Scott Burns Margaritaville vs Aim Ways Shield Strategy Portfolio Comparison

Period: January 1985 - August 2024 (~40 years)
Consolidated Returns as of 31 August 2024
Rebalancing: at every Jan 1st
Currency: USD
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Scott Burns Margaritaville Portfolio
1.00$
Initial Capital
September 1994
8.65$
Final Capital
August 2024
7.46%
Yearly Return
10.83
Std Deviation
-38.70%
Max Drawdown
39 months
Recovery Period
Aim Ways Shield Strategy Portfolio
1.00$
Initial Capital
September 1994
13.74$
Final Capital
August 2024
9.13%
Yearly Return
8.84
Std Deviation
-19.36%
Max Drawdown
24 months
Recovery Period
Scott Burns Margaritaville Portfolio
1.00$
Initial Capital
January 1985
33.17$
Final Capital
August 2024
9.23%
Yearly Return
10.95
Std Deviation
-38.70%
Max Drawdown
39 months
Recovery Period
Aim Ways Shield Strategy Portfolio
1.00$
Initial Capital
January 1985
38.56$
Final Capital
August 2024
9.64%
Yearly Return
8.73
Std Deviation
-19.36%
Max Drawdown
24 months
Recovery Period

The Scott Burns Margaritaville Portfolio obtained a 7.46% compound annual return, with a 10.83% standard deviation, in the last 30 Years.

The Aim Ways Shield Strategy Portfolio obtained a 9.13% compound annual return, with a 8.84% standard deviation, in the last 30 Years.

Returns as of Aug 31, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1985 - 31 August 2024 (~40 years)
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Return (%) as of Aug 31, 2024
YTD
(8M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
Margaritaville
Scott Burns 		10.95 1.86 8.30 16.81 8.38 6.47 7.46 9.23
Shield Strategy
Aim Ways 		13.02 1.94 10.88 20.11 9.80 8.52 9.13 9.64
Return over 1 year are annualized.

Capital Growth as of Aug 31, 2024

Scott Burns Margaritaville Portfolio: an investment of 1$, since September 1994, now would be worth 8.65$, with a total return of 765.29% (7.46% annualized).

Aim Ways Shield Strategy Portfolio: an investment of 1$, since September 1994, now would be worth 13.74$, with a total return of 1273.89% (9.13% annualized).


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Scott Burns Margaritaville Portfolio: an investment of 1$, since January 1985, now would be worth 33.17$, with a total return of 3217.01% (9.23% annualized).

Aim Ways Shield Strategy Portfolio: an investment of 1$, since January 1985, now would be worth 38.56$, with a total return of 3755.86% (9.64% annualized).


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Metrics as of Aug 31, 2024

The following metrics, updated as of 31 August 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 September 2023 - 31 August 2024 (1 year)
Period: 1 September 2019 - 31 August 2024 (5 years)
Period: 1 September 2014 - 31 August 2024 (10 years)
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1985 - 31 August 2024 (~40 years)
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Margaritaville Shield Strategy
Author Scott Burns Aim Ways
ASSET ALLOCATION
Stocks 67% 42%
Fixed Income 33% 38%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 16.81 20.11
Infl. Adjusted Return (%) 14.08 17.29
DRAWDOWN
Deepest Drawdown Depth (%) -5.61 -4.11
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -5.61 -4.11
Start to Recovery (months) 3 3
Longest Negative Period (months) 2 1
RISK INDICATORS
Standard Deviation (%) 10.21 9.32
Sharpe Ratio 1.12 1.58
Sortino Ratio 1.53 2.11
Ulcer Index 2.00 1.69
Ratio: Return / Standard Deviation 1.65 2.16
Ratio: Return / Deepest Drawdown 3.00 4.89
Metrics calculated over the period 1 September 2023 - 31 August 2024
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Margaritaville Shield Strategy
Author Scott Burns Aim Ways
ASSET ALLOCATION
Stocks 67% 42%
Fixed Income 33% 38%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 8.38 9.80
Infl. Adjusted Return (%) 4.07 5.44
DRAWDOWN
Deepest Drawdown Depth (%) -21.96 -19.36
Start to Recovery (months) 27 24
Longest Drawdown Depth (%) -21.96 -19.36
Start to Recovery (months) 27 24
Longest Negative Period (months) 34 30
RISK INDICATORS
Standard Deviation (%) 12.89 11.04
Sharpe Ratio 0.48 0.69
Sortino Ratio 0.64 0.93
Ulcer Index 7.83 6.58
Ratio: Return / Standard Deviation 0.65 0.89
Ratio: Return / Deepest Drawdown 0.38 0.51
Metrics calculated over the period 1 September 2019 - 31 August 2024
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Margaritaville Shield Strategy
Author Scott Burns Aim Ways
ASSET ALLOCATION
Stocks 67% 42%
Fixed Income 33% 38%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 6.47 8.52
Infl. Adjusted Return (%) 3.55 5.55
DRAWDOWN
Deepest Drawdown Depth (%) -21.96 -19.36
Start to Recovery (months) 27 24
Longest Drawdown Depth (%) -21.96 -19.36
Start to Recovery (months) 27 24
Longest Negative Period (months) 34 30
RISK INDICATORS
Standard Deviation (%) 10.80 9.01
Sharpe Ratio 0.47 0.79
Sortino Ratio 0.62 1.08
Ulcer Index 6.10 4.84
Ratio: Return / Standard Deviation 0.60 0.95
Ratio: Return / Deepest Drawdown 0.29 0.44
Metrics calculated over the period 1 September 2014 - 31 August 2024
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Margaritaville Shield Strategy
Author Scott Burns Aim Ways
ASSET ALLOCATION
Stocks 67% 42%
Fixed Income 33% 38%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 7.46 9.13
Infl. Adjusted Return (%) 4.83 6.45
DRAWDOWN
Deepest Drawdown Depth (%) -38.70 -19.36
Start to Recovery (months) 39 24
Longest Drawdown Depth (%) -22.41 -18.97
Start to Recovery (months) 45 39
Longest Negative Period (months) 62 44
RISK INDICATORS
Standard Deviation (%) 10.83 8.84
Sharpe Ratio 0.48 0.77
Sortino Ratio 0.62 1.05
Ulcer Index 8.26 5.59
Ratio: Return / Standard Deviation 0.69 1.03
Ratio: Return / Deepest Drawdown 0.19 0.47
Metrics calculated over the period 1 September 1994 - 31 August 2024
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Margaritaville Shield Strategy
Author Scott Burns Aim Ways
ASSET ALLOCATION
Stocks 67% 42%
Fixed Income 33% 38%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 9.23 9.64
Infl. Adjusted Return (%) 6.27 6.67
DRAWDOWN
Deepest Drawdown Depth (%) -38.70 -19.36
Start to Recovery (months) 39 24
Longest Drawdown Depth (%) -22.41 -18.97
Start to Recovery (months) 45 39
Longest Negative Period (months) 62 44
RISK INDICATORS
Standard Deviation (%) 10.95 8.73
Sharpe Ratio 0.56 0.75
Sortino Ratio 0.74 1.01
Ulcer Index 7.46 5.12
Ratio: Return / Standard Deviation 0.84 1.10
Ratio: Return / Deepest Drawdown 0.24 0.50
Metrics calculated over the period 1 January 1985 - 31 August 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1985 - 31 August 2024 (~40 years)

