Scott Burns Four Square vs Stocks/Bonds 40/60 Momentum Portfolio Comparison

Last Update: 29 February 2024

The Scott Burns Four Square Portfolio obtained a 6.69% compound annual return, with a 8.44% standard deviation, in the last 30 Years.

The Stocks/Bonds 40/60 Momentum Portfolio obtained a 8.06% compound annual return, with a 7.02% standard deviation, in the last 30 Years.

Summary

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Scott Burns Four Square Portfolio Stocks/Bonds 40/60 Momentum Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 50% 40%
Fixed Income 50% 60%
Commodities 0% 0%
30 Years Stats Return +6.69% +8.06%
Std Dev 8.44% 7.02%
Max Drawdown -29.95% -21.11%
All time Stats
(Since Jan 1985)
Return +8.59% +9.27%
Std Dev 8.73% 7.34%
Max Drawdown -29.95% -21.11%
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 Four Square Portfolio +1.73 +6.75 +12.46 +5.72 +5.19 +6.69 +8.59
Stocks/Bonds 40/60 Momentum Portfolio +3.33 +11.07 +14.70 +5.25 +6.03 +8.06 +9.27
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Scott Burns Four Square Portfolio: an investment of 1$, since March 1994, now would be worth 6.98$, with a total return of 597.96% (6.69% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since March 1994, now would be worth 10.24$, with a total return of 923.96% (8.06% annualized).

Scott Burns Four Square Portfolio: an investment of 1$, since January 1985, now would be worth 25.20$, with a total return of 2420.45% (8.59% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since January 1985, now would be worth 32.23$, with a total return of 3122.88% (9.27% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Scott Burns Four Square Portfolio
Stocks/Bonds 40/60 Momentum 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
-21.11% Nov 2021 Sep 2022 (11) In progress (28) 14.51
-20.54% Nov 2007 Feb 2009 (16) Apr 2010 (30) 9.31
-19.67% Jan 2022 Sep 2022 (9) In progress (26) 10.57
-11.74% Sep 2000 Sep 2002 (25) Aug 2003 (36) 6.35
-10.98% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.06
-8.76% May 2011 Sep 2011 (5) Jan 2012 (9) 3.78
-8.48% Feb 2001 Sep 2002 (20) May 2003 (28) 4.78
-7.10% Feb 2020 Mar 2020 (2) May 2020 (4) 3.36
-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
-5.89% Oct 2018 Dec 2018 (3) Mar 2019 (6) 3.46
-4.32% May 2013 Jun 2013 (2) Sep 2013 (5) 2.38
-4.13% Apr 2000 May 2000 (2) Aug 2000 (5) 2.29
-4.13% Aug 1998 Aug 1998 (1) Oct 1998 (3) 2.07
-3.97% May 2012 May 2012 (1) Aug 2012 (4) 1.92
-3.83% Mar 1994 Jun 1994 (4) Mar 1995 (13) 2.55
-3.77% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.07
-3.70% Mar 1994 Jun 1994 (4) Aug 1994 (6) 2.47

Drawdown comparison chart since January 1985.

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Scott Burns Four Square Portfolio
Stocks/Bonds 40/60 Momentum 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
-21.11% Nov 2021 Sep 2022 (11) In progress (28) 14.51
-20.54% Nov 2007 Feb 2009 (16) Apr 2010 (30) 9.31
-19.67% Jan 2022 Sep 2022 (9) In progress (26) 10.57
-13.77% Sep 1987 Nov 1987 (3) Mar 1989 (19) 6.65
-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
-8.76% May 2011 Sep 2011 (5) Jan 2012 (9) 3.78
-8.48% Feb 2001 Sep 2002 (20) May 2003 (28) 4.78
-7.10% Feb 2020 Mar 2020 (2) May 2020 (4) 3.36
-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
-5.91% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.86
-5.89% Oct 2018 Dec 2018 (3) Mar 2019 (6) 3.46
-5.70% Feb 1994 Jun 1994 (5) Apr 1995 (15) 4.03
-5.29% Aug 1990 Sep 1990 (2) Dec 1990 (5) 3.29
-4.82% Jan 1992 Mar 1992 (3) Aug 1992 (8) 2.62

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
+1.52%
-0.20%
+5.54%
0.00%
2023
+13.49%
-6.42%
+6.91%
-5.18%
2022
-15.24%
-19.67%
-15.17%
-19.48%
2021
+9.33%
-2.52%
+4.23%
-2.38%
2020
+11.91%
-10.98%
+16.57%
-7.10%
2019
+17.18%
-2.46%
+16.20%
-0.81%
2018
-4.50%
-6.72%
-0.73%
-5.89%
2017
+13.48%
0.00%
+17.14%
0.00%
2016
+6.76%
-2.11%
+3.51%
-3.61%
2015
-1.25%
-6.71%
+3.91%
-2.95%
2014
+5.08%
-2.41%
+9.34%
-1.49%
2013
+9.58%
-4.32%
+12.57%
-1.74%
2012
+12.82%
-3.97%
+7.87%
-2.05%
2011
+2.20%
-8.76%
+7.13%
-3.62%
2010
+10.97%
-5.40%
+10.93%
-3.48%
2009
+22.68%
-10.14%
+9.16%
-9.41%
2008
-20.68%
-24.65%
-12.27%
-15.80%
2007
+9.45%
-1.72%
+11.21%
-0.82%
2006
+11.39%
-1.90%
+6.78%
-1.50%
2005
+7.34%
-1.96%
+9.09%
-0.93%
2004
+12.00%
-2.76%
+9.22%
-2.12%
2003
+20.76%
-1.66%
+12.78%
-1.27%
2002
-2.42%
-7.60%
+0.04%
-5.36%
2001
-3.17%
-9.29%
-1.88%
-6.89%
2000
+0.17%
-4.92%
+2.99%
-3.33%
1999
+12.39%
-2.57%
+15.71%
-1.69%
1998
+16.31%
-6.72%
+24.65%
-4.13%
1997
+9.52%
-3.68%
+20.41%
-2.69%
1996
+7.91%
-1.59%
+14.08%
-1.52%
1995
+21.01%
-0.12%
+27.84%
0.00%
1994
-0.99%
-5.70%
-2.03%
-5.91%
1993
+18.18%
-3.33%
+11.10%
-0.87%
1992
+3.74%
-4.82%
+6.01%
-2.11%
1991
+20.47%
-3.04%
+23.91%
-1.79%
1990
-3.87%
-10.77%
+5.79%
-5.29%
1989
+16.96%
-1.40%
+25.29%
-1.01%
1988
+14.57%
-2.29%
+7.24%
-2.95%
1987
+9.08%
-11.32%
+1.86%
-13.77%
1986
+28.18%
-4.00%
+18.14%
-4.37%
1985
+33.22%
-1.08%
+26.30%
-0.74%