Scott Burns Couch Potato Portfolio

New York Stock Exchange
USD

The Couch Potato portfolio is a very simple, lazy portfolio created by Scott Burns, a personal finance columnist.

Its allocation consists of 2 asset classes which are equal weighted:

  • 50% in S&P 500: Since 70 percent of all managed funds tended to trail the S&P 500 index, this broad index was chosen.
  • 50% in US Intermediate Term Treasury: Originally the Lehman Intermediate Bond Index was chosen by Scott.
31 January 1871  –  2 December 2022

Performance

Annualized Return
7.07%
Sharpe Ratio
1.38
Maximum Drawdown
-50.83%

Metrics

Metric Scott Burns Couch Potato Portfolio
Initial Balance $10,000
Final Balance $323,071,745
Returns   [View more details]
Month-To-Date 0.33%
Year-To-Date -11.19%
3M 1.21%
6M -0.92%
Annual Return (3Y) 5%
Annual Return (5Y) 5.98%
Annual Return (All) 7.07%
Risk   [View more details]
Annual Volatility 4.93%
Max Drawdown -50.83%
Sharpe Ratio 1.38
Sortino Ratio 1.98
Adjusted Sortino (S/√2) 1.4

  • Initial balance: The amount of starting capital used to invest in the asset or portfolio. In this case, we're starting with a $10,000 investment on January 1871.
  • Final balance: The amount of capital we've accrued over time as of December 2022.
  • Annual return: Also known as annualized return, or CAGR (Compound Annual Growth Rate), measures how much an investment has increased on average each year, during a specific time period. The time period in this case is approximately 152 year(s). Even a small difference in return can have a big impact on the final balance over a long period of time.
  • Annual volatility: Basically indicates how much, in percentage points, the investment can deviate from its annual return, under most circumstances. An investment with an annual return of 5% and an annual volatility of 10% would indicate returns from approximately -5% to 15% most of the time. A lower volatility is usually preferred to ensure more steady returns over time.
  • Best year: The best performance attained over its lifetime in a given year.
  • Worst year: The worst performance undergone over its lifetime in a given year.
  • Max drawdown: The largest percentage drop from a peak to a trough of an asset or portfolio, before a new peak is attained. Maximum drawdown is an indicator of downside risk over a specified time period.
  • Sharpe Ratio: The Sharpe ratio measures the performance of an investment compared to a risk-free asset, after adjusting for its risk. A Sharpe Ratio above 1 is considered good.
  • Sortino Ratio: The Sortino Ratio is a variation of the Sharpe ratio that only penalizes the investment for negative volatility/outcomes, and not for positive volatility. A Sortino Ratio above 1 is considered good.
  • Adjusted Sortino Ratio: Sortino Ratio/√2. To allow for comparing the Sortino ratio to the Sharpe ratio, we multiply the risk measure of the Sortino ratio by the square root of 2 (which is the same as dividing the Sortino ratio by the square root of 2).
  • Ulcer Index: The Ulcer Index (UI) is a technical indicator that measures downside risk in terms of both the depth and duration of price declines.
  • Gain to Pain Ratio: The sum of all returns divided by the absolute value of the sum of all negative returns. In essence, the GPR shows the ratio of net returns to the losses incurred in getting those returns.

Annualized Returns

Annual Return 1y Annual Return 3y Annual Return 5y Annual Return 10y Annual Return 20y Annual Return
Scott Burns Couch Potato Portfolio -8.56% 5% 5.98% 7.23% 6.82% 7.07%

