Ray Dalio All Weather with Bitcoin vs Scott Burns Four Square Portfolio Comparison

Last Update: 29 February 2024

The Ray Dalio All Weather with Bitcoin Portfolio obtained a 8.11% compound annual return, with a 9.46% standard deviation, in the last 10 Years.

The Scott Burns Four Square Portfolio obtained a 5.19% compound annual return, with a 8.56% standard deviation, in the last 10 Years.

Summary

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Ray Dalio All Weather with Bitcoin Portfolio Scott Burns Four Square Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 30% 50%
Fixed Income 55% 50%
Commodities 15% 0%
10 Years Stats Return +8.11% +5.19%
Std Dev 9.46% 8.56%
Max Drawdown -21.81% -19.67%
All time Stats
(Since Jan 2009)
Return +16.40% +7.25%
Std Dev 35.38% 8.88%
Max Drawdown -36.76% -19.67%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 2009

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1M 6M 1Y 5Y 10Y MAX
Ray Dalio All Weather with Bitcoin Portfolio +1.31 +6.85 +10.84 +6.81 +8.11 +16.40
Scott Burns Four Square Portfolio +1.73 +6.75 +12.46 +5.72 +5.19 +7.25
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Ray Dalio All Weather with Bitcoin Portfolio: an investment of 1$, since March 2014, now would be worth 2.18$, with a total return of 118.05% (8.11% annualized).

Scott Burns Four Square Portfolio: an investment of 1$, since March 2014, now would be worth 1.66$, with a total return of 65.82% (5.19% annualized).

Ray Dalio All Weather with Bitcoin Portfolio: an investment of 1$, since January 2009, now would be worth 10.00$, with a total return of 900.38% (16.40% annualized).

Scott Burns Four Square Portfolio: an investment of 1$, since January 2009, now would be worth 2.89$, with a total return of 189.19% (7.25% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Ray Dalio All Weather with Bitcoin Portfolio
Scott Burns Four Square Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-21.81% Nov 2021 Sep 2022 (11) In progress (28) 13.79
-19.67% Jan 2022 Sep 2022 (9) In progress (26) 10.57
-10.98% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.06
-6.76% May 2015 Jan 2016 (9) Jul 2016 (15) 3.77
-6.72% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.81
-6.25% Feb 2015 Sep 2015 (8) Apr 2016 (15) 3.68
-5.90% Aug 2016 Nov 2016 (4) May 2017 (10) 2.72
-4.86% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.99
-2.96% Aug 2020 Oct 2020 (3) Nov 2020 (4) 1.48
-2.72% Sep 2014 Sep 2014 (1) Nov 2014 (3) 1.46
-2.71% Feb 2018 Apr 2018 (3) Aug 2018 (7) 1.74
-2.64% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.52
-2.52% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.46
-2.46% May 2019 May 2019 (1) Jun 2019 (2) 1.42
-2.41% Sep 2014 Sep 2014 (1) Feb 2015 (6) 1.23
-2.26% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.28
-2.03% Mar 2020 Mar 2020 (1) Apr 2020 (2) 1.17
-1.73% Jan 2021 Mar 2021 (3) Apr 2021 (4) 1.22
-1.66% Oct 2016 Nov 2016 (2) Jan 2017 (4) 1.01
-1.41% Sep 2019 Sep 2019 (1) Jan 2020 (5) 0.68

Drawdown comparison chart since January 2009.

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Ray Dalio All Weather with Bitcoin Portfolio
Scott Burns Four Square Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-36.76% Jul 2011 Nov 2011 (5) Oct 2013 (28) 22.75
-23.49% Dec 2013 Dec 2013 (1) Jul 2017 (44) 13.71
-21.81% Nov 2021 Sep 2022 (11) In progress (28) 13.79
-19.67% Jan 2022 Sep 2022 (9) In progress (26) 10.57
-11.55% Jan 2009 Feb 2009 (2) Sep 2009 (9) 6.30
-10.98% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.06
-10.14% Jan 2009 Feb 2009 (2) Apr 2009 (4) 5.50
-8.76% May 2011 Sep 2011 (5) Jan 2012 (9) 3.78
-6.76% May 2015 Jan 2016 (9) Jul 2016 (15) 3.77
-6.72% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.81
-5.40% May 2010 Jun 2010 (2) Sep 2010 (5) 3.05
-4.86% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.99
-4.32% May 2013 Jun 2013 (2) Sep 2013 (5) 2.38
-3.97% May 2012 May 2012 (1) Aug 2012 (4) 1.92
-2.96% Aug 2020 Oct 2020 (3) Nov 2020 (4) 1.48
-2.71% Feb 2018 Apr 2018 (3) Aug 2018 (7) 1.74
-2.64% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.52
-2.52% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.46
-2.46% May 2019 May 2019 (1) Jun 2019 (2) 1.42
-2.41% Sep 2014 Sep 2014 (1) Feb 2015 (6) 1.23

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
+0.78%
-0.52%
+1.52%
-0.20%
2023
+12.94%
-8.54%
+13.49%
-6.42%
2022
-19.84%
-21.78%
-15.24%
-19.67%
2021
+9.08%
-2.64%
+9.33%
-2.52%
2020
+21.82%
-2.96%
+11.91%
-10.98%
2019
+19.53%
-1.41%
+17.18%
-2.46%
2018
-4.32%
-4.86%
-4.50%
-6.72%
2017
+36.80%
-1.24%
+13.48%
0.00%
2016
+8.71%
-5.90%
+6.76%
-2.11%
2015
-2.11%
-6.25%
-1.25%
-6.71%
2014
+12.02%
-2.72%
+5.08%
-2.41%
2013
+125.82%
-23.49%
+9.58%
-4.32%
2012
+10.54%
-1.68%
+12.82%
-3.97%
2011
+45.03%
-36.76%
+2.20%
-8.76%
2010
+19.43%
-0.63%
+10.97%
-5.40%
2009
+2.31%
-11.55%
+22.68%
-10.14%