Scott Burns Four Square vs Bob Clyatt Sandwich 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 Bob Clyatt Sandwich Portfolio obtained a 6.89% compound annual return, with a 8.33% standard deviation, in the last 30 Years.

Summary

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Scott Burns Four Square Portfolio Bob Clyatt Sandwich Portfolio
Portfolio Risk Medium High
Asset Allocation Stocks 50% 55%
Fixed Income 50% 45%
Commodities 0% 0%
30 Years Stats Return +6.56% +6.89%
Std Dev 8.45% 8.33%
Max Drawdown -29.95% -28.96%
All time Stats
(Since Jan 1985)
Return +8.56% +8.84%
Std Dev 8.73% 8.71%
Max Drawdown -29.95% -28.96%
Last Update: 31 January 2024

Historical Returns as of Jan 31, 2024

Comparison period starts from January 1985

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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
Bob Clyatt Sandwich Portfolio -0.70 +2.44 +5.63 +5.07 +5.17 +6.89 +8.84
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).

Bob Clyatt Sandwich Portfolio: an investment of 1$, since February 1994, now would be worth 7.38$, with a total return of 638.42% (6.89% 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).

Bob Clyatt Sandwich Portfolio: an investment of 1$, since January 1985, now would be worth 27.39$, with a total return of 2638.51% (8.84% annualized).

Drawdowns

Drawdown comparison chart since February 1994.

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Scott Burns Four Square Portfolio
Bob Clyatt Sandwich 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
-28.96% Nov 2007 Feb 2009 (16) Apr 2010 (30) 12.89
-19.67% Jan 2022 Sep 2022 (9) In progress (25) 10.76
-19.10% Jan 2022 Sep 2022 (9) In progress (25) 10.95
-11.74% Sep 2000 Sep 2002 (25) Aug 2003 (36) 6.35
-10.98% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.06
-10.75% Jan 2020 Mar 2020 (3) Jul 2020 (7) 4.85
-9.56% May 2011 Sep 2011 (5) Feb 2012 (10) 4.02
-9.04% May 1998 Aug 1998 (4) Nov 1998 (7) 4.01
-8.76% May 2011 Sep 2011 (5) Jan 2012 (9) 3.78
-7.14% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.28
-6.93% Feb 2001 Sep 2001 (8) Apr 2002 (15) 3.21
-6.91% Feb 1994 Jun 1994 (5) Apr 1995 (15) 4.64
-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
-6.62% Jun 2002 Sep 2002 (4) May 2003 (12) 4.15
-5.70% Feb 1994 Jun 1994 (5) Apr 1995 (15) 4.03
-5.67% May 2010 Jun 2010 (2) Sep 2010 (5) 3.16
-5.03% Jun 2015 Feb 2016 (9) Jun 2016 (13) 2.78

Drawdown comparison chart since January 1985.

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Scott Burns Four Square Portfolio
Bob Clyatt Sandwich 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
-28.96% Nov 2007 Feb 2009 (16) Apr 2010 (30) 12.89
-19.67% Jan 2022 Sep 2022 (9) In progress (25) 10.76
-19.10% Jan 2022 Sep 2022 (9) In progress (25) 10.95
-15.85% Sep 1987 Nov 1987 (3) Dec 1988 (16) 7.15
-11.74% Sep 2000 Sep 2002 (25) Aug 2003 (36) 6.35
-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
-10.75% Jan 2020 Mar 2020 (3) Jul 2020 (7) 4.85
-10.22% Aug 1990 Sep 1990 (2) Feb 1991 (7) 5.82
-9.56% May 2011 Sep 2011 (5) Feb 2012 (10) 4.02
-9.04% May 1998 Aug 1998 (4) Nov 1998 (7) 4.01
-8.76% May 2011 Sep 2011 (5) Jan 2012 (9) 3.78
-7.14% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.28
-6.93% Feb 2001 Sep 2001 (8) Apr 2002 (15) 3.21
-6.91% Feb 1994 Jun 1994 (5) Apr 1995 (15) 4.64
-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

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
-0.20%
-0.20%
-0.70%
-0.70%
2023
+13.49%
-6.42%
+12.05%
-7.10%
2022
-15.24%
-19.67%
-14.72%
-19.10%
2021
+9.33%
-2.52%
+9.88%
-2.74%
2020
+11.91%
-10.98%
+10.59%
-10.75%
2019
+17.18%
-2.46%
+16.81%
-2.79%
2018
-4.50%
-6.72%
-4.77%
-7.14%
2017
+13.48%
0.00%
+13.38%
0.00%
2016
+6.76%
-2.11%
+6.63%
-2.20%
2015
-1.25%
-6.71%
+0.48%
-4.93%
2014
+5.08%
-2.41%
+4.84%
-2.58%
2013
+9.58%
-4.32%
+12.69%
-2.58%
2012
+12.82%
-3.97%
+10.59%
-4.32%
2011
+2.20%
-8.76%
+0.70%
-9.56%
2010
+10.97%
-5.40%
+13.17%
-5.67%
2009
+22.68%
-10.14%
+19.04%
-11.95%
2008
-20.68%
-24.65%
-16.79%
-19.50%
2007
+9.45%
-1.72%
+7.88%
-3.03%
2006
+11.39%
-1.90%
+13.86%
-2.63%
2005
+7.34%
-1.96%
+8.69%
-1.97%
2004
+12.00%
-2.76%
+13.13%
-3.88%
2003
+20.76%
-1.66%
+24.10%
-1.44%
2002
-2.42%
-7.60%
-0.29%
-6.62%
2001
-3.17%
-9.29%
+0.13%
-6.93%
2000
+0.17%
-4.92%
+2.38%
-4.69%
1999
+12.39%
-2.57%
+12.00%
-2.74%
1998
+16.31%
-6.72%
+9.62%
-9.04%
1997
+9.52%
-3.68%
+10.10%
-3.38%
1996
+7.91%
-1.59%
+10.04%
-2.63%
1995
+21.01%
-0.12%
+19.39%
-0.52%
1994
-0.99%
-5.70%
-2.75%
-6.91%
1993
+18.18%
-3.33%
+20.08%
-2.13%
1992
+3.74%
-4.82%
+6.13%
-1.86%
1991
+20.47%
-3.04%
+26.12%
-3.31%
1990
-3.87%
-10.77%
-2.55%
-10.22%
1989
+16.96%
-1.40%
+23.52%
-0.93%
1988
+14.57%
-2.29%
+14.83%
-2.22%
1987
+9.08%
-11.32%
+2.90%
-15.85%
1986
+28.18%
-4.00%
+22.03%
-4.12%
1985
+33.22%
-1.08%
+29.14%
-1.30%