Dynamic 60/40 Income vs Scott Burns Six Ways from Sunday 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 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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Dynamic 60/40 Income Portfolio Scott Burns Six Ways from Sunday Portfolio
Portfolio Risk High High
Asset Allocation Stocks 60% 66.68%
Fixed Income 40% 33.32%
Commodities 0% 0%
30 Years Stats Return +6.98% +7.76%
Std Dev 9.36% 10.91%
Max Drawdown -41.44% -39.14%
All time Stats
(Since Jan 1992)
Return +7.40% +8.08%
Std Dev 9.11% 10.74%
Max Drawdown -41.44% -39.14%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1992

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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 Six Ways from Sunday Portfolio +2.03 +5.34 +10.18 +7.78 +5.97 +7.76 +8.08
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 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).

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 Six Ways from Sunday Portfolio: an investment of 1$, since January 1992, now would be worth 12.16$, with a total return of 1116.41% (8.08% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Dynamic 60/40 Income 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
-41.44% Jun 2007 Feb 2009 (21) Sep 2010 (40) 16.67
-39.14% Jun 2008 Feb 2009 (9) Dec 2010 (31) 19.14
-19.67% Jan 2020 Mar 2020 (3) Dec 2020 (12) 8.82
-18.21% Jan 2022 Sep 2022 (9) In progress (26) 11.41
-14.34% Apr 2022 Sep 2022 (6) Jul 2023 (16) 5.59
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-13.29% May 2011 Sep 2011 (5) Feb 2012 (10) 5.42
-12.03% May 1998 Aug 1998 (4) Apr 1999 (12) 4.43
-10.58% Feb 2001 Sep 2002 (20) May 2003 (28) 5.68
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-9.70% May 2015 Feb 2016 (10) Jun 2016 (14) 5.58
-9.43% Sep 2018 Dec 2018 (4) Mar 2019 (7) 4.32
-7.02% Jul 1998 Aug 1998 (2) Dec 1998 (6) 3.48
-6.89% Aug 2023 Oct 2023 (3) Dec 2023 (5) 3.43
-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
-5.86% 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 1992.

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Dynamic 60/40 Income 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
-41.44% Jun 2007 Feb 2009 (21) Sep 2010 (40) 16.67
-39.14% Jun 2008 Feb 2009 (9) Dec 2010 (31) 19.14
-19.67% Jan 2020 Mar 2020 (3) Dec 2020 (12) 8.82
-18.21% Jan 2022 Sep 2022 (9) In progress (26) 11.41
-14.34% Apr 2022 Sep 2022 (6) Jul 2023 (16) 5.59
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-13.29% May 2011 Sep 2011 (5) Feb 2012 (10) 5.42
-12.03% May 1998 Aug 1998 (4) Apr 1999 (12) 4.43
-10.58% Feb 2001 Sep 2002 (20) May 2003 (28) 5.68
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-9.70% May 2015 Feb 2016 (10) Jun 2016 (14) 5.58
-9.43% Sep 2018 Dec 2018 (4) Mar 2019 (7) 4.32
-7.18% Feb 1994 Nov 1994 (10) May 1995 (16) 4.39
-7.02% Jul 1998 Aug 1998 (2) Dec 1998 (6) 3.48
-6.89% Aug 2023 Oct 2023 (3) Dec 2023 (5) 3.43
-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
-5.86% Nov 2007 Jan 2008 (3) May 2008 (7) 3.49
-5.14% May 2012 May 2012 (1) Aug 2012 (4) 2.46

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
+1.48%
-0.14%
+0.95%
-1.06%
2023
+12.28%
-6.45%
+10.86%
-6.89%
2022
-15.89%
-18.21%
-3.84%
-14.34%
2021
+15.27%
-2.58%
+21.86%
-2.10%
2020
+6.26%
-14.24%
+1.75%
-19.67%
2019
+18.59%
-1.55%
+18.22%
-3.51%
2018
-3.28%
-6.80%
-7.04%
-9.43%
2017
+8.11%
-0.39%
+9.66%
-0.36%
2016
+7.39%
-2.92%
+10.61%
-3.04%
2015
+0.49%
-4.42%
-4.01%
-9.20%
2014
+11.87%
-2.32%
+7.00%
-3.99%
2013
+8.15%
-3.78%
+11.16%
-4.12%
2012
+12.84%
-3.09%
+12.35%
-5.14%
2011
+3.16%
-10.41%
+3.38%
-13.29%
2010
+14.75%
-5.96%
+15.68%
-8.16%
2009
+25.31%
-19.50%
+23.77%
-14.82%
2008
-21.78%
-30.14%
-26.45%
-32.07%
2007
-3.54%
-7.01%
+9.69%
-2.97%
2006
+14.28%
-1.89%
+16.49%
-2.20%
2005
+5.27%
-2.10%
+13.58%
-3.66%
2004
+12.11%
-4.29%
+18.78%
-4.09%
2003
+22.26%
0.00%
+24.09%
-1.68%
2002
-0.78%
-6.19%
-3.44%
-9.90%
2001
+5.55%
-3.29%
-3.08%
-8.11%
2000
+5.79%
-3.60%
+8.56%
-4.31%
1999
+4.89%
-3.30%
+10.58%
-2.60%
1998
+5.13%
-7.02%
+4.74%
-12.03%
1997
+16.74%
-0.91%
+11.97%
-2.82%
1996
+16.21%
-0.78%
+16.58%
-1.91%
1995
+20.42%
-0.12%
+20.25%
-1.37%
1994
-3.20%
-6.80%
-2.33%
-7.18%
1993
+14.00%
-1.75%
+19.81%
-4.68%
1992
+13.92%
-0.48%
+5.94%
-3.90%