Annual Returns

Year Scott Burns Couch Potato Portfolio
1871 7.09%
1872 7.72%
1873 -1.44%
1874 12.37%
1875 4.76%
1876 -2.37%
1877 1.02%
1878 9.2%
1879 26.25%
1880 14.62%
1881 5.71%
1882 2.78%
1883 0.52%
1884 -4.59%
1885 16.4%
1886 6.98%
1887 -0.51%
1888 3.84%
1889 5.25%
1890 -4.37%
1891 14.08%
1892 4.15%
1893 -5.33%
1894 4.24%
1895 2.54%
1896 3.1%
1897 11.52%
1898 13.88%
1899 5.24%
1900 11.16%
1901 11.18%
1902 3.1%
1903 -6.12%
1904 18.66%
1905 10.18%
1906 4.04%
1907 -14.89%
1908 28.18%
1909 10.28%
1910 -1.76%
1911 4.89%
1912 4.95%
1913 -2.73%
1914 1.59%
1915 20.99%
1916 6.43%
1917 -13.55%
1918 15.42%
1919 11.21%
1920 -9.16%
1921 14.05%
1922 16.44%
1923 3.64%
1924 16.97%
1925 16.15%
1926 9.34%
1927 20.47%
1928 18.66%
1929 0.04%
1930 -8.14%
1931 -21.94%
1932 0.63%
1933 28.51%
1934 2.34%
1935 25.44%
1936 20.15%
1937 -15.01%
1938 13.4%
1939 2.56%
1940 -2.75%
1941 -4.25%
1942 9.23%
1943 14.74%
1944 11.05%
1945 21.73%
1946 -4.19%
1947 2%
1948 4.73%
1949 10.34%
1950 13.91%
1951 13.43%
1952 10.06%
1953 2.31%
1954 25.42%
1955 17.05%
1956 2.39%
1957 -0.55%
1958 17.47%
1959 6.11%
1960 6.22%
1961 15.67%
1962 -1.99%
1963 11.91%
1964 10.21%
1965 6.63%
1966 -1.7%
1967 10.08%
1968 9.15%
1969 -6.91%
1970 9.94%
1971 11.55%
1972 12.19%
1973 -6.11%
1974 -10.2%
1975 22.61%
1976 19.07%
1977 -5.33%
1978 1.03%
1979 8.48%
1980 15.63%
1981 0.51%
1982 25.21%
1983 11.28%
1984 9.32%
1985 22.52%
1986 12.2%
1987 3.1%
1988 10.69%
1989 22.96%
1990 3.21%
1991 23.06%
1992 8%
1993 10.13%
1994 -2%
1995 29.27%
1996 12.23%
1997 21.23%
1998 19.38%
1999 8.67%
2000 2.32%
2001 -2.1%
2002 -4.49%
2003 14.68%
2004 7.09%
2005 3.37%
2006 9.28%
2007 7.57%
2008 -11.82%
2009 12.02%
2010 11.31%
2011 5.81%
2012 8.99%
2013 14.59%
2014 8.99%
2015 1.44%
2016 6.48%
2017 11.69%
2018 -1.57%
2019 18.85%
2020 13.05%
2021 13.03%
2022 -11.19%

Scott Burns Couch Potato Portfolio had 121 positive years and 31 negative years. That's a positive ratio of 80%.

