Scott Burns Margaritaville vs Ray Dalio All Weather Portfolio Comparison

Simulation Settings
Period: January 1985 - November 2024 (~40 years)
Consolidated Returns as of 30 November 2024
Rebalancing: at every Jan 1st
Currency: USD
(Change Settings)
The minimum date range must be at least 12 months. 'Date To' cannot be beyond November 2024.
Reset settings
Close
Scott Burns Margaritaville Portfolio
1.00$
Initial Capital
December 1994
9.23$
Final Capital
November 2024
7.69%
Yearly Return
10.81
Std Deviation
-38.70%
Max Drawdown
39months
Recovery Period
Ray Dalio All Weather Portfolio
1.00$
Initial Capital
December 1994
9.64$
Final Capital
November 2024
7.84%
Yearly Return
7.44
Std Deviation
-20.58%
Max Drawdown
35months
Recovery Period
Scott Burns Margaritaville Portfolio
1.00$
Initial Capital
January 1985
33.88$
Final Capital
November 2024
9.23%
Yearly Return
10.93
Std Deviation
-38.70%
Max Drawdown
39months
Recovery Period
Ray Dalio All Weather Portfolio
1.00$
Initial Capital
January 1985
28.80$
Final Capital
November 2024
8.78%
Yearly Return
7.51
Std Deviation
-20.58%
Max Drawdown
35months
Recovery Period

The Scott Burns Margaritaville Portfolio obtained a 7.69% compound annual return, with a 10.81% standard deviation, in the last 30 Years.

The Ray Dalio All Weather Portfolio obtained a 7.84% compound annual return, with a 7.44% standard deviation, in the last 30 Years.

Returns as of Nov 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1985 - 30 November 2024 (~40 years)
Swipe left to see all data
Return (%) as of Nov 30, 2024
YTD
(11M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
Margaritaville
Scott Burns 		13.31 2.49 7.38 18.19 7.79 6.81 7.69 9.23
All Weather Portfolio
Ray Dalio 		10.16 2.61 8.71 15.85 4.46 5.11 7.84 8.78
Return over 1 year are annualized.

Capital Growth as of Nov 30, 2024

Scott Burns Margaritaville Portfolio: an investment of 1$, since December 1994, now would be worth 9.23$, with a total return of 822.92% (7.69% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since December 1994, now would be worth 9.64$, with a total return of 863.58% (7.84% annualized).


Loading data
Please wait
Scott Burns Margaritaville Portfolio: an investment of 1$, since January 1985, now would be worth 33.88$, with a total return of 3287.70% (9.23% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since January 1985, now would be worth 28.80$, with a total return of 2780.02% (8.78% annualized).


Loading data
Please wait

Metrics as of Nov 30, 2024

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

METRIC COMPARISON
Period: 1 December 2023 - 30 November 2024 (1 year)
Period: 1 December 2019 - 30 November 2024 (5 years)
Period: 1 December 2014 - 30 November 2024 (10 years)
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1985 - 30 November 2024 (~40 years)
Swipe left to see all data
Margaritaville All Weather Portfolio
Author Scott Burns Ray Dalio
ASSET ALLOCATION
Stocks 67% 30%
Fixed Income 33% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 18.19 15.85
Infl. Adjusted Return (%) 15.04 12.77
DRAWDOWN
Deepest Drawdown Depth (%) -2.90 -3.73
Start to Recovery (months) 2 3
Longest Drawdown Depth (%) -0.06 -0.52
Start to Recovery (months) 2 3
Longest Negative Period (months) 2 4
RISK INDICATORS
Standard Deviation (%) 7.23 7.97
Sharpe Ratio 1.79 1.33
Sortino Ratio 2.19 1.68
Ulcer Index 1.04 1.22
Ratio: Return / Standard Deviation 2.51 1.99
Ratio: Return / Deepest Drawdown 6.26 4.25
Metrics calculated over the period 1 December 2023 - 30 November 2024
Swipe left to see all data
Margaritaville All Weather Portfolio
Author Scott Burns Ray Dalio
ASSET ALLOCATION
Stocks 67% 30%
Fixed Income 33% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 7.79 4.46
Infl. Adjusted Return (%) 3.47 0.27
DRAWDOWN
Deepest Drawdown Depth (%) -21.96 -20.58
Start to Recovery (months) 27 35*
Longest Drawdown Depth (%) -21.96 -20.58
Start to Recovery (months) 27 35*
Longest Negative Period (months) 34 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 12.98 10.36
Sharpe Ratio 0.42 0.21
Sortino Ratio 0.56 0.29
Ulcer Index 7.84 9.51
Ratio: Return / Standard Deviation 0.60 0.43
Ratio: Return / Deepest Drawdown 0.35 0.22
Metrics calculated over the period 1 December 2019 - 30 November 2024
Swipe left to see all data
Margaritaville All Weather Portfolio
Author Scott Burns Ray Dalio
ASSET ALLOCATION
Stocks 67% 30%
Fixed Income 33% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 6.81 5.11
Infl. Adjusted Return (%) 3.77 2.11
DRAWDOWN
Deepest Drawdown Depth (%) -21.96 -20.58
Start to Recovery (months) 27 35*
Longest Drawdown Depth (%) -21.96 -20.58
Start to Recovery (months) 27 35*
Longest Negative Period (months) 34 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 10.80 8.41
Sharpe Ratio 0.49 0.42
Sortino Ratio 0.65 0.58
Ulcer Index 6.09 7.06
Ratio: Return / Standard Deviation 0.63 0.61
Ratio: Return / Deepest Drawdown 0.31 0.25
Metrics calculated over the period 1 December 2014 - 30 November 2024
Swipe left to see all data
Margaritaville All Weather Portfolio
Author Scott Burns Ray Dalio
ASSET ALLOCATION
Stocks 67% 30%
Fixed Income 33% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 7.69 7.84
Infl. Adjusted Return (%) 5.04 5.19
DRAWDOWN
Deepest Drawdown Depth (%) -38.70 -20.58
Start to Recovery (months) 39 35*
Longest Drawdown Depth (%) -22.41 -20.58
Start to Recovery (months) 45 35*
Longest Negative Period (months) 62 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 10.81 7.44
Sharpe Ratio 0.50 0.75
Sortino Ratio 0.65 1.00
Ulcer Index 8.25 4.44
Ratio: Return / Standard Deviation 0.71 1.05
Ratio: Return / Deepest Drawdown 0.20 0.38
Metrics calculated over the period 1 December 1994 - 30 November 2024
Swipe left to see all data
Margaritaville All Weather Portfolio
Author Scott Burns Ray Dalio
ASSET ALLOCATION
Stocks 67% 30%
Fixed Income 33% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 9.23 8.78
Infl. Adjusted Return (%) 6.26 5.83
DRAWDOWN
Deepest Drawdown Depth (%) -38.70 -20.58
Start to Recovery (months) 39 35*
Longest Drawdown Depth (%) -22.41 -20.58
Start to Recovery (months) 45 35*
Longest Negative Period (months) 62 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 10.93 7.51
Sharpe Ratio 0.56 0.75
Sortino Ratio 0.74 1.03
Ulcer Index 7.44 4.04
Ratio: Return / Standard Deviation 0.84 1.17
Ratio: Return / Deepest Drawdown 0.24 0.43
Metrics calculated over the period 1 January 1985 - 30 November 2024

