Scott Burns Margaritaville vs Marc Faber Portfolio Comparison

Period: January 1985 - September 2024 (~40 years)
Consolidated Returns as of 30 September 2024
Rebalancing: at every Jan 1st
Currency: USD
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Scott Burns Margaritaville Portfolio
1.00$
Initial Capital
October 1994
9.06$
Final Capital
September 2024
7.62%
Yearly Return
10.81
Std Deviation
-38.70%
Max Drawdown
39 months
Recovery Period
Marc Faber Portfolio
1.00$
Initial Capital
October 1994
9.69$
Final Capital
September 2024
7.86%
Yearly Return
9.71
Std Deviation
-28.82%
Max Drawdown
22 months
Recovery Period
Scott Burns Margaritaville Portfolio
1.00$
Initial Capital
January 1985
33.85$
Final Capital
September 2024
9.26%
Yearly Return
10.94
Std Deviation
-38.70%
Max Drawdown
39 months
Recovery Period
Marc Faber Portfolio
1.00$
Initial Capital
January 1985
25.63$
Final Capital
September 2024
8.50%
Yearly Return
9.13
Std Deviation
-28.82%
Max Drawdown
22 months
Recovery Period

The Scott Burns Margaritaville Portfolio obtained a 7.62% compound annual return, with a 10.81% standard deviation, in the last 30 Years.

The Marc Faber Portfolio obtained a 7.86% compound annual return, with a 9.71% standard deviation, in the last 30 Years.

Returns as of Sep 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1985 - 30 September 2024 (~40 years)
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Return (%) as of Sep 30, 2024
YTD
(9M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
Margaritaville
Scott Burns 		13.21 2.04 7.86 23.46 8.56 7.03 7.62 9.26
Marc Faber Portfolio
Marc Faber 		15.73 3.07 12.08 29.35 7.62 6.92 7.86 8.50
Return over 1 year are annualized.

Capital Growth as of Sep 30, 2024

Scott Burns Margaritaville Portfolio: an investment of 1$, since October 1994, now would be worth 9.06$, with a total return of 805.85% (7.62% annualized).

Marc Faber Portfolio: an investment of 1$, since October 1994, now would be worth 9.69$, with a total return of 869.21% (7.86% annualized).


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Scott Burns Margaritaville Portfolio: an investment of 1$, since January 1985, now would be worth 33.85$, with a total return of 3284.61% (9.26% annualized).

Marc Faber Portfolio: an investment of 1$, since January 1985, now would be worth 25.63$, with a total return of 2462.96% (8.50% annualized).


