Data Source: from January 1976 to February 2023 (~47 years)
Consolidated Returns as of 28 February 2023
Live Update: Mar 20 2023, 04:00PM Eastern Time
Consolidated Returns as of 28 February 2023
Live Update: Mar 20 2023, 04:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.67%
1 Day
Mar 20 2023, 04:00PM Eastern Time
2.08%
Current Month
March 2023
The Larry Swedroe Big Rocks Portfolio is a High Risk portfolio and can be implemented with 11 ETFs.
It's exposed for 60% on the Stock Market.
In the last 30 Years, the Larry Swedroe Big Rocks Portfolio obtained a 7.06% compound annual return, with a 9.06% standard deviation.
Asset Allocation and ETFs
The Larry Swedroe Big Rocks Portfolio has the following asset allocation:
The Larry Swedroe Big Rocks Portfolio can be implemented with the following ETFs:
| Weight | Ticker | ETF Name | Investment Themes | |
|---|---|---|---|---|
| 9.00 % | IJR | iShares Core S&P Small-Cap | Equity, U.S., Small Cap | |
| 9.00 % | IJS | iShares S&P Small-Cap 600 Value | Equity, U.S., Small Cap, Value | |
| 9.00 % | VTV | Vanguard Value | Equity, U.S., Large Cap, Value | |
| 9.00 % | VV | Vanguard Large-Cap | Equity, U.S., Large Cap | |
| 6.00 % | EFV | iShares MSCI EAFE Value | Equity, EAFE, Large Cap, Value | |
| 6.00 % | VNQ | Vanguard Real Estate | Real Estate, U.S. | |
| 3.00 % | EEM | iShares MSCI Emerging Markets | Equity, Emerging Markets, Large Cap | |
| 3.00 % | DLS | WisdomTree International SmallCp Div | Equity, Developed Markets, Small Cap, Value | |
| 3.00 % | VEU | Vanguard FTSE All-World ex-US | Equity, Global ex-US, Large Cap | |
| 3.00 % | SCZ | iShares MSCI EAFE Small-Cap | Equity, EAFE, Small Cap | |
| 40.00 % | SHY | iShares 1-3 Year Treasury Bond | Bond, U.S., Short Term |
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.
Portfolio and ETF Returns as of Feb 28, 2023
The Larry Swedroe Big Rocks Portfolio guaranteed the following returns.
Portfolio returns are calculated in USD, assuming:
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
LARRY SWEDROE BIG ROCKS PORTFOLIO RETURNS
Consolidated returns as of 28 February 2023
Live Update: Mar 20 2023, 04:00PM Eastern Time
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Feb 28, 2023 |
||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Mar 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~47Y) |
|
| Larry Swedroe Big Rocks Portfolio | 0.67 | -2.08 | -2.20 | 3.00 | -4.01 | 4.13 | 5.63 | 7.06 | 9.74 | |
| US Inflation Adjusted return | -2.74 | 1.40 | -9.48 | 0.26 | 2.93 | 4.44 | 5.88 | |||
| Components | ||||||||||
|
IJR iShares Core S&P Small-Cap |
1.46 |
04:00PM Mar 20 2023 |
-7.84 | -1.21 | 6.33 | -3.60 | 7.80 | 10.87 | 10.28 | 11.48 |
|
IJS iShares S&P Small-Cap 600 Value |
1.22 |
04:00PM Mar 20 2023 |
-9.35 | -1.73 | 9.45 | -0.24 | 7.77 | 10.41 | 10.74 | 12.91 |
|
VTV Vanguard Value |
1.39 |
04:00PM Mar 20 2023 |
-3.59 | -3.24 | 5.02 | -0.39 | 8.39 | 11.01 | 9.29 | 9.93 |
|
VV Vanguard Large-Cap |
0.87 |
04:00PM Mar 20 2023 |
-0.36 | -2.40 | 0.97 | -8.75 | 9.59 | 12.07 | 9.71 | 8.90 |
|
EFV iShares MSCI EAFE Value |
1.67 |
04:00PM Mar 20 2023 |
-4.49 | -2.20 | 16.15 | 1.22 | 1.28 | 3.60 | 5.82 | 9.96 |
|
VNQ Vanguard Real Estate |
1.14 |
04:00PM Mar 20 2023 |
-4.96 | -5.86 | -5.50 | -13.27 | 7.07 | 6.31 | 8.64 | 7.02 |
|
EEM iShares MSCI Emerging Markets |
0.37 |
04:00PM Mar 20 2023 |
-1.26 | -7.57 | -1.58 | -16.23 | -2.35 | 0.92 | 5.83 | 7.41 |
|
DLS WisdomTree International SmallCp Div |
1.07 |
03:59PM Mar 20 2023 |
-2.98 | -2.18 | 7.55 | -6.94 | -0.88 | 4.73 | 6.88 | 10.47 |
|
VEU Vanguard FTSE All-World ex-US |
1.01 |
04:00PM Mar 20 2023 |
-1.77 | -4.39 | 7.42 | -7.28 | 1.97 | 4.24 | 5.50 | 8.03 |
|
SCZ iShares MSCI EAFE Small-Cap |
1.09 |
04:00PM Mar 20 2023 |
-3.12 | -3.14 | 8.11 | -9.39 | 0.61 | 5.89 | 6.98 | 10.53 |
|
SHY iShares 1-3 Year Treasury Bond |
-0.12 |
04:00PM Mar 20 2023 |
1.66 | -0.99 | -0.74 | -3.01 | 0.65 | 0.50 | 3.00 | 4.43 |
Returns over 1 year are annualized | Available data source: since Jan 1976
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Feb 2023. Current inflation (annualized) is 1Y: 6.04% , 5Y: 3.86% , 10Y: 2.63% , 30Y: 2.51%
Live update: World Markets and Indexes
Portfolio Metrics as of Feb 28, 2023
Metrics of Larry Swedroe Big Rocks Portfolio, updated as of 28 February 2023.
