Larry Swedroe Big Rocks Portfolio: ETF allocation and returns

Data Source: from January 1995 to September 2021

Last Update: 30 September 2021

The Larry Swedroe Big Rocks Portfolio is exposed for 60% on the Stock Market.

It's a High Risk portfolio and it can be replicated with 11 ETFs.

In the last 10 years, the portfolio obtained a 8.21% compound annual return, with a 8.24% standard deviation.

In the last 25 years, a 7.21% compound annual return, with a 9.21% standard deviation.

In 2020, the portfolio granted a 1.57% dividend yield. If you are interested in getting periodic income, please refer to the Larry Swedroe Big Rocks Portfolio: Dividend Yield page.

Asset Allocation and ETFs

The Larry Swedroe Big Rocks Portfolio has the following asset allocation:

        60% Stocks
      
        40% Fixed Income
      
        0% Commodities

The Larry Swedroe Big Rocks Portfolio can be replicated 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 %	DLS	WisdomTree International SmallCp Div	Equity, Developed Markets, Small Cap, Value
3.00 %	EEM	iShares MSCI Emerging Markets	Equity, Emerging Markets, Large Cap
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

The Larry Swedroe Big Rocks Portfolio guaranteed the following returns.

LARRY SWEDROE BIG ROCKS PORTFOLIO RETURNS (%)

Last Update: 30 September 2021

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	1M	3M	6M	1Y	*3Y^()**	*5Y^()**	*10Y^()**	*20Y^()**	*25Y^()**
Larry Swedroe Big Rocks Portfolio	-2.22	-1.16	+2.41	+21.42	+7.05	+7.66	+8.21	+7.27	+7.21
*Components*
IJR iShares Core S&P Small-Cap	-2.39	-2.92	+1.29	+57.36	+9.37	+13.54	+15.66	+11.40	+10.36
IJS iShares S&P Small-Cap 600 Value	-1.46	-4.03	+0.66	+66.24	+8.16	+11.74	+14.78	+10.60	+10.64
VTV Vanguard Value	-3.94	-0.95	+4.14	+32.59	+9.86	+12.14	+14.05	+8.41	+8.67
VV Vanguard Large-Cap	-4.71	+0.39	+9.10	+30.17	+16.63	+17.28	+16.75	+9.70	+9.80
EFV iShares MSCI EAFE Value	-2.14	-1.76	+1.40	+29.84	+2.80	+5.65	+5.92	+6.26	+5.25
VNQ Vanguard Real Estate	-5.68	+0.62	+12.29	+33.49	+11.96	+7.52	+11.52	+10.37	+10.07
DLS WisdomTree International SmallCp Div	-3.63	+0.05	+4.92	+27.79	+4.78	+7.24	+9.06	+10.62	+7.72
EEM iShares MSCI Emerging Markets	-3.87	-8.65	-5.14	+15.96	+7.76	+8.29	+5.81	+10.20	+6.12
VEU Vanguard FTSE All-World ex-US	-3.33	-3.26	+1.87	+23.82	+8.34	+9.04	+7.99	+7.18	+5.40
SCZ iShares MSCI EAFE Small-Cap	-4.06	+0.34	+4.54	+28.27	+8.85	+10.05	+10.75	+11.08	+8.08
SHY iShares 1-3 Year Treasury Bond	-0.10	+0.03	-0.02	-0.10	+2.53	+1.51	+1.03	+2.20	+3.12

(*) annualized

Portfolio returns are calculated assuming:

a rebalancing of the components at the beginning of each year (i.e. at every January 1st)
the reinvestment of dividends

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

Summary of Principles: Life and Work by Ray Dalio

Richer, Wiser, Happier: How the World's Greatest Investors Win in Markets ...

Pandemia: How Coronavirus Hysteria Took Over Our Government, Rights, and Lives

Historical Returns

Larry Swedroe Big Rocks Portfolio - Historical returns and stats.

