Scott Burns Couch Portfolio
The Couch Potato Portfolio is a portfolio by Scott Burns, a finance columnist and co-founder of AssetBuilder.com, proposed in 1991. It's a dead-simple Lazy Portfolios with a 50/50 mix of stocks and bonds. The basic idea behind the portfolio is that stocks drive returns while bonds protect against market crashes and lower the overall portfolio's volatility.
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
TIP iShares TIPS Bond ETF | Inflation-Protected Bonds | 50% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 50% |
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
The earliest data available for this chart is Dec 5, 2003, corresponding to the inception date of TIP
Returns By Period
As of Oct 18, 2024, the Scott Burns Couch Portfolio returned 12.90% Year-To-Date and 7.88% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.73% | 2.66% | 16.83% | 38.58% | 14.32% | 11.57% |
| Scott Burns Couch Portfolio | 13.21% | 0.99% | 11.33% | 24.23% | 9.08% | 7.79% |
| Portfolio components: | ||||||
TIP iShares TIPS Bond ETF | 3.91% | -0.97% | 5.52% | 9.35% | 2.23% | 2.18% |
VTI Vanguard Total Stock Market ETF | 23.02% | 2.96% | 17.43% | 40.59% | 15.50% | 13.06% |
Monthly Returns
The table below presents the monthly returns of Scott Burns Couch Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.73% | 2.13% | 2.00% | -3.02% | 3.25% | 1.92% | 1.81% | 1.47% | 1.76% | 13.21% | |||
| 2023 | 4.50% | -1.89% | 2.78% | 0.57% | -0.38% | 3.24% | 1.86% | -1.38% | -3.38% | -1.68% | 6.06% | 3.90% | 14.61% |
| 2022 | -4.06% | -0.78% | 0.59% | -5.64% | -0.64% | -5.60% | 6.82% | -3.23% | -8.00% | 4.76% | 3.55% | -3.69% | -15.79% |
| 2021 | -0.03% | 0.72% | 1.72% | 3.24% | 0.73% | 1.62% | 2.21% | 1.34% | -2.64% | 3.88% | -0.32% | 2.12% | 15.42% |
| 2020 | 1.04% | -3.50% | -7.54% | 8.05% | 3.12% | 1.63% | 4.05% | 4.07% | -2.06% | -1.32% | 6.50% | 2.97% | 17.16% |
| 2019 | 5.00% | 1.77% | 1.67% | 2.08% | -2.43% | 3.84% | 0.87% | 0.10% | 0.32% | 1.04% | 2.06% | 1.60% | 19.24% |
| 2018 | 2.18% | -2.43% | -0.49% | 0.16% | 1.54% | 0.68% | 1.39% | 2.07% | -0.37% | -4.47% | 1.22% | -4.18% | -2.96% |
| 2017 | 1.37% | 2.06% | 0.03% | 0.76% | 0.49% | 0.04% | 1.17% | 0.59% | 0.87% | 1.21% | 1.58% | 1.06% | 11.79% |
| 2016 | -2.06% | 0.63% | 4.25% | 0.43% | 0.55% | 1.25% | 2.32% | -0.06% | 0.46% | -1.37% | 1.20% | 1.02% | 8.81% |
| 2015 | 0.27% | 2.10% | -0.82% | 0.65% | 0.14% | -1.35% | 1.12% | -3.54% | -1.67% | 4.14% | 0.24% | -1.57% | -0.51% |
| 2014 | -0.54% | 2.60% | -0.01% | 0.69% | 2.05% | 1.49% | -1.04% | 2.36% | -2.34% | 1.82% | 1.33% | -0.52% | 8.04% |
| 2013 | 2.48% | 0.76% | 2.16% | 1.20% | -0.86% | -2.55% | 3.31% | -2.44% | 2.85% | 2.30% | 0.86% | 0.70% | 11.09% |
Expense Ratio
Scott Burns Couch Portfolio has an expense ratio of 0.11%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Scott Burns Couch Portfolio is 68, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
TIP iShares TIPS Bond ETF | 1.88 | 2.82 | 1.35 | 0.68 | 10.31 |
VTI Vanguard Total Stock Market ETF | 2.96 | 3.93 | 1.54 | 2.67 | 19.15 |
Dividends
Dividend yield
Scott Burns Couch Portfolio granted a 2.00% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Scott Burns Couch Portfolio | 2.00% | 2.08% | 4.31% | 2.75% | 1.30% | 1.76% | 2.37% | 1.89% | 1.70% | 1.16% | 1.71% | 1.45% |
| Portfolio components: | ||||||||||||
TIP iShares TIPS Bond ETF | 2.70% | 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 | 1.29% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 0.19%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.99% | May 20, 2008 | 202 | Mar 9, 2009 | 393 | Sep 28, 2010 | 595 |
| -19.76% | Feb 20, 2020 | 20 | Mar 18, 2020 | 56 | Jun 8, 2020 | 76 |
| -19.57% | Dec 31, 2021 | 189 | Sep 30, 2022 | 359 | Mar 7, 2024 | 548 |
| -10.63% | Aug 30, 2018 | 80 | Dec 24, 2018 | 59 | Mar 21, 2019 | 139 |
| -8.3% | Jul 25, 2011 | 50 | Oct 3, 2011 | 25 | Nov 7, 2011 | 75 |
Volatility
Volatility Chart
The current Scott Burns Couch Portfolio volatility is 1.29%, 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.
Diversification
Asset Correlations Table
| TIP | VTI | |
|---|---|---|
| TIP | 1.00 | -0.11 |
| VTI | -0.11 | 1.00 |