Portfolio metrics are calculated based on monthly returns, assuming:
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
LARRY SWEDROE BIG ROCKS PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1976 - 28 February 2023 (~47 years)
Swipe left to see all data
| Metrics as of Feb 28, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~47Y) |
|
| Portfolio Return (%) |
-2.20 | 0.45 | 3.00 | -4.01 | 5.66 | 4.13 | 5.63 | 7.07 | 7.06 | 9.74 |
| US Inflation (%) | 0.56 | 1.05 | 1.58 | 6.04 | 5.16 | 3.86 | 2.63 | 2.51 | 2.51 | 3.65 |
| Infl. Adjusted Return (%) |
-2.74 | -0.59 | 1.40 | -9.48 | 0.47 | 0.26 | 2.93 | 4.45 | 4.44 | 5.88 |
| Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 13.46 | 12.35 | 11.14 | 8.95 | 9.63 | 9.06 | 9.34 | |||
| Sharpe Ratio | -0.45 | 0.40 | 0.27 | 0.56 | 0.62 | 0.54 | 0.62 | |||
| Sortino Ratio | -0.65 | 0.53 | 0.35 | 0.73 | 0.80 | 0.70 | 0.81 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -12.83 | -15.71 | -15.71 | -15.71 | -33.80 | -33.80 | -33.80 | |||
| Start (yyyy mm) | 2022 04 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2007 11 | 2007 11 | |||
| Bottom (yyyy mm) | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | |||
| Start to Bottom (# months) | 6 | 9 | 9 | 9 | 16 | 16 | 16 | |||
| Start to Recovery (# months) in progress |
> 11
|
> 14
|
> 14
|
> 14
|
38
|
38
|
38
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||||
| Best Return (%) | 45.82 | 26.85 | 24.23 | 17.68 | 14.19 | 12.30 | ||||
| Worst Return (%) | -28.34 | -7.31 | -0.39 | 3.99 | 5.56 | 7.00 | ||||
| % Positive Periods | 84% | 96% | 100% | 100% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 0 | 1 | 3 | 6 | 21 | 38 | 81 | 163 | 244 | 390 |
| Negative | 1 | 2 | 3 | 6 | 15 | 22 | 39 | 77 | 116 | 176 |
| % Positive | 0% | 33% | 50% | 50% | 58% | 63% | 68% | 68% | 68% | 69% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 36.71 | 21.31 | 12.92 | 9.21 | 7.17 | 8.11 | ||||
| Perpetual WR (%) | 0.47 | 0.26 | 2.85 | 4.26 | 4.25 | 5.55 | ||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
- Standard Deviation: it's a measure of the dispersion of returns around the mean
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
- Maximum Drawdown: 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.
- Rolling Returns: returns over a time frame (best, worst, % of positive returns).
- Pos./Neg. Months: number of months with positive/negative return.
- Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
- Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
Portfolio Components Correlation
Correlation measures to what degree the returns of the two assets move in relation to each other.
Correlation coefficient is a numerical value between -1 and +1.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 28 February 2023
Swipe left to see all data
|
|
|
|
|
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Asset | IJR | IJS | VTV | VV | EFV | VNQ | EEM | DLS | VEU | SCZ | SHY | |
| IJR |
1.00
|
0.99
|
0.92
|
0.96
|
0.82
|
0.84
|
0.58
|
0.81
|
0.80
|
0.86
|
0.58
|
|
| IJS |
0.99
|
1.00
|
0.92
|
0.94
|
0.83
|
0.83
|
0.58
|
0.80
|
0.80
|
0.84
|
0.58
|
|
| VTV |
0.92
|
0.92
|
1.00
|
0.92
|
0.87
|
0.79
|
0.59
|
0.78
|
0.81
|
0.85
|
0.50
|
|
| VV |
0.96
|
0.94
|
0.92
|
1.00
|
0.83
|
0.90
