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.
29 December 1871  –  26 November 2021

Performance

Annualized Return
7.18%
Sharpe Ratio
1.45
Maximum Drawdown
-51.44%

Metrics

Metric Scott Burns Couch Potato Portfolio
Initial Balance $10,000
Final Balance $327,572,222
Returns
Month-To-Date 0.09%
Year-To-Date 10.77%
3M 0.89%
6M 5.24%
Annual Return (1Y) 12.91%
Annual Return (3Y) 13.46%
Annual Return (5Y) 10.52%
Annual Return (10Y) 9.5%
Annual Return (All) 7.18%
Enh Ann Return 7.61%
Best Year 29.47%
Worst Year -21.93%
Risk
Annual Volatility 4.76%
Max Drawdown -51.44%
Sharpe Ratio 1.45
Sortino Ratio 2.08
Adjusted Sortino (S/√2) 1.47
Ulcer Index 0.07
Gain to Pain Ratio 0.43

  • 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 December 1871.
  • Final balance: The amount of capital we've accrued over time as of November 2021.
  • 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 150 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.

Chart

Table

Year Scott Burns Couch Potato Portfolio
1871 0%
1872 7.57%
1873 -1.42%
1874 12.36%
1875 4.77%
1876 -3.15%
1877 1.78%
1878 9.18%
1879 26.28%
1880 14.62%
1881 6.19%
1882 2.46%
1883 0.34%
1884 -4.58%
1885 16.38%
1886 6.97%
1887 0.91%
1888 2.41%
1889 5.24%
1890 -4.37%
1891 14.08%
1892 6.11%
1893 -5.9%
1894 2.93%
1895 2.53%
1896 3.1%
1897 11.53%
1898 13.62%
1899 8.34%
1900 8.26%
1901 11.17%
1902 3.1%
1903 -6.12%
1904 17.42%
1905 10.98%
1906 4.51%
1907 -14.89%
1908 28.17%
1909 10.28%
1910 -0.96%
1911 3.11%
1912 5.79%
1913 -2.73%
1914 1.59%
1915 20.99%
1916 5.52%
1917 -12.52%
1918 15.41%
1919 11.2%
1920 -9.16%
1921 10.5%
1922 18.95%
1923 4.8%
1924 16.97%
1925 16.16%
1926 9.33%
1927 18.34%
1928 20.77%
1929 0.05%
1930 -8.14%
1931 -21.93%
1932 0.11%
1933 29.47%
1934 1.24%
1935 25.44%
1936 20.15%
1937 -15.01%
1938 13.69%
1939 3.05%
1940 -3.39%
1941 -4.25%
1942 9.24%
1943 14.73%
1944 12.06%
1945 20.67%
1946 -4.18%
1947 2%
1948 4.72%
1949 8.79%
1950 17.18%
1951 11.82%
1952 10.06%
1953 2.31%
1954 25.42%
1955 15.67%
1956 3.53%
1957 -0.55%
1958 17.46%
1959 6.11%
1960 3.98%
1961 15.94%
1962 -0.75%
1963 11.91%
1964 10.21%
1965 6.63%
1966 -2.15%
1967 9.7%
1968 9.71%
1969 -6.91%
1970 9.94%
1971 11.56%
1972 11.81%
1973 -5.83%
1974 -10.19%
1975 22.57%
1976 19.06%
1977 -5.33%
1978 1.73%
1979 7.74%
1980 15.62%
1981 0.51%
1982 25.21%
1983 11.72%
1984 8.85%
1985 22.51%
1986 12.2%
1987 3.1%
1988 11%
1989 22.24%
1990 3.61%
1991 23.04%
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 10.77%

Scott Burns Couch Potato Portfolio had 121 positive years and 29 negative years. That's a positive ratio of 81%.