Monthly Returns

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
1871 0% 1.1% 1.6% 1.5% 2.1% -0.4% -0.4% 0.6% 1% -2.2% 0.6% 1.4% 6.9%
1872 2% 0.5% 1.7% 1.9% 0.1% 0.1% 0.1% -0.3% -0.8% 0.5% 0.1% 1.8% 7.4%
1873 0.9% 0.6% 0.2% -0.2% 0.5% -0.2% 0.2% 0.5% -3.3% -3.8% -1.4% 4.7% -1.4%
1874 3.4% 2.5% 0.2% -0.7% -0.2% 0.5% 0.5% 1.3% 1.3% 0.9% 1.3% 0.5% 11.7%
1875 0.3% 0.6% 1.1% 1.4% -1.6% -0.1% 0.6% 0.6% 0.3% -0.4% 1.4% 0.6% 4.7%
1876 1.4% 1.4% 0.6% -1.4% -1.3% 0.3% -0.1% -1.5% -2.3% 0.3% -0.1% 0.3% -2.4%
1877 0.2% -2.4% -1.9% -3% 0.2% -2.4% 2.4% 3.3% 3.4% 1.7% -0.3% 0.2% 1%
1878 0.3% -0.6% 1.5% 2% 0.7% 1.4% 1.6% 0.2% 1.5% -0.1% 0.2% 0.3% 8.8%
1879 2% 2.4% -0.6% 2% 2.9% 0.5% 1.5% 0.4% 2.5% 6.4% 3% 0.6% 23.3%
1880 2.2% 1.2% 1.5% -0.8% -3.7% 0.7% 2.4% 2.5% 0.2% 1.8% 3.1% 2.7% 13.7%
1881 3.2% 0.1% 1% 0.1% 2.7% 1.1% -1.5% -0.9% 0.7% -0.4% 0.7% -1.2% 5.6%
1882 -0.5% -0.6% 0.1% 0.5% -0.2% 0.1% 3% 1.8% 0.8% -0.9% -1.9% 0.6% 2.7%
1883 0.2% -0.8% 0.9% 1.5% -0.4% 0.7% -0.3% -1.8% 1% -0.9% 1.1% -0.7% 0.5%
1884 -1% 1.7% 0.2% -1.8% -3.4% -1.6% 0.4% 3.2% -1% -1% -0.4% 0.1% -4.7%
1885 -0.6% 2.1% 0.5% 0.4% 0% 0.2% 2.4% 3.2% -0.2% 3.4% 4.1% 0% 15.2%
1886 0.2% 1.2% -0.7% -0.5% -0.8% 2.5% 1% 0.6% 1.5% 1.4% 1.8% -1.2% 6.8%
1887 -0.3% -0.3% 1.5% 1.4% 1.2% -1.3% -0.9% -1.1% -0.4% -1.5% 1.3% -0.1% -0.5%
1888 0.8% 0.1% -1.4% 0.7% 1% -1% 1.6% 1.5% 1.5% 0.3% -0.7% -0.5% 3.8%
1889 1.2% 0.9% -0.8% 0.2% 1.6% 1.1% -0.7% 1% 1.6% -0.8% -0.2% 0.1% 5.1%
1890 0.8% -0.4% -0.1% 1.2% 2.4% -0.2% -0.1% -1% -0.7% -2% -3.2% -1.1% -4.5%
1891 3% 1% -0.5% 2.2% 0.2% -0.7% -0.4% 2% 4.6% 0.3% -0.3% 1.9% 13.2%
1892 1.2% 0.4% 0.9% 0.1% 0.3% -0% 0.2% 1.1% -1% 1.2% 0.1% -0.3% 4.1%
1893 1.3% -0.5% -1.4% 0.3% -3.9% -1.8% -3.8% -0.6% 3.3% 1.9% 1.1% -1.1% -5.5%
1894 -0.7% 1.2% 1.9% 1.1% -1.4% -0.2% -0.6% 2.2% 1.1% -0.9% 0.4% -0% 4.2%
1895 -0.4% -0.4% 0.1% 2.4% 3% 1.1% 0.5% 0.9% 0.5% -0.6% -1.5% -3% 2.5%
1896 -0.2% 2.4% -0.4% 0.8% 0.2% -0.6% -2.8% -2.4% 2.8% 1.3% 3.8% -1.5% 3.1%
1897 0.3% -0% 0.5% -1.2% 0.8% 2.7% 2.6% 3.8% 3% -1.3% -1.5% 1.5% 10.9%
1898 1.7% 0.3% -2% -0.5% 3.5% 2.3% 0.6% 2.3% 0.2% -0.7% 2% 3.5% 13%
1899 4.1% 2.1% 0.9% 0.7% -2.1% -1% 2% 1.4% -0.4% -0.1% 1.2% -3.3% 5.1%
1900 0.7% 1.2% 0.7% 1% -2.1% -1.1% 0.3% 1% -0.8% 2.1% 4.3% 3.4% 10.6%