|
0.63
|
0.84
|
0.84
|
0.89
|
0.51
|
|
| EFV |
0.82
|
0.83
|
0.87
|
0.83
|
1.00
|
0.78
|
0.85
|
0.95
|
0.97
|
0.96
|
0.73
|
|
| VNQ |
0.84
|
0.83
|
0.79
|
0.90
|
0.78
|
1.00
|
0.70
|
0.86
|
0.83
|
0.87
|
0.52
|
|
| EEM |
0.58
|
0.58
|
0.59
|
0.63
|
0.85
|
0.70
|
1.00
|
0.89
|
0.93
|
0.85
|
0.77
|
|
| DLS |
0.81
|
0.80
|
0.78
|
0.84
|
0.95
|
0.86
|
0.89
|
1.00
|
0.98
|
0.99
|
0.77
|
|
| VEU |
0.80
|
0.80
|
0.81
|
0.84
|
0.97
|
0.83
|
0.93
|
0.98
|
1.00
|
0.98
|
0.77
|
|
| SCZ |
0.86
|
0.84
|
0.85
|
0.89
|
0.96
|
0.87
|
0.85
|
0.99
|
0.98
|
1.00
|
0.75
|
|
| SHY |
0.58
|
0.58
|
0.50
|
0.51
|
0.73
|
0.52
|
0.77
|
0.77
|
0.77
|
0.75
|
1.00
|
|
|
|
|
|
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Asset | IJR | IJS | VTV | VV | EFV | VNQ | EEM | DLS | VEU | SCZ | SHY | |
| IJR |
1.00
|
0.99
|
0.90
|
0.90
|
0.82
|
0.79
|
0.73
|
0.86
|
0.86
|
0.88
|
-0.04
|
|
| IJS |
0.99
|
1.00
|
0.90
|
0.86
|
0.84
|
0.76
|
0.72
|
0.86
|
0.85
|
0.86
|
-0.08
|
|
| VTV |
0.90
|
0.90
|
1.00
|
0.93
|
0.88
|
0.79
|
0.70
|
0.88
|
0.87
|
0.89
|
-0.08
|
|
| VV |
0.90
|
0.86
|
0.93
|
1.00
|
0.80
|
0.84
|
0.71
|
0.86
|
0.87
|
0.90
|
0.05
|
|
| EFV |
0.82
|
0.84
|
0.88
|
0.80
|
1.00
|
0.70
|
0.81
|
0.93
|
0.95
|
0.92
|
-0.02
|
|
| VNQ |
0.79
|
0.76
|
0.79
|
0.84
|
0.70
|
1.00
|
0.64
|
0.79
|
0.77
|
0.81
|
0.11
|
|
| EEM |
0.73
|
0.72
|
0.70
|
0.71
|
0.81
|
0.64
|
1.00
|
0.85
|
0.92
|
0.83
|
0.16
|
|
| DLS |
0.86
|
0.86
|
0.88
|
0.86
|
0.93
|
0.79
|
0.85
|
1.00
|
0.96
|
0.98
|
0.03
|
|
| VEU |
0.86
|
0.85
|
0.87
|
0.87
|
0.95
|
0.77
|
0.92
|
0.96
|
1.00
|
0.97
|
0.12
|
|
| SCZ |
0.88
|
0.86
|
0.89
|
0.90
|
0.92
|
0.81
|
0.83
|
0.98
|
0.97
|
1.00
|
0.10
|
|
| SHY |
-0.04
|
-0.08
|
-0.08
|
0.05
|
-0.02
|
0.11
|
0.16
|
0.03
|
0.12
|
0.10
|
1.00
|
|
|
|
|
|
|
|
|
|
|
|
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||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Asset | IJR | IJS | VTV | VV | EFV | VNQ | EEM | DLS | VEU | SCZ | SHY | |
| IJR |
1.00
|
0.99
|
0.88
|
0.87
|
0.74
|
0.65
|
0.61
|
0.77
|
0.76
|
0.79
|
-0.09
|
|
| IJS |
0.99
|
1.00
|
0.88
|
0.84
|
0.76
|
0.63
|
0.62
|
0.76
|
0.75
|
0.77
|
-0.12
|
|
| VTV |
0.88
|
0.88
|
1.00
|
0.94
|
0.83
|
0.67
|
0.66
|
0.81
|
0.83
|
0.82
|
-0.13
|
|
| VV |
0.87
|
0.84
|
0.94
|
1.00
|
0.79
|
0.72
|
0.68
|
0.82
|
0.85
|
0.86
|
-0.01
|
|
| EFV |
0.74
|
0.76
|
0.83
|
0.79
|
1.00
|
0.58
|
0.79
|
0.92
|
0.95
|
0.92
|
-0.04
|
|
| VNQ |
0.65
|
0.63
|
0.67
|
0.72
|
0.58
|
1.00
|
0.52
|
0.64
|
0.64
|
0.66
|
0.17
|
|
| EEM |
0.61
|
0.62
|
0.66
|
0.68
|
0.79
|
0.52
|
1.00
|
0.82
|
0.91
|
0.79
|
0.14
|
|
| DLS |
0.77
|
0.76
|
0.81
|
0.82
|
0.92
|
0.64
|
0.82
|
1.00
|
0.95
|
0.98
|
-0.01
|
|
| VEU |
0.76
|
0.75
|
0.83
|
0.85
|
0.95
|
0.64
|
0.91
|
0.95
|
1.00
|
0.95
|
0.08
|
|
| SCZ |
0.79
|
0.77
|
0.82
|
0.86
|
0.92
|
0.66
|
0.79
|
0.98
|
0.95
|
1.00
|
0.06
|
|
| SHY |
-0.09
|
-0.12
|
-0.13
|
-0.01
|
-0.04
|
0.17
|
0.14
|
-0.01
|
0.08
|
0.06
|
1.00
|
|
|
|
|
|
|
|
|
|
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||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Asset | IJR | IJS | VTV | VV | EFV | VNQ | EEM | DLS | VEU | SCZ | SHY | |
| IJR |
1.00
|
0.96
|
0.80
|
0.82
|
0.72
|
0.64
|
0.69
|
0.71
|
0.74
|
0.72
|
-0.19
|
|
| IJS |
0.96
|
1.00
|
0.85
|
0.82
|
0.75
|
0.68
|
