Roger Gibson Five Asset vs Scott Burns Five Fold Portfolio Comparison

Last Update: 29 February 2024

The Roger Gibson Five Asset Portfolio obtained a 7.30% compound annual return, with a 11.29% standard deviation, in the last 30 Years.

The Scott Burns Five Fold Portfolio obtained a 7.25% compound annual return, with a 9.75% standard deviation, in the last 30 Years.

Summary

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Roger Gibson Five Asset Portfolio Scott Burns Five Fold Portfolio
Portfolio Risk Very High High
Asset Allocation Stocks 60% 60%
Fixed Income 20% 40%
Commodities 20% 0%
30 Years Stats Return +7.30% +7.25%
Std Dev 11.29% 9.75%
Max Drawdown -44.75% -37.94%
All time Stats
(Since Jan 1985)
Return +8.93% +8.88%
Std Dev 10.68% 9.64%
Max Drawdown -44.75% -37.94%
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
Roger Gibson Five Asset Portfolio +1.55 +4.96 +9.48 +7.18 +5.25 +7.30 +8.93
Scott Burns Five Fold Portfolio +1.77 +6.62 +10.77 +5.59 +5.50 +7.25 +8.88
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Roger Gibson Five Asset Portfolio: an investment of 1$, since March 1994, now would be worth 8.27$, with a total return of 727.42% (7.30% annualized).

Scott Burns Five Fold Portfolio: an investment of 1$, since March 1994, now would be worth 8.15$, with a total return of 715.49% (7.25% annualized).

Roger Gibson Five Asset Portfolio: an investment of 1$, since January 1985, now would be worth 28.51$, with a total return of 2750.91% (8.93% annualized).

Scott Burns Five Fold Portfolio: an investment of 1$, since January 1985, now would be worth 27.97$, with a total return of 2696.79% (8.88% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Roger Gibson Five Asset Portfolio
Scott Burns Five Fold Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-44.75% Jun 2008 Feb 2009 (9) Feb 2011 (33) 23.07
-37.94% Nov 2007 Feb 2009 (16) Oct 2010 (36) 16.75
-21.60% Jan 2022 Sep 2022 (9) In progress (26) 12.65
-19.30% Jan 2020 Mar 2020 (3) Nov 2020 (11) 8.97
-16.29% Apr 2022 Sep 2022 (6) In progress (23) 8.13
-15.14% May 2011 Sep 2011 (5) Aug 2012 (16) 5.99
-13.82% Feb 2020 Mar 2020 (2) Aug 2020 (7) 6.46
-13.25% Apr 1998 Aug 1998 (5) Apr 1999 (13) 5.68
-13.03% Sep 2014 Feb 2016 (18) Jan 2017 (29) 5.79
-11.36% Feb 2001 Oct 2001 (9) May 2003 (28) 6.61
-10.32% May 2011 Sep 2011 (5) Jan 2012 (9) 4.28
-10.00% Oct 2018 Dec 2018 (3) Apr 2019 (7) 4.59
-8.29% Jul 1998 Aug 1998 (2) Nov 1998 (5) 3.98
-7.24% Jun 2002 Sep 2002 (4) May 2003 (12) 4.55
-6.93% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.17
-6.31% Mar 2015 Sep 2015 (7) May 2016 (15) 3.29
-6.22% Mar 1994 Nov 1994 (9) May 1995 (15) 3.60
-6.11% Feb 2001 Sep 2001 (8) Mar 2002 (14) 3.04
-5.79% Apr 2004 Apr 2004 (1) Sep 2004 (6) 3.17
-5.45% May 2013 Aug 2013 (4) Oct 2013 (6) 3.24

Drawdown comparison chart since January 1985.

