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

Last Update: 30 November 2023

The Scott Burns Four Square Portfolio obtained a 6.66% compound annual return, with a 8.45% standard deviation, in the last 30 Years.

The Stocks/Bonds 40/60 Momentum Portfolio obtained a 7.75% compound annual return, with a 6.99% standard deviation, in the last 30 Years.

Summary

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Scott Burns Four Square Portfolio Stocks/Bonds 40/60 Momentum Portfolio
Risk Medium Medium
Asset Allocation Stocks 50% 40%
Fixed Income 50% 60%
Commodities 0% 0%
30 Years Stats Return +6.66% +7.75%
Std Dev 8.45% 6.99%
Max Drawdown -29.95% -21.11%

Last Update: 30 November 2023

Historical Returns as of Nov 30, 2023

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Scott Burns Four Square Portfolio +6.05 +3.99 +5.81 +5.13 +4.84 +6.66 +8.49
Stocks/Bonds 40/60 Momentum Portfolio +6.39 +3.99 +0.67 +3.80 +5.44 +7.75 +9.07
(*) Returns over 1 year are annualized

Capital Growth as of Nov 30, 2023

Scott Burns Four Square Portfolio: an investment of 1$, since December 1993, now would be worth 6.92$, with a total return of 592.08% (6.66% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since December 1993, now would be worth 9.39$, with a total return of 839.07% (7.75% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since January 1985, now would be worth 23.86$, with a total return of 2286.40% (8.49% annualized).

: an investment of 1$, since January 1985, now would be worth 29.35$, with a total return of 2835.04% (9.07% annualized).

Drawdowns

Drawdown comparison chart since December 1993.

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Scott Burns Four Square Portfolio
Stocks/Bonds 40/60 Momentum Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-29.95% Nov 2007 Feb 2009
-21.11% Nov 2021 Sep 2022
-20.54% Nov 2007 Feb 2009
-19.67% Jan 2022 Sep 2022
-11.74% Sep 2000 Sep 2002
-10.98% Feb 2020 Mar 2020
-8.76% May 2011 Sep 2011
-8.48% Feb 2001 Sep 2002
-7.10% Feb 2020 Mar 2020
-6.76% May 2015 Jan 2016
-6.72% Feb 2018 Dec 2018
-6.72% Jul 1998 Aug 1998
-5.91% Feb 1994 Jun 1994
-5.89% Oct 2018 Dec 2018
-5.70% Feb 1994 Jun 1994
-4.32% May 2013 Jun 2013
-4.13% Apr 2000 May 2000
-4.13% Aug 1998 Aug 1998
-3.97% May 2012 May 2012
-3.77% Sep 2020 Oct 2020

Drawdown comparison chart since January 1985.

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Scott Burns Four Square Portfolio
Stocks/Bonds 40/60 Momentum Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-29.95% Nov 2007 Feb 2009
-21.11% Nov 2021 Sep 2022
-20.54% Nov 2007 Feb 2009
-19.67% Jan 2022 Sep 2022
-13.77% Sep 1987 Nov 1987
-11.74% Sep 2000 Sep 2002
-11.32% Sep 1987 Nov 1987
-10.98% Feb 2020 Mar 2020
-10.77% Jan 1990 Sep 1990
-8.76% May 2011 Sep 2011
-8.48% Feb 2001 Sep 2002
-7.10% Feb 2020 Mar 2020
-6.76% May 2015 Jan 2016
-6.72% Feb 2018 Dec 2018
-6.72% Jul 1998 Aug 1998
-5.91% Feb 1994 Jun 1994
-5.89% Oct 2018 Dec 2018
-5.70% Feb 1994 Jun 1994
-5.29% Aug 1990 Sep 1990
-4.82% Jan 1992 Mar 1992

Yearly Returns

Yearly return comparison.

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Year Scott Burns Four Square Portfolio Stocks/Bonds 40/60 Momentum Portfolio
2023
 +9.09% +2.75%
2022
 -15.24% -15.17%
2021
 +9.33% +4.23%
2020
 +11.91% +16.57%
2019
 +17.18% +16.20%
2018
 -4.50% -0.73%
2017
 +13.48% +17.14%
2016
 +6.76% +3.51%
2015
 -1.25% +3.91%
2014
 +5.08% +9.34%
2013
 +9.58% +12.57%
2012
 +12.82% +7.87%
2011
 +2.20% +7.13%
2010
 +10.97% +10.93%
2009
 +22.68% +9.16%
2008
 -20.68% -12.27%
2007
 +9.45% +11.21%
2006
 +11.39% +6.78%
2005
 +7.34% +9.09%
2004
 +12.00% +9.22%
2003
 +20.76% +12.78%
2002
 -2.42% +0.04%
2001
 -3.17% -1.88%
2000
 +0.17% +2.99%
1999
 +12.39% +15.71%
1998
 +16.31% +24.65%
1997
 +9.52% +20.41%
1996
 +7.91% +14.08%
1995
 +21.01% +27.84%
1994
 -0.99% -2.03%
1993
 +18.18% +11.10%
1992
 +3.74% +6.01%
1991
 +20.47% +23.91%
1990
 -3.87% +5.79%
1989
 +16.96% +25.29%
1988
 +14.57% +7.24%
1987
 +9.08% +1.86%
1986
 +28.18% +18.14%
1985
 +33.22% +26.30%