Scott Burns Margaritaville vs Scott Burns Five Fold 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
Scott Burns Five Fold Portfolio
1.00$
Initial Capital
October 1994
9.41$
Final Capital
September 2024
7.76%
Yearly Return
9.76
Std Deviation
-37.94%
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
Scott Burns Five Fold Portfolio
1.00$
Initial Capital
January 1985
30.94$
Final Capital
September 2024
9.02%
Yearly Return
9.61
Std Deviation
-37.94%
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 Scott Burns Five Fold Portfolio obtained a 7.76% compound annual return, with a 9.76% 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
Five Fold
Scott Burns 		11.26 2.14 8.36 22.66 6.20 6.27 7.76 9.02
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).

Scott Burns Five Fold Portfolio: an investment of 1$, since October 1994, now would be worth 9.41$, with a total return of 841.43% (7.76% 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).

Scott Burns Five Fold Portfolio: an investment of 1$, since January 1985, now would be worth 30.94$, with a total return of 2993.92% (9.02% 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 Five Fold
Author Scott Burns Scott Burns
ASSET ALLOCATION
Stocks 67% 60%
Fixed Income 33% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 23.46 22.66
Infl. Adjusted Return (%) 20.56 19.77
DRAWDOWN
Deepest Drawdown Depth (%) -2.90 -3.57
Start to Recovery (months) 2 3
Longest Drawdown Depth (%) -2.23 -3.57
Start to Recovery (months) 2 3
Longest Negative Period (months) 2 4
RISK INDICATORS
Standard Deviation (%) 8.90 9.81
Sharpe Ratio 2.03 1.76
Sortino Ratio 2.78 2.40
Ulcer Index 1.02 1.20
Ratio: Return / Standard Deviation 2.64 2.31
Ratio: Return / Deepest Drawdown 8.08 6.34
Metrics calculated over the period 1 October 2023 - 30 September 2024
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Margaritaville Five Fold
Author Scott Burns Scott Burns
ASSET ALLOCATION
Stocks 67% 60%
Fixed Income 33% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.56 6.20
Infl. Adjusted Return (%) 4.20 1.94
DRAWDOWN
Deepest Drawdown Depth (%) -21.96 -21.60
Start to Recovery (months) 27 32
Longest Drawdown Depth (%) -21.96 -21.60
Start to Recovery (months) 27 32
Longest Negative Period (months) 34 35
RISK INDICATORS
Standard Deviation (%) 12.90 12.36
Sharpe Ratio 0.49 0.33
Sortino Ratio 0.65 0.42
Ulcer Index 7.83 8.86
Ratio: Return / Standard Deviation 0.66 0.50
Ratio: Return / Deepest Drawdown 0.39 0.29
Metrics calculated over the period 1 October 2019 - 30 September 2024
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Margaritaville Five Fold
Author Scott Burns Scott Burns
ASSET ALLOCATION
Stocks 67% 60%
Fixed Income 33% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.03 6.27
Infl. Adjusted Return (%) 4.06 3.32
DRAWDOWN
Deepest Drawdown Depth (%) -21.96 -21.60
Start to Recovery (months) 27 32
Longest Drawdown Depth (%) -21.96 -21.60
Start to Recovery (months) 27 32
Longest Negative Period (months) 34 35
RISK INDICATORS
Standard Deviation (%) 10.74 9.99
Sharpe Ratio 0.52 0.48
Sortino Ratio 0.69 0.63
Ulcer Index 6.09 6.49
Ratio: Return / Standard Deviation 0.65 0.63
Ratio: Return / Deepest Drawdown 0.32 0.29
Metrics calculated over the period 1 October 2014 - 30 September 2024
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Margaritaville Five Fold
Author Scott Burns Scott Burns
ASSET ALLOCATION
Stocks 67% 60%
Fixed Income 33% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.62 7.76
Infl. Adjusted Return (%) 4.98 5.12
DRAWDOWN
Deepest Drawdown Depth (%) -38.70 -37.94
Start to Recovery (months) 39 36
Longest Drawdown Depth (%) -22.41 -37.94
Start to Recovery (months) 45 36
Longest Negative Period (months) 62 62
RISK INDICATORS
Standard Deviation (%) 10.81 9.76
Sharpe Ratio 0.49 0.56
Sortino Ratio 0.64 0.72
Ulcer Index 8.25 6.75
Ratio: Return / Standard Deviation 0.70 0.79
Ratio: Return / Deepest Drawdown 0.20 0.20
Metrics calculated over the period 1 October 1994 - 30 September 2024
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Margaritaville Five Fold
Author Scott Burns Scott Burns
ASSET ALLOCATION
Stocks 67% 60%
Fixed Income 33% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.26 9.02
Infl. Adjusted Return (%) 6.30 6.06
DRAWDOWN
Deepest Drawdown Depth (%) -38.70 -37.94
Start to Recovery (months) 39 36
Longest Drawdown Depth (%) -22.41 -37.94
Start to Recovery (months) 45 36
Longest Negative Period (months) 62 62
RISK INDICATORS
Standard Deviation (%) 10.94 9.61
Sharpe Ratio 0.56 0.61
Sortino Ratio 0.74 0.79
Ulcer Index 7.45 6.12
Ratio: Return / Standard Deviation 0.85 0.94
Ratio: Return / Deepest Drawdown 0.24 0.24
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 Five Fold
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-38.70 39 Nov 2007
Jan 2011
-37.94 36 Nov 2007
Oct 2010
-22.41 45 Apr 2000
Dec 2003
-21.96 27 Jan 2022
Mar 2024
-21.60 32 Jan 2022
Aug 2024
-14.40 7 Jan 2020
Jul 2020
-13.82 7 Feb 2020
Aug 2020
-12.82 10 May 2011
Feb 2012
-10.32 9 May 2011
Jan 2012
-9.97 15 Feb 2018
Apr 2019
-9.72 5 Jul 1998
Nov 1998
-9.68 17 May 2015
Sep 2016
-8.29 5 Jul 1998
Nov 1998
-7.24 12 Jun 2002
May 2003
-6.93 7 Sep 2018
Mar 2019