1901 1.7% 1.6% 1.9% 4.8% -2.5% 5.2% -3.2% 1% -0% -0.4% 1.4% -0.6% 10.6%
1902 1.2% 0.7% 0.3% 1.9% 0.1% -0.1% 1.4% 1.5% 0.4% -1.5% -1.7% -1.1% 3.1%
1903 2.7% 0% -1.8% -1.8% -0.6% -2.4% -1.9% -1.2% -0.8% -1.2% 0.4% 2.3% -6.3%
1904 1.2% -0.8% 0.3% 1.6% -0.5% 0.5% 2.4% 2.3% 2.7% 3.5% 3.3% 0.9% 17.1%
1905 1.3% 2.4% 1.6% -0.4% -2.4% 0.8% 1.8% 2.1% 0.3% 1% -0.1% 1.4% 9.7%
1906 2% -0.2% -1% -0.5% -1.1% 0.8% -1% 3.8% 1.6% -1.2% 1.2% -0.3% 4%
1907 -1.3% -1.4% -4.3% 0.1% -1.4% -1.2% 1.8% -3.2% -0.4% -4.6% -2.2% 2.2% -16.1%
1908 2.9% -1.1% 2.7% 3.5% 3.3% 1% 2.6% 3% -0% 1.3% 4.4% 1.9% 24.8%
1909 0.4% -1.1% 0.8% 2.5% 1.9% 1.2% 1% 1.6% 0.3% 0.4% 0% 0.9% 9.8%
1910 -0.7% -1.4% 1.6% -0.8% -0.5% -1.9% -1.9% 1.4% 0.7% 2.5% 0.3% -0.9% -1.8%
1911 1.6% 1.2% -0.2% 0.2% 1.5% 1.4% 0.2% -2.1% -2.3% 0.6% 2.4% 0.5% 4.8%
1912 0.4% -0.2% 1.6% 2% 0.2% 0.3% 0.4% 1.4% 0.6% 0.2% -0.3% -1.6% 4.8%
1913 -0% -1.4% -0.5% 0.3% -0.9% -2% 1.1% 1.5% 1% -1.1% -0.8% 0.3% -2.8%
1914 2.5% 1.2% -0.4% -0.7% 0.8% 0.3% -2.3% 0.5% 0.5% 0.5% 0.5% -1.6% 1.6%
1915 1.3% -0.1% 1.8% 4.3% -0.8% 1.1% 0.3% 2.7% 2.4% 3.2% 2.6% 0.6% 19.1%
1916 -0.4% -0.3% 0.2% -0.2% 1.4% 0.9% -0.3% 0.8% 2.3% 2% 1.6% -1.6% 6.2%
1917 -1.1% -2.6% 1.6% -0.5% -1.5% 1.1% -1.1% -1.2% -1.9% -2.4% -3.6% -1.2% -14.6%
1918 3.6% 2.1% -0.5% 0% 2.2% 0.6% 1% 1% 0.3% 2.8% 1.8% -0.5% 14.3%
1919 0.1% 0.6% 1.9% 2.1% 3.8% 1.9% 2.1% -3.1% 1% 3.1% -1.2% -1.4% 10.6%
1920 -0.2% -3.6% 3.3% -0.2% -2.9% -0.6% 0.2% -1.6% 2% 0.3% -2.2% -3.9% -9.6%
1921 3.1% 0.4% -0.4% 1% 2.4% -3.2% 0.6% 0.3% 2% 1.5% 3.4% 2.5% 13.2%
1922 0.5% 1.6% 2.4% 3.4% 2.8% -0.1% 0.9% 2.5% 1.8% 1.8% -2.3% 0.3% 15.2%
1923 1.1% 2.5% 1.2% -1.4% -2% -1.4% -1.3% 0.7% 0.7% -0.2% 1.8% 2.1% 3.6%
1924 2.2% 0.8% -0.4% -0.6% 0.4% 1.5% 2.9% 2.2% 0.2% -0.1% 3.2% 3.6% 15.7%
1925 2.4% 0.8% -1% -0.2% 1.9% 1.4% 1.8% 1.1% 1.6% 2% 2.1% 1.2% 15%
1926 1.1% 0.5% -3% -0.9% 0.8% 2.7% 2.4% 2.5% 1.2% -0.7% 1% 1.6% 8.9%
1927 0.1% 1.4% 1.2% 1.6% 2.3% 1.1% 1.5% 3.3% 3.5% -0.5% 1.7% 1.7% 18.6%
1928 0.4% -0.5% 2.7% 3.5% 1.8% -2.4% 0.5% 1.9% 3.7% 1.5% 4% 0.4% 17.1%
1929 4% 0.6% 1.2% 0.1% 1.1% 1.2% 5.1% 3.3% 2.7% -5.8% -13.2% 1.1% 0.1%
1930 1.2% 3.6% 2.4% 3.8% -2.7% -4.9% -0.6% -0.1% 0.5% -6.2% -2.5% -2.5% -8.5%
1931 1.6% 4% 1.3% -4.9% -4.5% -1.7% 1.8% -1.3% -7.1% -5.6% 0.5% -7.7% -24.7%
