Scott Burns Margaritaville vs Ray Dalio All Weather Portfolio Comparison

Last Update: 31 March 2024

The Scott Burns Margaritaville Portfolio obtained a 7.43% compound annual return, with a 10.80% standard deviation, in the last 30 Years.

The Ray Dalio All Weather Portfolio obtained a 7.54% compound annual return, with a 7.38% standard deviation, in the last 30 Years.

Summary

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Scott Burns Margaritaville Portfolio Ray Dalio All Weather Portfolio
Portfolio Risk High Medium
Asset Allocation Stocks 67% 30%
Fixed Income 33% 55%
Commodities 0% 15%
30 Years Stats Return +7.43% +7.54%
Std Dev 10.80% 7.38%
Max Drawdown -38.70% -20.58%
All time Stats
(Since Jan 1985)		 Return +9.17% +8.73%
Std Dev 10.98% 7.50%
Max Drawdown -38.70% -20.58%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Scott Burns Margaritaville Portfolio +2.33 +14.32 +14.01 +7.67 +6.42 +7.43 +9.17
Ray Dalio All Weather Portfolio +2.27 +12.15 +6.27 +4.85 +5.04 +7.54 +8.73
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Scott Burns Margaritaville Portfolio: an investment of 1$, since April 1994, now would be worth 8.58$, with a total return of 757.57% (7.43% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since April 1994, now would be worth 8.84$, with a total return of 784.36% (7.54% annualized).

Scott Burns Margaritaville Portfolio: an investment of 1$, since January 1985, now would be worth 31.34$, with a total return of 3034.12% (9.17% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since January 1985, now would be worth 26.71$, with a total return of 2571.20% (8.73% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Scott Burns Margaritaville Portfolio
Ray Dalio All Weather Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-38.70% Nov 2007 Feb 2009 (16) Jan 2011 (39) 17.28
-22.41% Apr 2000 Sep 2002 (30) Dec 2003 (45) 12.64
-21.96% Jan 2022 Sep 2022 (9) Mar 2024 (27) 10.98
-20.58% Jan 2022 Sep 2022 (9) In progress (27) 13.55
-14.40% Jan 2020 Mar 2020 (3) Jul 2020 (7) 6.43
-12.82% May 2011 Sep 2011 (5) Feb 2012 (10) 5.70
-11.57% Jan 2009 Feb 2009 (2) Sep 2009 (9) 6.27
-11.38% Jul 2008 Oct 2008 (4) Dec 2008 (6) 5.15
-9.97% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.17
-9.72% Jul 1998 Aug 1998 (2) Nov 1998 (5) 5.14
-9.68% May 2015 Feb 2016 (10) Sep 2016 (17) 4.94
-6.66% Feb 2015 Dec 2015 (11) Jun 2016 (17) 4.06
-6.42% Aug 2016 Nov 2016 (4) Aug 2017 (13) 3.10
-5.67% Apr 2012 May 2012 (2) Aug 2012 (5) 2.64
-5.29% May 2013 Jun 2013 (2) Jan 2014 (9) 3.01
-4.83% Jul 1998 Aug 1998 (2) Oct 1998 (4) 2.27
-4.76% Apr 2004 Apr 2004 (1) Sep 2004 (6) 3.09
-4.74% Jun 2003 Jul 2003 (2) Sep 2003 (4) 2.46
-4.71% Sep 2018 Oct 2018 (2) Mar 2019 (7) 2.74
-4.68% Aug 1997 Aug 1997 (1) Jan 1998 (6) 2.54

Drawdown comparison chart since January 1985.

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Scott Burns Margaritaville Portfolio
Ray Dalio All Weather Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-38.70% Nov 2007 Feb 2009 (16) Jan 2011 (39) 17.28
-22.41% Apr 2000 Sep 2002 (30) Dec 2003 (45) 12.64
-21.96% Jan 2022 Sep 2022 (9) Mar 2024 (27) 10.98
-20.58% Jan 2022 Sep 2022 (9) In progress (27) 13.55
-15.03% Sep 1987 Nov 1987 (3) Oct 1988 (14) 6.97
-14.53% Jan 1990 Sep 1990 (9) Feb 1991 (14) 7.51
-14.40% Jan 2020 Mar 2020 (3) Jul 2020 (7) 6.43
-12.82% May 2011 Sep 2011 (5) Feb 2012 (10) 5.70
-11.57% Jan 2009 Feb 2009 (2) Sep 2009 (9) 6.27
-11.38% Jul 2008 Oct 2008 (4) Dec 2008 (6) 5.15
-9.97% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.17
-9.72% Jul 1998 Aug 1998 (2) Nov 1998 (5) 5.14
-9.68% May 2015 Feb 2016 (10) Sep 2016 (17) 4.94
-8.78% Sep 1987 Nov 1987 (3) Sep 1988 (13) 3.96
-6.83% Feb 1994 Nov 1994 (10) Mar 1995 (14) 4.86
-6.66% Feb 2015 Dec 2015 (11) Jun 2016 (17) 4.06
-6.42% Aug 2016 Nov 2016 (4) Aug 2017 (13) 3.10
-5.71% Jan 1992 Mar 1992 (3) Dec 1992 (12) 2.87
-5.67% Apr 2012 May 2012 (2) Aug 2012 (5) 2.64
-5.54% Feb 1994 Mar 1994 (2) Apr 1995 (15) 3.43

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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Year Return Drawdown Return Drawdown
2024
+4.83%
 -0.06%
+2.18%
 -0.52%
2023
+15.17%
 -7.90%
+9.94%
 -9.24%
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%