LARRY SWEDROE BIG ROCKS PORTFOLIO

Last Update: 30 September 2021

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Period	Returns Sep 2021	Standard Deviation *	Max Drawdown	Months Pos - Neg
1M	-2.22%		-2.22% Sep 2021 - Sep 2021	0 - 1
3M	-1.16%		-2.22% Sep 2021 - Sep 2021	1 - 2
6M	+2.41%		-2.22% Sep 2021 - Sep 2021	3 - 3
YTD	+9.48%		-2.22% Sep 2021 - Sep 2021	6 - 3
1Y	+21.42%	8.45%	-2.22% Sep 2021 - Sep 2021	8 - 4
3Y	+7.05% annualized	11.51%	-15.62% Jan 2020 - Mar 2020	24 - 12
5Y	+7.66% annualized	9.30%	-15.62% Jan 2020 - Mar 2020	44 - 16
10Y	+8.21% annualized	8.24%	-15.62% Jan 2020 - Mar 2020	86 - 34
20Y	+7.27% annualized	9.30%	-33.81% Nov 2007 - Feb 2009	165 - 75
25Y	+7.21% annualized	9.21%	-33.81% Nov 2007 - Feb 2009	203 - 97
MAX 01 Jan 1995	+7.68% annualized	8.99%	-33.81% Nov 2007 - Feb 2009	221 - 100

* Annualized St.Dev. of monthly returns

Best Classic Portfolios, with High Risk, ordered by 25 Years annualized return.

	25 Years Stats		% Allocation
Portfolio	Return▾	Drawdown	Stocks	Bonds	Comm.
Yale Endowment David Swensen	+8.94%	-39.46%	70	30	0	Compare
Simple Path to Wealth JL Collins	+8.92%	-38.54%	75	25	0	Compare
Talmud Portfolio Roger Gibson	+8.85%	-40.18%	66.67	33.33	0	Compare
Late Sixties and Beyond Burton Malkiel	+8.64%	-41.80%	71	29	0	Compare
Lazy Portfolio David Swensen	+8.43%	-40.88%	70	30	0	Compare

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Worst drawdowns since October 1996 - Chart and Data

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-33.81%	Nov 2007	Feb 2009	16	Dec 2010	22	38
-15.62%	Jan 2020	Mar 2020	3	Nov 2020	8	11
-12.60%	May 2011	Sep 2011	5	Sep 2012	12	17
-11.57%	May 1998	Aug 1998	4	Apr 1999	8	12
-10.99%	Jun 2002	Sep 2002	4	Jun 2003	9	13
-8.78%	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
-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
-2.86%	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
-2.53%	Mar 2005	Apr 2005	2	Jun 2005	2	4
-2.51%	May 2006	May 2006	1	Sep 2006	4	5
-2.32%	Jul 1999	Sep 1999	3	Dec 1999	3	6
-2.30%	Jan 2000	Jan 2000	1	Mar 2000	2	3
-2.22%	Sep 2021	Sep 2021	1	in progress		1

Worst drawdowns since January 1995 - Chart and Data

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-33.81%	Nov 2007	Feb 2009	16	Dec 2010	22	38
-15.62%	Jan 2020	Mar 2020	3	Nov 2020	8	11
-12.60%	May 2011	Sep 2011	5	Sep 2012	12	17
-11.57%	May 1998	Aug 1998	4	Apr 1999	8	12
-10.99%	Jun 2002	Sep 2002	4	Jun 2003	9	13
-8.78%	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
-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
-2.53%	Mar 2005	Apr 2005	2	Jun 2005	2	4
-2.51%	May 2006	May 2006	1	Sep 2006	4	5
-2.32%	Jul 1999	Sep 1999	3	Dec 1999	3	6
-2.30%	Jan 2000	Jan 2000	1	Mar 2000	2	3

Rolling Returns ( more details)

Larry Swedroe Big Rocks Portfolio: annualized rolling and average returns

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	*Return ()**			Negative Periods
Rolling Period	Average	Best	Worst	Negative Periods
1 Year	+7.91%	+36.85% Mar 2009 - Feb 2010	-28.34% Mar 2008 - Feb 2009	19.68%
2 Years	+7.31%	+25.95% Mar 2009 - Feb 2011	-15.73% Mar 2007 - Feb 2009	10.74%
3 Years	+7.07%	+18.78% Apr 2003 - Mar 2006	-7.31% Mar 2006 - Feb 2009	7.69%
5 Years	+6.95%	+14.66% Mar 2009 - Feb 2014	-0.40% Mar 2004 - Feb 2009	0.38%
7 Years	+6.87%	+10.19% Apr 2009 - Mar 2016	+2.88% Mar 2002 - Feb 2009	0.00%
10 Years	+6.94%	+10.00% Jan 1995 - Dec 2004	+3.99% Mar 1999 - Feb 2009	0.00%
15 Years	+6.78%	+8.21% Feb 2003 - Jan 2018	+4.94% Apr 2005 - Mar 2020	0.00%
20 Years	+6.85%	+8.09% Jan 1995 - Dec 2014	+5.56% Apr 2000 - Mar 2020	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 and Yearly/Monthly Returns

Larry Swedroe Big Rocks Portfolio Seasonality: in which months is it better to invest?

