Scott Burns Margaritaville Portfolio vs Ray Dalio All Weather Portfolio 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
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Results
30 Years
All (since January 1985)
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
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
Ray Dalio All Weather Portfolio
1.00$
Initial Capital
December 1994
9.64$
Final Capital
November 2024
7.84%
Yearly Return
7.44%
Std Deviation
-20.58%
Max Drawdown
35months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1985
28.80$
Final Capital
November 2024
8.78%
Yearly Return
7.51%
Std Deviation
-20.58%
Max Drawdown
35months*
Recovery Period
* in progress

As of November 2024, in the previous 30 Years, the Scott Burns Margaritaville Portfolio obtained a 7.69% compound annual return, with a 10.81% standard deviation. It suffered a maximum drawdown of -38.70% that required 39 months to be recovered.

As of November 2024, in the previous 30 Years, the Ray Dalio All Weather Portfolio obtained a 7.84% compound annual return, with a 7.44% standard deviation. It suffered a maximum drawdown of -20.58% which has been ongoing for 35 months and is still in progress.

Table of contents

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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Scott Burns Margaritaville Portfolio
Weight
(%)		 ETF
Ticker		 Name
34.00
VTI
Vanguard Total Stock Market
33.00
VEU
Vanguard FTSE All-World ex-US
33.00
TIP
iShares TIPS Bond
Ray Dalio All Weather Portfolio
Weight
(%)		 ETF
Ticker		 Name
30.00
VTI
Vanguard Total Stock Market
40.00
TLT
iShares 20+ Year Treasury Bond
15.00
IEI
iShares 3-7 Year Treasury Bond
7.50
DBC
Invesco DB Commodity Tracking
7.50
GLD
SPDR Gold Trust
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Portfolio Returns as of Nov 30, 2024

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
  • the actual US Inflation rates.
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_ray_dalio.webp All Weather Portfolio
Ray Dalio 		10.16 2.61 8.71 15.85 4.46 5.11 7.84 8.78
Return over 1 year are annualized.
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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).

Ray Dalio All Weather Portfolio: an investment of 1$, since December 1994, now would be worth 9.64$, with a total return of 863.58% (7.84% annualized).


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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).

Ray Dalio All Weather Portfolio: an investment of 1$, since January 1985, now would be worth 28.80$, with a total return of 2780.02% (8.78% annualized).


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Portfolio Metrics as of Nov 30, 2024

The following metrics, updated as of 30 November 2024, provide an overview of performance and risk, with the best value in each row highlighted within the table.

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 All Weather Portfolio
Author Scott Burns Ray Dalio
ASSET ALLOCATION
Stocks 67% 30%
Fixed Income 33% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 18.19 15.85
Infl. Adjusted Return (%) 15.04 12.77
DRAWDOWN
Deepest Drawdown Depth (%) -2.90 -3.73
Start to Recovery (months) 2 3
Longest Drawdown Depth (%) -0.06 -0.52
Start to Recovery (months) 2 3
Longest Negative Period (months) 2 4
RISK INDICATORS
Standard Deviation (%) 7.23 7.97
Sharpe Ratio 1.79 1.33
Sortino Ratio 2.19 1.68
Ulcer Index 1.04 1.22
Ratio: Return / Standard Deviation 2.51 1.99
Ratio: Return / Deepest Drawdown 6.26 4.25
Metrics calculated over the period 1 December 2023 - 30 November 2024
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Margaritaville All Weather Portfolio
Author Scott Burns Ray Dalio
ASSET ALLOCATION
Stocks 67% 30%
Fixed Income 33% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 7.79 4.46
Infl. Adjusted Return (%) 3.47 0.27
DRAWDOWN
Deepest Drawdown Depth (%) -21.96 -20.58
Start to Recovery (months) 27 35*
Longest Drawdown Depth (%) -21.96 -20.58
Start to Recovery (months) 27 35*
Longest Negative Period (months) 34 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 12.98 10.36
Sharpe Ratio 0.42 0.21
Sortino Ratio 0.56 0.29
Ulcer Index 7.84 9.51
Ratio: Return / Standard Deviation 0.60 0.43
Ratio: Return / Deepest Drawdown 0.35 0.22
Metrics calculated over the period 1 December 2019 - 30 November 2024
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Margaritaville All Weather Portfolio
Author Scott Burns Ray Dalio
ASSET ALLOCATION
Stocks 67% 30%
Fixed Income 33% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 6.81 5.11
Infl. Adjusted Return (%) 3.77 2.11
DRAWDOWN
Deepest Drawdown Depth (%) -21.96 -20.58
Start to Recovery (months) 27 35*
Longest Drawdown Depth (%) -21.96 -20.58
Start to Recovery (months) 27 35*
Longest Negative Period (months) 34 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 10.80 8.41
Sharpe Ratio 0.49 0.42
Sortino Ratio 0.65 0.58
Ulcer Index 6.09 7.06
Ratio: Return / Standard Deviation 0.63 0.61
Ratio: Return / Deepest Drawdown 0.31 0.25
Metrics calculated over the period 1 December 2014 - 30 November 2024
Swipe left to see all data
Margaritaville All Weather Portfolio
Author Scott Burns Ray Dalio
ASSET ALLOCATION
Stocks 67% 30%
Fixed Income 33% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 7.69 7.84
Infl. Adjusted Return (%) 5.04 5.19
DRAWDOWN
Deepest Drawdown Depth (%) -38.70 -20.58
Start to Recovery (months) 39 35*
Longest Drawdown Depth (%) -22.41 -20.58
Start to Recovery (months) 45 35*
Longest Negative Period (months) 62 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 10.81 7.44
Sharpe Ratio 0.50 0.75
Sortino Ratio 0.65 1.00
Ulcer Index 8.25 4.44
Ratio: Return / Standard Deviation 0.71 1.05
Ratio: Return / Deepest Drawdown 0.20 0.38
Metrics calculated over the period 1 December 1994 - 30 November 2024
Swipe left to see all data
Margaritaville All Weather Portfolio
Author Scott Burns Ray Dalio
ASSET ALLOCATION
Stocks 67% 30%
Fixed Income 33% 55%
Commodities 0% 15%
PERFORMANCES
Annualized Return (%) 9.23 8.78
Infl. Adjusted Return (%) 6.26 5.83
DRAWDOWN
Deepest Drawdown Depth (%) -38.70 -20.58
Start to Recovery (months) 39 35*
Longest Drawdown Depth (%) -22.41 -20.58
Start to Recovery (months) 45 35*
Longest Negative Period (months) 62 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 10.93 7.51
Sharpe Ratio 0.56 0.75
Sortino Ratio 0.74 1.03
Ulcer Index 7.44 4.04
Ratio: Return / Standard Deviation 0.84 1.17
Ratio: Return / Deepest Drawdown 0.24 0.43
Metrics calculated over the period 1 January 1985 - 30 November 2024
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Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

