Scott Burns Margaritaville vs Merrill Lynch Edge Select Moderately Aggressive 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
Merrill Lynch Edge Select Moderately Aggressive Portfolio
1.00$
Initial Capital
October 1994
10.90$
Final Capital
September 2024
8.29%
Yearly Return
11.13
Std Deviation
-38.23%
Max Drawdown
38 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
Merrill Lynch Edge Select Moderately Aggressive Portfolio
1.00$
Initial Capital
January 1985
44.09$
Final Capital
September 2024
9.99%
Yearly Return
11.27
Std Deviation
-38.23%
Max Drawdown
38 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 Merrill Lynch Edge Select Moderately Aggressive Portfolio obtained a 8.29% compound annual return, with a 11.13% 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
Edge Select Moderately Aggressive
Merrill Lynch 		14.32 2.14 8.69 26.11 9.60 8.22 8.29 9.99
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).

Merrill Lynch Edge Select Moderately Aggressive Portfolio: an investment of 1$, since October 1994, now would be worth 10.90$, with a total return of 989.60% (8.29% 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).

Merrill Lynch Edge Select Moderately Aggressive Portfolio: an investment of 1$, since January 1985, now would be worth 44.09$, with a total return of 4309.06% (9.99% 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 Edge Select Moderately Aggressive
Author Scott Burns Merrill Lynch
ASSET ALLOCATION
Stocks 67% 69%
Fixed Income 33% 31%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 23.46 26.11
Infl. Adjusted Return (%) 20.77 23.37
DRAWDOWN
Deepest Drawdown Depth (%) -2.90 -3.06
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -2.23 -2.28
Start to Recovery (months) 2 2
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 8.90 9.70
Sharpe Ratio 2.03 2.14
Sortino Ratio 2.78 2.99
Ulcer Index 1.02 1.06
Ratio: Return / Standard Deviation 2.64 2.69
Ratio: Return / Deepest Drawdown 8.08 8.53
Metrics calculated over the period 1 October 2023 - 30 September 2024
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Margaritaville Edge Select Moderately Aggressive
Author Scott Burns Merrill Lynch
ASSET ALLOCATION
Stocks 67% 69%
Fixed Income 33% 31%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.56 9.60
Infl. Adjusted Return (%) 4.24 5.24
DRAWDOWN
Deepest Drawdown Depth (%) -21.96 -22.31
Start to Recovery (months) 27 26
Longest Drawdown Depth (%) -21.96 -22.31
Start to Recovery (months) 27 26
Longest Negative Period (months) 34 34
RISK INDICATORS
Standard Deviation (%) 12.90 13.35
Sharpe Ratio 0.49 0.56
Sortino Ratio 0.65 0.73
Ulcer Index 7.83 8.01
Ratio: Return / Standard Deviation 0.66 0.72
Ratio: Return / Deepest Drawdown 0.39 0.43
Metrics calculated over the period 1 October 2019 - 30 September 2024
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Margaritaville Edge Select Moderately Aggressive
Author Scott Burns Merrill Lynch
ASSET ALLOCATION
Stocks 67% 69%
Fixed Income 33% 31%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.03 8.22
Infl. Adjusted Return (%) 4.08 5.23
DRAWDOWN
Deepest Drawdown Depth (%) -21.96 -22.31
Start to Recovery (months) 27 26
Longest Drawdown Depth (%) -21.96 -22.31
Start to Recovery (months) 27 26
Longest Negative Period (months) 34 34
RISK INDICATORS
Standard Deviation (%) 10.74 11.17
Sharpe Ratio 0.52 0.60
Sortino Ratio 0.69 0.81
Ulcer Index 6.09 6.08
Ratio: Return / Standard Deviation 0.65 0.74
Ratio: Return / Deepest Drawdown 0.32 0.37
Metrics calculated over the period 1 October 2014 - 30 September 2024
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Margaritaville Edge Select Moderately Aggressive
Author Scott Burns Merrill Lynch
ASSET ALLOCATION
Stocks 67% 69%
Fixed Income 33% 31%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.62 8.29
Infl. Adjusted Return (%) 4.99 5.63
DRAWDOWN
Deepest Drawdown Depth (%) -38.70 -38.23
Start to Recovery (months) 39 38
Longest Drawdown Depth (%) -22.41 -25.60
Start to Recovery (months) 45 41
Longest Negative Period (months) 62 110
RISK INDICATORS
Standard Deviation (%) 10.81 11.13
Sharpe Ratio 0.49 0.54
Sortino Ratio 0.64 0.70
Ulcer Index 8.25 8.51
Ratio: Return / Standard Deviation 0.70 0.74
Ratio: Return / Deepest Drawdown 0.20 0.22
Metrics calculated over the period 1 October 1994 - 30 September 2024
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Margaritaville Edge Select Moderately Aggressive
Author Scott Burns Merrill Lynch
ASSET ALLOCATION
Stocks 67% 69%
Fixed Income 33% 31%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.26 9.99
Infl. Adjusted Return (%) 6.31 7.02
DRAWDOWN
Deepest Drawdown Depth (%) -38.70 -38.23
Start to Recovery (months) 39 38
Longest Drawdown Depth (%) -22.41 -25.60
Start to Recovery (months) 45 41
Longest Negative Period (months) 62 110
RISK INDICATORS
Standard Deviation (%) 10.94 11.27
Sharpe Ratio 0.56 0.61
Sortino Ratio 0.74 0.80
Ulcer Index 7.45 7.73
Ratio: Return / Standard Deviation 0.85 0.89
Ratio: Return / Deepest Drawdown 0.24 0.26
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 Edge Select Moderately Aggressive
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-38.70 39 Nov 2007
Jan 2011
-38.23 38 Nov 2007
Dec 2010
-25.60 41 Sep 2000
Jan 2004
-22.41 45 Apr 2000
Dec 2003
-22.31 26 Jan 2022
Feb 2024
-21.96 27 Jan 2022
Mar 2024
-14.40 7 Jan 2020
Jul 2020
-14.29 7 Jan 2020
Jul 2020
-13.38 10 May 2011
Feb 2012
-12.82 10 May 2011
Feb 2012
-10.89 7 May 1998
Nov 1998
-9.97 15 Feb 2018
Apr 2019
-9.72 5 Jul 1998
Nov 1998
-9.68 17 May 2015
Sep 2016
-9.25 7 Oct 2018
Apr 2019