Drawdowns

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

Loading data
Please wait
Swipe left to see all data
Margaritaville All Weather Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-38.70 39 Nov 2007
Jan 2011
-22.41 45 Apr 2000
Dec 2003
-21.96 27 Jan 2022
Mar 2024
-20.58 35* Jan 2022
In progress
-14.40 7 Jan 2020
Jul 2020
-12.82 10 May 2011
Feb 2012
-11.57 9 Jan 2009
Sep 2009
-11.38 6 Jul 2008
Dec 2008
-9.97 15 Feb 2018
Apr 2019
-9.72 5 Jul 1998
Nov 1998
-9.68 17 May 2015
Sep 2016
-6.66 17 Feb 2015
Jun 2016
-6.42 13 Aug 2016
Aug 2017
-5.67 5 Apr 2012
Aug 2012
-5.29 9 May 2013
Jan 2014

Loading data
Please wait
Swipe left to see all data
Margaritaville All Weather Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-38.70 39 Nov 2007
Jan 2011
-22.41 45 Apr 2000
Dec 2003
-21.96 27 Jan 2022
Mar 2024
-20.58 35* Jan 2022
In progress
-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
-11.57 9 Jan 2009
Sep 2009
-11.38 6 Jul 2008
Dec 2008
-9.97 15 Feb 2018
Apr 2019
-9.72 5 Jul 1998
Nov 1998
-9.68 17 May 2015
Sep 2016
-8.78 13 Sep 1987
Sep 1988
-6.83 14 Feb 1994
Mar 1995

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 November 2024 (~40 years)


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

Loading data
Please wait

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.
Swipe left to see all data
Margaritaville All Weather Portfolio
Year Return Drawdown Return Drawdown
2024
 13.31% -2.90% 10.16% -3.73%
2023
 15.17% -7.90% 9.95% -9.25%
2022
 -16.10% -21.96% -18.39% -20.58%
2021
 13.33% -2.96% 8.27% -3.74%
2020
 14.40% -14.40% 15.88% -3.68%
2019
 20.39% -3.64% 17.93% -0.83%
2018
 -6.92% -9.97% -3.02% -4.71%
2017
 17.22% 0.00% 11.55% -0.49%
2016
 7.53% -3.63% 6.50% -6.42%
2015
 -2.03% -8.70% -3.23% -6.66%
2014
 3.95% -3.16% 12.89% -2.52%
2013
 13.25% -4.31% 1.71% -5.29%
2012
 13.94% -5.67% 7.02% -1.33%
2011
 0.08% -12.82% 15.64% -2.00%
2010
 11.85% -8.08% 12.88% -0.69%
2009
 25.18% -13.70% 2.71% -11.57%
2008
 -26.90% -30.74% 2.38% -11.38%
2007
 10.88% -2.84% 11.88% -1.20%
2006
 14.22% -2.59% 6.93% -1.71%
2005
 8.11% -2.37% 8.55% -2.99%
2004
 13.95% -3.39% 9.41% -4.76%
2003
 26.41% -2.95% 13.96% -4.74%
2002
 -6.46% -11.78% 7.77% -1.56%
2001
 -7.87% -14.71% -2.77% -4.61%
2000
 -2.92% -8.17% 10.15% -2.26%
1999
 16.49% -2.94% 6.28% -3.79%
1998
 16.12% -9.72% 11.05% -4.83%
1997
 14.48% -4.68% 13.54% -2.89%
1996
 9.11% -2.95% 8.27% -2.11%
1995
 21.08% -0.70% 27.44% 0.00%
1994
 1.10% -5.54% -3.28% -6.83%
1993
 18.69% -4.43% 12.02% -1.98%
1992
 1.10% -5.71% 6.76% -2.23%
1991
 20.28% -3.87% 17.98% -1.86%
1990
 -7.54% -14.53% 3.85% -5.51%
1989
 19.01% -1.19% 20.45% -1.14%
1988
 16.51% -3.08% 10.59% -1.93%
1987
 10.87% -15.03% 3.47% -8.78%
1986
 31.94% -5.15% 20.56% -3.75%
1985
 35.93% -1.79% 28.68% -2.13%