Developed World ex-US Stocks Momentum vs Scott Burns Six Ways from Sunday Portfolio Comparison

Last Update: 29 February 2024

The Developed World ex-US Stocks Momentum Portfolio obtained a 5.00% compound annual return, with a 13.60% standard deviation, in the last 10 Years.

The Scott Burns Six Ways from Sunday Portfolio obtained a 5.97% compound annual return, with a 11.53% standard deviation, in the last 10 Years.

Summary

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Developed World ex-US Stocks Momentum Portfolio Scott Burns Six Ways from Sunday Portfolio
Portfolio Risk Very High High
Asset Allocation Stocks 100% 66.68%
Fixed Income 0% 33.32%
Commodities 0% 0%
10 Years Stats Return +5.00% +5.97%
Std Dev 13.60% 11.53%
Max Drawdown -28.57% -19.67%
All time Stats
(Since Aug 2009)
Return +6.55% +8.09%
Std Dev 15.24% 11.27%
Max Drawdown -28.57% -19.67%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from August 2009

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1M 6M 1Y 5Y 10Y MAX
Developed World ex-US Stocks Momentum Portfolio +5.40 +15.30 +20.62 +8.78 +5.00 +6.55
Scott Burns Six Ways from Sunday Portfolio +2.03 +5.34 +10.18 +7.78 +5.97 +8.09
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Developed World ex-US Stocks Momentum Portfolio: an investment of 1$, since March 2014, now would be worth 1.63$, with a total return of 62.90% (5.00% annualized).

Scott Burns Six Ways from Sunday Portfolio: an investment of 1$, since March 2014, now would be worth 1.78$, with a total return of 78.49% (5.97% annualized).

Developed World ex-US Stocks Momentum Portfolio: an investment of 1$, since August 2009, now would be worth 2.52$, with a total return of 152.39% (6.55% annualized).

Scott Burns Six Ways from Sunday Portfolio: an investment of 1$, since August 2009, now would be worth 3.11$, with a total return of 210.84% (8.09% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Developed World ex-US Stocks Momentum 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
-28.57% Nov 2021 Sep 2022 (11) Feb 2024 (28) 13.63
-19.67% Jan 2020 Mar 2020 (3) Dec 2020 (12) 8.82
-19.22% Feb 2018 Dec 2018 (11) Dec 2019 (23) 8.58
-16.18% Jul 2014 Feb 2016 (20) May 2017 (35) 8.46
-15.97% Feb 2020 Mar 2020 (2) Jun 2020 (5) 8.38
-14.34% Apr 2022 Sep 2022 (6) Jul 2023 (16) 5.59
-9.70% May 2015 Feb 2016 (10) Jun 2016 (14) 5.58
-9.43% Sep 2018 Dec 2018 (4) Mar 2019 (7) 4.32
-6.89% Aug 2023 Oct 2023 (3) Dec 2023 (5) 3.43
-4.75% Feb 2018 Feb 2018 (1) Jul 2018 (6) 2.53
-3.99% Sep 2014 Sep 2014 (1) Apr 2015 (8) 2.09
-3.90% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.96
-3.69% Sep 2021 Sep 2021 (1) Oct 2021 (2) 2.13
-3.51% May 2019 May 2019 (1) Jun 2019 (2) 2.02
-2.41% Oct 2016 Oct 2016 (1) Dec 2016 (3) 1.38
-2.10% Nov 2021 Nov 2021 (1) Dec 2021 (2) 1.21
-1.99% Mar 2014 Apr 2014 (2) May 2014 (3) 1.17
-1.80% Jun 2021 Jun 2021 (1) Aug 2021 (3) 0.96
-1.09% Jul 2014 Jul 2014 (1) Aug 2014 (2) 0.63
-1.06% Jan 2024 Jan 2024 (1) Feb 2024 (2) 0.61

Drawdown comparison chart since August 2009.

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Developed World ex-US Stocks Momentum 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
-28.57% Nov 2021 Sep 2022 (11) Feb 2024 (28) 13.63
-26.91% May 2011 Sep 2011 (5) Apr 2013 (24) 14.61
-19.67% Jan 2020 Mar 2020 (3) Dec 2020 (12) 8.82
-19.22% Feb 2018 Dec 2018 (11) Dec 2019 (23) 8.58
-16.18% Jul 2014 Feb 2016 (20) May 2017 (35) 8.46
-15.97% Feb 2020 Mar 2020 (2) Jun 2020 (5) 8.38
-14.34% Apr 2022 Sep 2022 (6) Jul 2023 (16) 5.59
-14.08% Apr 2010 Jun 2010 (3) Sep 2010 (6) 8.07
-13.29% May 2011 Sep 2011 (5) Feb 2012 (10) 5.42
-9.70% May 2015 Feb 2016 (10) Jun 2016 (14) 5.58
-9.43% Sep 2018 Dec 2018 (4) Mar 2019 (7) 4.32
-8.16% May 2010 Jun 2010 (2) Sep 2010 (5) 4.59
-7.18% Jan 2010 Jan 2010 (1) Mar 2010 (3) 4.79
-6.89% Aug 2023 Oct 2023 (3) Dec 2023 (5) 3.43
-6.52% May 2013 Jun 2013 (2) Sep 2013 (5) 4.30
-5.15% Jan 2014 Jan 2014 (1) Jun 2014 (6) 2.47
-5.14% May 2012 May 2012 (1) Aug 2012 (4) 2.46
-4.75% Feb 2018 Feb 2018 (1) Jul 2018 (6) 2.53
-4.12% May 2013 Jun 2013 (2) Oct 2013 (6) 2.25
-3.99% Sep 2014 Sep 2014 (1) Apr 2015 (8) 2.09

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
+8.63%
0.00%
+0.95%
-1.06%
2023
+13.91%
-8.35%
+10.86%
-6.89%
2022
-16.80%
-28.32%
-3.84%
-14.34%
2021
+6.60%
-4.63%
+21.86%
-2.10%
2020
+22.16%
-15.97%
+1.75%
-19.67%
2019
+24.51%
-2.38%
+18.22%
-3.51%
2018
-14.30%
-19.22%
-7.04%
-9.43%
2017
+25.46%
-0.73%
+9.66%
-0.36%
2016
+0.47%
-7.09%
+10.61%
-3.04%
2015
-1.60%
-12.26%
-4.01%
-9.20%
2014
-9.19%
-9.77%
+7.00%
-3.99%
2013
+22.20%
-6.52%
+11.16%
-4.12%
2012
+17.94%
-8.24%
+12.35%
-5.14%
2011
-14.36%
-26.91%
+3.38%
-13.29%
2010
+14.14%
-14.08%
+15.68%
-8.16%