Table

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
1871 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1872 1.6% 0.5% 1.8% 1.8% 0.1% 0.1% 0.1% -0.5% -0.5% 0.5% 0.9% 0.9% 7.3%
1873 1% 0.6% 0.2% -0.2% 0.2% 0.2% 0.2% -1.3% -1.4% -3.8% 1.5% 1.7% -1.4%
1874 2.2% 1.9% 2.1% -0.6% 0.1% 0.1% 0.6% 1.3% 1.3% 1.1% 1.1% 0.5% 11.7%
1875 0.6% 0.6% 0.7% 1.4% -1.6% -0.1% 0.7% 0.6% 0.3% 0.4% 0.5% 0.6% 4.7%
1876 1.3% 1.3% 0.6% -1.3% -1.5% 0.2% -0.1% -1.6% -1% -1.1% -0.1% 0.2% -3.2%
1877 0.2% -2.3% -2.4% -2.4% 0.2% -0% 0% 3.4% 2.4% 2.7% -0.2% 0.2% 1.8%
1878 0.3% -0.6% 1.7% 1.8% 0.7% 1.4% 1.5% 0.9% 0.8% -0.2% 0.2% 0.2% 8.8%
1879 2% 2.4% -0.6% 2% 1.8% 1.7% 1.5% 1.5% 1.5% 6.5% 1.7% 1.9% 23.3%
1880 1.7% 1.5% 1.7% -0.8% -3.7% 0.7% 2.5% 2.4% 0.2% 2.4% 2.5% 2.7% 13.7%
1881 3.2% 0.1% 0.9% 1.4% 1.4% 1.1% -1.1% -1.3% 0.7% -0.4% 0.7% -0.8% 6%
1882 -0.8% -0.6% 0.2% 0.1% 0.2% 0.2% 3% 1.8% -0% -0% -1.9% 0.4% 2.4%
1883 0.4% -0.8% 1.2% 1.1% -0.4% 0.1% 0.1% -1.9% 0.1% 0% 1.1% -0.8% 0.3%
1884 -1% 1.7% 0.2% -1.7% -2.5% -2.5% 0.4% 1.1% 1.1% -1% -0.1% -0.1% -4.7%
1885 0.7% 0.6% 0.7% 0.4% 0.1% 0.1% 2.4% 3.2% -0.2% 3.9% 3.6% 0% 15.2%
1886 0.2% 0.2% 0.2% -0.5% -0.8% 2.5% 0.8% 0.8% 1.5% 1.6% 1.6% -1.3% 6.7%
1887 -0.2% -0.2% 1.6% 1.3% 1.4% -1.2% -0.9% -1% -0.3% -1.4% 1.4% 0.4% 0.9%
1888 0.4% -0% -0.5% -0.5% 0.9% 0.2% 0.2% 1.4% 0.8% 0.9% -0.8% -0.6% 2.4%
1889 1.2% 0.9% -0.3% -0.3% 1.6% 0.2% 0.2% 1.3% 1.2% -0.8% -0% -0% 5.1%
1890 0.8% -0.4% -0.1% 1.2% 1.1% 1.1% -0.1% -0.8% -0.9% -2% -1.9% -2.3% -4.5%
1891 1.2% 1.1% 1.2% 2.2% -0.2% -0.2% -0.4% 2% 4.6% -0% -0% 1.9% 13.2%
1892 0.9% 0.9% 1% 0.3% 0.3% 0.1% 0.7% 0.8% -0.9% 1.3% 0.2% 0.5% 5.9%
1893 0.5% -0.5% -1.4% -1.7% -2% -1.8% -3.8% -0.6% 2.5% 2.6% 1.1% -0.8% -6.1%
1894 -1.1% 1.2% 1.5% 1.4% -1.5% -0.5% -0.5% 2.2% 0% 0% 0.3% -0.1% 2.9%
1895 -0.4% -0.4% 1.2% 1.3% 3% 0.7% 0.8% 0.7% 0.7% -0.6% -2.2% -2.3% 2.5%
