Scott Burns Margaritaville vs Marc Faber Portfolio Comparison

Simulation Settings
Period: January 1985 - November 2024 (~40 years)
Consolidated Returns as of 30 November 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 November 2024.
Reset settings
Close
Scott Burns Margaritaville Portfolio
1.00$
Initial Capital
December 1994
9.23$
Final Capital
November 2024
7.69%
Yearly Return
10.81
Std Deviation
-38.70%
Max Drawdown
39months
Recovery Period
Marc Faber Portfolio
1.00$
Initial Capital
December 1994
10.05$
Final Capital
November 2024
7.99%
Yearly Return
9.70
Std Deviation
-28.82%
Max Drawdown
22months
Recovery Period
Scott Burns Margaritaville Portfolio
1.00$
Initial Capital
January 1985
33.88$
Final Capital
November 2024
9.23%
Yearly Return
10.93
Std Deviation
-38.70%
Max Drawdown
39months
Recovery Period
Marc Faber Portfolio
1.00$
Initial Capital
January 1985
25.70$
Final Capital
November 2024
8.47%
Yearly Return
9.11
Std Deviation
-28.82%
Max Drawdown
22months
Recovery Period

The Scott Burns Margaritaville Portfolio obtained a 7.69% compound annual return, with a 10.81% standard deviation, in the last 30 Years.

The Marc Faber Portfolio obtained a 7.99% compound annual return, with a 9.70% standard deviation, in the last 30 Years.

Returns as of Nov 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1985 - 30 November 2024 (~40 years)
Swipe left to see all data
Return (%) as of Nov 30, 2024
YTD
(11M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_scott_burns.webp Margaritaville
Scott Burns 		13.31 2.49 7.38 18.19 7.79 6.81 7.69 9.23
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_marc_faber.webp Marc Faber Portfolio
Marc Faber 		16.07 1.13 11.97 21.49 7.44 6.59 7.99 8.47
Return over 1 year are annualized.

Capital Growth as of Nov 30, 2024

Scott Burns Margaritaville Portfolio: an investment of 1$, since December 1994, now would be worth 9.23$, with a total return of 822.92% (7.69% annualized).

Marc Faber Portfolio: an investment of 1$, since December 1994, now would be worth 10.05$, with a total return of 904.83% (7.99% annualized).


Loading data
Please wait
Scott Burns Margaritaville Portfolio: an investment of 1$, since January 1985, now would be worth 33.88$, with a total return of 3287.70% (9.23% annualized).

Marc Faber Portfolio: an investment of 1$, since January 1985, now would be worth 25.70$, with a total return of 2470.39% (8.47% annualized).


