Developed World ex-US 60/40 Momentum vs Scott Burns Couch Potato Portfolio Comparison

Last Update: 29 February 2024

The Developed World ex-US 60/40 Momentum Portfolio obtained a 4.05% compound annual return, with a 8.90% standard deviation, in the last 10 Years.

The Scott Burns Couch Potato Portfolio obtained a 6.96% compound annual return, with a 9.22% standard deviation, in the last 10 Years.

Summary

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Developed World ex-US 60/40 Momentum Portfolio Scott Burns Couch Potato Portfolio
Portfolio Risk High Medium
Asset Allocation Stocks 60% 50%
Fixed Income 40% 50%
Commodities 0% 0%
10 Years Stats Return +4.05% +6.96%
Std Dev 8.90% 9.22%
Max Drawdown -22.23% -19.77%
All time Stats
(Since Aug 2009)
Return +5.65% +8.51%
Std Dev 9.52% 8.69%
Max Drawdown -22.23% -19.77%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from August 2009

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1M 6M 1Y 5Y 10Y MAX
Developed World ex-US 60/40 Momentum Portfolio +3.08 +10.58 +14.98 +5.52 +4.05 +5.65
Scott Burns Couch Potato Portfolio +2.14 +7.83 +15.05 +8.17 +6.96 +8.51
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Developed World ex-US 60/40 Momentum Portfolio: an investment of 1$, since March 2014, now would be worth 1.49$, with a total return of 48.68% (4.05% annualized).

Scott Burns Couch Potato Portfolio: an investment of 1$, since March 2014, now would be worth 1.96$, with a total return of 96.06% (6.96% annualized).

Developed World ex-US 60/40 Momentum Portfolio: an investment of 1$, since August 2009, now would be worth 2.23$, with a total return of 122.75% (5.65% annualized).

Scott Burns Couch Potato Portfolio: an investment of 1$, since August 2009, now would be worth 3.29$, with a total return of 228.86% (8.51% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Developed World ex-US 60/40 Momentum Portfolio
Scott Burns Couch Potato Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-22.23% Nov 2021 Sep 2022 (11) In progress (28) 11.44
-19.77% Jan 2022 Sep 2022 (9) In progress (26) 10.88
-10.72% Feb 2020 Mar 2020 (2) Jun 2020 (5) 4.92
-10.52% Feb 2018 Dec 2018 (11) Jun 2019 (17) 4.70
-10.46% Feb 2020 Mar 2020 (2) Jun 2020 (5) 5.30
-8.06% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.64
-7.73% May 2015 Sep 2015 (5) Jul 2016 (15) 4.34
-5.47% Mar 2015 Sep 2015 (7) Apr 2016 (14) 2.66
-5.21% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.46
-4.02% Jul 2014 Dec 2014 (6) Apr 2015 (10) 2.20
-3.24% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.89
-2.92% Feb 2018 Mar 2018 (2) Jul 2018 (6) 1.86
-2.76% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.59
-2.69% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.55
-2.63% May 2019 May 2019 (1) Jun 2019 (2) 1.52
-2.34% Sep 2014 Sep 2014 (1) Nov 2014 (3) 1.20
-2.13% Oct 2020 Oct 2020 (1) Nov 2020 (2) 1.23
-1.37% Oct 2016 Oct 2016 (1) Dec 2016 (3) 0.69
-1.30% Jan 2021 Feb 2021 (2) Apr 2021 (4) 0.83
-1.05% Jul 2014 Jul 2014 (1) Aug 2014 (2) 0.61

Drawdown comparison chart since August 2009.

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Developed World ex-US 60/40 Momentum Portfolio
Scott Burns Couch Potato Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-22.23% Nov 2021 Sep 2022 (11) In progress (28) 11.44
-19.77% Jan 2022 Sep 2022 (9) In progress (26) 10.88
-15.10% May 2011 Sep 2011 (5) Nov 2012 (19) 7.35
-10.72% Feb 2020 Mar 2020 (2) Jun 2020 (5) 4.92
-10.52% Feb 2018 Dec 2018 (11) Jun 2019 (17) 4.70
-10.46% Feb 2020 Mar 2020 (2) Jun 2020 (5) 5.30
-8.06% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.64
-7.73% May 2015 Sep 2015 (5) Jul 2016 (15) 4.34
-6.85% Apr 2010 Jun 2010 (3) Sep 2010 (6) 3.74
-6.25% May 2011 Sep 2011 (5) Dec 2011 (8) 2.31
-6.09% May 2010 Jun 2010 (2) Sep 2010 (5) 3.68
-5.64% May 2013 Jun 2013 (2) Sep 2013 (5) 3.77
-5.47% Mar 2015 Sep 2015 (7) Apr 2016 (14) 2.66
-5.21% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.46
-4.02% Jul 2014 Dec 2014 (6) Apr 2015 (10) 2.20
-3.50% Jan 2010 Jan 2010 (1) Mar 2010 (3) 2.25
-3.24% Sep 2020 Oct 2020 (2) Nov 2020 (3) 1.89
-3.18% May 2013 Jun 2013 (2) Jul 2013 (3) 1.63
-2.92% Feb 2018 Mar 2018 (2) Jul 2018 (6) 1.86
-2.76% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.59

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
+4.73%
0.00%
+2.88%
0.00%
2023
+11.86%
-5.80%
+14.66%
-6.50%
2022
-15.18%
-22.15%
-16.31%
-19.77%
2021
+3.05%
-2.69%
+15.67%
-2.76%
2020
+15.15%
-10.46%
+15.93%
-10.72%
2019
+17.85%
-1.00%
+19.51%
-2.63%
2018
-7.45%
-10.52%
-3.32%
-8.06%
2017
+16.24%
-0.39%
+12.07%
0.00%
2016
+2.13%
-5.21%
+8.75%
-2.08%
2015
-0.48%
-7.73%
-0.70%
-5.47%
2014
-2.02%
-4.02%
+8.07%
-2.34%
2013
+12.99%
-5.64%
+12.48%
-3.18%
2012
+14.58%
-4.84%
+11.42%
-2.32%
2011
-5.18%
-15.10%
+7.12%
-6.25%
2010
+11.89%
-6.85%
+11.78%
-6.09%