0.66
|
0.72
|
0.73
|
0.72
|
-0.17
|
|
| VTV |
0.80
|
0.85
|
1.00
|
0.95
|
0.81
|
0.64
|
0.70
|
0.72
|
0.80
|
0.73
|
-0.15
|
|
| VV |
0.82
|
0.82
|
0.95
|
1.00
|
0.78
|
0.61
|
0.72
|
0.72
|
0.81
|
0.73
|
-0.13
|
|
| EFV |
0.72
|
0.75
|
0.81
|
0.78
|
1.00
|
0.61
|
0.78
|
0.91
|
0.94
|
0.91
|
-0.14
|
|
| VNQ |
0.64
|
0.68
|
0.64
|
0.61
|
0.61
|
1.00
|
0.51
|
0.60
|
0.58
|
0.60
|
-0.02
|
|
| EEM |
0.69
|
0.66
|
0.70
|
0.72
|
0.78
|
0.51
|
1.00
|
0.75
|
0.85
|
0.75
|
-0.09
|
|
| DLS |
0.71
|
0.72
|
0.72
|
0.72
|
0.91
|
0.60
|
0.75
|
1.00
|
0.87
|
0.99
|
-0.13
|
|
| VEU |
0.74
|
0.73
|
0.80
|
0.81
|
0.94
|
0.58
|
0.85
|
0.87
|
1.00
|
0.88
|
-0.14
|
|
| SCZ |
0.72
|
0.72
|
0.73
|
0.73
|
0.91
|
0.60
|
0.75
|
0.99
|
0.88
|
1.00
|
-0.13
|
|
| SHY |
-0.19
|
-0.17
|
-0.15
|
-0.13
|
-0.14
|
-0.02
|
-0.09
|
-0.13
|
-0.14
|
-0.13
|
1.00
|
|
|
|
|
|
|
|
|
|
|
|
|
||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Asset | IJR | IJS | VTV | VV | EFV | VNQ | EEM | DLS | VEU | SCZ | SHY | |
| IJR |
1.00
|
0.96
|
0.82
|
0.84
|
0.76
|
0.66
|
0.66
|
0.76
|
0.68
|
0.76
|
0.03
|
|
| IJS |
0.96
|
1.00
|
0.86
|
0.83
|
0.77
|
0.70
|
0.64
|
0.75
|
0.67
|
0.76
|
0.05
|
|
| VTV |
0.82
|
0.86
|
1.00
|
0.95
|
0.84
|
0.64
|
0.69
|
0.79
|
0.74
|
0.79
|
0.08
|
|
| VV |
0.84
|
0.83
|
0.95
|
1.00
|
0.83
|
0.61
|
0.71
|
0.80
|
0.75
|
0.80
|
0.07
|
|
| EFV |
0.76
|
0.77
|
0.84
|
0.83
|
1.00
|
0.60
|
0.73
|
0.93
|
0.87
|
0.93
|
0.05
|
|
| VNQ |
0.66
|
0.70
|
0.64
|
0.61
|
0.60
|
1.00
|
0.49
|
0.60
|
0.54
|
0.60
|
0.07
|
|
| EEM |
0.66
|
0.64
|
0.69
|
0.71
|
0.73
|
0.49
|
1.00
|
0.72
|
0.72
|
0.72
|
0.04
|
|
| DLS |
0.76
|
0.75
|
0.79
|
0.80
|
0.93
|
0.60
|
0.72
|
1.00
|
0.81
|
0.99
|
0.05
|
|
| VEU |
0.68
|
0.67
|
0.74
|
0.75
|
0.87
|
0.54
|
0.72
|
0.81
|
1.00
|
0.82
|
0.05
|
|
| SCZ |
0.76
|
0.76
|
0.79
|
0.80
|
0.93
|
0.60
|
0.72
|
0.99
|
0.82
|
1.00
|
0.05
|
|
| SHY |
0.03
|
0.05
|
0.08
|
0.07
|
0.05
|
0.07
|
0.04
|
0.05
|
0.05
|
0.05
|
1.00
|
Portfolio Dividends
In 2022, the Larry Swedroe Big Rocks Portfolio granted a 1.75% dividend yield. If you are interested in getting periodic income, please refer to the Larry Swedroe Big Rocks Portfolio: Dividend Yield page.
Readings that may interest you
Capital Growth as of Feb 28, 2023
An investment of 1000$, since March 1993,
now would be worth 7735.16$, with a total return of 673.52% (7.06% annualized).
The Inflation Adjusted Capital now would be 3679.37$, with a net total return of 267.94% (4.44% annualized).
The Inflation Adjusted Capital now would be 3679.37$, with a net total return of 267.94% (4.44% annualized).
An investment of 1000$, since January 1976,
now would be worth 80253.03$, with a total return of 7925.30% (9.74% annualized).
The Inflation Adjusted Capital now would be 14805.36$, with a net total return of 1380.54% (5.88% annualized).
The Inflation Adjusted Capital now would be 14805.36$, with a net total return of 1380.54% (5.88% annualized).
Drawdowns
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -33.80% | Nov 2007 | Feb 2009 | 16 | Dec 2010 | 22 | 38 |
| -15.71% | Jan 2022 | Sep 2022 | 9 | in progress | 5 | 14 |
| -15.63% | Jan 2020 | Mar 2020 | 3 | Nov 2020 | 8 | 11 |
| -12.59% | May 2011 | Sep 2011 | 5 | Sep 2012 | 12 | 17 |
| -11.58% | May 1998 | Aug 1998 | 4 | Apr 1999 | 8 | 12 |
