Data Source: from January 1995 to December 2021
Last Update: 31 December 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 7.90% compound annual return, with a 8.11% standard deviation.
In the last 25 years, a 7.16% compound annual return, with a 9.23% 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 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 |
Portfolio and ETF Returns
The Larry Swedroe Big Rocks Portfolio guaranteed the following returns.
| 1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | 20Y(*) | 25Y(*) | |
|---|---|---|---|---|---|---|---|---|---|
| Larry Swedroe Big Rocks Portfolio | +3.27 | +3.75 | +2.54 | +13.59 | +11.51 | +7.85 | +7.90 | +7.14 | +7.16 |
| --- Inflation Adjusted return | +2.78 | +1.51 | -0.83 | +6.03 | +7.71 | +4.79 | +5.67 | +4.72 | +4.76 |
| Components | |||||||||
|
IJR iShares Core S&P Small-Cap |
+4.50 | +5.57 | +2.49 | +26.60 | +20.05 | +12.37 | +14.47 | +10.68 | +10.37 |
|
IJS iShares S&P Small-Cap 600 Value |
+4.12 | +4.30 | +0.09 | +30.53 | +18.47 | +10.04 | +13.33 | +9.82 | +10.48 |
|
VTV Vanguard Value |
+6.95 | +9.34 | +8.31 | +26.51 | +17.58 | +12.48 | +13.74 | +8.48 | +8.66 |
|
VV Vanguard Large-Cap |
+4.17 | +10.38 | +10.81 | +27.40 | +26.47 | +18.72 | +16.63 | +9.69 | +9.88 |
|
EFV iShares MSCI EAFE Value |
+5.23 | +1.26 | -0.52 | +10.87 | +7.59 | +5.21 | +5.57 | +6.09 | +5.22 |
|
VNQ Vanguard Real Estate |
+9.69 | +15.03 | +15.74 | +40.52 | +19.96 | +11.22 | +11.50 | +10.89 | +9.94 |
|
DLS WisdomTree International SmallCp Div |
+5.39 | +0.07 | +0.12 | +11.70 | +10.44 | +7.56 | +8.95 | +10.52 | +7.85 |
|
EEM iShares MSCI Emerging Markets |
+1.53 | -1.57 | -10.09 | -3.61 | +10.06 | +9.16 | +4.73 | +8.87 | +5.94 |
|
VEU Vanguard FTSE All-World ex-US |
+3.69 | +1.96 | -1.37 | +8.28 | +13.60 | +9.89 | +7.57 | +6.87 | +5.48 |
|
SCZ iShares MSCI EAFE Small-Cap |
+3.71 | +0.24 | +0.58 | +10.14 | +15.32 | +10.89 | +10.65 | +11.00 | +8.23 |
|
SHY iShares 1-3 Year Treasury Bond |
-0.21 | -0.60 | -0.57 | -0.72 | +1.88 | +1.47 | +0.95 | +2.17 | +3.01 |
- a rebalancing of the components at the beginning of each year (i.e. at every January 1st)
- the reinvestment of dividends
Inflation is updated to Dec 2021. Current inflation (annualized) is 1Y: 7.12% , 3Y: 3.53% , 5Y: 2.92% , 10Y: 2.12% , 20Y: 2.31% , 25Y: 2.29%
In 2021, the portfolio granted a 1.65% dividend yield. If you are interested in getting periodic income, please refer to the Larry Swedroe Big Rocks Portfolio: Dividend Yield page.
Historical Returns
Historical returns and stats of Larry Swedroe Big Rocks Portfolio. Total Returns and Inflation Adjusted Returns are both mentioned.
| Period | Return Dec 2021 update |
Return Inflation Adjusted |
Standard Deviation(*) |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|---|
|
1M
Dec 2021
|
+3.27%
|
+2.78%
|
0.00%
|
1 - 0
|
|
|
3M
|
+3.75%
|
+1.51%
|
-2.02%
Nov 2021 - Nov 2021
|
2 - 1
|
|
|
6M
|
+2.54%
|
-0.83%
|
-2.22%
Sep 2021 - Sep 2021
|
3 - 3
|
|
|
YTD
|
+13.59%
|
+6.03%
|
6.18%
|
-2.22%
Sep 2021 - Sep 2021
|
8 - 4
67% pos
|
|
1Y
|
+13.59%
|
+6.03%
|
6.18%
|
-2.22%
Sep 2021 - Sep 2021
|
8 - 4
67% pos
|
|
3Y
|
+11.51%
annualized
|
+7.71%
annualized
|
10.83%
|
-15.63%
Jan 2020 - Mar 2020
|
25 - 11
69% pos
|
|
5Y
|
+7.85%
annualized
|
+4.79%
annualized
|
9.37%
|
-15.63%
Jan 2020 - Mar 2020
|
44 - 16
73% pos
|
|
10Y
|
+7.90%
annualized
|
+5.67%
annualized
|
8.11%
|
-15.63%
Jan 2020 - Mar 2020
|
86 - 34
72% pos
|
|
20Y
|
+7.14%
annualized
|
+4.72%
annualized
|
9.33%
|
-33.80%
Nov 2007 - Feb 2009
|
164 - 76
68% pos
|
|
25Y
|
+7.16%
annualized
|
+4.76%
annualized
|
9.23%
|
-33.80%
Nov 2007 - Feb 2009
|
202 - 98
67% pos
|
|
MAX
01 Jan 1995
|
+7.75%
annualized
|
+5.29%
annualized
|
8.99%
|
-33.80%
Nov 2007 - Feb 2009
|
223 - 101
69% pos
|
Portfolio efficiency
Is the Larry Swedroe Big Rocks Portfolio actually efficient, compared to other Lazy Portfolios?