Loading data
Please wait

Metrics as of Nov 30, 2024

The following metrics, updated as of 30 November 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 December 2023 - 30 November 2024 (1 year)
Period: 1 December 2019 - 30 November 2024 (5 years)
Period: 1 December 2014 - 30 November 2024 (10 years)
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1985 - 30 November 2024 (~40 years)
Swipe left to see all data
Margaritaville Marc Faber Portfolio
Author Scott Burns Marc Faber
ASSET ALLOCATION
Stocks 67% 50%
Fixed Income 33% 25%
Commodities 0% 25%
PERFORMANCES
Annualized Return (%) 18.19 21.49
Infl. Adjusted Return (%) 15.04 18.26
DRAWDOWN
Deepest Drawdown Depth (%) -2.90 -2.54
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -0.06 -1.70
Start to Recovery (months) 2 3
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 7.23 7.79
Sharpe Ratio 1.79 2.09
Sortino Ratio 2.19 2.72
Ulcer Index 1.04 0.88
Ratio: Return / Standard Deviation 2.51 2.76
Ratio: Return / Deepest Drawdown 6.26 8.46
Metrics calculated over the period 1 December 2023 - 30 November 2024
Swipe left to see all data
Margaritaville Marc Faber Portfolio
Author Scott Burns Marc Faber
ASSET ALLOCATION
Stocks 67% 50%
Fixed Income 33% 25%
Commodities 0% 25%
PERFORMANCES
Annualized Return (%) 7.79 7.44
Infl. Adjusted Return (%) 3.47 3.13
DRAWDOWN
Deepest Drawdown Depth (%) -21.96 -19.93
Start to Recovery (months) 27 30
Longest Drawdown Depth (%) -21.96 -19.93
Start to Recovery (months) 27 30
Longest Negative Period (months) 34 34
RISK INDICATORS
Standard Deviation (%) 12.98 11.97
Sharpe Ratio 0.42 0.43
Sortino Ratio 0.56 0.58
Ulcer Index 7.84 7.41
Ratio: Return / Standard Deviation 0.60 0.62
Ratio: Return / Deepest Drawdown 0.35 0.37
Metrics calculated over the period 1 December 2019 - 30 November 2024
Swipe left to see all data
Margaritaville Marc Faber Portfolio
Author Scott Burns Marc Faber
ASSET ALLOCATION
Stocks 67% 50%
Fixed Income 33% 25%
Commodities 0% 25%
PERFORMANCES
Annualized Return (%) 6.81 6.59
Infl. Adjusted Return (%) 3.77 3.55
DRAWDOWN
Deepest Drawdown Depth (%) -21.96 -19.93
Start to Recovery (months) 27 30
Longest Drawdown Depth (%) -21.96 -19.93
Start to Recovery (months) 27 30
Longest Negative Period (months) 34 34
RISK INDICATORS
Standard Deviation (%) 10.80 9.80
Sharpe Ratio 0.49 0.51
Sortino Ratio 0.65 0.71
Ulcer Index 6.09 5.74
Ratio: Return / Standard Deviation 0.63 0.67
Ratio: Return / Deepest Drawdown 0.31 0.33
Metrics calculated over the period 1 December 2014 - 30 November 2024
Swipe left to see all data
Margaritaville Marc Faber Portfolio
Author Scott Burns Marc Faber
ASSET ALLOCATION
Stocks 67% 50%
Fixed Income 33% 25%
Commodities 0% 25%
PERFORMANCES
Annualized Return (%) 7.69 7.99
Infl. Adjusted Return (%) 5.04 5.34
DRAWDOWN
Deepest Drawdown Depth (%) -38.70 -28.82
Start to Recovery (months) 39 22
Longest Drawdown Depth (%) -22.41 -19.93
Start to Recovery (months) 45 30
Longest Negative Period (months) 62 41
RISK INDICATORS
Standard Deviation (%) 10.81 9.70
Sharpe Ratio 0.50 0.59
Sortino Ratio 0.65 0.78
Ulcer Index 8.25 5.36
Ratio: Return / Standard Deviation 0.71 0.82
Ratio: Return / Deepest Drawdown 0.20 0.28
Metrics calculated over the period 1 December 1994 - 30 November 2024
Swipe left to see all data
Margaritaville Marc Faber Portfolio
Author Scott Burns Marc Faber
ASSET ALLOCATION
Stocks 67% 50%
Fixed Income 33% 25%
Commodities 0% 25%
PERFORMANCES
Annualized Return (%) 9.23 8.47
Infl. Adjusted Return (%) 6.26 5.53
DRAWDOWN
Deepest Drawdown Depth (%) -38.70 -28.82
Start to Recovery (months) 39 22
Longest Drawdown Depth (%) -22.41 -19.93
Start to Recovery (months) 45 30
Longest Negative Period (months) 62 41
RISK INDICATORS
Standard Deviation (%) 10.93 9.11
Sharpe Ratio 0.56 0.58
Sortino Ratio 0.74 0.77
Ulcer Index 7.44 4.84
Ratio: Return / Standard Deviation 0.84 0.93
Ratio: Return / Deepest Drawdown 0.24 0.29
Metrics calculated over the period 1 January 1985 - 30 November 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1985 - 30 November 2024 (~40 years)