| -10.99% | Jun 2002 | Sep 2002 | 4 | Jun 2003 | 9 | 13 |
| -8.79% | Sep 2018 | Dec 2018 | 4 | Apr 2019 | 4 | 8 |
| -7.30% | Feb 2001 | Sep 2001 | 8 | Mar 2002 | 6 | 14 |
| -6.46% | Jun 2015 | Feb 2016 | 9 | Jul 2016 | 5 | 14 |
| -5.17% | Feb 1994 | Jun 1994 | 5 | Mar 1995 | 9 | 14 |
| -4.07% | Sep 2000 | Nov 2000 | 3 | Dec 2000 | 1 | 4 |
| -3.84% | May 2019 | May 2019 | 1 | Sep 2019 | 4 | 5 |
| -3.20% | Apr 2004 | Apr 2004 | 1 | Sep 2004 | 5 | 6 |
| -3.07% | Jun 2007 | Jul 2007 | 2 | Sep 2007 | 2 | 4 |
| -2.90% | Jun 1996 | Jul 1996 | 2 | Sep 1996 | 2 | 4 |
| -2.86% | Feb 2018 | Feb 2018 | 1 | Jul 2018 | 5 | 6 |
| -2.69% | Sep 2014 | Sep 2014 | 1 | Nov 2014 | 2 | 3 |
| -2.62% | Oct 1997 | Oct 1997 | 1 | Feb 1998 | 4 | 5 |
| -2.54% | Mar 2005 | Apr 2005 | 2 | Jun 2005 | 2 | 4 |
| -2.51% | May 2006 | May 2006 | 1 | Sep 2006 | 4 | 5 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -33.80% | Nov 2007 | Feb 2009 | 16 | Dec 2010 | 22 | 38 |
| -16.69% | Sep 1987 | Nov 1987 | 3 | Oct 1988 | 11 | 14 |
| -15.71% | Jan 2022 | Sep 2022 | 9 | in progress | 5 | 14 |
| -15.63% | Jan 2020 | Mar 2020 | 3 | Nov 2020 | 8 | 11 |
| -12.59% | May 2011 | Sep 2011 | 5 | Sep 2012 | 12 | 17 |
| -11.58% | May 1998 | Aug 1998 | 4 | Apr 1999 | 8 | 12 |
| -10.99% | Jun 2002 | Sep 2002 | 4 | Jun 2003 | 9 | 13 |
| -9.79% | Aug 1990 | Sep 1990 | 2 | Feb 1991 | 5 | 7 |
| -9.03% | Feb 1980 | Mar 1980 | 2 | May 1980 | 2 | 4 |
| -8.79% | Sep 2018 | Dec 2018 | 4 | Apr 2019 | 4 | 8 |
| -7.40% | Oct 1978 | Oct 1978 | 1 | Jan 1979 | 3 | 4 |
| -7.30% | Feb 2001 | Sep 2001 | 8 | Mar 2002 | 6 | 14 |
| -6.70% | Sep 1979 | Oct 1979 | 2 | Jan 1980 | 3 | 5 |
| -6.49% | Jul 1981 | Sep 1981 | 3 | Nov 1981 | 2 | 5 |
| -6.46% | Jun 2015 | Feb 2016 | 9 | Jul 2016 | 5 | 14 |
| -5.41% | Dec 1981 | Mar 1982 | 4 | Aug 1982 | 5 | 9 |
| -5.17% | Feb 1994 | Jun 1994 | 5 | Mar 1995 | 9 | 14 |
| -4.67% | Jan 1990 | Apr 1990 | 4 | Jun 1990 | 2 | 6 |
| -4.07% | Sep 2000 | Nov 2000 | 3 | Dec 2000 | 1 | 4 |
| -4.07% | Feb 1984 | May 1984 | 4 | Aug 1984 | 3 | 7 |
Rolling Returns ( more details)
Larry Swedroe Big Rocks Portfolio: annualized rolling and average returns
Swipe left to see all data
| Rolling Period |
Return (*) | Negative Periods |
||
|---|---|---|---|---|
| Average (%) | Best (%) | Worst (%) | ||
| 1 Year |
10.16 |
45.82 Jul 1982 - Jun 1983 |
-28.34 Mar 2008 - Feb 2009 |
16.04% |
| 2 Years |
10.05 |
29.83 Jul 1984 - Jun 1986 |
-15.73 Mar 2007 - Feb 2009 |
5.89% |
| 3 Years |
9.94 |
26.85 Aug 1984 - Jul 1987 |
-7.31 Mar 2006 - Feb 2009 |
4.14% |
| 5 Years |
9.91 |
24.23 Aug 1982 - Jul 1987 |
-0.39 Mar 2004 - Feb 2009 |
0.20% |
| 7 Years |
9.91 |
20.39 Apr 1980 - Mar 1987 |
2.88 Mar 2002 - Feb 2009 |
0.00% |
| 10 Years |
9.84 |
17.68 Sep 1977 - Aug 1987 |
3.99 Mar 1999 - Feb 2009 |
0.00% |
| 15 Years |
9.52 |
15.12 Nov 1978 - Oct 1993 |
4.18 Oct 2007 - Sep 2022 |
0.00% |
| 20 Years |
9.49 |
14.19 Mar 1978 - Feb 1998 |
5.56 Apr 2000 - Mar 2020 |
0.00% |
| 30 Years |
9.51 |
12.30 Jun 1977 - May 2007 |
7.00 Oct 1992 - Sep 2022 |
0.00% |
(*) Annualized rolling and average returns over full calendar month periods
If you need a deeper detail about rolling returns, please refer to the Larry Swedroe Big Rocks Portfolio: Rolling Returns page.
