Scott Burns Five Fold vs Stocks/Bonds 60/40 Momentum 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 Stocks/Bonds 60/40 Momentum Portfolio obtained a 9.77% compound annual return, with a 9.60% standard deviation, in the last 30 Years.

Summary

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Scott Burns Five Fold Portfolio Stocks/Bonds 60/40 Momentum Portfolio
Portfolio Risk High High
Asset Allocation Stocks 60% 60%
Fixed Income 40% 40%
Commodities 0% 0%
30 Years Stats Return +7.25% +9.77%
Std Dev 9.75% 9.60%
Max Drawdown -37.94% -32.52%
All time Stats
(Since Jan 1985)
Return +8.88% +10.87%
Std Dev 9.64% 9.88%
Max Drawdown -37.94% -32.52%
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
Stocks/Bonds 60/40 Momentum Portfolio +5.60 +15.48 +20.57 +7.54 +8.28 +9.77 +10.87
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).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since March 1994, now would be worth 16.39$, with a total return of 1539.44% (9.77% 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).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since January 1985, now would be worth 56.93$, with a total return of 5592.59% (10.87% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Scott Burns Five Fold Portfolio
Stocks/Bonds 60/40 Momentum 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
-32.52% Nov 2007 Feb 2009 (16) Feb 2011 (40) 15.23
-24.21% Nov 2021 Sep 2022 (11) In progress (28) 16.52
-21.60% Jan 2022 Sep 2022 (9) In progress (26) 12.65
-21.14% Sep 2000 Sep 2002 (25) Jan 2004 (41) 12.11
-13.82% Feb 2020 Mar 2020 (2) Aug 2020 (7) 6.46
-10.73% Feb 2020 Mar 2020 (2) Jun 2020 (5) 4.89
-10.32% May 2011 Sep 2011 (5) Jan 2012 (9) 4.28
-9.29% Oct 2018 Dec 2018 (3) Jun 2019 (9) 4.52
-8.29% Jul 1998 Aug 1998 (2) Nov 1998 (5) 3.98
-7.24% Jun 2002 Sep 2002 (4) May 2003 (12) 4.55
-7.14% May 2011 Sep 2011 (5) Jan 2012 (9) 2.68
-6.93% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.17
-6.78% Aug 1998 Aug 1998 (1) Oct 1998 (3) 3.54
-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
-5.45% May 2013 Aug 2013 (4) Oct 2013 (6) 3.24
-5.26% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.68
-5.20% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.87

Drawdown comparison chart since January 1985.

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Scott Burns Five Fold Portfolio
Stocks/Bonds 60/40 Momentum 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
-32.52% Nov 2007 Feb 2009 (16) Feb 2011 (40) 15.23
-24.21% Nov 2021 Sep 2022 (11) In progress (28) 16.52
-21.60% Jan 2022 Sep 2022 (9) In progress (26) 12.65
-21.14% Sep 2000 Sep 2002 (25) Jan 2004 (41) 12.11
-20.08% Sep 1987 Nov 1987 (3) May 1989 (21) 11.04
-13.82% Feb 2020 Mar 2020 (2) Aug 2020 (7) 6.46
-12.21% Jan 1990 Sep 1990 (9) Feb 1991 (14) 6.21
-11.82% Sep 1987 Nov 1987 (3) Jun 1988 (10) 5.91
-10.73% Feb 2020 Mar 2020 (2) Jun 2020 (5) 4.89
-10.32% May 2011 Sep 2011 (5) Jan 2012 (9) 4.28
-9.29% Oct 2018 Dec 2018 (3) Jun 2019 (9) 4.52
-8.29% Jul 1998 Aug 1998 (2) Nov 1998 (5) 3.98
-7.79% Feb 1994 Nov 1994 (10) May 1995 (16) 4.90
-7.66% Aug 1990 Sep 1990 (2) Jan 1991 (6) 4.58
-7.24% Jun 2002 Sep 2002 (4) May 2003 (12) 4.55
-7.14% May 2011 Sep 2011 (5) Jan 2012 (9) 2.68
-6.93% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.17
-6.78% Aug 1998 Aug 1998 (1) Oct 1998 (3) 3.54
-6.35% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.96

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%
+9.07%
0.00%
2023
+13.15%
-7.82%
+7.66%
-5.48%
2022
-17.44%
-21.60%
-16.20%
-21.97%
2021
+15.57%
-3.25%
+7.27%
-2.88%
2020
+8.59%
-13.82%
+20.99%
-10.73%
2019
+19.52%
-1.92%
+19.89%
-0.92%
2018
-4.81%
-6.93%
-1.04%
-9.29%
2017
+11.77%
0.00%
+23.93%
0.00%
2016
+7.13%
-3.39%
+4.01%
-3.57%
2015
-0.51%
-6.31%
+5.58%
-4.61%
2014
+10.14%
-3.22%
+11.10%
-2.40%
2013
+8.13%
-5.45%
+19.91%
-2.13%
2012
+13.78%
-4.08%
+10.22%
-3.51%
2011
+3.49%
-10.32%
+6.73%
-7.14%
2010
+14.45%
-6.47%
+13.29%
-6.43%
2009
+24.16%
-15.00%
+11.92%
-12.79%
2008
-23.95%
-30.12%
-21.83%
-24.08%
2007
+4.26%
-3.99%
+13.35%
-1.41%
2006
+16.17%
-2.07%
+8.04%
-2.23%
2005
+8.26%
-2.40%
+12.44%
-0.99%
2004
+15.75%
-5.26%
+11.72%
-2.06%
2003
+23.74%
-1.51%
+17.18%
-1.95%
2002
-1.18%
-7.24%
-4.07%
-11.25%
2001
-0.06%
-6.11%
-7.04%
-13.57%
2000
+5.40%
-3.85%
-1.21%
-6.50%
1999
+9.10%
-2.61%
+23.95%
-1.65%
1998
+9.78%
-8.29%
+32.69%
-6.78%
1997
+11.37%
-3.10%
+25.89%
-3.48%
1996
+13.09%
-1.17%
+19.33%
-2.32%
1995
+19.23%
-0.70%
+32.67%
0.00%
1994
-2.47%
-7.79%
-1.72%
-6.35%
1993
+18.48%
-3.77%
+11.81%
-0.99%
1992
+5.91%
-3.73%
+5.45%
-2.52%
1991
+23.52%
-2.98%
+28.24%
-2.57%
1990
-6.16%
-12.21%
+4.36%
-7.66%
1989
+15.34%
-0.98%
+31.11%
-1.20%
1988
+14.35%
-1.86%
+7.18%
-3.36%
1987
+6.54%
-11.82%
+2.02%
-20.08%
1986
+26.37%
-3.02%
+19.66%
-5.55%
1985
+30.39%
-1.26%
+28.33%
-1.52%