1896 -0.2% 0.9% 1% 0.8% -0.2% -0.2% -2.8% -2.4% 2.8% 2.6% 2.5% -1.5% 3.1%
1897 0.3% 0.3% 0.3% -1.2% 0.7% 2.7% 3.2% 3.1% 3% -1.4% -1.5% 1.5% 10.9%
1898 1.6% 0.2% -2.1% 1.4% 1.5% 2.3% 1.3% 1.4% 0.1% -0.8% 2% 4.1% 12.8%
1899 3.6% 2.2% 1% -0.5% -0.6% -0.9% 2.1% 1.5% -0.1% -0.1% 1.3% -1.2% 8%
1900 -1.2% 1.1% 0.8% 0.8% -2.1% -0.4% -0.5% 0.9% 0.6% 0.7% 4.2% 3.3% 7.9%
1901 1.7% 1.6% 3.3% 3.4% -2.5% 0.9% 1% 0.5% 0.5% -0.4% 0.4% 0.4% 10.6%
1902 1.2% 0.7% 0.3% 1.9% -0% -0% 1.4% 0.9% 1% -1.5% -1.3% -1.5% 3.1%
1903 0.3% 0.3% 0.3% -1.8% -1.5% -1.6% -1.9% -1.2% -0.8% -0.4% -0.4% 2.4% -6.3%
1904 0.1% 0.1% 0.2% 0.4% 0.4% 0.4% 2.2% 2.3% 2.6% 3.4% 3.3% 1.2% 16.1%
1905 1% 2.5% 1.7% -1.2% -1.5% 0.8% 1.9% 2.2% 0.7% 0.7% -0% 1.8% 10.4%
1906 1.8% -0.2% -0.7% -0.7% -1.1% -0.1% -0.1% 3.9% 0.2% 0.3% 1.3% -0.2% 4.4%
1907 -1.3% -1.4% -2.1% -2.2% -1.4% 0.3% 0.3% -1.8% -1.7% -4.6% 0% 0% -16.1%
1908 2.9% 0.7% 0.8% 3.5% 2.1% 2.1% 2.6% 3% 0% 2.9% 2.7% 1.9% 24.8%
1909 0% 0% 0% 2.5% 1.9% 1.2% 1.3% 1.3% 0.3% 0.2% 0.2% 0.9% 9.8%
1910 -0.8% -1.5% 1.5% -0.7% -0.7% -2% -0.3% -0.3% 0.7% 2.5% 0.3% 0.3% -1%
1911 0.3% 1.2% -0.2% 0.7% 0.8% 1.4% 0.1% -2.1% -0.9% -0.9% 2.3% 0.5% 3.1%
1912 0.5% -0.1% 1.8% 1.9% 0.3% 0.3% 0.4% 1.1% 1% 0.2% -0.9% -0.9% 5.6%
1913 -0% -1.4% -0.6% 0.3% -1.5% -1.5% 1.1% 1.2% 1.3% -1.1% -0.2% -0.3% -2.8%
1914 1.1% 1% 1.1% -0.7% 0.5% 0.5% -2.3% 0.5% 0.5% 0.5% 0.5% -1.6% 1.6%
1915 1% 0.9% 1.1% 4.3% -0.8% 1.1% 1.5% 1.5% 2.4% 2.9% 2.9% 0.6% 19.1%
1916 -0.6% -0.5% 0.1% 0.5% 0.6% 0.7% -0.4% 0.6% 2.1% 2.1% 1.5% -1.3% 5.4%
1917 -1.4% -2.5% 0.7% 0.7% -1.3% 0.1% 0.1% -1.1% -1.9% -2.2% -3.4% -1.1% -13.4%
1918 3.6% 2.1% -0.2% -0.2% 2.2% 0.7% 0.9% 0.7% 0.6% 2.8% 0.6% 0.7% 14.3%
1919 0.1% 0.6% 1.9% 2.1% 3% 2.8% 2.1% -1.1% -1.1% 3.1% -1.2% -1.4% 10.6%
1920 -0.2% -0.2% -0.2% -0.2% -2.9% -0.6% -0.7% -0.7% 2% -0.9% -1% -3.9% -9.6%
1921 2.8% 0.2% -0.6% 1.5% 1.5% -3.5% 0.2% 0.3% 1.8% 1.3% 3.3% 1.5% 10%
