Scott Burns Margaritaville vs Pinwheel 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
Pinwheel Portfolio
1.00$
Initial Capital
October 1994
9.17$
Final Capital
September 2024
7.67%
Yearly Return
10.51
Std Deviation
-36.89%
Max Drawdown
36 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
Pinwheel Portfolio
1.00$
Initial Capital
January 1985
31.87$
Final Capital
September 2024
9.10%
Yearly Return
10.34
Std Deviation
-36.89%
Max Drawdown
36 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 Pinwheel Portfolio obtained a 7.67% compound annual return, with a 10.51% 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
Pinwheel 12.88 2.33 9.37 24.65 7.49 6.61 7.67 9.10
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).

Pinwheel Portfolio: an investment of 1$, since October 1994, now would be worth 9.17$, with a total return of 817.32% (7.67% 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).

Pinwheel Portfolio: an investment of 1$, since January 1985, now would be worth 31.87$, with a total return of 3086.76% (9.10% 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 Pinwheel
Author Scott Burns
ASSET ALLOCATION
Stocks 67% 65%
Fixed Income 33% 25%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 23.46 24.65
Infl. Adjusted Return (%) 20.77 21.94
DRAWDOWN
Deepest Drawdown Depth (%) -2.90 -2.88
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -2.23 -1.64
Start to Recovery (months) 2 2
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 8.90 9.55
Sharpe Ratio 2.03 2.02
Sortino Ratio 2.78 2.73
Ulcer Index 1.02 1.03
Ratio: Return / Standard Deviation 2.64 2.58
Ratio: Return / Deepest Drawdown 8.08 8.55
Metrics calculated over the period 1 October 2023 - 30 September 2024
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Margaritaville Pinwheel
Author Scott Burns
ASSET ALLOCATION
Stocks 67% 65%
Fixed Income 33% 25%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 8.56 7.49
Infl. Adjusted Return (%) 4.24 3.21
DRAWDOWN
Deepest Drawdown Depth (%) -21.96 -19.49
Start to Recovery (months) 27 27
Longest Drawdown Depth (%) -21.96 -19.49
Start to Recovery (months) 27 27
Longest Negative Period (months) 34 34
RISK INDICATORS
Standard Deviation (%) 12.90 12.37
Sharpe Ratio 0.49 0.43
Sortino Ratio 0.65 0.57
Ulcer Index 7.83 7.08
Ratio: Return / Standard Deviation 0.66 0.61
Ratio: Return / Deepest Drawdown 0.39 0.38
Metrics calculated over the period 1 October 2019 - 30 September 2024
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Margaritaville Pinwheel
Author Scott Burns
ASSET ALLOCATION
Stocks 67% 65%
Fixed Income 33% 25%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 7.03 6.61
Infl. Adjusted Return (%) 4.08 3.67
DRAWDOWN
Deepest Drawdown Depth (%) -21.96 -19.49
Start to Recovery (months) 27 27
Longest Drawdown Depth (%) -21.96 -19.49
Start to Recovery (months) 27 27
Longest Negative Period (months) 34 34
RISK INDICATORS
Standard Deviation (%) 10.74 10.17
Sharpe Ratio 0.52 0.50
Sortino Ratio 0.69 0.68
Ulcer Index 6.09 5.40
Ratio: Return / Standard Deviation 0.65 0.65
Ratio: Return / Deepest Drawdown 0.32 0.34
Metrics calculated over the period 1 October 2014 - 30 September 2024
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Margaritaville Pinwheel
Author Scott Burns
ASSET ALLOCATION
Stocks 67% 65%
Fixed Income 33% 25%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 7.62 7.67
Infl. Adjusted Return (%) 4.99 5.03
DRAWDOWN
Deepest Drawdown Depth (%) -38.70 -36.89
Start to Recovery (months) 39 36
Longest Drawdown Depth (%) -22.41 -36.89
Start to Recovery (months) 45 36
Longest Negative Period (months) 62 51
RISK INDICATORS
Standard Deviation (%) 10.81 10.51
Sharpe Ratio 0.49 0.51
Sortino Ratio 0.64 0.67
Ulcer Index 8.25 6.56
Ratio: Return / Standard Deviation 0.70 0.73
Ratio: Return / Deepest Drawdown 0.20 0.21
Metrics calculated over the period 1 October 1994 - 30 September 2024
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Margaritaville Pinwheel
Author Scott Burns
ASSET ALLOCATION
Stocks 67% 65%
Fixed Income 33% 25%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 9.26 9.10
Infl. Adjusted Return (%) 6.31 6.14
DRAWDOWN
Deepest Drawdown Depth (%) -38.70 -36.89
Start to Recovery (months) 39 36
Longest Drawdown Depth (%) -22.41 -36.89
Start to Recovery (months) 45 36
Longest Negative Period (months) 62 51
RISK INDICATORS
Standard Deviation (%) 10.94 10.34
Sharpe Ratio 0.56 0.58
Sortino Ratio 0.74 0.75
Ulcer Index 7.45 6.02
Ratio: Return / Standard Deviation 0.85 0.88
Ratio: Return / Deepest Drawdown 0.24 0.25
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 Pinwheel
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-38.70 39 Nov 2007
Jan 2011
-36.89 36 Nov 2007
Oct 2010
-22.41 45 Apr 2000
Dec 2003
-21.96 27 Jan 2022
Mar 2024
-19.49 27 Jan 2022
Mar 2024
-14.99 8 Jan 2020
Aug 2020
-14.40 7 Jan 2020
Jul 2020
-14.05 12 May 1998
Apr 1999
-12.82 10 May 2011
Feb 2012
-12.72 11 May 2011
Mar 2012
-11.06 13 Jun 2002
Jun 2003
-9.97 15 Feb 2018
Apr 2019
-9.72 5 Jul 1998
Nov 1998
-9.68 17 May 2015
Sep 2016
-8.88 14 Feb 2001
Mar 2002