1932 0.1% 0.5% 1.1% -10.6% -4.6% -4.3% 2.7% 19.9% 5.3% -6% 0.3% -0.7% 0.8%
1933 2.4% -5.6% 0.3% 5.1% 15.3% 10.1% 5.2% -2.8% -0.2% -5.7% 1.7% 1.4% 25.2%
1934 3.5% 4.2% -2.2% 1.2% -4.8% 1.1% -1.8% -1.4% -0.6% 0.8% 1.8% 0.8% 2.3%
1935 0.4% -1.2% -2.6% 3.8% 4.3% 2.1% 3.2% 3.8% 1.6% 1.8% 5.4% 0.5% 22.7%
1936 3.1% 3.2% 1.6% 0.4% -2.3% 2.4% 3.5% 1.4% 1% 3.1% 2% -0.6% 18.4%
1937 1.7% 1.7% 0.3% -2.8% -2% -1.6% 3.1% 0.9% -6.8% -6% -3.8% -0.3% -16.2%
1938 1.8% -0.8% -2.8% -1.4% 0.9% 1.6% 9.4% 1.3% -2% 6.2% 0.4% -1.2% 12.6%
1939 -0.5% -0.1% 0.3% -5.5% 1.6% 1.2% 1.5% -0.4% 5.2% 1% -0.6% -0.8% 2.6%
1940 0% 0.1% 0.1% 0.9% -6.5% -3.3% 1.7% 1.3% 2.4% 0.9% 1.5% -1.5% -2.8%
1941 0.5% -2.8% 0.7% -1.1% -0.6% 2% 2.9% 0.1% 0.5% -1.6% -1.8% -2.9% -4.3%
1942 1.3% -1.1% -2.4% -1.6% 0.9% 2.9% 2.2% 0.1% 0.9% 4% 1.3% 0.6% 8.8%
1943 3.1% 3.4% 2.5% 2.1% 2.5% 1.3% 1.4% -2.4% 1.5% -0.2% -2.3% 1.1% 13.8%
1944 1.9% -0% 1.7% -0.5% 1.2% 2.7% 1.7% -0.5% -0.5% 1.6% -0.1% 1.4% 10.5%
1945 2% 2.1% 0.4% 1.7% 2.4% 1.3% -0.7% 0.6% 3.7% 2.9% 2.2% 1.3% 19.7%
1946 2.2% 0.3% -1.3% 3.4% 0.3% -0.1% -1.3% -0.8% -7.4% -0.8% 0% 1.6% -4.3%
1947 0.4% 2.1% -1.9% -1.7% -0.7% 1.9% 3.3% -0.8% -1.2% 1.5% -0.4% -0.6% 2%
1948 -0.3% -2% 0.9% 4.1% 2.8% 2.5% -0.9% -1.2% -0.3% 1.6% -2.5% 0% 4.6%
1949 1% -1.5% 0.9% 0.4% 0.1% -2.3% 3% 2.5% 1.1% 1.8% 1.2% 1.8% 9.9%
1950 1.4% 1.3% 0.7% 1.6% 2.2% 1.2% -3.6% 3.5% 2.1% 2.7% 0.2% 0.1% 13%
1951 4% 2.2% -0.6% 1% 0.3% -0.6% 1.2% 2.7% 1.6% 0.1% -1.3% 2% 12.6%
1952 2% -0.6% 0.5% 0.2% 0.3% 1.7% 1.8% 0.5% -0.5% -0.8% 1.8% 2.6% 9.6%
1953 0.6% -0.2% 0.6% -2.1% 0.6% -1.3% 1.1% 0.6% -1.9% 1.8% 1.5% 1.1% 2.3%
1954 1.5% 1.5% 1.5% 2.4% 2.4% 0.8% 2.4% 1.5% 1.6% 1.5% 2.7% 3% 22.7%
1955 1.1% 1.8% -0.3% 1.9% -0% 3.2% 3.8% 0.1% 2.6% -2.7% 3.9% 0.7% 15.8%
1956 -1.2% 0.4% 3.4% 0.8% -1.5% -0.2% 2.9% -0.2% -1.6% -0.7% -0.4% 0.9% 2.4%
1957 -0.6% -1.6% 1.1% 1.7% 2.4% 1.2% 1.6% -2.2% -1.6% -2.5% -0.5% 0.5% -0.5%
1958 1% 0.2% 1.1% 0.3% 1.7% 1.4% 1.5% 2% 1.7% 2.3% 1.7% 1.3% 16.1%
1959 2% -0.6% 1.3% 0.9% 0.8% -0.3% 2.1% -0.2% -2% 0% 0.3% 1.8% 5.9%
1960 -0.2% -1.3% 0% 1.3% 0.3% 2.4% -0.5% 1.2% -0.8% -0.2% 2.1% 1.7% 6%
1961 2.8% 2.3% 1.8% 1.5% 0.8% -0.5% 0% 2.1% -0.2% 0.8% 2.7% 0.7% 14.6%
1962 -1.5% 1.2% 0.4% -1.2% -3.2% -4.9% 1.3% 1.6% -0% -1% 3.4% 2.3% -2%
