European Stocks vs Scott Burns Seven Value Portfolio Comparison

Last Update: 29 February 2024

The European Stocks Portfolio obtained a 6.89% compound annual return, with a 17.88% 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

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European Stocks Portfolio Scott Burns Seven Value Portfolio
Portfolio Risk Very High High
Asset Allocation Stocks 100% 71.5%
Fixed Income 0% 28.5%
Commodities 0% 0%
30 Years Stats Return +6.89% +8.03%
Std Dev 17.88% 11.31%
Max Drawdown -59.77% -41.22%
All time Stats
(Since Jan 1985)
Return +9.84% +9.54%
Std Dev 17.89% 11.05%
Max Drawdown -59.77% -41.22%
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
European Stocks Portfolio +2.40 +8.31 +12.91 +7.52 +4.24 +6.89 +9.84
Scott Burns Seven Value Portfolio +2.22 +6.02 +10.84 +8.19 +6.58 +8.03 +9.54
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

European Stocks Portfolio: an investment of 1$, since March 1994, now would be worth 7.39$, with a total return of 638.80% (6.89% 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).

European Stocks Portfolio: an investment of 1$, since January 1985, now would be worth 39.53$, with a total return of 3853.06% (9.84% annualized).

Scott Burns Seven Value Portfolio: an investment of 1$, since January 1985, now would be worth 35.52$, with a total return of 3451.94% (9.54% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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European Stocks 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
-59.77% Nov 2007 Feb 2009 (16) Apr 2014 (78) 30.21
-45.88% Apr 2000 Sep 2002 (30) Dec 2004 (57) 25.84
-41.22% Nov 2007 Feb 2009 (16) Jan 2011 (39) 18.65
-30.98% Sep 2021 Sep 2022 (13) Dec 2023 (28) 12.78
-25.65% Jan 2020 Mar 2020 (3) Nov 2020 (11) 13.06
-20.91% Jun 2014 Feb 2016 (21) May 2017 (36) 11.28
-20.44% Jan 2020 Mar 2020 (3) Dec 2020 (12) 9.33
-19.44% Feb 2018 Dec 2018 (11) Dec 2019 (23) 9.54
-16.03% Aug 1998 Sep 1998 (2) Apr 1999 (9) 7.40
-15.04% Feb 2001 Sep 2002 (20) Sep 2003 (32) 7.83
-14.49% Apr 2022 Sep 2022 (6) Jul 2023 (16) 5.62
-14.02% May 2011 Sep 2011 (5) Feb 2012 (10) 5.89
-13.01% May 1998 Aug 1998 (4) Mar 1999 (11) 4.90
-9.57% Sep 2018 Dec 2018 (4) Mar 2019 (7) 4.30
-9.24% May 2015 Feb 2016 (10) Jun 2016 (14) 5.24
-7.18% Jan 2000 Jan 2000 (1) Mar 2000 (3) 3.76
-7.06% Aug 2023 Oct 2023 (3) Dec 2023 (5) 3.54
-5.68% Aug 1997 Aug 1997 (1) Sep 1997 (2) 3.28
-5.25% May 2012 May 2012 (1) Aug 2012 (4) 2.49
-5.18% May 1994 Jun 1994 (2) Aug 1994 (4) 2.96

Drawdown comparison chart since January 1985.

