Scott Burns Four Square vs Bill Bernstein Sheltered Sam 50/50 Portfolio Comparison

Last Update: 31 January 2024

The Scott Burns Four Square Portfolio obtained a 6.56% compound annual return, with a 8.45% standard deviation, in the last 30 Years.

The Bill Bernstein Sheltered Sam 50/50 Portfolio obtained a 6.65% compound annual return, with a 7.84% standard deviation, in the last 30 Years.

Summary

Swipe left to see all data
Scott Burns Four Square Portfolio Bill Bernstein Sheltered Sam 50/50 Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 50% 48.5%
Fixed Income 50% 50%
Commodities 0% 1.5%
30 Years Stats Return +6.56% +6.65%
Std Dev 8.45% 7.84%
Max Drawdown -29.95% -28.23%
All time Stats
(Since Jan 1985)
Return +8.56% +8.42%
Std Dev 8.73% 7.98%
Max Drawdown -29.95% -28.23%
Last Update: 31 January 2024

Historical Returns as of Jan 31, 2024

Comparison period starts from January 1985

Swipe left to see all data
1M 6M 1Y 5Y 10Y 30Y MAX
Scott Burns Four Square Portfolio -0.20 +3.04 +7.86 +5.64 +5.30 +6.56 +8.56
Bill Bernstein Sheltered Sam 50/50 Portfolio -0.56 +2.35 +4.54 +5.38 +5.02 +6.65 +8.42
Return over 1 year are annualized.

Capital Growth as of Jan 31, 2024

Scott Burns Four Square Portfolio: an investment of 1$, since February 1994, now would be worth 6.73$, with a total return of 572.74% (6.56% annualized).

Bill Bernstein Sheltered Sam 50/50 Portfolio: an investment of 1$, since February 1994, now would be worth 6.89$, with a total return of 589.16% (6.65% annualized).

Scott Burns Four Square Portfolio: an investment of 1$, since January 1985, now would be worth 24.78$, with a total return of 2377.71% (8.56% annualized).

Bill Bernstein Sheltered Sam 50/50 Portfolio: an investment of 1$, since January 1985, now would be worth 23.52$, with a total return of 2252.34% (8.42% annualized).

Drawdowns

Drawdown comparison chart since February 1994.

Swipe left to see all data
Scott Burns Four Square Portfolio
Bill Bernstein Sheltered Sam 50/50 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-29.95% Nov 2007 Feb 2009 (16) Sep 2010 (35) 12.82
-28.23% Nov 2007 Feb 2009 (16) Oct 2010 (36) 11.60
-19.67% Jan 2022 Sep 2022 (9) In progress (25) 10.76
-15.17% Jan 2022 Sep 2022 (9) In progress (25) 7.51
-11.74% Sep 2000 Sep 2002 (25) Aug 2003 (36) 6.35
-11.63% Jan 2020 Mar 2020 (3) Aug 2020 (8) 5.34
-10.98% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.06
-8.99% May 2011 Sep 2011 (5) Feb 2012 (10) 3.68
-8.76% May 2011 Sep 2011 (5) Jan 2012 (9) 3.78
-8.55% May 1998 Aug 1998 (4) Dec 1998 (8) 3.53
-7.79% Jun 2002 Sep 2002 (4) May 2003 (12) 5.18
-6.76% May 2015 Jan 2016 (9) Jul 2016 (15) 3.77
-6.72% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.81
-6.72% Jul 1998 Aug 1998 (2) Oct 1998 (4) 3.41
-6.63% Sep 2018 Dec 2018 (4) Apr 2019 (8) 2.91
-5.96% Feb 1994 Jun 1994 (5) Apr 1995 (15) 3.95
-5.70% Feb 1994 Jun 1994 (5) Apr 1995 (15) 4.03
-5.55% Feb 2001 Sep 2001 (8) Mar 2002 (14) 2.41
-5.30% Jun 2015 Jan 2016 (8) Jun 2016 (13) 2.96
-4.32% May 2013 Jun 2013 (2) Sep 2013 (5) 2.38

Drawdown comparison chart since January 1985.