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Margaritaville Shield Strategy
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
-19.36 24 Jan 2022
Dec 2023
-18.97 39 Sep 2000
Nov 2003
-18.89 23 Nov 2007
Sep 2009
-14.40 7 Jan 2020
Jul 2020
-12.82 10 May 2011
Feb 2012
-9.97 15 Feb 2018
Apr 2019
-9.72 5 Jul 1998
Nov 1998
-9.68 17 May 2015
Sep 2016
-7.66 4 Jul 1998
Oct 1998
-7.65 4 Feb 2020
May 2020
-6.37 5 Apr 2000
Aug 2000
-5.67 5 Apr 2012
Aug 2012

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Margaritaville Shield Strategy
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
-19.36 24 Jan 2022
Dec 2023
-18.97 39 Sep 2000
Nov 2003
-18.89 23 Nov 2007
Sep 2009
-15.03 14 Sep 1987
Oct 1988
-14.53 14 Jan 1990
Feb 1991
-14.40 7 Jan 2020
Jul 2020
-13.14 20 Sep 1987
Apr 1989
-12.82 10 May 2011
Feb 2012
-9.97 15 Feb 2018
Apr 2019
-9.72 5 Jul 1998
Nov 1998
-9.68 17 May 2015
Sep 2016
-7.66 4 Jul 1998
Oct 1998

Rolling Returns

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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 - 31 August 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.
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Margaritaville Shield Strategy
Year Return Drawdown Return Drawdown
2024
 10.95% -2.90% 13.02% -2.13%
2023
 15.17% -7.90% 20.08% -5.24%
2022
 -16.10% -21.96% -15.12% -19.36%
2021
 13.33% -2.96% 9.82% -3.40%
2020
 14.40% -14.40% 20.37% -7.65%
2019
 20.39% -3.64% 22.48% -2.06%
2018
 -6.92% -9.97% -1.91% -5.03%
2017
 17.22% 0.00% 15.04% -0.68%
2016
 7.53% -3.63% 7.35% -4.07%
2015
 -2.03% -8.70% -0.10% -4.62%
2014
 3.95% -3.16% 8.59% -2.13%
2013
 13.25% -4.31% 7.50% -4.38%
2012
 13.94% -5.67% 10.74% -3.62%
2011
 0.08% -12.82% 6.97% -4.76%
2010
 11.85% -8.08% 16.03% -3.39%
2009
 25.18% -13.70% 21.59% -6.37%
2008
 -26.90% -30.74% -12.13% -18.60%
2007
 10.88% -2.84% 12.84% -1.84%
2006
 14.22% -2.59% 11.15% -3.29%
2005
 8.11% -2.37% 5.77% -2.90%
2004
 13.95% -3.39% 7.38% -3.99%
2003
 26.41% -2.95% 21.21% -1.00%
2002
 -6.46% -11.78% -1.64% -7.75%
2001
 -7.87% -14.71% -4.77% -10.54%
2000
 -2.92% -8.17% -4.17% -8.87%
1999
 16.49% -2.94% 20.24% -3.49%
1998
 16.12% -9.72% 24.17% -7.66%
1997
 14.48% -4.68% 10.96% -3.63%
1996
 9.11% -2.95% 12.28% -2.24%
1995
 21.08% -0.70% 24.80% 0.00%
1994
 1.10% -5.54% -1.72% -5.64%
1993
 18.69% -4.43% 12.49% -0.74%
1992
 1.10% -5.71% 4.94% -2.92%
1991
 20.28% -3.87% 23.27% -2.81%
1990
 -7.54% -14.53% -0.04% -6.64%
1989
 19.01% -1.19% 17.40% -1.65%
1988
 16.51% -3.08% 6.16% -3.42%
1987
 10.87% -15.03% 8.56% -13.14%
1986
 31.94% -5.15% 15.59% -2.72%
1985
 35.93% -1.79% 23.91% -2.06%