Seasonality
In which months is it better to invest in Larry Swedroe Big Rocks Portfolio?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
1.51
60% |
-0.61
40% |
-1.38
80% |
1.19
80% |
0.39
80% |
0.04
60% |
1.54
80% |
0.18
60% |
-1.75
20% |
0.74
60% |
2.57
80% |
0.25
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.51
|
100.89
|
99.50
|
100.68
|
101.07
|
101.11
|
102.67
|
102.86
|
101.06
|
101.81
|
104.43
|
104.69
|
| Best |
5.6 2019 |
3.2 2021 |
2.6 2021 |
5.5 2020 |
2.1 2020 |
3.9 2019 |
3.9 2022 |
2.7 2020 |
2.0 2019 |
4.7 2022 |
7.9 2020 |
3.3 2020 |
| Worst |
-2.7 2022 |
-4.7 2020 |
-10.0 2020 |
-4.0 2022 |
-3.8 2019 |
-5.1 2022 |
-0.2 2021 |
-2.7 2022 |
-6.1 2022 |
-4.6 2018 |
-2.0 2021 |
-5.0 2018 |
Monthly Seasonality over the period Mar 2018 - Feb 2023
Swipe left to see all data
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
0.47
50% |
0.11
50% |
0.06
80% |
0.95
90% |
0.40
90% |
0.11
60% |
1.38
80% |
-0.29
50% |
-0.68
40% |
1.16
70% |
1.90
90% |
0.33
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.47
|
100.58
|
100.64
|
101.59
|
102.01
|
102.11
|
103.53
|
103.22
|
102.52
|
103.71
|
105.68
|
106.03
|
| Best |
5.6 2019 |
3.2 2021 |
4.9 2016 |
5.5 2020 |
2.1 2020 |
3.9 2019 |
3.9 2022 |
2.7 2020 |
3.5 2013 |
4.7 2022 |
7.9 2020 |
3.3 2020 |
| Worst |
-3.0 2016 |
-4.7 2020 |
-10.0 2020 |
-4.0 2022 |
-3.8 2019 |
-5.1 2022 |
-1.5 2014 |
-3.6 2015 |
-6.1 2022 |
-4.6 2018 |
-2.0 2021 |
-5.0 2018 |
Monthly Seasonality over the period Mar 2013 - Feb 2023
Swipe left to see all data
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
1.07
65% |
0.45
63% |
0.89
77% |
1.43
79% |
0.74
72% |
0.63
66% |
0.82
62% |
0.48
66% |
-0.04
60% |
0.32
62% |
1.43
77% |
1.54
81% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.07
|
101.53
|
102.44
|
103.90
|
104.67
|
105.33
|
106.19
|
106.70
|
106.66
|
107.00
|
108.54
|
110.21
|
| Best |
8.3 1976 |
5.1 1986 |
4.9 2016 |
8.7 2009 |
5.1 1980 |
3.9 1979 |
5.8 2009 |
7.2 1982 |
5.6 2010 |
8.1 1982 |
7.9 2020 |
7.3 1991 |
| Worst |
-7.5 2009 |
-7.0 2009 |
-10.0 2020 |
-4.0 2022 |
-5.2 2010 |
-5.2 2008 |
-5.4 2002 |
-8.6 1998 |
-6.1 2022 |
-13.4 1987 |
-4.5 2008 |
-5.0 2018 |
Monthly Seasonality over the period Jan 1976 - Feb 2023
Monthly/Yearly Returns
Larry Swedroe Big Rocks Portfolio data source starts from January 1976: let's focus on monthly and yearly returns.
We are providing two different views:
- Histogram: it shows the distribution of the returns recorded so far
- Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 1976 - Feb 2023
390 Positive Months (69%) - 176 Negative Months (31%)
MONTHLY RETURNS TABLE
Jan 1976 - Feb 2023
(Scroll down to see all data)
Swipe left to see all data
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2023 |
+2.91 | +1.53 | 5.2 | -2.2 | ||||||||||
| 2022 |
-10.13 | -15.58 | -2.7 | -1.0 | 0.4 | -4.0 | 0.9 | -5.1 | 3.9 | -2.7 | -6.1 | 4.7 | 4.4 | -2.4 |
| 2021 |
+13.59 | +6.12 | 1.0 | 3.2 | 2.6 | 2.1 | 1.5 | 0.0 | -0.2 | 1.3 | -2.2 | 2.5 | -2.0 | 3.3 |
| 2020 |
+5.25 | +3.84 | -1.6 | -4.7 | -10.0 | 5.5 | 2.1 | 1.4 | 2.1 | 2.7 | -1.8 | -0.5 | 7.9 | 3.3 |
| 2019 |
+15.98 | +13.39 | 5.6 | 1.7 | 0.1 | 2.0 | -3.8 | 3.9 | 0.1 | -1.4 | 2.0 | 1.7 | 1.3 | 2.0 |
| 2018 |
-5.45 | -7.22 | 2.0 | -2.9 | 0.1 | 0.4 | 1.3 | 0.1 | 1.7 | 1.1 | -0.6 | -4.6 | 1.3 | -5.0 |
| 2017 |
+11.28 | +8.98 | 0.8 | 1.4 | 0.3 | 0.8 | 0.3 | 1.0 | 1.4 | -0.3 | 2.2 | 0.8 | 1.4 | 0.6 |
| 2016 |
+9.71 | +7.48 | -3.0 | -0.1 | 4.9 | 0.7 | 0.4 | 0.5 | 2.6 | 0.2 | 0.4 | -1.7 | 2.7 | 1.8 |
| 2015 |