1922 1.4% 1.7% 2.5% 3% 3.3% 0% 0.9% 2.6% 1.8% 1.9% -2.3% 0.8% 17.4%
1923 0.9% 2.6% 0% 0% -1.9% -1.2% -1.3% 0.8% 0.3% 0.4% 2% 2.2% 4.7%
1924 2.2% 0.8% -0.4% -0.6% 1% 0.9% 2.9% 1.2% 1.2% -0.1% 3.2% 3.6% 15.7%
1925 0.8% 0.7% 0.7% -0.2% 1.6% 1.7% 1.8% 1.1% 1.6% 2.1% 2% 1.2% 15%
1926 -0.5% -0.5% -0.5% -0.9% 0.8% 2.7% 2.5% 2.4% 1.2% 0.1% 0.1% 1.6% 8.9%
1927 -0% 1.3% 1.1% 1.8% 1.8% 1% 2.2% 2.4% 3.4% -0.6% 1.6% 1.1% 16.8%
1928 1% -0.3% 3.4% 3.1% 1.9% -0.8% -0.9% 2% 2.5% 2.9% 4% 0.5% 18.9%
1929 4.1% 0.6% 0.6% 0.6% 1.1% 3% 3.3% 3.1% 2.9% -5.8% -5.7% -6.9% 0.1%
1930 1.3% 3.6% 2.4% 3.8% -3.8% -3.8% -0.5% 0.2% 0.2% -6.2% -2.3% -2.7% -8.5%
1931 2.4% 2.2% 2.3% -4.9% -3% -3.2% 1.8% -1.3% -7.1% -2.6% -2.6% -7.7% -24.7%
1932 0.1% 0.1% 0.9% -7.4% -8.4% -4.5% 10.9% 10.8% 5.3% -6.3% 0.2% 0.7% 0.2%
1933 0.8% -5.4% 0.5% 9.9% 10.3% 10% 5.3% -2.6% -2.6% -2.8% 1.9% 2.6% 25.9%
1934 2.5% 4.2% -0.5% -0.5% -4.8% -0.4% -0.4% -1.4% 0.1% 0.1% 1.8% 0.8% 1.2%
1935 0.4% -1.2% 0.5% 0.5% 4.3% 2.5% 2.8% 2.8% 2.6% 1.8% 2.9% 2.9% 22.7%
1936 3.1% 2.3% 2.4% 0.4% -0% -0% 3.5% 1.4% 1% 2.7% 2.5% -0.6% 18.4%
1937 1.3% 1.2% 1.3% -2.8% -2% -1.5% 2% 1.9% -6.8% -4.7% -5.2% -0.3% -16.2%
1938 1.8% -0.8% -2.8% -0.3% -0.3% 1.6% 5.2% 5.4% -2% 6.2% 0.4% -0.9% 12.9%
1939 -0.8% -0.1% 0.3% -1.8% -2.1% 1.2% 1.5% -0.3% 3.1% 3.1% -0.5% -0.4% 3%
1940 -0.4% 0% 0.5% 0.5% -6.5% -0.8% -0.9% 1.9% 1.8% 0.9% -0% -0% -3.4%
1941 0.5% -2.8% 0.7% -1.1% 0.7% 0.7% 2.9% 0.3% 0.3% -1.6% -2.1% -2.5% -4.3%
1942 -0.8% -0.7% -0.8% -1.6% 1.9% 1.9% 2.2% 0.1% 0.9% 2.7% 2.5% 0.6% 8.8%
1943 3% 2.8% 3.1% 2.1% 2.5% 1.3% -0.5% -0.5% 1.5% -1.2% -1.3% 1.1% 13.8%
1944 2% 0% 1.8% 0.3% 0.4% 2.8% 1.7% -0.4% 0.6% 0.6% -0% 1.7% 11.4%
1945 1.7% 2% 1% 0.9% 2.3% 0.3% 0.3% 0.5% 3.1% 3.5% 2.1% 1.3% 18.8%
1946 2.2% 0.3% 1% 1% 0.3% -0.7% -0.8% -4.1% -4.1% -0.8% 0.8% 0.8% -4.3%
1947 0.4% 2.1% -1.9% -1.7% 0.6% 0.6% 3.3% -1% -1% 1.5% -0.5% -0.5% 2%
1948 -0.5% -0.4% -0.5% 4.1% 2.8% 2.5% -1.1% -1.1% -0.2% -0.4% -0.4% 0% 4.6%