1963 2.1% 0.9% 0% 2.6% 1.3% 0.2% -0.6% 1.6% 1.7% 0.3% -0.1% 1.4% 11.3%
1964 1.8% 0.9% 1.2% 1% 0.7% 0% 2.2% -0.5% 1.2% 1.2% 0.7% -0.6% 9.7%
1965 1.4% 0.6% 0.2% 0.8% 0.9% -2.3% 0.1% 1.1% 1.9% 1.2% 0.7% -0.1% 6.4%
1966 1.2% -0% -1.7% 1.8% -2.2% -0.1% 0.2% -2.5% -1.3% -0% 2.6% 0.5% -1.7%
1967 2% 1.9% 1.3% 1% 1.1% -0.6% 1% 1% 0.8% 0.1% -1.6% 1.6% 9.6%
1968 0.2% -2% -0.6% 3.8% 1.4% 1.5% 0.2% -0.8% 1.9% 1.5% 1% 0.8% 8.8%
1969 -2.1% -0.2% -0.9% 0.9% 1.6% -2.5% -2.1% -0.2% 0.2% 0.6% 0.4% -2.5% -7.2%
1970 0.4% -0.9% 1.7% -0.6% -4.3% 0.3% 1% 2.2% 3.5% 1.8% 0.8% 3.9% 9.5%
1971 2.3% 2.4% 2% 2.3% -0.2% -0.5% 0.1% -0.4% 1.6% -0.6% -1.9% 3.9% 10.9%
1972 1.9% 1.4% 0.7% 1.3% 0.1% 0.1% 0% 1.7% -0.3% 0.4% 3.2% 1.1% 11.5%
1973 0.4% -2% -0.5% -0.4% -1.1% -0.9% -1.2% 0.8% 2.3% 2.3% -2.9% -3% -6.3%
1974 1% -1.1% 1.1% -3.2% -0.7% 0% -5.5% -1.7% -3% 1.7% 2.8% -1.7% -10.7%
1975 4.6% 6.3% 2.3% -0% 4.8% 1.7% 0.1% -3.7% -0.9% 4.5% 0.9% 0.4% 20.4%
1976 5.1% 2.4% 1% 1% -0.7% 1.1% 1.9% 0.7% 1.8% -0.3% 1.7% 2.1% 17.5%
1977 -3.7% -0.7% -0.7% 0.4% -0.3% 2.4% -1.1% -0.2% -0.5% -2.4% 2.1% -0.5% -5.4%
1978 -3% -0.8% 0.8% 4.2% 0.6% -1.4% 3.3% 2.2% -0.6% -5.5% 2.1% -0.4% 1.3%
1979 3.2% -1.7% 2.9% 0.3% 0.2% 2.4% 0.5% 2.7% -0.3% -6.1% 4.5% 0.2% 8.3%
1980 2.1% -3.4% -4.6% 7.3% 5% 2.6% 2.6% -1.6% 1.4% 0.1% 5.9% -2.1% 14.9%
1981 -2% -0.1% 3.1% -2.4% 1.6% -0.2% -1.1% -3.5% -2% 5.8% 6.6% -4.5% 0.8%
1982 -0.6% -1.8% -0.1% 3.5% -0.6% -1.7% 1.3% 8.5% 2.9% 7.7% 3.1% 1.2% 22.9%
1983 1.8% 2.6% 1.4% 5.1% -1.2% 2.1% -2.7% 1% 2.1% -0.7% 1.7% -2.1% 11%
1984 0.6% -1.9% 0.3% 0.3% -4.3% 1.7% 1.5% 6.1% 1% 2.4% 0.7% 0.9% 9.1%
1985 4.9% -0.3% 0.9% 1.1% 5.9% 1.2% -0.3% 0.5% -1.2% 3.1% 4.6% 0.4% 20.5%
1986 0.5% 5.4% 4.6% -0.4% 1.8% 2.3% -2.3% 5.3% -5.1% 3.6% 1.8% -5.1% 11.9%
1987 7% 2.4% 1.2% -1.8% 0.3% 3.3% 2.7% 2% -2.2% -10.9% -3.9% 4.2% 4.5%
1988 3.5% 2.9% -2% 0.3% -0% 3.3% -0.5% -1.8% 3.2% 2.2% -1.5% 0.8% 10.5%
1989 4.2% -1.6% 1.3% 3.9% 3.3% 1.2% 5.9% -0% -0.1% -0% 1.6% 1.3% 20.9%
1990 -3.9% 0.8% 1.2% -1.6% 6.1% 0.4% 0.6% -4.9% -1.9% 0.7% 4% 2.1% 3.5%
1991 2.7% 3.9% 1.4% 0.6% 2.4% -2.6% 3% 2.3% 0.2% 1.7% -1.9% 7.4% 21.1%
1992 -2% 0.9% -1.4% 1.7% 1.3% 0.2% 3.6% -0.4% 1.5% -0.7% 1.4% 1.9% 7.9%
1993 1.4% 1.8% 1.3% -0.8% 1.2% 1.3% -0.2% 3% -0% 1% -1.1% 0.9% 9.8%