Swipe left to see all data
Scott Burns Four Square Portfolio
Bill Bernstein Sheltered Sam 50/50 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-29.95% Nov 2007 Feb 2009 (16) Sep 2010 (35) 12.82
-28.23% Nov 2007 Feb 2009 (16) Oct 2010 (36) 11.60
-19.67% Jan 2022 Sep 2022 (9) In progress (25) 10.76
-15.17% Jan 2022 Sep 2022 (9) In progress (25) 7.51
-13.42% Sep 1987 Nov 1987 (3) Oct 1988 (14) 6.31
-11.74% Sep 2000 Sep 2002 (25) Aug 2003 (36) 6.35
-11.63% Jan 2020 Mar 2020 (3) Aug 2020 (8) 5.34
-11.32% Sep 1987 Nov 1987 (3) Sep 1988 (13) 5.00
-10.98% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.06
-10.77% Jan 1990 Sep 1990 (9) Feb 1991 (14) 5.44
-8.99% May 2011 Sep 2011 (5) Feb 2012 (10) 3.68
-8.76% May 2011 Sep 2011 (5) Jan 2012 (9) 3.78
-8.55% May 1998 Aug 1998 (4) Dec 1998 (8) 3.53
-7.88% Aug 1990 Sep 1990 (2) Jan 1991 (6) 4.79
-7.79% Jun 2002 Sep 2002 (4) May 2003 (12) 5.18
-6.76% May 2015 Jan 2016 (9) Jul 2016 (15) 3.77
-6.72% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.81
-6.72% Jul 1998 Aug 1998 (2) Oct 1998 (4) 3.41
-6.63% Sep 2018 Dec 2018 (4) Apr 2019 (8) 2.91
-5.96% Feb 1994 Jun 1994 (5) Apr 1995 (15) 3.95

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.
Swipe left to see all data
Year Return Drawdown Return Drawdown
2024
-0.20%
-0.20%
-0.56%
-0.56%
2023
+13.49%
-6.42%
+9.63%
-6.00%
2022
-15.24%
-19.67%
-10.08%
-15.17%
2021
+9.33%
-2.52%
+12.55%
-2.18%
2020
+11.91%
-10.98%
+7.04%
-11.63%
2019
+17.18%
-2.46%
+15.24%
-2.72%
2018
-4.50%
-6.72%
-4.12%
-6.63%
2017
+13.48%
0.00%
+9.70%
0.00%
2016
+6.76%
-2.11%
+8.66%
-1.99%
2015
-1.25%
-6.71%
-1.51%
-5.30%
2014
+5.08%
-2.41%
+5.32%
-2.47%
2013
+9.58%
-4.32%
+11.17%
-2.24%
2012
+12.82%
-3.97%
+9.72%
-3.50%
2011
+2.20%
-8.76%
+2.12%
-8.99%
2010
+10.97%
-5.40%
+10.93%
-6.18%
2009
+22.68%
-10.14%
+16.09%
-12.02%
2008
-20.68%
-24.65%
-16.49%
-20.24%
2007
+9.45%
-1.72%
+5.90%
-2.35%
2006
+11.39%
-1.90%
+12.64%
-1.91%
2005
+7.34%
-1.96%
+6.50%
-1.80%
2004
+12.00%
-2.76%
+11.37%
-3.69%
2003
+20.76%
-1.66%
+20.88%
-1.95%
2002
-2.42%
-7.60%
-0.98%
-7.79%
2001
-3.17%
-9.29%
+1.33%
-5.55%
2000
+0.17%
-4.92%
+7.28%
-2.16%
1999
+12.39%
-2.57%
+8.35%
-2.52%
1998
+16.31%
-6.72%
+8.46%
-8.55%
1997
+9.52%
-3.68%
+14.60%
-2.41%
1996
+7.91%
-1.59%
+11.34%
-2.06%
1995
+21.01%
-0.12%
+21.19%
-0.68%
1994
-0.99%
-5.70%
-1.95%
-5.96%
1993
+18.18%
-3.33%
+17.86%
-1.94%
1992
+3.74%
-4.82%
+8.64%
-1.26%
1991
+20.47%
-3.04%
+23.09%
-2.50%
1990
-3.87%
-10.77%
-1.30%
-7.88%
1989
+16.96%
-1.40%
+19.77%
-0.79%
1988
+14.57%
-2.29%
+13.45%
-1.64%
1987
+9.08%
-11.32%
+3.26%
-13.42%
1986
+28.18%
-4.00%
+19.83%
-3.33%
1985
+33.22%
-1.08%
+26.90%
-1.21%