In the table below, the average monthly return is represented.

Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).

Both the Average Return and the Gain Frequency are useful to get an idea of what happened in the past.

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	Monthly Average Return (%) and Gain Frequency
Return (%)	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Average Win %	0.23 59%	0.29 67%	0.87 78%	1.68 85%	0.40 70%	0.47 63%	0.57 59%	-0.08 63%	0.19 59%	0.49 62%	1.35 81%	1.41 81%
Best Year	5.6 2019	4.1 1998	4.9 2016	8.7 2009	4.7 2003	3.9 2019	5.8 2009	3.2 2009	5.6 2010	6.8 2011	7.9 2020	4.8 2010
Worst Year	-7.5 2009	-7.0 2009	-10.0 2020	-3.2 2004	-5.2 2010	-5.2 2008	-5.4 2002	-8.6 1998	-5.8 2011	-11.0 2008	-4.5 2008	-5.0 2018

Statistics calculated for the period Jan 1995 - Sep 2021

For further information about the seasonality, check the Asset Class Seasonality page.

Monthly Returns of Larry Swedroe Big Rocks Portfolio

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		Months
Year	Return	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2021	+9.48%	1.0	3.2	2.6	2.1	1.5	0.0	-0.2	1.3	-2.2
2020	+5.25%	-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%	5.6	1.7	0.1	2.0	-3.8	3.9	0.1	-1.4	2.0	1.7	1.3	2.1
2018	-5.45%	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%	0.8	1.4	0.3	0.8	0.3	1.0	1.4	-0.3	2.2	0.8	1.4	0.7
2016	+9.71%	-3.0	-0.1	4.9	0.7	0.4	0.5	2.7	0.2	0.4	-1.7	2.7	1.8
2015	-0.97%	-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%	-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%	2.9	0.4	1.8	1.6	0.2	-1.0	3.4	-1.9	3.6	2.6	1.3	1.1
2012	+10.73%	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%	0.9	2.1	0.3	2.4	-0.8	-1.1	-1.3	-4.2	-5.8	6.8	-0.6	0.5
2010	+12.32%	-1.9	1.8	4.2	1.9	-5.2	-2.9	4.9	-2.8	5.6	2.5	-0.5	4.8
2009	+17.83%	-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%	-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%	1.4	-0.3	1.2	2.0	1.9	-1.0	-2.1	1.0	2.2	2.0	-3.1	-1.1
2006	+15.44%	4.0	0.1	2.3	1.1	-2.5	0.4	0.3	1.8	1.0	3.0	2.2	1.1
2005	+7.49%	-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%	1.7	1.6	0.9	-3.2	1.0	2.2	-1.9	1.2	1.7	1.6	4.1	2.3
2003	+25.46%	-1.6	-1.1	0.0	5.2	4.7	1.8	2.2	2.2	0.6	4.1	1.6	3.6
2002	-3.83%	-0.1	0.3	3.3	0.8	0.2	-2.2	-5.4	0.5	-4.3	1.7	2.6	-0.9
2001	+1.46%	2.9	-2.8	-2.6	3.9	0.8	0.1	-0.4	-0.6	-5.7	1.7	2.8	1.7
2000	+5.09%	-2.3	1.3	2.4	-1.2	-0.7	2.8	0.1	2.6	-0.9	-0.9	-2.4	4.3
1999	+10.77%	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%	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%	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%	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%	0.1	1.9	1.9	1.9	2.2	1.2	2.6	0.4	1.4	-1.3	2.5	2.3

* Note:
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
DLS - WisdomTree International SmallCp Div: simulated historical serie, up to December 2006
EEM - iShares MSCI Emerging Markets: simulated historical serie, up to December 2003
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