Best Classic Portfolios, with High Risk, ordered by 25 Years annualized return.
25 Years Stats |
% Allocation |
||||||
|---|---|---|---|---|---|---|---|
| Portfolio | Returnâ–¾ | Drawdown | Stocks | Bonds | Comm. | ||
| Simple Path to Wealth JL Collins |
+8.96% | -38.54% | 75 | 25 | 0 | Compare | |
| Yale Endowment David Swensen |
+8.94% | -39.46% | 70 | 30 | 0 | Compare | |
| Talmud Portfolio Roger Gibson |
+8.80% | -40.18% | 66.67 | 33.33 | 0 | Compare | |
| Late Sixties and Beyond Burton Malkiel |
+8.63% | -41.80% | 71 | 29 | 0 | Compare | |
| Lazy Portfolio David Swensen |
+8.41% | -40.88% | 70 | 30 | 0 | Compare | |
Our overall ratings, assigned to the Larry Swedroe Big Rocks Portfolio. The portfolio is classified as High Risk.
Less than 25%
25% - 49.99%
50% - 74.99%
At least 75%
| High Risk Portfolios |
All Portfolios |
||
|---|---|---|---|
| 25 Years Ann. Return (Inflation Adjusted) |
+7.16%
(+4.76%) |
Bad : 1.9 / 5
|
Good : 3 / 5
|
| Standard Deviation over 25 Years |
9.23% |
Good : 3.8 / 5
|
Good : 3.5 / 5
|
| Maximum Drawdown over 25 Years |
-33.80% |
Good : 3.5 / 5
|
Average : 2.9 / 5
|
| Easy to manage | 11 ETFs |
Poor : 1 / 5
|
Poor : 1 / 5
|
| Rating assigned considering all the High Risk Portfolios | Rating assigned considering all the Portfolios in the database |
Capital Growth
An investment of 1000$, since January 1997, now would be worth 5632.02$, with a total return of 463.20% (7.16% annualized).
The Inflation Adjusted Capital now would be 3198.00$, with a net total return of 219.80% (4.76% annualized).
Drawdowns
Worst drawdowns since January 1997 - Chart and Data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -33.80% | Nov 2007 | Feb 2009 | 16 | Dec 2010 | 22 | 38 |
| -15.63% | 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 |
| -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 |
| -2.54% | Mar 2005 | Apr 2005 | 2 | Jun 2005 | 2 | 4 |
| -2.51% | May 2006 | May 2006 | 1 | Sep 2006 | 4 | 5 |
| -2.33% | 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 | Oct 2021 | 1 | 2 |
Rolling Returns ( more details)
Larry Swedroe Big Rocks Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+8.01% |
+36.85% Mar 2009 - Feb 2010 |
-28.34% Mar 2008 - Feb 2009 |
19.81% |
| 2 Years |
+7.34% |
+25.95% Mar 2009 - Feb 2011 |
-15.73% Mar 2007 - Feb 2009 |
10.63% |
| 3 Years |
+7.10% |
+18.78% Apr 2003 - Mar 2006 |
-7.31% Mar 2006 - Feb 2009 |
7.61% |
| 5 Years |
+6.97% |
+14.67% Mar 2009 - Feb 2014 |
-0.39% 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 |
+6.95% |
+10.00% Jan 1995 - Dec 2004 |
+3.99% Mar 1999 - Feb 2009 |
0.00% |
| 15 Years |
+6.76% |
+8.21% Feb 2003 - Jan 2018 |
+4.94% Apr 2005 - Mar 2020 |
0.00% |
| 20 Years |
+6.86% |
+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
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.
| 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% |
0.57 63% |
1.23 78% |
1.48 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 |
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly/Yearly Returns
Larry Swedroe Big Rocks Portfolio monthly and yearly returns: how is the distribution of the returns recorded so far?
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2021 |
+13.59 | +6.03 | 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 | +3.90 | -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 | +13.42 | 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 | -7.23 | 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 | +8.99 | 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 | +7.51 | -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 | -1.60 | -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 | +3.80 | -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 | +14.94 | 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 | +8.82 | 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 | -4.24 | 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 | +10.72 | -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 | +14.61 | -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 | -19.62 | -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 | -0.20 | 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 | +12.60 | 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 | +4.02 | -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 | +10.00 | 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 | +22.96 | -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 | -6.16 | -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 | -0.14 | 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 | +1.60 | -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 | +7.89 | 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 | +4.83 | 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 | +10.84 | 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 | +8.83 | 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 | +15.56 | 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