Dynamic 60/40 Income vs Scott Burns Seven Value Portfolio Comparison

Last Update: 29 February 2024

The Dynamic 60/40 Income Portfolio obtained a 6.98% compound annual return, with a 9.36% standard deviation, in the last 30 Years.

The Scott Burns Seven Value Portfolio obtained a 8.03% compound annual return, with a 11.31% standard deviation, in the last 30 Years.

Summary

Swipe left to see all data
Dynamic 60/40 Income 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 +6.98% +8.03%
Std Dev 9.36% 11.31%
Max Drawdown -41.44% -41.22%
All time Stats
(Since Jan 1992)
Return +7.40% +8.37%
Std Dev 9.11% 11.10%
Max Drawdown -41.44% -41.22%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1992

Swipe left to see all data
1M 6M 1Y 5Y 10Y 30Y MAX
Dynamic 60/40 Income Portfolio +1.62 +7.29 +10.32 +5.29 +5.40 +6.98 +7.40
Scott Burns Seven Value Portfolio +2.22 +6.02 +10.84 +8.19 +6.58 +8.03 +8.37
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Dynamic 60/40 Income Portfolio: an investment of 1$, since March 1994, now would be worth 7.57$, with a total return of 657.27% (6.98% annualized).

Scott Burns Seven Value Portfolio: an investment of 1$, since March 1994, now would be worth 10.15$, with a total return of 915.12% (8.03% annualized).

Dynamic 60/40 Income Portfolio: an investment of 1$, since January 1992, now would be worth 9.93$, with a total return of 893.13% (7.40% annualized).

Scott Burns Seven Value Portfolio: an investment of 1$, since January 1992, now would be worth 13.26$, with a total return of 1225.53% (8.37% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

Swipe left to see all data
Dynamic 60/40 Income 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
-41.44% Jun 2007 Feb 2009 (21) Sep 2010 (40) 16.67
-41.22% Nov 2007 Feb 2009 (16) Jan 2011 (39) 18.65
-20.44% Jan 2020 Mar 2020 (3) Dec 2020 (12) 9.33
-18.21% Jan 2022 Sep 2022 (9) In progress (26) 11.41
-15.04% Feb 2001 Sep 2002 (20) Sep 2003 (32) 7.83
-14.49% Apr 2022 Sep 2022 (6) Jul 2023 (16) 5.62
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-14.02% May 2011 Sep 2011 (5) Feb 2012 (10) 5.89
-13.01% May 1998 Aug 1998 (4) Mar 1999 (11) 4.90
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-9.57% Sep 2018 Dec 2018 (4) Mar 2019 (7) 4.30
-9.24% May 2015 Feb 2016 (10) Jun 2016 (14) 5.24
-7.06% Aug 2023 Oct 2023 (3) Dec 2023 (5) 3.54
-7.02% Jul 1998 Aug 1998 (2) Dec 1998 (6) 3.48
-6.80% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.15
-6.19% Apr 2002 Oct 2002 (7) Apr 2003 (13) 2.86
-6.05% Mar 1994 Nov 1994 (9) Mar 1995 (13) 3.45
-5.25% May 2012 May 2012 (1) Aug 2012 (4) 2.49
-5.09% Mar 1994 Nov 1994 (9) Mar 1995 (13) 2.87
-4.70% Feb 2018 Feb 2018 (1) Jul 2018 (6) 2.77

Drawdown comparison chart since January 1992.

Swipe left to see all data
Dynamic 60/40 Income 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
-41.44% Jun 2007 Feb 2009 (21) Sep 2010 (40) 16.67
-41.22% Nov 2007 Feb 2009 (16) Jan 2011 (39) 18.65
-20.44% Jan 2020 Mar 2020 (3) Dec 2020 (12) 9.33
-18.21% Jan 2022 Sep 2022 (9) In progress (26) 11.41
-15.04% Feb 2001 Sep 2002 (20) Sep 2003 (32) 7.83
-14.49% Apr 2022 Sep 2022 (6) Jul 2023 (16) 5.62
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-14.02% May 2011 Sep 2011 (5) Feb 2012 (10) 5.89
-13.01% May 1998 Aug 1998 (4) Mar 1999 (11) 4.90
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-9.57% Sep 2018 Dec 2018 (4) Mar 2019 (7) 4.30
-9.24% May 2015 Feb 2016 (10) Jun 2016 (14) 5.24
-7.06% Aug 2023 Oct 2023 (3) Dec 2023 (5) 3.54
-7.04% Feb 1994 Nov 1994 (10) Apr 1995 (15) 4.37
-7.02% Jul 1998 Aug 1998 (2) Dec 1998 (6) 3.48
-6.80% Feb 1994 Nov 1994 (10) Apr 1995 (15) 3.87
-6.80% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.15
-6.19% Apr 2002 Oct 2002 (7) Apr 2003 (13) 2.86
-5.25% May 2012 May 2012 (1) Aug 2012 (4) 2.49
-4.70% Feb 2018 Feb 2018 (1) Jul 2018 (6) 2.77

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.
Swipe left to see all data
Year Return Drawdown Return Drawdown
2024
+1.48%
-0.14%
+1.43%
-0.78%
2023
+12.28%
-6.45%
+10.67%
-7.06%
2022
-15.89%
-18.21%
-3.63%
-14.49%
2021
+15.27%
-2.58%
+22.53%
-2.24%
2020
+6.26%
-14.24%
+1.86%
-20.44%
2019
+18.59%
-1.55%
+19.31%
-3.92%
2018
-3.28%
-6.80%
-6.81%
-9.57%
2017
+8.11%
-0.39%
+10.75%
-0.38%
2016
+7.39%
-2.92%
+11.54%
-3.28%
2015
+0.49%
-4.42%
-3.57%
-9.07%
2014
+11.87%
-2.32%
+7.89%
-3.60%
2013
+8.15%
-3.78%
+14.33%
-3.26%
2012
+12.84%
-3.09%
+12.77%
-5.25%
2011
+3.16%
-10.41%
+3.05%
-14.02%
2010
+14.75%
-5.96%
+15.52%
-8.80%
2009
+25.31%
-19.50%
+23.22%
-16.01%
2008
-21.78%
-30.14%
-27.82%
-32.22%
2007
-3.54%
-7.01%
+8.29%
-3.44%
2006
+14.28%
-1.89%
+17.32%
-2.23%
2005
+5.27%
-2.10%
+12.65%
-3.52%
2004
+12.11%
-4.29%
+18.27%
-3.80%
2003
+22.26%
0.00%
+25.26%
-1.84%
2002
-0.78%
-6.19%
-5.96%
-12.60%
2001
+5.55%
-3.29%
-4.35%
-10.12%
2000
+5.79%
-3.60%
+8.17%
-4.20%
1999
+4.89%
-3.30%
+10.89%
-3.22%
1998
+5.13%
-7.02%
+6.19%
-13.01%
1997
+16.74%
-0.91%
+14.55%
-2.60%
1996
+16.21%
-0.78%
+17.33%
-2.26%
1995
+20.42%
-0.12%
+22.68%
-1.40%
1994
-3.20%
-6.80%
-2.08%
-7.04%
1993
+14.00%
-1.75%
+19.57%
-4.28%
1992
+13.92%
-0.48%
+7.31%
-2.91%