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Margaritaville Five Fold
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-38.70 39 Nov 2007
Jan 2011
-37.94 36 Nov 2007
Oct 2010
-22.41 45 Apr 2000
Dec 2003
-21.96 27 Jan 2022
Mar 2024
-21.60 32 Jan 2022
Aug 2024
-15.03 14 Sep 1987
Oct 1988
-14.53 14 Jan 1990
Feb 1991
-14.40 7 Jan 2020
Jul 2020
-13.82 7 Feb 2020
Aug 2020
-12.82 10 May 2011
Feb 2012
-12.21 14 Jan 1990
Feb 1991
-11.82 10 Sep 1987
Jun 1988
-10.32 9 May 2011
Jan 2012
-9.97 15 Feb 2018
Apr 2019
-9.72 5 Jul 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 Five Fold
Year Return Drawdown Return Drawdown
2024
 13.21% -2.90% 11.26% -3.57%
2023
 15.17% -7.90% 13.15% -7.82%
2022
 -16.10% -21.96% -17.44% -21.60%
2021
 13.33% -2.96% 15.57% -3.25%
2020
 14.40% -14.40% 8.59% -13.82%
2019
 20.39% -3.64% 19.52% -1.92%
2018
 -6.92% -9.97% -4.81% -6.93%
2017
 17.22% 0.00% 11.77% 0.00%
2016
 7.53% -3.63% 7.13% -3.39%
2015
 -2.03% -8.70% -0.51% -6.31%
2014
 3.95% -3.16% 10.14% -3.22%
2013
 13.25% -4.31% 8.13% -5.45%
2012
 13.94% -5.67% 13.78% -4.08%
2011
 0.08% -12.82% 3.49% -10.32%
2010
 11.85% -8.08% 14.45% -6.47%
2009
 25.18% -13.70% 24.16% -15.00%
2008
 -26.90% -30.74% -23.95% -30.12%
2007
 10.88% -2.84% 4.26% -3.99%
2006
 14.22% -2.59% 16.17% -2.07%
2005
 8.11% -2.37% 8.26% -2.40%
2004
 13.95% -3.39% 15.75% -5.26%
2003
 26.41% -2.95% 23.74% -1.51%
2002
 -6.46% -11.78% -1.18% -7.24%
2001
 -7.87% -14.71% -0.06% -6.11%
2000
 -2.92% -8.17% 5.40% -3.85%
1999
 16.49% -2.94% 9.10% -2.61%
1998
 16.12% -9.72% 9.78% -8.29%
1997
 14.48% -4.68% 11.37% -3.10%
1996
 9.11% -2.95% 13.09% -1.17%
1995
 21.08% -0.70% 19.23% -0.70%
1994
 1.10% -5.54% -2.47% -7.79%
1993
 18.69% -4.43% 18.48% -3.77%
1992
 1.10% -5.71% 5.91% -3.73%
1991
 20.28% -3.87% 23.52% -2.98%
1990
 -7.54% -14.53% -6.16% -12.21%
1989
 19.01% -1.19% 15.34% -0.98%
1988
 16.51% -3.08% 14.35% -1.86%
1987
 10.87% -15.03% 6.54% -11.82%
1986
 31.94% -5.15% 26.37% -3.02%
1985
 35.93% -1.79% 30.39% -1.26%