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Metrics as of Sep 30, 2024

The following metrics, updated as of 30 September 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 October 2023 - 30 September 2024 (1 year)
Period: 1 October 2019 - 30 September 2024 (5 years)
Period: 1 October 2014 - 30 September 2024 (10 years)
Period: 1 October 1994 - 30 September 2024 (30 years)
Period: 1 January 1985 - 30 September 2024 (~40 years)
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Margaritaville Marc Faber Portfolio
Author Scott Burns Marc Faber
ASSET ALLOCATION
Stocks 67% 50%
Fixed Income 33% 25%
Commodities 0% 25%
PERFORMANCES
Annualized Return (%) 23.46 29.35
Infl. Adjusted Return (%) 20.77 26.53
DRAWDOWN
Deepest Drawdown Depth (%) -2.90 -2.54
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -2.23 -1.70
Start to Recovery (months) 2 3
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 8.90 9.01
Sharpe Ratio 2.03 2.66
Sortino Ratio 2.78 3.58
Ulcer Index 1.02 0.85
Ratio: Return / Standard Deviation 2.64 3.26
Ratio: Return / Deepest Drawdown 8.08 11.55
Metrics calculated over the period 1 October 2023 - 30 September 2024
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Margaritaville Marc Faber Portfolio
Author Scott Burns Marc Faber
ASSET ALLOCATION
Stocks 67% 50%
Fixed Income 33% 25%
Commodities 0% 25%
PERFORMANCES
Annualized Return (%) 8.56 7.62
Infl. Adjusted Return (%) 4.24 3.34
DRAWDOWN
Deepest Drawdown Depth (%) -21.96 -19.93
Start to Recovery (months) 27 30
Longest Drawdown Depth (%) -21.96 -19.93
Start to Recovery (months) 27 30
Longest Negative Period (months) 34 34
RISK INDICATORS
Standard Deviation (%) 12.90 11.97
Sharpe Ratio 0.49 0.45
Sortino Ratio 0.65 0.61
Ulcer Index 7.83 7.41
Ratio: Return / Standard Deviation 0.66 0.64
Ratio: Return / Deepest Drawdown 0.39 0.38
Metrics calculated over the period 1 October 2019 - 30 September 2024
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Margaritaville Marc Faber Portfolio
Author Scott Burns Marc Faber
ASSET ALLOCATION
Stocks 67% 50%
Fixed Income 33% 25%
Commodities 0% 25%
PERFORMANCES
Annualized Return (%) 7.03 6.92
Infl. Adjusted Return (%) 4.08 3.97
DRAWDOWN
Deepest Drawdown Depth (%) -21.96 -19.93
Start to Recovery (months) 27 30
Longest Drawdown Depth (%) -21.96 -19.93
Start to Recovery (months) 27 30
Longest Negative Period (months) 34 34
RISK INDICATORS
Standard Deviation (%) 10.74 9.80
Sharpe Ratio 0.52 0.55
Sortino Ratio 0.69 0.77
Ulcer Index 6.09 5.74
Ratio: Return / Standard Deviation 0.65 0.71
Ratio: Return / Deepest Drawdown 0.32 0.35
Metrics calculated over the period 1 October 2014 - 30 September 2024
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Margaritaville Marc Faber Portfolio
Author Scott Burns Marc Faber
ASSET ALLOCATION
Stocks 67% 50%
Fixed Income 33% 25%
Commodities 0% 25%
PERFORMANCES
Annualized Return (%) 7.62 7.86
Infl. Adjusted Return (%) 4.99 5.22
DRAWDOWN
Deepest Drawdown Depth (%) -38.70 -28.82
Start to Recovery (months) 39 22
Longest Drawdown Depth (%) -22.41 -19.93
Start to Recovery (months) 45 30
Longest Negative Period (months) 62 41
RISK INDICATORS
Standard Deviation (%) 10.81 9.71
Sharpe Ratio 0.49 0.57
Sortino Ratio 0.64 0.76
Ulcer Index 8.25 5.36
Ratio: Return / Standard Deviation 0.70 0.81
Ratio: Return / Deepest Drawdown 0.20 0.27
Metrics calculated over the period 1 October 1994 - 30 September 2024
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Margaritaville Marc Faber Portfolio
Author Scott Burns Marc Faber
ASSET ALLOCATION
Stocks 67% 50%
Fixed Income 33% 25%
Commodities 0% 25%
PERFORMANCES
Annualized Return (%) 9.26 8.50
Infl. Adjusted Return (%) 6.31 5.56
DRAWDOWN
Deepest Drawdown Depth (%) -38.70 -28.82
Start to Recovery (months) 39 22
Longest Drawdown Depth (%) -22.41 -19.93
Start to Recovery (months) 45 30
Longest Negative Period (months) 62 41
RISK INDICATORS
Standard Deviation (%) 10.94 9.13
Sharpe Ratio 0.56 0.59
Sortino Ratio 0.74 0.78
Ulcer Index 7.45 4.85
Ratio: Return / Standard Deviation 0.85 0.93
Ratio: Return / Deepest Drawdown 0.24 0.30
Metrics calculated over the period 1 January 1985 - 30 September 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 October 1994 - 30 September 2024 (30 years)
Period: 1 January 1985 - 30 September 2024 (~40 years)