-0.97 | -1.69 | -0.8 | 2.8 | -0.1 | 0.4 | 0.3 | -1.0 | 0.2 | -3.6 | -1.5 | 3.8 | 0.2 | -1.4 |
| 2014 |
+4.48 | +3.70 | -1.8 | 2.9 | 0.6 | 0.1 | 0.9 | 1.4 | -1.5 | 1.8 | -2.7 | 2.4 | 0.5 | 0.0 |
| 2013 |
+16.68 | +14.95 | 2.9 | 0.4 | 1.8 | 1.6 | 0.2 | -1.0 | 3.4 | -1.9 | 3.5 | 2.5 | 1.3 | 1.0 |
| 2012 |
+10.73 | +8.83 | 3.8 | 1.9 | 1.3 | -0.6 | -4.7 | 3.0 | 0.2 | 1.7 | 1.6 | -0.5 | 0.6 | 2.2 |
| 2011 |
-1.31 | -4.15 | 0.9 | 2.1 | 0.3 | 2.4 | -0.8 | -1.1 | -1.2 | -4.2 | -5.8 | 6.8 | -0.6 | 0.5 |
| 2010 |
+12.32 | +10.66 | -1.9 | 1.8 | 4.2 | 1.9 | -5.2 | -2.8 | 4.9 | -2.8 | 5.6 | 2.5 | -0.5 | 4.8 |
| 2009 |
+17.83 | +14.71 | -7.5 | -7.0 | 4.7 | 8.7 | 4.2 | -0.2 | 5.8 | 3.2 | 3.2 | -2.4 | 3.1 | 2.2 |
| 2008 |
-19.64 | -19.71 | -2.7 | -0.9 | 0.5 | 2.3 | 0.9 | -5.2 | 0.0 | 0.7 | -4.1 | -11.0 | -4.5 | 3.2 |
| 2007 |
+3.90 | -0.18 | 1.4 | -0.3 | 1.2 | 2.0 | 1.9 | -1.0 | -2.1 | 1.0 | 2.2 | 1.9 | -3.1 | -1.1 |
| 2006 |
+15.44 | +12.58 | 4.0 | 0.1 | 2.2 | 1.1 | -2.5 | 0.4 | 0.3 | 1.8 | 1.0 | 3.0 | 2.2 | 1.1 |
| 2005 |
+7.49 | +3.94 | -1.4 | 2.1 | -1.4 | -1.2 | 2.0 | 1.6 | 2.8 | 0.1 | 1.0 | -1.8 | 2.5 | 1.1 |
| 2004 |
+13.68 | +10.10 | 1.7 | 1.5 | 0.9 | -3.2 | 1.0 | 2.2 | -1.9 | 1.2 | 1.7 | 1.6 | 4.1 | 2.3 |
| 2003 |
+25.46 | +23.15 | -1.6 | -1.1 | 0.0 | 5.2 | 4.7 | 1.8 | 2.2 | 2.2 | 0.6 | 4.1 | 1.5 | 3.6 |
| 2002 |
-3.83 | -6.06 | -0.1 | 0.3 | 3.3 | 0.8 | 0.1 | -2.2 | -5.4 | 0.5 | -4.3 | 1.7 | 2.6 | -0.9 |
| 2001 |
+1.46 | -0.09 | 2.9 | -2.8 | -2.6 | 3.9 | 0.8 | 0.1 | -0.4 | -0.6 | -5.7 | 1.7 | 2.8 | 1.6 |
| 2000 |
+5.09 | +1.64 | -2.3 | 1.3 | 2.4 | -1.2 | -0.7 | 2.8 | 0.1 | 2.6 | -0.9 | -0.9 | -2.3 | 4.3 |
| 1999 |
+10.77 | +7.88 | 0.2 | -2.6 | 2.2 | 5.0 | -0.6 | 3.0 | -0.7 | -0.9 | -0.7 | 1.0 | 1.1 | 3.6 |
| 1998 |
+6.51 | +4.82 | 0.7 | 4.1 | 2.7 | 0.2 | -1.5 | 0.1 | -2.0 | -8.6 | 2.8 | 3.8 | 2.7 | 1.9 |
| 1997 |
+12.72 | +10.83 | 1.3 | 0.3 | -1.6 | 1.0 | 4.5 | 3.0 | 3.2 | -2.0 | 3.8 | -2.6 | 0.3 | 1.1 |
| 1996 |
+12.51 | +8.89 | 1.5 | 0.5 | 0.9 | 1.7 | 1.2 | -0.1 | -2.8 | 1.9 | 2.3 | 0.9 | 3.5 | 0.5 |
| 1995 |
+18.49 | +15.55 | 0.1 | 1.9 | 1.9 | 1.9 | 2.2 | 1.2 | 2.6 | 0.4 | 1.4 | -1.3 | 2.5 | 2.3 |
| 1994 |
-1.08 | -3.66 | 2.8 | -1.6 | -3.3 | 0.7 | 0.1 | -1.2 | 1.8 | 2.5 | -1.5 | 0.5 | -2.8 | 1.0 |
| 1993 |
+17.22 | +14.09 | 2.5 | 1.5 | 2.9 | -0.2 | 1.0 | 1.0 | 1.1 | 3.0 | 0.7 | 1.6 | -1.9 | 2.9 |
| 1992 |
+9.42 | +6.34 | 1.6 | 0.9 | -1.4 | 1.1 | 2.0 | -1.4 | 2.1 | -0.6 | 0.9 | -0.1 | 2.2 | 1.8 |
| 1991 |
+24.15 | +20.46 | 3.7 | 4.9 | 2.2 | 0.8 | 2.8 | -3.2 | 2.5 | 2.2 | 0.3 | 1.5 | -2.7 | 7.3 |
| 1990 |
-4.70 | -10.19 | -4.2 | 0.5 | 0.9 | -1.9 | 4.9 | 0.1 | 0.0 | -6.2 | -3.8 | 0.1 | 3.4 | 1.9 |
| 1989 |
+19.42 | +14.12 | 3.8 | -0.4 | 1.0 | 3.4 | 2.7 | 0.2 | 4.5 | 1.3 | 0.6 | -1.8 | 1.3 | 1.5 |
| 1988 |
+16.48 | +11.55 | 4.1 | 3.8 | -0.2 | 1.0 | -0.1 | 3.9 | -0.1 | -1.5 | 2.5 | 1.5 | -0.8 | 1.6 |
| 1987 |
+4.41 | -0.02 | 7.4 | 3.0 | 1.3 | -0.8 | 0.2 | 2.8 | 3.0 | 2.3 | -1.2 | -13.4 | -2.7 | 3.9 |
| 1986 |
+20.58 | +19.27 | 1.5 | 5.1 | 4.8 | 0.5 | 2.6 | 2.3 | -2.4 | 4.9 | -3.5 | 2.8 | 1.5 | -0.8 |
| 1985 |
+27.95 | +23.27 | 5.6 | 1.3 | 0.8 | 1.1 | 4.4 | 1.9 | 0.6 | 0.2 | -1.6 | 3.2 | 4.3 | 3.4 |
| 1984 |
+9.53 | +5.36 | 0.8 | -1.9 | 0.7 | 0.5 | -3.3 | 1.4 | -0.4 | 6.4 | 1.5 | 1.2 | 0.5 | 2.1 |
| 1983 |
+20.22 | +15.83 | 2.8 | 2.5 | 2.8 | 5.4 | 0.8 | 2.3 | -1.5 | 0.6 | 1.7 | -0.9 | 2.2 | 0.0 |
| 1982 |
+19.04 | +14.65 | -1.4 | -2.3 | -0.2 | 2.9 | -1.0 | -1.8 | 0.2 | 7.2 | 2.0 | 8.1 | 3.2 | 1.3 |
| 1981 |
+6.74 | -2.00 | -0.9 | 1.0 | 4.0 | -0.7 | 1.5 | 0.3 | -0.8 | -3.2 | -2.6 | 5.4 | 4.7 | -1.6 |
| 1980 |