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Roger Gibson Five Asset Portfolio
Scott Burns Five Fold Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-44.75% Jun 2008 Feb 2009 (9) Feb 2011 (33) 23.07
-37.94% Nov 2007 Feb 2009 (16) Oct 2010 (36) 16.75
-21.60% Jan 2022 Sep 2022 (9) In progress (26) 12.65
-19.30% Jan 2020 Mar 2020 (3) Nov 2020 (11) 8.97
-16.29% Apr 2022 Sep 2022 (6) In progress (23) 8.13
-15.14% May 2011 Sep 2011 (5) Aug 2012 (16) 5.99
-13.82% Feb 2020 Mar 2020 (2) Aug 2020 (7) 6.46
-13.25% Apr 1998 Aug 1998 (5) Apr 1999 (13) 5.68
-13.03% Sep 2014 Feb 2016 (18) Jan 2017 (29) 5.79
-12.21% Jan 1990 Sep 1990 (9) Feb 1991 (14) 6.21
-11.82% Sep 1987 Nov 1987 (3) Jun 1988 (10) 5.91
-11.38% Sep 1987 Nov 1987 (3) Jun 1988 (10) 5.93
-11.36% Feb 2001 Oct 2001 (9) May 2003 (28) 6.61
-10.32% May 2011 Sep 2011 (5) Jan 2012 (9) 4.28
-10.00% Oct 2018 Dec 2018 (3) Apr 2019 (7) 4.59
-8.29% Jul 1998 Aug 1998 (2) Nov 1998 (5) 3.98
-7.79% Feb 1994 Nov 1994 (10) May 1995 (16) 4.90
-7.29% Jan 1990 Apr 1990 (4) Jan 1991 (13) 3.44
-7.24% Jun 2002 Sep 2002 (4) May 2003 (12) 4.55
-6.93% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.17

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
+0.62%
-0.91%
+0.58%
-1.17%
2023
+10.78%
-7.73%
+13.15%
-7.82%
2022
-11.00%
-16.29%
-17.44%
-21.60%
2021
+22.77%
-3.55%
+15.57%
-3.25%
2020
+5.29%
-19.30%
+8.59%
-13.82%
2019
+20.35%
-3.32%
+19.52%
-1.92%
2018
-7.26%
-10.00%
-4.81%
-6.93%
2017
+12.32%
-0.50%
+11.77%
0.00%
2016
+9.61%
-3.95%
+7.13%
-3.39%
2015
-5.77%
-8.86%
-0.51%
-6.31%
2014
+3.39%
-4.13%
+10.14%
-3.22%
2013
+8.12%
-4.34%
+8.13%
-5.45%
2012
+12.31%
-6.55%
+13.78%
-4.08%
2011
+0.22%
-15.14%
+3.49%
-10.32%
2010
+15.28%
-9.00%
+14.45%
-6.47%
2009
+23.98%
-16.95%
+24.16%
-15.00%
2008
-29.02%
-36.68%
-23.95%
-30.12%
2007
+8.47%
-3.75%
+4.26%
-3.99%
2006
+15.69%
-2.03%
+16.17%
-2.07%
2005
+11.50%
-3.59%
+8.26%
-2.40%
2004
+17.11%
-5.79%
+15.75%
-5.26%
2003
+28.11%
-2.15%
+23.74%
-1.51%
2002
+3.88%
-5.15%
-1.18%
-7.24%
2001
-8.31%
-11.36%
-0.06%
-6.11%
2000
+12.13%
-2.94%
+5.40%
-3.85%
1999
+18.03%
-2.76%
+9.10%
-2.61%
1998
-0.41%
-13.25%
+9.78%
-8.29%
1997
+8.02%
-3.37%
+11.37%
-3.10%
1996
+19.46%
-2.51%
+13.09%
-1.17%
1995
+18.27%
-1.10%
+19.23%
-0.70%
1994
+0.49%
-6.61%
-2.47%
-7.79%
1993
+11.92%
-4.90%
+18.48%
-3.77%
1992
+4.38%
-3.09%
+5.91%
-3.73%
1991
+17.71%
-3.33%
+23.52%
-2.98%
1990
-1.78%
-7.29%
-6.16%
-12.21%
1989
+20.20%
-1.50%
+15.34%
-0.98%
1988
+18.43%
-1.97%
+14.35%
-1.86%
1987
+11.07%
-11.38%
+6.54%
-11.82%
1986
+22.93%
-2.98%
+26.37%
-3.02%
1985
+26.81%
-0.45%
+30.39%
-1.26%