1949 0.9% -1.6% 0.8% 0.1% 0.1% -2.4% 2.5% 2.7% 1% 1.7% 1.1% 1.6% 8.4%
1950 1.5% 1.3% 0.8% 1.8% 2.1% 1.2% -3.6% 3.5% 2.4% 2.5% 0.3% 2.2% 15.9%
1951 2.1% 2.2% 0.3% 0.3% 0.4% 0.4% 0.4% 2.7% 0.8% 1% -1.2% 2% 11.2%
1952 2% -0.6% 0.5% 0.2% 1.1% 1% 1.8% 0% 0% -0.8% 2.1% 2.3% 9.6%
1953 0.4% 0.3% 0.4% -2.1% -0.4% -0.4% 1.1% 0.6% -1.8% 1.7% 1.6% 1.1% 2.3%
1954 1.5% 1.4% 1.6% 2.4% 2.4% 0.8% 2% 2% 1.6% 2.1% 2.1% 3% 22.7%
1955 1% 1.8% -0.3% 0.9% 0.9% 3.2% 1.8% 2% 2.6% -2.7% 3.9% -0.4% 14.6%
1956 -0.3% 0.4% 2.2% 2.1% -1.5% 1.3% 1.4% -0.2% -1% -1.2% -0.4% 0.9% 3.5%
1957 -0.6% -1.6% 1.4% 1.4% 2.4% 1.3% 1.5% -1.9% -1.9% -2.4% 0% 0% -0.5%
1958 1% 0.2% 1.1% 0.3% 1.6% 1.5% 1.5% 1.8% 1.8% 2.3% 1.4% 1.6% 16.1%
1959 0.9% 0.8% 0.9% 0.9% 0.2% 0.2% 2.1% -0.2% -2% 0.2% 0.2% 1.8% 5.9%
1960 -1% -1% -0.2% 0.5% 0.5% 2.2% 0.1% 0.1% -1% -0.5% 2% 2.3% 3.9%
1961 2.3% 2.5% 2% 1.3% 1.4% -0.3% 0.2% 2.3% 0.4% 0.5% 2.8% -0.4% 14.8%
1962 -0.4% 1.2% -0.4% -0.4% -3.3% -1.8% -1.9% 1.6% -0.5% -0.5% 3.4% 2.4% -0.7%
1963 2.1% 0.9% 1.3% 1.3% 1.3% -0.2% -0.2% 1.7% 1.6% 0.3% 0.6% 0.6% 11.3%
1964 1.8% 1% 1.1% 1% 0.4% 0.4% 2.2% -0.5% 1.2% 0.9% 0.9% -0.6% 9.7%
1965 0.7% 0.7% 0.8% 0.8% 0.9% -2.3% 0.6% 0.6% 1.9% 0.9% 1% -0.1% 6.4%
1966 1.1% -0.1% -1.8% -0.3% -0.4% -0.2% -1.2% -1.4% -1.4% -0.2% 2.5% 1.3% -2.2%
1967 1.3% 2% 1.5% 1.1% 1.2% -0.4% 1.1% 1.1% 0.5% 0.6% -1.5% 0.9% 9.3%
1968 0.9% -2% 1.5% 1.6% 1.4% 0.8% 0.9% 0.5% 0.5% 1.5% 0.9% 0.9% 9.3%
1969 -2.1% -0.2% -1% 1% -0.5% -0.5% -2.2% -0% -0% 0.5% -1% -1.2% -7.2%
1970 0.4% 0.4% 0.4% -0.6% -2% -2.1% 1% 2.1% 3.5% 1.3% 1.3% 4% 9.5%
1971 2.3% 2.1% 2.4% 2.3% -0.2% -0.5% -0.1% -0.1% 1.6% -1.2% -1.3% 3.9% 10.9%
1972 1.9% 1.4% 0.7% 0.7% 0.7% 0.1% 0% 1.7% 0% 0% 3.2% 0.8% 11.2%
1973 0.8% -2% -0.5% -0.4% -1.1% -1% -1.1% 0.8% 2.2% 2.4% -2.9% -3% -6%
1974 1% -1.1% -1% -1.1% -0.7% -2.6% -3% -2.4% -2.3% 1.7% 0.5% 0.5% -10.7%
