Scott Burns Seven Value vs Stocks/Bonds 60/40 Momentum Portfolio Comparison

Last Update: 29 February 2024

The Scott Burns Seven Value Portfolio obtained a 8.03% compound annual return, with a 11.31% standard deviation, in the last 30 Years.

The Stocks/Bonds 60/40 Momentum Portfolio obtained a 9.77% compound annual return, with a 9.60% standard deviation, in the last 30 Years.

Summary

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Scott Burns Seven Value Portfolio Stocks/Bonds 60/40 Momentum Portfolio
Portfolio Risk High High
Asset Allocation Stocks 71.5% 60%
Fixed Income 28.5% 40%
Commodities 0% 0%
30 Years Stats Return +8.03% +9.77%
Std Dev 11.31% 9.60%
Max Drawdown -41.22% -32.52%
All time Stats
(Since Jan 1985)
Return +9.54% +10.87%
Std Dev 11.05% 9.88%
Max Drawdown -41.22% -32.52%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Scott Burns Seven Value Portfolio +2.22 +6.02 +10.84 +8.19 +6.58 +8.03 +9.54
Stocks/Bonds 60/40 Momentum Portfolio +5.60 +15.48 +20.57 +7.54 +8.28 +9.77 +10.87
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Scott Burns Seven Value Portfolio: an investment of 1$, since March 1994, now would be worth 10.15$, with a total return of 915.12% (8.03% annualized).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since March 1994, now would be worth 16.39$, with a total return of 1539.44% (9.77% annualized).

Scott Burns Seven Value Portfolio: an investment of 1$, since January 1985, now would be worth 35.52$, with a total return of 3451.94% (9.54% annualized).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since January 1985, now would be worth 56.93$, with a total return of 5592.59% (10.87% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Scott Burns Seven Value Portfolio
Stocks/Bonds 60/40 Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-41.22% Nov 2007 Feb 2009 (16) Jan 2011 (39) 18.65
-32.52% Nov 2007 Feb 2009 (16) Feb 2011 (40) 15.23
-24.21% Nov 2021 Sep 2022 (11) In progress (28) 16.52
-21.14% Sep 2000 Sep 2002 (25) Jan 2004 (41) 12.11
-20.44% Jan 2020 Mar 2020 (3) Dec 2020 (12) 9.33
-15.04% Feb 2001 Sep 2002 (20) Sep 2003 (32) 7.83
-14.49% Apr 2022 Sep 2022 (6) Jul 2023 (16) 5.62
-14.02% May 2011 Sep 2011 (5) Feb 2012 (10) 5.89
-13.01% May 1998 Aug 1998 (4) Mar 1999 (11) 4.90
-10.73% Feb 2020 Mar 2020 (2) Jun 2020 (5) 4.89
-9.57% Sep 2018 Dec 2018 (4) Mar 2019 (7) 4.30
-9.29% Oct 2018 Dec 2018 (3) Jun 2019 (9) 4.52
-9.24% May 2015 Feb 2016 (10) Jun 2016 (14) 5.24
-7.14% May 2011 Sep 2011 (5) Jan 2012 (9) 2.68
-7.06% Aug 2023 Oct 2023 (3) Dec 2023 (5) 3.54
-6.78% Aug 1998 Aug 1998 (1) Oct 1998 (3) 3.54
-5.25% May 2012 May 2012 (1) Aug 2012 (4) 2.49
-5.20% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.87
-5.09% Mar 1994 Nov 1994 (9) Mar 1995 (13) 2.87
-4.70% Feb 2018 Feb 2018 (1) Jul 2018 (6) 2.77

Drawdown comparison chart since January 1985.