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Margaritaville Pinwheel
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-38.70 39 Nov 2007
Jan 2011
-36.89 36 Nov 2007
Oct 2010
-22.41 45 Apr 2000
Dec 2003
-21.96 27 Jan 2022
Mar 2024
-19.49 27 Jan 2022
Mar 2024
-15.03 14 Sep 1987
Oct 1988
-14.99 8 Jan 2020
Aug 2020
-14.91 16 Sep 1987
Dec 1988
-14.53 14 Jan 1990
Feb 1991
-14.40 7 Jan 2020
Jul 2020
-14.05 12 May 1998
Apr 1999
-12.82 10 May 2011
Feb 2012
-12.72 11 May 2011
Mar 2012
-12.51 14 Jan 1990
Feb 1991
-11.06 13 Jun 2002
Jun 2003

Rolling Returns

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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 Pinwheel
Year Return Drawdown Return Drawdown
2024
 13.21% -2.90% 12.88% -2.88%
2023
 15.17% -7.90% 13.20% -8.07%
2022
 -16.10% -21.96% -13.57% -19.49%
2021
 13.33% -2.96% 13.53% -3.10%
2020
 14.40% -14.40% 9.12% -14.99%
2019
 20.39% -3.64% 19.31% -3.16%
2018
 -6.92% -9.97% -6.39% -8.24%
2017
 17.22% 0.00% 14.08% 0.00%
2016
 7.53% -3.63% 8.63% -2.93%
2015
 -2.03% -8.70% -2.88% -7.37%
2014
 3.95% -3.16% 6.12% -3.95%
2013
 13.25% -4.31% 9.02% -4.25%
2012
 13.94% -5.67% 12.60% -5.90%
2011
 0.08% -12.82% -0.25% -12.72%
2010
 11.85% -8.08% 16.08% -7.26%
2009
 25.18% -13.70% 24.19% -14.81%
2008
 -26.90% -30.74% -22.51% -27.78%
2007
 10.88% -2.84% 7.60% -4.41%
2006
 14.22% -2.59% 19.78% -3.25%
2005
 8.11% -2.37% 11.02% -2.58%
2004
 13.95% -3.39% 15.19% -5.84%
2003
 26.41% -2.95% 28.19% -3.19%
2002
 -6.46% -11.78% -2.13% -11.06%
2001
 -7.87% -14.71% -0.61% -8.88%
2000
 -2.92% -8.17% 1.80% -5.84%
1999
 16.49% -2.94% 15.18% -2.13%
1998
 16.12% -9.72% 3.43% -14.05%
1997
 14.48% -4.68% 8.85% -4.25%
1996
 9.11% -2.95% 13.00% -2.47%
1995
 21.08% -0.70% 14.60% -1.63%
1994
 1.10% -5.54% -2.32% -6.30%
1993
 18.69% -4.43% 24.96% -3.33%
1992
 1.10% -5.71% 4.01% -2.90%
1991
 20.28% -3.87% 29.20% -3.25%
1990
 -7.54% -14.53% -7.14% -12.51%
1989
 19.01% -1.19% 21.94% -1.96%
1988
 16.51% -3.08% 14.95% -2.14%
1987
 10.87% -15.03% 2.63% -14.91%
1986
 31.94% -5.15% 21.90% -2.21%
1985
 35.93% -1.79% 27.17% -1.91%