Last Update: 31 March 2024
The Scott Burns Four Square Portfolio obtained a 6.88% compound annual return, with a 8.41% standard deviation, in the last 30 Years.
The Bob Clyatt Sandwich Portfolio obtained a 7.24% compound annual return, with a 8.27% 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 | +6.88% | +7.24% |
| Std Dev | 8.41% | 8.27% | |
| Max Drawdown | -29.95% | -28.96% | |
| All time Stats (Since Jan 1985) |
Return | +8.62% | +8.89% |
| Std Dev | 8.72% | 8.69% | |
| Max Drawdown | -29.95% | -28.96% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1985
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| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Scott Burns Four Square Portfolio | +2.03 | +12.31 | +11.68 | +5.82 | +5.38 | +6.88 | +8.62 |
| Bob Clyatt Sandwich Portfolio | +1.75 | +11.38 | +10.32 | +5.25 | +5.22 | +7.24 | +8.89 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Scott Burns Four Square Portfolio: an investment of 1$, since April 1994,
now would be worth 7.37$, with a total return of 636.85%
(6.88% annualized).
Bob Clyatt Sandwich Portfolio: an investment of 1$, since April 1994, now would be worth 8.15$, with a total return of 714.91% (7.24% annualized).
Bob Clyatt Sandwich Portfolio: an investment of 1$, since April 1994, now would be worth 8.15$, with a total return of 714.91% (7.24% annualized).
Scott Burns Four Square Portfolio: an investment of 1$, since January 1985,
now would be worth 25.72$, with a total return of 2471.55%
(8.62% annualized).
Bob Clyatt Sandwich Portfolio: an investment of 1$, since January 1985, now would be worth 28.27$, with a total return of 2726.81% (8.89% annualized).
Bob Clyatt Sandwich Portfolio: an investment of 1$, since January 1985, now would be worth 28.27$, with a total return of 2726.81% (8.89% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
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 (27) | 10.38 | |||||
| -19.10% | Jan 2022 | Sep 2022 (9) | In progress (27) | 10.58 | |||||
| -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 | |||||
| -6.76% | 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 | |||||
| -5.67% | May 2010 | Jun 2010 (2) | Sep 2010 (5) | 3.16 | |||||
| -5.03% | Jun 2015 | Feb 2016 (9) | Jun 2016 (13) | 2.78 | |||||
| -4.69% | Sep 2000 | Nov 2000 (3) | Jan 2001 (5) | 2.47 | |||||
| -4.32% | May 2012 | May 2012 (1) | Sep 2012 (5) | 2.04 | |||||
Drawdown comparison chart since January 1985.
Swipe left to see all data
|
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 (27) | 10.38 | |||||
| -19.10% | Jan 2022 | Sep 2022 (9) | In progress (27) | 10.58 | |||||
| -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.
The highlighted returns represent the highest values for that specific year.
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| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+3.58%
|
-0.20% |
+2.50%
|
-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% |