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European Stocks 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
-59.77% Nov 2007 Feb 2009 (16) Apr 2014 (78) 30.21
-45.88% Apr 2000 Sep 2002 (30) Dec 2004 (57) 25.84
-41.22% Nov 2007 Feb 2009 (16) Jan 2011 (39) 18.65
-30.98% Sep 2021 Sep 2022 (13) Dec 2023 (28) 12.78
-25.65% Jan 2020 Mar 2020 (3) Nov 2020 (11) 13.06
-23.15% Oct 1987 Nov 1987 (2) Jul 1989 (22) 13.00
-20.91% Jun 2014 Feb 2016 (21) May 2017 (36) 11.28
-20.44% Jan 2020 Mar 2020 (3) Dec 2020 (12) 9.33
-20.21% Aug 1990 Sep 1990 (2) May 1992 (22) 10.46
-19.44% Feb 2018 Dec 2018 (11) Dec 2019 (23) 9.54
-17.34% Sep 1987 Nov 1987 (3) Dec 1988 (16) 7.74
-16.03% Aug 1998 Sep 1998 (2) Apr 1999 (9) 7.40
-15.04% Feb 2001 Sep 2002 (20) Sep 2003 (32) 7.83
-14.49% Apr 2022 Sep 2022 (6) Jul 2023 (16) 5.62
-14.02% May 2011 Sep 2011 (5) Feb 2012 (10) 5.89
-13.01% May 1998 Aug 1998 (4) Mar 1999 (11) 4.90
-12.85% Jun 1992 Nov 1992 (6) Aug 1993 (15) 7.00
-9.72% Jan 1990 Sep 1990 (9) Feb 1991 (14) 5.24
-9.57% Sep 2018 Dec 2018 (4) Mar 2019 (7) 4.30
-9.24% May 2015 Feb 2016 (10) Jun 2016 (14) 5.24

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
+1.15%
-1.23%
+1.43%
-0.78%
2023
+20.21%
-11.19%
+10.67%
-7.06%
2022
-16.00%
-30.58%
-3.63%
-14.49%
2021
+16.88%
-5.48%
+22.53%
-2.24%
2020
+6.11%
-25.65%
+1.86%
-20.44%
2019
+24.86%
-5.67%
+19.31%
-3.92%
2018
-14.91%
-19.44%
-6.81%
-9.57%
2017
+26.99%
-0.51%
+10.75%
-0.38%
2016
-0.37%
-8.60%
+11.54%
-3.28%
2015
-1.94%
-11.47%
-3.57%
-9.07%
2014
-7.10%
-11.75%
+7.89%
-3.60%
2013
+24.38%
-4.42%
+14.33%
-3.26%
2012
+21.57%
-14.17%
+12.77%
-5.25%
2011
-11.64%
-27.74%
+3.05%
-14.02%
2010
+6.05%
-17.10%
+15.52%
-8.80%
2009
+31.33%
-22.78%
+23.22%
-16.01%
2008
-44.71%
-48.36%
-27.82%
-32.22%
2007
+13.24%
-5.77%
+8.29%
-3.44%
2006
+33.06%
-2.93%
+17.32%
-2.23%
2005
+9.26%
-4.49%
+12.65%
-3.52%
2004
+20.86%
-3.93%
+18.27%
-3.80%
2003
+38.70%
-9.25%
+25.26%
-1.84%
2002
-17.95%
-25.96%
-5.96%
-12.60%
2001
-20.30%
-27.21%
-4.35%
-10.12%
2000
-8.21%
-14.23%
+8.17%
-4.20%
1999
+16.66%
-4.90%
+10.89%
-3.22%
1998
+28.86%
-16.03%
+6.19%
-13.01%
1997
+24.23%
-5.68%
+14.55%
-2.60%
1996
+21.25%
-1.20%
+17.33%
-2.26%
1995
+22.28%
-3.97%
+22.68%
-1.40%
1994
+1.88%
-7.00%
-2.08%
-7.04%
1993
+29.13%
-2.19%
+19.57%
-4.28%
1992
-3.32%
-12.85%
+7.31%
-2.91%
1991
+12.40%
-12.16%
+20.27%
-3.54%
1990
-3.87%
-20.21%
-5.60%
-9.72%
1989
+28.18%
-6.85%
+21.02%
-1.39%
1988
+13.69%
-6.81%
+16.18%
-2.10%
1987
+7.05%
-23.15%
+5.84%
-17.34%
1986
+40.96%
-8.83%
+23.44%
-3.19%
1985
+78.72%
0.00%
+28.48%
-1.76%