 Feb 2016 (9) Jul 2016 (14) 4.70
-9.11% Jan 1990 Sep 1990 (9) Feb 1991 (14) 4.98

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
+1.91%
-0.87%
+0.95%
-1.06%
2023
+15.77%
-8.54%
+10.86%
-6.89%
2022
-13.89%
-19.76%
-3.84%
-14.34%
2021
+15.39%
-2.73%
+21.86%
-2.10%
2020
+11.61%
-18.24%
+1.75%
-19.67%
2019
+19.82%
-5.15%
+18.22%
-3.51%
2018
-6.41%
-11.92%
-7.04%
-9.43%
2017
+15.70%
-0.29%
+9.66%
-0.36%
2016
+11.03%
-4.44%
+10.61%
-3.04%
2015
-1.35%
-7.81%
-4.01%
-9.20%
2014
+3.78%
-3.16%
+7.00%
-3.99%
2013
+22.10%
-1.89%
+11.16%
-4.12%
2012
+12.91%
-6.94%
+12.35%
-5.14%
2011
-2.59%
-16.20%
+3.38%
-13.29%
2010
+14.15%
-9.69%
+15.68%
-8.16%
2009
+22.80%
-15.37%
+23.77%
-14.82%
2008
-26.26%
-28.63%
-26.45%
-32.07%
2007
+7.14%
-4.50%
+9.69%
-2.97%
2006
+15.27%
-3.41%
+16.49%
-2.20%
2005
+7.66%
-4.07%
+13.58%
-3.66%
2004
+13.66%
-3.04%
+18.78%
-4.09%
2003
+27.39%
-4.14%
+24.09%
-1.68%
2002
-10.88%
-16.92%
-3.44%
-9.90%
2001
-4.49%
-14.84%
-3.08%
-8.11%
2000
-4.63%
-10.08%
+8.56%
-4.31%
1999
+18.99%
-3.58%
+10.58%
-2.60%
1998
+12.24%
-13.95%
+4.74%
-12.03%
1997
+15.88%
-4.06%
+11.97%
-2.82%
1996
+12.52%
-4.66%
+16.58%
-1.91%
1995
+20.57%
-1.62%
+20.25%
-1.37%
1994
+2.49%
-4.18%
-2.33%
-7.18%
1993
+16.21%
-3.68%
+19.81%
-4.68%
1992
+4.40%
-3.33%
+5.94%
-3.90%
1991
+24.11%
-4.26%
+19.65%
-3.35%
1990
-9.08%
-14.76%
-5.36%
-9.11%
1989
+18.78%
-2.53%
+20.03%
-1.09%
1988
+17.83%
-3.06%
+15.52%
-2.02%
1987
+8.39%
-19.71%
+6.47%
-15.75%
1986
+25.39%
-4.13%
+24.09%
-2.52%
1985
+32.35%
-2.40%
+27.73%
-1.45%