Scott Burns Margaritaville vs Stocks/Bonds 60/40 Portfolio Comparison

Period: January 1985 - August 2024 (~40 years)
Consolidated Returns as of 31 August 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 August 2024.
Reset settings
Close
Scott Burns Margaritaville Portfolio
1.00$
Initial Capital
September 1994
8.65$
Final Capital
August 2024
7.46%
Yearly Return
10.83
Std Deviation
-38.70%
Max Drawdown
39 months
Recovery Period
Stocks/Bonds 60/40 Portfolio
1.00$
Initial Capital
September 1994
11.54$
Final Capital
August 2024
8.49%
Yearly Return
9.63
Std Deviation
-30.55%
Max Drawdown
36 months
Recovery Period
Scott Burns Margaritaville Portfolio
1.00$
Initial Capital
January 1985
33.17$
Final Capital
August 2024
9.23%
Yearly Return
10.95
Std Deviation
-38.70%
Max Drawdown
39 months
Recovery Period
Stocks/Bonds 60/40 Portfolio
1.00$
Initial Capital
January 1985
36.16$
Final Capital
August 2024
9.47%
Yearly Return
9.80
Std Deviation
-30.55%
Max Drawdown
36 months
Recovery Period

The Scott Burns Margaritaville Portfolio obtained a 7.46% compound annual return, with a 10.83% standard deviation, in the last 30 Years.

The Stocks/Bonds 60/40 Portfolio obtained a 8.49% compound annual return, with a 9.63% standard deviation, in the last 30 Years.

Returns as of Aug 31, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1985 - 31 August 2024 (~40 years)
Swipe left to see all data
Return (%) as of Aug 31, 2024
YTD
(8M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
Margaritaville
Scott Burns 		10.95 1.86 8.30 16.81 8.38 6.47 7.46 9.23
Stocks/Bonds 60/40 12.20 1.88 8.64 18.66 9.19 8.16 8.49 9.47
Return over 1 year are annualized.

Capital Growth as of Aug 31, 2024

Scott Burns Margaritaville Portfolio: an investment of 1$, since September 1994, now would be worth 8.65$, with a total return of 765.29% (7.46% annualized).

Stocks/Bonds 60/40 Portfolio: an investment of 1$, since September 1994, now would be worth 11.54$, with a total return of 1053.74% (8.49% annualized).


Loading data
Please wait
Scott Burns Margaritaville Portfolio: an investment of 1$, since January 1985, now would be worth 33.17$, with a total return of 3217.01% (9.23% annualized).

Stocks/Bonds 60/40 Portfolio: an investment of 1$, since January 1985, now would be worth 36.16$, with a total return of 3516.13% (9.47% annualized).


Loading data
Please wait

Metrics as of Aug 31, 2024

The following metrics, updated as of 31 August 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 September 2023 - 31 August 2024 (1 year)
Period: 1 September 2019 - 31 August 2024 (5 years)
Period: 1 September 2014 - 31 August 2024 (10 years)
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1985 - 31 August 2024 (~40 years)
Swipe left to see all data
Margaritaville Stocks/Bonds 60/40
Author Scott Burns
ASSET ALLOCATION
Stocks 67% 60%
Fixed Income 33% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 16.81 18.66
Infl. Adjusted Return (%) 14.08 15.88
DRAWDOWN
Deepest Drawdown Depth (%) -5.61 -6.10
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -5.61 -6.10
Start to Recovery (months) 3 3
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 10.21 11.19
Sharpe Ratio 1.12 1.19
Sortino Ratio 1.53 1.59
Ulcer Index 2.00 2.25
Ratio: Return / Standard Deviation 1.65 1.67
Ratio: Return / Deepest Drawdown 3.00 3.06
Metrics calculated over the period 1 September 2023 - 31 August 2024
Swipe left to see all data
Margaritaville Stocks/Bonds 60/40
Author Scott Burns
ASSET ALLOCATION
Stocks 67% 60%
Fixed Income 33% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.38 9.19
Infl. Adjusted Return (%) 4.07 4.85
DRAWDOWN
Deepest Drawdown Depth (%) -21.96 -20.69
Start to Recovery (months) 27 26
Longest Drawdown Depth (%) -21.96 -20.69
Start to Recovery (months) 27 26
Longest Negative Period (months) 34 34
RISK INDICATORS
Standard Deviation (%) 12.89 12.56
Sharpe Ratio 0.48 0.56
Sortino Ratio 0.64 0.74
Ulcer Index 7.83 7.86
Ratio: Return / Standard Deviation 0.65 0.73
Ratio: Return / Deepest Drawdown 0.38 0.44
Metrics calculated over the period 1 September 2019 - 31 August 2024
Swipe left to see all data
Margaritaville Stocks/Bonds 60/40
Author Scott Burns
ASSET ALLOCATION
Stocks 67% 60%
Fixed Income 33% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.47 8.16
Infl. Adjusted Return (%) 3.55 5.20
DRAWDOWN
Deepest Drawdown Depth (%) -21.96 -20.69
Start to Recovery (months) 27 26
Longest Drawdown Depth (%) -21.96 -20.69
Start to Recovery (months) 27 26
Longest Negative Period (months) 34 34
RISK INDICATORS
Standard Deviation (%) 10.80 10.27
Sharpe Ratio 0.47 0.65
Sortino Ratio 0.62 0.87
Ulcer Index 6.10 5.78
Ratio: Return / Standard Deviation 0.60 0.79
Ratio: Return / Deepest Drawdown 0.29 0.39
Metrics calculated over the period 1 September 2014 - 31 August 2024
Swipe left to see all data
Margaritaville Stocks/Bonds 60/40
Author Scott Burns
ASSET ALLOCATION
Stocks 67% 60%
Fixed Income 33% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.46 8.49
Infl. Adjusted Return (%) 4.83 5.84
DRAWDOWN
Deepest Drawdown Depth (%) -38.70 -30.55
Start to Recovery (months) 39 36
Longest Drawdown Depth (%) -22.41 -21.56
Start to Recovery (months) 45 41
Longest Negative Period (months) 62 110
RISK INDICATORS
Standard Deviation (%) 10.83 9.63
Sharpe Ratio 0.48 0.64
Sortino Ratio 0.62 0.84
Ulcer Index 8.26 6.90
Ratio: Return / Standard Deviation 0.69 0.88
Ratio: Return / Deepest Drawdown 0.19 0.28
Metrics calculated over the period 1 September 1994 - 31 August 2024
Swipe left to see all data
Margaritaville Stocks/Bonds 60/40
Author Scott Burns
ASSET ALLOCATION
Stocks 67% 60%
Fixed Income 33% 40%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.23 9.47
Infl. Adjusted Return (%) 6.27 6.50
DRAWDOWN
Deepest Drawdown Depth (%) -38.70 -30.55
Start to Recovery (months) 39 36
Longest Drawdown Depth (%) -22.41 -21.56
Start to Recovery (months) 45 41
Longest Negative Period (months) 62 110
RISK INDICATORS
Standard Deviation (%) 10.95 9.80
Sharpe Ratio 0.56 0.65
Sortino Ratio 0.74 0.85
Ulcer Index 7.46 6.36
Ratio: Return / Standard Deviation 0.84 0.97
Ratio: Return / Deepest Drawdown 0.24 0.31
Metrics calculated over the period 1 January 1985 - 31 August 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1985 - 31 August 2024 (~40 years)