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

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Margaritaville All Weather Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-38.70 39 Nov 2007
Jan 2011
-22.41 45 Apr 2000
Dec 2003
-21.96 27 Jan 2022
Mar 2024
-20.58 35* Jan 2022
In progress
-14.40 7 Jan 2020
Jul 2020
-12.82 10 May 2011
Feb 2012
-11.57 9 Jan 2009
Sep 2009
-11.38 6 Jul 2008
Dec 2008
-9.97 15 Feb 2018
Apr 2019
-9.72 5 Jul 1998
Nov 1998
-9.68 17 May 2015
Sep 2016
-6.66 17 Feb 2015
Jun 2016
-6.42 13 Aug 2016
Aug 2017
-5.67 5 Apr 2012
Aug 2012
-5.29 9 May 2013
Jan 2014

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Margaritaville All Weather Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-38.70 39 Nov 2007
Jan 2011
-22.41 45 Apr 2000
Dec 2003
-21.96 27 Jan 2022
Mar 2024
-20.58 35* Jan 2022
In progress
-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
-11.57 9 Jan 2009
Sep 2009
-11.38 6 Jul 2008
Dec 2008
-9.97 15 Feb 2018
Apr 2019
-9.72 5 Jul 1998
Nov 1998
-9.68 17 May 2015
Sep 2016
-8.78 13 Sep 1987
Sep 1988
-6.83 14 Feb 1994
Mar 1995

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:

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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 All Weather Portfolio
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2024
 13.31 -2.90 10.16 -3.73
2023
 15.17 -7.90 9.95 -9.25
2022
 -16.10 -21.96 -18.39 -20.58
2021
 13.33 -2.96 8.27 -3.74
2020
 14.40 -14.40 15.88 -3.68
2019
 20.39 -3.64 17.93 -0.83
2018
 -6.92 -9.97 -3.02 -4.71
2017
 17.22 0.00 11.55 -0.49
2016
 7.53 -3.63 6.50 -6.42
2015
 -2.03 -8.70 -3.23 -6.66
2014
 3.95 -3.16 12.89 -2.52
2013
 13.25 -4.31 1.71 -5.29
2012
 13.94 -5.67 7.02 -1.33
2011
 0.08 -12.82 15.64 -2.00
2010
 11.85 -8.08 12.88 -0.69
2009
 25.18 -13.70 2.71 -11.57
2008
 -26.90 -30.74 2.38 -11.38
2007
 10.88 -2.84 11.88 -1.20
2006
 14.22 -2.59 6.93 -1.71
2005
 8.11 -2.37 8.55 -2.99
2004
 13.95 -3.39 9.41 -4.76
2003
 26.41 -2.95 13.96 -4.74
2002
 -6.46 -11.78 7.77 -1.56
2001
 -7.87 -14.71 -2.77 -4.61
2000
 -2.92 -8.17 10.15 -2.26
1999
 16.49 -2.94 6.28 -3.79
1998
 16.12 -9.72 11.05 -4.83
1997
 14.48 -4.68 13.54 -2.89
1996
 9.11 -2.95 8.27 -2.11
1995
 21.08 -0.70 27.44 0.00
1994
 1.10 -5.54 -3.28 -6.83
1993
 18.69 -4.43 12.02 -1.98
1992
 1.10 -5.71 6.76 -2.23
1991
 20.28 -3.87 17.98 -1.86
1990
 -7.54 -14.53 3.85 -5.51
1989
 19.01 -1.19 20.45 -1.14
1988
 16.51 -3.08 10.59 -1.93
1987
 10.87 -15.03 3.47 -8.78
1986
 31.94 -5.15 20.56 -3.75
1985
 35.93 -1.79 28.68 -2.13
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Mastering ETF Investing
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with Lazy Portfolios and Passive Investing
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English book
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