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Margaritaville Marc Faber Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-38.70 39 Nov 2007
Jan 2011
-28.82 22 Jun 2008
Mar 2010
-22.41 45 Apr 2000
Dec 2003
-21.96 27 Jan 2022
Mar 2024
-19.93 30 Jan 2022
Jun 2024
-14.40 7 Jan 2020
Jul 2020
-12.82 10 May 2011
Feb 2012
-11.30 6 Feb 2020
Jul 2020
-10.47 12 May 1998
Apr 1999
-9.97 15 Feb 2018
Apr 2019
-9.72 5 Jul 1998
Nov 1998
-9.68 17 May 2015
Sep 2016
-7.96 5 Sep 2011
Jan 2012
-7.74 15 Feb 2015
Apr 2016
-7.73 12 Aug 2016
Jul 2017

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Margaritaville Marc Faber Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-38.70 39 Nov 2007
Jan 2011
-28.82 22 Jun 2008
Mar 2010
-22.41 45 Apr 2000
Dec 2003
-21.96 27 Jan 2022
Mar 2024
-19.93 30 Jan 2022
Jun 2024
-15.03 14 Sep 1987
Oct 1988
-14.53 14 Jan 1990
Feb 1991
-14.40 7 Jan 2020
Jul 2020
-12.82 10 May 2011
Feb 2012
-11.30 6 Feb 2020
Jul 2020
-10.47 12 May 1998
Apr 1999
-9.97 15 Feb 2018
Apr 2019
-9.72 5 Jul 1998
Nov 1998
-9.68 17 May 2015
Sep 2016
-9.04 17 Sep 1987
Jan 1989

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1985 - 30 September 2024 (~40 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

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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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Margaritaville Marc Faber Portfolio
Year Return Drawdown Return Drawdown
2024
 13.21% -2.90% 15.73% -2.54%
2023
 15.17% -7.90% 12.80% -6.81%
2022
 -16.10% -21.96% -14.67% -19.93%
2021
 13.33% -2.96% 12.98% -3.70%
2020
 14.40% -14.40% 11.15% -11.30%
2019
 20.39% -3.64% 20.49% -0.76%
2018
 -6.92% -9.97% -4.39% -5.23%
2017
 17.22% 0.00% 11.79% -0.53%
2016
 7.53% -3.63% 6.97% -7.73%
2015
 -2.03% -8.70% -2.47% -7.74%
2014
 3.95% -3.16% 9.60% -4.12%
2013
 13.25% -4.31% -1.18% -7.32%
2012
 13.94% -5.67% 11.20% -4.70%
2011
 0.08% -12.82% 4.97% -7.96%
2010
 11.85% -8.08% 19.36% -3.86%
2009
 25.18% -13.70% 22.95% -12.23%
2008
 -26.90% -30.74% -16.28% -24.88%
2007
 10.88% -2.84% 8.25% -4.55%
2006
 14.22% -2.59% 20.89% -2.23%
2005
 8.11% -2.37% 11.20% -3.43%
2004
 13.95% -3.39% 13.91% -7.35%
2003
 26.41% -2.95% 23.98% -1.74%
2002
 -6.46% -11.78% 4.97% -6.80%
2001
 -7.87% -14.71% 1.95% -4.37%
2000
 -2.92% -8.17% 4.65% -3.12%
1999
 16.49% -2.94% 7.25% -3.69%
1998
 16.12% -9.72% 2.17% -10.47%
1997
 14.48% -4.68% 5.23% -3.45%
1996
 9.11% -2.95% 12.19% -0.80%
1995
 21.08% -0.70% 13.03% -1.18%
1994
 1.10% -5.54% -3.18% -6.45%
1993
 18.69% -4.43% 19.45% -2.71%
1992
 1.10% -5.71% 3.34% -3.05%
1991
 20.28% -3.87% 19.75% -1.89%
1990
 -7.54% -14.53% -4.94% -8.47%
1989
 19.01% -1.19% 13.95% -0.81%
1988
 16.51% -3.08% 7.03% -1.66%
1987
 10.87% -15.03% 6.79% -9.04%
1986
 31.94% -5.15% 21.19% -0.55%
1985
 35.93% -1.79% 21.48% -1.50%