Loading data
Please wait
Swipe left to see all data
Margaritaville Stocks/Bonds 60/40
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-38.70 39 Nov 2007
Jan 2011
-30.55 36 Nov 2007
Oct 2010
-22.41 45 Apr 2000
Dec 2003
-21.96 27 Jan 2022
Mar 2024
-21.56 41 Sep 2000
Jan 2004
-20.69 26 Jan 2022
Feb 2024
-14.40 7 Jan 2020
Jul 2020
-12.82 10 May 2011
Feb 2012
-12.29 6 Feb 2020
Jul 2020
-10.18 5 Jul 1998
Nov 1998
-9.97 15 Feb 2018
Apr 2019
-9.72 5 Jul 1998
Nov 1998
-9.68 17 May 2015
Sep 2016
-9.00 9 May 2011
Jan 2012
-8.38 7 Sep 2018
Mar 2019

Loading data
Please wait
Swipe left to see all data
Margaritaville Stocks/Bonds 60/40
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-38.70 39 Nov 2007
Jan 2011
-30.55 36 Nov 2007
Oct 2010
-22.41 45 Apr 2000
Dec 2003
-21.96 27 Jan 2022
Mar 2024
-21.56 41 Sep 2000
Jan 2004
-20.69 26 Jan 2022
Feb 2024
-19.17 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
-12.82 10 May 2011
Feb 2012
-12.29 6 Feb 2020
Jul 2020
-10.18 5 Jul 1998
Nov 1998
-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 - 31 August 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 Stocks/Bonds 60/40
Year Return Drawdown Return Drawdown
2024
 10.95% -2.90% 12.20% -3.62%
2023
 15.17% -7.90% 17.79% -7.48%
2022
 -16.10% -21.96% -16.95% -20.69%
2021
 13.33% -2.96% 14.66% -3.24%
2020
 14.40% -14.40% 15.70% -12.29%
2019
 20.39% -3.64% 21.94% -3.41%
2018
 -6.92% -9.97% -3.17% -8.38%
2017
 17.22% 0.00% 14.15% 0.00%
2016
 7.53% -3.63% 8.71% -2.95%
2015
 -2.03% -8.70% 0.44% -5.24%
2014
 3.95% -3.16% 9.85% -1.50%
2013
 13.25% -4.31% 19.23% -2.27%
2012
 13.94% -5.67% 11.13% -3.54%
2011
 0.08% -12.82% 3.75% -9.00%
2010
 11.85% -8.08% 12.93% -7.13%
2009
 25.18% -13.70% 18.79% -11.70%
2008
 -26.90% -30.74% -19.44% -22.19%
2007
 10.88% -2.84% 5.99% -3.07%
2006
 14.22% -2.59% 11.12% -2.03%
2005
 8.11% -2.37% 4.74% -2.34%
2004
 13.95% -3.39% 9.37% -2.68%
2003
 26.41% -2.95% 20.04% -1.99%
2002
 -6.46% -11.78% -8.98% -13.74%
2001
 -7.87% -14.71% -3.21% -11.68%
2000
 -2.92% -8.17% -1.79% -8.27%
1999
 16.49% -2.94% 13.98% -3.76%
1998
 16.12% -9.72% 17.39% -10.18%
1997
 14.48% -4.68% 22.37% -3.12%
1996
 9.11% -2.95% 14.01% -3.33%
1995
 21.08% -0.70% 28.74% -0.20%
1994
 1.10% -5.54% -1.16% -6.47%
1993
 18.69% -4.43% 10.25% -1.36%
1992
 1.10% -5.71% 8.32% -1.65%
1991
 20.28% -3.87% 25.53% -2.86%
1990
 -7.54% -14.53% -0.19% -8.52%
1989
 19.01% -1.19% 22.33% -1.36%
1988
 16.51% -3.08% 13.33% -2.24%
1987
 10.87% -15.03% 2.18% -19.17%
1986
 31.94% -5.15% 14.79% -5.58%
1985
 35.93% -1.79% 27.66% -2.15%