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Margaritaville Edge Select Moderately Aggressive
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-38.70 39 Nov 2007
Jan 2011
-38.23 38 Nov 2007
Dec 2010
-25.60 41 Sep 2000
Jan 2004
-22.41 45 Apr 2000
Dec 2003
-22.31 26 Jan 2022
Feb 2024
-21.96 27 Jan 2022
Mar 2024
-19.36 17 Sep 1987
Jan 1989
-15.03 14 Sep 1987
Oct 1988
-14.53 14 Jan 1990
Feb 1991
-14.40 7 Jan 2020
Jul 2020
-14.29 7 Jan 2020
Jul 2020
-13.38 10 May 2011
Feb 2012
-13.23 7 Aug 1990
Feb 1991
-12.82 10 May 2011
Feb 2012
-10.89 7 May 1998
Nov 1998

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 Edge Select Moderately Aggressive
Year Return Drawdown Return Drawdown
2024
 13.21% -2.90% 14.32% -3.06%
2023
 15.17% -7.90% 19.24% -8.08%
2022
 -16.10% -21.96% -17.08% -22.31%
2021
 13.33% -2.96% 12.88% -3.28%
2020
 14.40% -14.40% 16.02% -14.29%
2019
 20.39% -3.64% 22.30% -4.24%
2018
 -6.92% -9.97% -5.68% -9.25%
2017
 17.22% 0.00% 18.60% 0.00%
2016
 7.53% -3.63% 8.18% -3.80%
2015
 -2.03% -8.70% -1.40% -7.75%
2014
 3.95% -3.16% 6.31% -2.65%
2013
 13.25% -4.31% 16.88% -2.57%
2012
 13.94% -5.67% 13.59% -5.96%
2011
 0.08% -12.82% -0.71% -13.38%
2010
 11.85% -8.08% 13.09% -8.24%
2009
 25.18% -13.70% 26.40% -13.32%
2008
 -26.90% -30.74% -25.92% -29.30%
2007
 10.88% -2.84% 9.49% -3.81%
2006
 14.22% -2.59% 14.56% -3.15%
2005
 8.11% -2.37% 8.32% -3.32%
2004
 13.95% -3.39% 11.86% -3.19%
2003
 26.41% -2.95% 25.92% -2.76%
2002
 -6.46% -11.78% -9.91% -15.72%
2001
 -7.87% -14.71% -6.23% -15.50%
2000
 -2.92% -8.17% -5.49% -9.00%
1999
 16.49% -2.94% 18.91% -2.47%
1998
 16.12% -9.72% 16.84% -10.89%
1997
 14.48% -4.68% 16.20% -5.14%
1996
 9.11% -2.95% 13.20% -3.20%
1995
 21.08% -0.70% 23.22% -0.43%
1994
 1.10% -5.54% 0.12% -6.49%
1993
 18.69% -4.43% 19.47% -2.68%
1992
 1.10% -5.71% 3.95% -3.09%
1991
 20.28% -3.87% 31.55% -3.84%
1990
 -7.54% -14.53% -3.49% -13.23%
1989
 19.01% -1.19% 26.95% -1.61%
1988
 16.51% -3.08% 16.80% -3.01%
1987
 10.87% -15.03% 4.39% -19.36%
1986
 31.94% -5.15% 23.79% -5.19%
1985
 35.93% -1.79% 32.17% -2.00%