Couch Potato at a glance

Couch Potato is a fixed-allocation portfolio by Scott Burns across US Equity, TIPS, rebalanced annual. Backtested 1993-12-31 to 2026-04-24 (32.2 years): 8.1% CAGR, 0.87 Sharpe, -31.2% max drawdown, 9.5% volatility.

Type
Fixed Allocation
Author
Scott Burns
Rebalancing
Annual
Risk
Moderate
Period
1993-12-31 to 2026-04-24
CAGR
8.1%
Sharpe
0.87
Max Drawdown
-31.2%
Volatility
9.5%

Couch Potato Fixed Allocation Portfolio

Scott Burns' original lazy portfolio (1991): 50% VTI, 50% TIP (TIPS for inflation protection). Started the entire lazy portfolio movement.

Backtest Performance (1993-12-31 to 2026-04-24)

MetricCouch Potato
Compound Annual Growth Rate (CAGR)8.1%
Maximum Drawdown-31.2%
Sharpe Ratio0.87
Sortino Ratio1.13
Annualized Volatility9.5%
Calmar Ratio0.26
Total Return1141.5%
Backtest Period32.2 years

Strategy Details

Type
Fixed / Strategic
Rebalancing
annual
Risk Level
moderate
Variants
1
Author
Scott Burns
Source
Burns, Scott. The Couch Potato Portfolio (1991)

Asset Classes

  • US Equity
  • TIPS

Categories

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