1975 4.6% 6.3% 2.3% -0% 3.4% 3.1% 0.1% -2.2% -2.4% 4.5% 0.6% 0.7% 20.4%
1976 3% 2.6% 2.9% 1% -0.7% 1.1% 1.3% 1.2% 1.8% 0.2% 1.2% 2.1% 17.5%
1977 -3.7% -0.7% -0.7% 0.4% -0.3% 2.4% -0.7% -0.6% -0.5% -2.4% 2.1% -0.5% -5.4%
1978 -3% -0.8% 0.8% 4.2% 0.7% -1.4% 3.3% 2.2% -1.2% -5% 2.1% 0.3% 2%
1979 2.4% -1.7% 2.6% 0.5% 0.1% 1.9% 1% 2.7% -1.6% -4.8% 4.5% 0.2% 7.6%
1980 2% -3.4% -4.6% 7.3% 4.6% 3.1% 2.6% -0.5% 0.2% 0.1% 6.6% -2.8% 14.9%
1981 -2.1% 1.1% 1.9% -2.4% 1.1% 0.4% -1.1% -3.5% -2% 6.6% 5.8% -4.5% 0.8%
1982 -0.4% -2.2% 0.1% 3.5% -0.5% -1.7% 1.6% 8.2% 2.9% 7% 3.8% 1.2% 22.9%
1983 1.8% 2.6% 1.4% 4.1% -0.3% 2.1% -2.2% 0.5% 2.1% -0.7% 1.7% -1.7% 11.3%
1984 0.2% -1.9% 0.5% 0.1% -4.3% 2.5% 0.7% 6.1% 1.5% 1.8% 0.7% 0.9% 8.7%
1985 4.9% -0.3% 1% 0.9% 5.9% 0.8% 0% 0.3% -1% 3.1% 4.8% 0.2% 20.5%
1986 0.5% 5.4% 4.6% -0.4% 3% 1.1% -2.3% 4.1% -4% 3.6% 1.5% -4.9% 11.9%
1987 6.7% 2.2% 1.7% -1.8% 0.7% 2.9% 2.7% 2% -2.2% -11.6% -3.1% 4.2% 4.6%
1988 3.2% 3.3% -2% 0.2% 0% 3.3% -0.4% -1.9% 3.2% 2.2% -1.5% 1.1% 10.8%
1989 3.9% -1.6% 1.3% 3.8% 3.4% 1.2% 5.9% -0% 0.5% -0.6% 1.6% 1% 20.3%
1990 -3.6% 0.8% 1% -1.5% 6.1% 0.4% 0.6% -4.8% -1.7% 0.5% 4% 2.1% 3.8%
1991 2.7% 3.9% 1.6% 0.5% 2.4% -2.3% 2.7% 2.4% 0.2% 1.7% -1.9% 7.4% 21%
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% 0.1% 0% 10.4%
Pos 72.7% 64% 72% 67.3% 63.3% 64.7% 68.7% 66.7% 64.7% 62% 70% 66.4% 80.7%
Avg 0.9% 0.4% 0.6% 0.7% 0.4% 0.4% 0.8% 0.7% 0.4% 0.4% 0.9% 0.5% 7%

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 1936-01-24 -51.44% 2306
2007-12-11 2009-03-09 2010-03-05 -24.61% 815
1937-04-01 1938-05-31 1943-02-01 -20.16% 2132
1987-08-26 1987-10-19 1989-04-11 -19.7% 594
1973-02-01 1974-09-30 1975-06-13 -18.28% 862

The Scott Burns Couch Potato Portfolio took approximately 45 months on average to recover from a major drawdown.

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.

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