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:

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: 31 December 2021
Swipe left to see all data
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
(*) 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

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.

LARRY SWEDROE BIG ROCKS PORTFOLIO
Last Update: 31 December 2021
Swipe left to see all data
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
(*)Annualized St.Dev. of monthly returns

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 Return 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

See all portfolios

Our overall ratings, assigned to the Larry Swedroe Big Rocks Portfolio. The portfolio is classified as High Risk.

Very High Risk
Bond weight:
Less than 25%
High Risk
Bond weight:
25% - 49.99%
Medium Risk
Bond weight:
50% - 74.99%
Low Risk
Bond weight:
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

Time Range:

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

Time Range:

Worst drawdowns since January 1997 - Chart and Data

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
-15.63% 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

Swipe left to see all data
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.

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
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
Statistics calculated for the period Jan 1995 - Dec 2021

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?

MONTHLY RETURNS HISTOGRAM
223 Positive Months (69%) - 101 Negative Months (31%)
Jan 1995 - Dec 2021
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
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
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