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Scott Burns Couch Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Asset Allocation


TIP 50%VTI 50%BondBondEquityEquity
PositionCategory/SectorWeight
TIP
iShares TIPS Bond ETF
Inflation-Protected Bonds

50%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

50%

S&P 500

Expense Ratio

The Scott Burns Couch Portfolio features an expense ratio of 0.11%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.19%
0.50%1.00%1.50%2.00%0.03%

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

TIPVTI
TIP1.00-0.12
VTI-0.121.00

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Scott Burns Couch Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly


260.00%280.00%300.00%320.00%340.00%360.00%380.00%OctoberNovemberDecember2024FebruaryMarch
302.56%
382.06%
Scott Burns Couch Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 5, 2003, corresponding to the inception date of TIP

Returns By Period

As of Mar 16, 2024, the Scott Burns Couch Portfolio returned 2.91% Year-To-Date and 7.10% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.28%2.23%14.98%30.65%12.59%10.61%
Scott Burns Couch Portfolio2.91%1.14%8.65%15.55%8.18%7.17%
TIP
iShares TIPS Bond ETF
-1.09%0.15%1.80%0.61%2.15%1.97%
VTI
Vanguard Total Stock Market ETF
6.95%2.11%15.69%32.05%13.74%12.01%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.73%2.13%
2023-1.38%-3.38%-1.68%6.06%3.90%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.64
Scott Burns Couch Portfolio
2.11
TIP
iShares TIPS Bond ETF
-0.05
VTI
Vanguard Total Stock Market ETF
2.65

Sharpe Ratio

The current Scott Burns Couch Portfolio Sharpe ratio is 2.11. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.11

The Sharpe ratio of Scott Burns Couch Portfolio lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.11
2.64
Scott Burns Couch Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Scott Burns Couch Portfolio granted a 2.05% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Scott Burns Couch Portfolio2.05%2.08%4.31%2.75%1.30%1.76%2.37%1.89%1.70%1.16%1.71%1.45%
TIP
iShares TIPS Bond ETF
2.76%2.73%6.96%4.28%1.17%1.75%2.71%2.07%1.48%0.34%1.67%1.15%
VTI
Vanguard Total Stock Market ETF
1.35%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.98%
-1.12%
Scott Burns Couch Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Scott Burns Couch Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Scott Burns Couch Portfolio was 31.99%, occurring on Mar 9, 2009. Recovery took 393 trading sessions.

The current Scott Burns Couch Portfolio drawdown is 0.98%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.99%May 20, 2008202Mar 9, 2009393Sep 28, 2010595
-19.76%Feb 20, 202020Mar 18, 202056Jun 8, 202076
-19.57%Dec 31, 2021189Sep 30, 2022359Mar 7, 2024548
-10.63%Aug 30, 201880Dec 24, 201859Mar 21, 2019139
-8.3%Jul 25, 201150Oct 3, 201125Nov 7, 201175

Volatility

Volatility Chart

The current Scott Burns Couch Portfolio volatility is 1.73%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
1.73%
3.36%
Scott Burns Couch Portfolio
Benchmark (^GSPC)
Portfolio components
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