1994 2.5% -2.7% -3.4% 0.1% 0.9% -1.3% 2.5% 2.1% -2.2% 1.3% -2.3% 0.7% -1.8%
1995 2.7% 3.4% 1.7% 2.3% 4.3% 1.4% 1.4% 0.9% 2.7% 0.7% 3.2% 1.5% 25.9%
1996 2.1% -1% 0.3% 0.1% 1% 1.2% -2.3% 0.8% 3.9% 2.9% 4.9% -1.9% 12%
1997 3.1% 0.6% -2.9% 4% 3.7% 2.7% 5.6% -3.3% 3.3% -0.6% 2.2% 1.5% 19.9%
1998 1.2% 3.3% 2.6% 0.9% -0.7% 2.7% -0.6% -5.9% 5% 3.6% 2.7% 3.6% 18.3%
1999 2.1% -3.1% 2.4% 2.1% -1.9% 3% -1.9% -0.3% -0.7% 3.4% 0.9% 2.6% 8.9%
2000 -2.6% -0.2% 5.7% -2.1% -0.4% 1.8% -0.4% 4.2% -2.2% 0.3% -2.4% 1.1% 3%
2001 2.9% -4.2% -2.4% 3.4% -0.2% -1% 0.9% -2.2% -2.4% 1.8% 2% -0.4% -1.6%
2002 -0.3% -0.2% 0.4% -1.6% 0.3% -2.6% -2.1% 1.7% -2.6% 2.7% 1.7% -1.8% -4.1%
2003 -1.6% 0.2% -0.3% 4.2% 4.1% 0.3% -0.9% 1.2% 0.9% 2.2% 0.6% 3.1% 14%
2004 1.4% 1.3% -0.1% -2.6% 0.6% 1.2% -1.2% 1.2% 0.6% 1.1% 1.5% 2% 7%
2005 -0.8% 0.5% -1.2% -0% 2.2% 0.4% 1.2% 0.3% -0.2% -1.6% 2.4% 0.2% 3.5%
2006 0.8% 0.3% 0.4% 0.5% -1.6% 0.2% 0.9% 1.9% 1.8% 1.9% 1.6% 0.2% 9%
2007 0.6% -0.1% 0.6% 2.5% 1.1% -0.8% -0.7% 1.6% 2.2% 1.1% -0.3% -0.4% 7.6%
2008 -1.5% -0.5% 0.1% 1.1% 0% -3.7% -0% 1.2% -4.1% -8% 0.6% 2.7% -11.5%
2009 -5.4% -5.5% 5.5% 3.7% 2.3% -0.2% 4.1% 2.4% 2.3% -0.9% 4% -0.2% 12.1%
2010 -0.7% 1.8% 2.6% 1.2% -3.3% -1.3% 3.6% -1.1% 4.3% 2.1% -0.5% 2.4% 11%
2011 1.2% 1.5% -0.1% 2.3% 0.3% -1% 0.1% -1.3% -3% 4.7% 0.1% 1% 6.1%
2012 2.6% 1.8% 1.2% 0.5% -2.6% 2% 1% 1.3% 1.3% -1.1% 0.6% 0.2% 8.8%
2013 2.3% 1% 2% 1.4% 0.4% -1.4% 2.8% -2% 2.3% 2.8% 1.6% 0.7% 13.8%
2014 -1% 2.4% 0.1% 0.6% 1.7% 1% -0.9% 2.6% -1% 1.7% 1.8% -0.2% 8.7%
2015 -0.2% 1.9% -0.4% 0.4% 0.6% -1.4% 1.6% -3.1% -0.6% 3.8% -0% -0.9% 1.7%
2016 -1.4% 0.3% 3.4% 0.1% 0.8% 1.2% 1.9% -0.3% 0.2% -1.3% 0.6% 1% 6.5%
2017 1.1% 2.2% 0.1% 0.9% 1% 0.1% 1.3% 0.6% 0.6% 1.1% 1.5% 0.7% 11.1%
2018 2.1% -2.1% -1% -0.2% 1.6% 0.3% 1.7% 2% -0% -3.7% 1.4% -3.5% -1.3%
2019 4.3% 1.6% 1.8% 2.1% -2.5% 4.1% 0.8% 0.2% 0.7% 1.3% 1.8% 1.4% 17.4%
2020 1.1% -2.9% -4.3% 5.4% 2.4% 0.9% 3% 3.2% -1.8% -1.5% 5.4% 1.9% 13.3%
2021 -0.7% 0.7% 1.7% 3.1% 0.5% 1.3% 1.9% 1.5% -3% 3.5% -0.3% 2.4% 12.5%
2022 -3.4% -1.7% 0.1% -5.6% 0.5% -4.3% 5.3% -3.4% -6.1% 3.4% 4% 0.3% -11.1%
Pos 74.8% 58.6% 68.4% 69.1% 63.8% 61.2% 69.1% 66.4% 59.9% 60.5% 69.7% 65.8% 79.6%
Avg 1% 0.4% 0.5% 0.7% 0.4% 0.4% 0.9% 0.8% 0.4% 0.4% 0.9% 0.4% 7%