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Scott Burns Seven Value Portfolio
Stocks/Bonds 60/40 Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-41.22% Nov 2007 Feb 2009 (16) Jan 2011 (39) 18.65
-32.52% Nov 2007 Feb 2009 (16) Feb 2011 (40) 15.23
-24.21% Nov 2021 Sep 2022 (11) In progress (28) 16.52
-21.14% Sep 2000 Sep 2002 (25) Jan 2004 (41) 12.11
-20.44% Jan 2020 Mar 2020 (3) Dec 2020 (12) 9.33
-20.08% Sep 1987 Nov 1987 (3) May 1989 (21) 11.04
-17.34% Sep 1987 Nov 1987 (3) Dec 1988 (16) 7.74
-15.04% Feb 2001 Sep 2002 (20) Sep 2003 (32) 7.83
-14.49% Apr 2022 Sep 2022 (6) Jul 2023 (16) 5.62
-14.02% May 2011 Sep 2011 (5) Feb 2012 (10) 5.89
-13.01% May 1998 Aug 1998 (4) Mar 1999 (11) 4.90
-10.73% Feb 2020 Mar 2020 (2) Jun 2020 (5) 4.89
-9.72% Jan 1990 Sep 1990 (9) Feb 1991 (14) 5.24
-9.57% Sep 2018 Dec 2018 (4) Mar 2019 (7) 4.30
-9.29% Oct 2018 Dec 2018 (3) Jun 2019 (9) 4.52
-9.24% May 2015 Feb 2016 (10) Jun 2016 (14) 5.24
-7.66% Aug 1990 Sep 1990 (2) Jan 1991 (6) 4.58
-7.14% May 2011 Sep 2011 (5) Jan 2012 (9) 2.68
-7.06% Aug 2023 Oct 2023 (3) Dec 2023 (5) 3.54
-7.04% Feb 1994 Nov 1994 (10) Apr 1995 (15) 4.37

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
+1.43%
-0.78%
+9.07%
0.00%
2023
+10.67%
-7.06%
+7.66%
-5.48%
2022
-3.63%
-14.49%
-16.20%
-21.97%
2021
+22.53%
-2.24%
+7.27%
-2.88%
2020
+1.86%
-20.44%
+20.99%
-10.73%
2019
+19.31%
-3.92%
+19.89%
-0.92%
2018
-6.81%
-9.57%
-1.04%
-9.29%
2017
+10.75%
-0.38%
+23.93%
0.00%
2016
+11.54%
-3.28%
+4.01%
-3.57%
2015
-3.57%
-9.07%
+5.58%
-4.61%
2014
+7.89%
-3.60%
+11.10%
-2.40%
2013
+14.33%
-3.26%
+19.91%
-2.13%
2012
+12.77%
-5.25%
+10.22%
-3.51%
2011
+3.05%
-14.02%
+6.73%
-7.14%
2010
+15.52%
-8.80%
+13.29%
-6.43%
2009
+23.22%
-16.01%
+11.92%
-12.79%
2008
-27.82%
-32.22%
-21.83%
-24.08%
2007
+8.29%
-3.44%
+13.35%
-1.41%
2006
+17.32%
-2.23%
+8.04%
-2.23%
2005
+12.65%
-3.52%
+12.44%
-0.99%
2004
+18.27%
-3.80%
+11.72%
-2.06%
2003
+25.26%
-1.84%
+17.18%
-1.95%
2002
-5.96%
-12.60%
-4.07%
-11.25%
2001
-4.35%
-10.12%
-7.04%
-13.57%
2000
+8.17%
-4.20%
-1.21%
-6.50%
1999
+10.89%
-3.22%
+23.95%
-1.65%
1998
+6.19%
-13.01%
+32.69%
-6.78%
1997
+14.55%
-2.60%
+25.89%
-3.48%
1996
+17.33%
-2.26%
+19.33%
-2.32%
1995
+22.68%
-1.40%
+32.67%
0.00%
1994
-2.08%
-7.04%
-1.72%
-6.35%
1993
+19.57%
-4.28%
+11.81%
-0.99%
1992
+7.31%
-2.91%
+5.45%
-2.52%
1991
+20.27%
-3.54%
+28.24%
-2.57%
1990
-5.60%
-9.72%
+4.36%
-7.66%
1989
+21.02%
-1.39%
+31.11%
-1.20%
1988
+16.18%
-2.10%
+7.18%
-3.36%
1987
+5.84%
-17.34%
+2.02%
-20.08%
1986
+23.44%
-3.19%
+19.66%
-5.55%
1985
+28.48%
-1.76%
+28.33%
-1.52%