Loading data
Please wait
Swipe left to see all data
Margaritaville Marc Faber Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-38.70 39 Nov 2007
Jan 2011
-28.82 22 Jun 2008
Mar 2010
-22.41 45 Apr 2000
Dec 2003
-21.96 27 Jan 2022
Mar 2024
-19.93 30 Jan 2022
Jun 2024
-14.40 7 Jan 2020
Jul 2020
-12.82 10 May 2011
Feb 2012
-11.30 6 Feb 2020
Jul 2020
-10.47 12 May 1998
Apr 1999
-9.97 15 Feb 2018
Apr 2019
-9.72 5 Jul 1998
Nov 1998
-9.68 17 May 2015
Sep 2016
-7.96 5 Sep 2011
Jan 2012
-7.74 15 Feb 2015
Apr 2016
-7.73 12 Aug 2016
Jul 2017

Loading data
Please wait
Swipe left to see all data
Margaritaville Marc Faber Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-38.70 39 Nov 2007
Jan 2011
-28.82 22 Jun 2008
Mar 2010
-22.41 45 Apr 2000
Dec 2003
-21.96 27 Jan 2022
Mar 2024
-19.93 30 Jan 2022
Jun 2024
-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
-11.30 6 Feb 2020
Jul 2020
-10.47 12 May 1998
Apr 1999
-9.97 15 Feb 2018
Apr 2019
-9.72 5 Jul 1998
Nov 1998
-9.68 17 May 2015
Sep 2016
-9.04 17 Sep 1987
Jan 1989

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 - 30 November 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 Marc Faber Portfolio
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2024
 13.31 -2.90 16.07 -2.54
2023
 15.17 -7.90 12.80 -6.81
2022
 -16.10 -21.96 -14.67 -19.93
2021
 13.33 -2.96 12.98 -3.70
2020
 14.40 -14.40 11.15 -11.30
2019
 20.39 -3.64 20.49 -0.76
2018
 -6.92 -9.97 -4.39 -5.23
2017
 17.22 0.00 11.79 -0.53
2016
 7.53 -3.63 6.97 -7.73
2015
 -2.03 -8.70 -2.47 -7.74
2014
 3.95 -3.16 9.60 -4.12
2013
 13.25 -4.31 -1.18 -7.32
2012
 13.94 -5.67 11.20 -4.70
2011
 0.08 -12.82 4.97 -7.96
2010
 11.85 -8.08 19.36 -3.86
2009
 25.18 -13.70 22.95 -12.23
2008
 -26.90 -30.74 -16.28 -24.88
2007
 10.88 -2.84 8.25 -4.55
2006
 14.22 -2.59 20.89 -2.23
2005
 8.11 -2.37 11.20 -3.43
2004
 13.95 -3.39 13.91 -7.35
2003
 26.41 -2.95 23.98 -1.74
2002
 -6.46 -11.78 4.97 -6.80
2001
 -7.87 -14.71 1.95 -4.37
2000
 -2.92 -8.17 4.65 -3.12
1999
 16.49 -2.94 7.25 -3.69
1998
 16.12 -9.72 2.17 -10.47
1997
 14.48 -4.68 5.23 -3.45
1996
 9.11 -2.95 12.19 -0.80
1995
 21.08 -0.70 13.03 -1.18
1994
 1.10 -5.54 -3.18 -6.45
1993
 18.69 -4.43 19.45 -2.71
1992
 1.10 -5.71 3.34 -3.05
1991
 20.28 -3.87 19.75 -1.89
1990
 -7.54 -14.53 -4.94 -8.47
1989
 19.01 -1.19 13.95 -0.81
1988
 16.51 -3.08 7.03 -1.66
1987
 10.87 -15.03 6.79 -9.04
1986
 31.94 -5.15 21.19 -0.55
1985
 35.93 -1.79 21.48 -1.50