Other Return Metrics

Metric Scott Burns Couch Potato Portfolio
Cumulative Return 3230617.45%
Enh Ann Return 7.56%
Best Year 29.27%
Worst Year -21.94%
Best Month 19.9%
Worst Month -13.18%
Best Day 4.85%
Worst Day -10.95%
Win Ratio (Yearly) 79.61%
Win Ratio (Quarterly) 69.9%
Win Ratio (Monthly) 65.61%
Win Ratio (Daily) 62.96%

Annual Volatility

Annual Volatility 1y Annual Volatility 3y Annual Volatility 5y Annual Volatility 10y Annual Volatility 20y Annual Volatility
Scott Burns Couch Potato Portfolio 12.75% 11.58% 10.03% 8.16% 8.52% 4.93%

Sharpe Ratio

Sharpe Ratio 1y Sharpe Ratio 3y Sharpe Ratio 5y Sharpe Ratio 10y Sharpe Ratio 20y Sharpe Ratio
Scott Burns Couch Potato Portfolio -0.63 0.48 0.63 0.9 0.82 1.38

3-Year Rolling Sharpe Ratio

The rolling Sharpe Ratio gives a clue about the continued consistency or stability of the risk-adjusted returns.

Drawdown Periods

Simply said, a drawdown is the "pain" period experienced by an investor between a peak (new highs) and subsequent valley (a low point before moving higher). In the table below are the fifth largest drawdowns encountered for the portfolio/asset in question.

Scott Burns Couch Potato Portfolio

start valley end Drawdown days
1929-10-01 1932-06-30 1936-01-16 -50.83% 2298
2007-12-11 2009-03-09 2010-03-05 -24.61% 815
1937-04-01 1938-04-29 1943-02-01 -20.81% 2132
1987-08-26 1987-10-19 1989-04-10 -19.24% 593
2021-12-28 2022-10-14 - -18.3% 339

The Scott Burns Couch Potato Portfolio took approximately 41 months on average to recover from a major drawdown. The longest drawdown lasted 77 months.

Underwater plot

The underwater plot shows you the drawdown periods on a chart. Whereas the performance chart usually gives you a positive viewpoint, the underwater plot gives you a pessimistic viewpoint. It helps you to visualize downtrends that occurred and how long it took for the portfolio's value to rebound to hit a new high after suffering a loss.

Other Risk Metrics

Metric Scott Burns Couch Potato Portfolio
Sharpe Ratio 1.38
Sortino Ratio 1.98
Adjusted Sortino (S/√2) 1.4
Calmar Ratio 0.14
Omega Ratio 0.14
Gain to Pain Ratio 0.4
Winckel Ratio 58.55
Ulcer Index 0.07
Kelly Criterion 17.92%
Skew -1.37
Kurtosis 60.35
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