+19.74 | +6.42 | 3.8 | -1.9 | -7.3 | 5.9 | 5.1 | 2.6 | 3.8 | 0.5 | 1.0 | 1.5 | 4.7 | -0.9 |
| 1979 |
+17.56 | +3.76 | 3.8 | -1.4 | 4.6 | 0.7 | -0.4 | 3.9 | 1.4 | 4.3 | -0.2 | -6.5 | 4.4 | 2.2 |
| 1978 |
+11.95 | +2.69 | -2.3 | 0.6 | 3.0 | 4.7 | 1.8 | -0.1 | 3.8 | 3.7 | 0.2 | -7.4 | 2.7 | 1.4 |
| 1977 |
+7.71 | +0.95 | -0.9 | 0.0 | 0.3 | 1.2 | 0.1 | 3.6 | -0.3 | -0.3 | 0.6 | -1.4 | 3.5 | 1.1 |
| 1976 |
+21.01 | +15.40 | 8.3 | 1.5 | 1.4 | -0.6 | -2.0 | 3.1 | -0.2 | 0.3 | 1.7 | -0.9 | 2.2 | 4.8 |
Portofolio Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
In particular, it has been used:
- IJR - iShares Core S&P Small-Cap: simulated historical serie, up to December 2000
- IJS - iShares S&P Small-Cap 600 Value: simulated historical serie, up to December 2000
- VTV - Vanguard Value: simulated historical serie, up to December 2004
- VV - Vanguard Large-Cap: simulated historical serie, up to December 2004
- EFV - iShares MSCI EAFE Value: simulated historical serie, up to December 2005
- VNQ - Vanguard Real Estate: simulated historical serie, up to December 2004
- EEM - iShares MSCI Emerging Markets: simulated historical serie, up to December 2003
- DLS - WisdomTree International SmallCp Div: simulated historical serie, up to December 2006
- VEU - Vanguard FTSE All-World ex-US: simulated historical serie, up to December 2007
- SCZ - iShares MSCI EAFE Small-Cap: simulated historical serie, up to December 2007
- SHY - iShares 1-3 Year Treasury Bond: simulated historical serie, up to December 2002
Portfolio efficiency
Compared to the Larry Swedroe Big Rocks Portfolio, the following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.
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30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
|
Stocks/Bonds 60/40 Momentum |
+9.38 | 9.41 | -32.52 | 60 | 40 | 0 | ||
|
Stocks/Bonds 60/40 |
+7.88 | 9.46 | -30.55 | 60 | 40 | 0 | ||
|
Couch Potato Scott Burns |
+7.85 | 8.66 | -27.04 | 50 | 50 | 0 | ||
|
Stocks/Bonds 40/60 Momentum |
+7.82 | 6.84 | -21.11 | 40 | 60 | 0 | ||
|
Golden Butterfly |
+7.66 | 7.52 | -17.79 | 40 | 40 | 20 | ||
|
Robo Advisor 50 Betterment |
+7.45 | 9.24 | -30.72 | 49.9 | 50.1 | 0 | ||
|
Marc Faber Portfolio Marc Faber |
+7.39 | 9.55 | -28.82 | 50 | 25 | 25 | ||
|
Dimensional 2030 Retirement Income DFA |
+7.36 | 9.17 | -31.78 | 55.9 | 44.1 | 0 | ||
|
Simple Money Portfolio Tim Maurer |
+7.26 | 9.00 | -32.39 | 60 | 40 | 0 | ||
|
Edge Select Moderate Merrill Lynch |
+7.25 | 8.84 | -29.58 | 53 | 47 | 0 | ||
|
All Weather Portfolio Ray Dalio |
+7.19 | 7.18 | -20.19 | 30 | 55 | 15 | ||
|
Sandwich Portfolio Bob Clyatt |
+7.18 | 8.23 | -28.96 | 55 | 45 | 0 | ||
|
Coward's Portfolio Bill Bernstein |
+7.12 | 9.02 | -32.68 | 60 | 40 | 0 | ||
|
Global Market Portfolio Credit Suisse |
+7.07 | 8.13 | -25.90 | 45 | 55 | 0 | ||
|
LifeStrategy Moderate Growth Vanguard |
+7.07 | 9.44 | -33.52 | 60 | 40 | 0 | ||
|
Big Rocks Portfolio Larry Swedroe |
+7.06 | 9.06 | -33.80 | 60 | 40 | 0 | ||
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and High Risk categorization.
Swipe left to see all data
30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
|
Stocks/Bonds 60/40 Momentum |
+9.38 | 9.41 | -32.52 | 60 | 40 | 0 | ||
|
Simple Path to Wealth JL Collins |
+8.61 | 11.61 | -38.53 | 75 | 25 | 0 | ||
|
Late Sixties and Beyond Burton Malkiel |
+8.34 | 11.59 | -41.80 | 71 | 29 | 0 | ||
|
Yale Endowment David Swensen |
+8.23 | 10.84 | -39.48 | 70 | 30 | 0 | ||
|
Seven Value Scott Burns |
+8.14 | 11.26 | -41.22 | 71.5 | 28.5 | 0 | ||
