Scott Burns Five Fold vs Pinwheel Portfolio Comparison

Last Update: 29 February 2024

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

The Pinwheel Portfolio obtained a 7.20% compound annual return, with a 10.50% standard deviation, in the last 30 Years.

Summary

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Scott Burns Five Fold Portfolio Pinwheel Portfolio
Portfolio Risk High High
Asset Allocation Stocks 60% 65%
Fixed Income 40% 25%
Commodities 0% 10%
30 Years Stats Return +7.25% +7.20%
Std Dev 9.75% 10.50%
Max Drawdown -37.94% -36.89%
All time Stats
(Since Jan 1985)
Return +8.88% +8.91%
Std Dev 9.64% 10.38%
Max Drawdown -37.94% -36.89%
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
Scott Burns Five Fold Portfolio +1.77 +6.62 +10.77 +5.59 +5.50 +7.25 +8.88
Pinwheel Portfolio +2.07 +6.41 +10.05 +6.08 +5.40 +7.20 +8.91
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

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).

Pinwheel Portfolio: an investment of 1$, since March 1994, now would be worth 8.06$, with a total return of 706.15% (7.20% 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).

Pinwheel Portfolio: an investment of 1$, since January 1985, now would be worth 28.32$, with a total return of 2732.48% (8.91% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Scott Burns Five Fold Portfolio
Pinwheel Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-37.94% Nov 2007 Feb 2009 (16) Oct 2010 (36) 16.75
-36.89% Nov 2007 Feb 2009 (16) Oct 2010 (36) 16.21
-21.60% Jan 2022 Sep 2022 (9) In progress (26) 12.65
-19.49% Jan 2022 Sep 2022 (9) In progress (26) 9.81
-14.99% Jan 2020 Mar 2020 (3) Aug 2020 (8) 6.84
-14.05% May 1998 Aug 1998 (4) Apr 1999 (12) 6.04
-13.82% Feb 2020 Mar 2020 (2) Aug 2020 (7) 6.46
-12.72% May 2011 Sep 2011 (5) Mar 2012 (11) 5.08
-11.06% Jun 2002 Sep 2002 (4) Jun 2003 (13) 7.41
-10.32% May 2011 Sep 2011 (5) Jan 2012 (9) 4.28
-8.88% Feb 2001 Sep 2001 (8) Mar 2002 (14) 4.60
-8.29% Jul 1998 Aug 1998 (2) Nov 1998 (5) 3.98
-8.24% Feb 2018 Dec 2018 (11) Apr 2019 (15) 3.28
-7.70% Mar 2015 Jan 2016 (11) Jun 2016 (16) 3.99
-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
-5.90% Apr 2012 May 2012 (2) Sep 2012 (6) 2.52

Drawdown comparison chart since January 1985.

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Scott Burns Five Fold Portfolio
Pinwheel Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-37.94% Nov 2007 Feb 2009 (16) Oct 2010 (36) 16.75
-36.89% Nov 2007 Feb 2009 (16) Oct 2010 (36) 16.21
-21.60% Jan 2022 Sep 2022 (9) In progress (26) 12.65
-19.49% Jan 2022 Sep 2022 (9) In progress (26) 9.81
-14.99% Jan 2020 Mar 2020 (3) Aug 2020 (8) 6.84
-14.91% Sep 1987 Nov 1987 (3) Dec 1988 (16) 7.02
-14.05% May 1998 Aug 1998 (4) Apr 1999 (12) 6.04
-13.82% Feb 2020 Mar 2020 (2) Aug 2020 (7) 6.46
-12.72% May 2011 Sep 2011 (5) Mar 2012 (11) 5.08
-12.51% Jan 1990 Sep 1990 (9) Feb 1991 (14) 6.33
-12.21% Jan 1990 Sep 1990 (9) Feb 1991 (14) 6.21
-11.82% Sep 1987 Nov 1987 (3) Jun 1988 (10) 5.91
-11.06% Jun 2002 Sep 2002 (4) Jun 2003 (13) 7.41
-10.32% May 2011 Sep 2011 (5) Jan 2012 (9) 4.28
-8.88% Feb 2001 Sep 2001 (8) Mar 2002 (14) 4.60
-8.29% Jul 1998 Aug 1998 (2) Nov 1998 (5) 3.98
-8.24% Feb 2018 Dec 2018 (11) Apr 2019 (15) 3.28
-7.79% Feb 1994 Nov 1994 (10) May 1995 (16) 4.90
-7.70% Mar 2015 Jan 2016 (11) Jun 2016 (16) 3.99
-7.24% Jun 2002 Sep 2002 (4) May 2003 (12) 4.55

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
+0.58%
-1.17%
+0.33%
-1.71%
2023
+13.15%
-7.82%
+13.21%
-8.07%
2022
-17.44%
-21.60%
-13.57%
-19.49%
2021
+15.57%
-3.25%
+13.53%
-3.10%
2020
+8.59%
-13.82%
+9.12%
-14.99%
2019
+19.52%
-1.92%
+19.31%
-3.16%
2018
-4.81%
-6.93%
-6.39%
-8.24%
2017
+11.77%
0.00%
+14.08%
0.00%
2016
+7.13%
-3.39%
+8.63%
-2.93%
2015
-0.51%
-6.31%
-2.88%
-7.37%
2014
+10.14%
-3.22%
+6.12%
-3.95%
2013
+8.13%
-5.45%
+9.02%
-4.25%
2012
+13.78%
-4.08%
+12.60%
-5.90%
2011
+3.49%
-10.32%
-0.25%
-12.72%
2010
+14.45%
-6.47%
+16.08%
-7.26%
2009
+24.16%
-15.00%
+24.19%
-14.81%
2008
-23.95%
-30.12%
-22.51%
-27.78%
2007
+4.26%
-3.99%
+7.60%
-4.41%
2006
+16.17%
-2.07%
+19.78%
-3.25%
2005
+8.26%
-2.40%
+11.02%
-2.58%
2004
+15.75%
-5.26%
+15.19%
-5.84%
2003
+23.74%
-1.51%
+28.19%
-3.19%
2002
-1.18%
-7.24%
-2.13%
-11.06%
2001
-0.06%
-6.11%
-0.61%
-8.88%
2000
+5.40%
-3.85%
+1.80%
-5.84%
1999
+9.10%
-2.61%
+15.18%
-2.13%
1998
+9.78%
-8.29%
+3.43%
-14.05%
1997
+11.37%
-3.10%
+8.85%
-4.25%
1996
+13.09%
-1.17%
+13.00%
-2.47%
1995
+19.23%
-0.70%
+14.60%
-1.63%
1994
-2.47%
-7.79%
-2.32%
-6.30%
1993
+18.48%
-3.77%
+24.96%
-3.33%
1992
+5.91%
-3.73%
+4.01%
-2.90%
1991
+23.52%
-2.98%
+29.20%
-3.25%
1990
-6.16%
-12.21%
-7.14%
-12.51%
1989
+15.34%
-0.98%
+21.94%
-1.96%
1988
+14.35%
-1.86%
+14.95%
-2.14%
1987
+6.54%
-11.82%
+2.63%
-14.91%
1986
+26.37%
-3.02%
+21.90%
-2.21%
1985
+30.39%
-1.26%
+27.17%
-1.91%