Larry Swedroe Big Rocks Portfolio: ETF allocation and returns

Data Source: from January 1976 to October 2022 (~47 years)
Consolidated Returns as of 31 October 2022
Live Update: Nov 29 2022, 04:00PM Eastern Time

PORTFOLIO • LIVE PERFORMANCE (USD currency)

0.33%

1 Day

Nov 29 2022, 04:00PM Eastern Time

3.21%

Current Month

November 2022

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 7.17% compound annual return, with a 8.97% 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 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 %	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 as of Oct 31, 2022

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

November 2022 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.

LARRY SWEDROE BIG ROCKS PORTFOLIO RETURNS

Consolidated returns as of 31 October 2022

Live Update: Nov 29 2022, 04:00PM Eastern Time

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	Chg (%)		Return (%)	Return (%) as of Oct 31, 2022
	1 Day	*Time ET^()**	Nov 2022	1M	6M	1Y	5Y	10Y	30Y	MAX (~47Y)
Larry Swedroe Big Rocks Portfolio	0.33		3.21	4.67	-4.92	-10.74	3.38	5.77	7.17	9.71
US Inflation Adjusted return				4.24	-7.76	-17.16	-0.46	3.13	4.55	5.84
*Components*
IJR iShares Core S&P Small-Cap	0.39	03:59PM Nov 29 2022	1.59	12.31	-0.69	-11.96	7.08	11.60	10.54	11.68
IJS iShares S&P Small-Cap 600 Value	0.53	03:59PM Nov 29 2022	1.76	14.40	-0.71	-7.38	6.48	11.01	11.05	13.63
VTV Vanguard Value	0.33	03:59PM Nov 29 2022	4.07	11.73	-0.64	-0.92	9.10	11.78	9.62	11.17
VV Vanguard Large-Cap	-0.18	03:59PM Nov 29 2022	2.13	7.89	-5.89	-16.73	10.24	12.65	9.85	10.35
EFV iShares MSCI EAFE Value	0.87	03:59PM Nov 29 2022	11.08	7.16	-10.71	-16.44	-1.80	2.69	5.43	5.15
VNQ Vanguard Real Estate	1.59	04:00PM Nov 29 2022	3.71	3.51	-18.78	-21.44	4.00	6.69	9.03	10.60
DLS WisdomTree International SmallCp Div	0.19	03:50PM Nov 29 2022	10.11	2.29	-15.64	-26.54	-3.46	4.44	6.63	6.40
EEM iShares MSCI Emerging Markets	2.19	03:59PM Nov 29 2022	12.39	-1.98	-18.62	-31.25	-3.80	0.20	5.66	7.33
VEU Vanguard FTSE All-World ex-US	0.79	03:59PM Nov 29 2022	10.81	3.40	-13.38	-24.31	-0.30	3.59	5.18	6.31
SCZ iShares MSCI EAFE Small-Cap	0.00	04:00PM Nov 29 2022	10.17	4.43	-15.86	-30.52	-1.46	5.53	6.77	6.54
SHY iShares 1-3 Year Treasury Bond	-0.04	04:00PM Nov 29 2022	0.40	-0.13	-1.72	-4.91	0.41	0.45	3.11	5.33

Returns over 1 year are annualized | Available data source: since Jan 1976

(*) Eastern Time (ET - America/New York)

US Inflation is updated to Oct 2022. Current inflation (annualized) is 1Y: 7.75% , 5Y: 3.85% , 10Y: 2.57% , 30Y: 2.51%

Live update: World Markets and Indexes

Portfolio Metrics as of Oct 31, 2022

Metrics of Larry Swedroe Big Rocks Portfolio, updated as of 31 October 2022.

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 - 31 October 2022 (~47 years)

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	Metrics as of Oct 31, 2022
	1M	3M	6M	1Y	3Y	5Y	10Y	20Y	30Y	MAX (~47Y)
Portfolio Return (%)	4.67	-4.43	-4.92	-10.74	2.93	3.38	5.77	6.77	7.17	9.71
US Inflation (%)	0.41	0.59	3.08	7.75	5.01	3.85	2.57	2.52	2.51	3.65
Infl. Adjusted Return (%)	4.24	-4.99	-7.76	-17.16	-1.98	-0.46	3.13	4.15	4.55	5.84
Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%)				11.78	12.09	10.78	8.70	9.53	8.97	9.32
Sharpe Ratio				-0.97	0.21	0.22	0.60	0.60	0.56	0.61
Sortino Ratio				-1.44	0.27	0.29	0.78	0.77	0.72	0.80
MAXIMUM DRAWDOWN
Drawdown Depth (%)				-15.71	-15.71	-15.71	-15.71	-33.80	-33.80	-33.80
Start (yyyy mm)				2022 01	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)				9	9	9	9	16	16	16
Start to Recovery (# months) in progress				> 10	> 10	> 10	> 10	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				85%	96%	100%	100%	100%	100%
MONTHS
Positive	1	1	3	5	21	39	83	162	246	388
Negative	0	2	3	7	15	21	37	78	114	174
% Positive	100%	33%	50%	42%	58%	65%	69%	68%	68%	69%
WITHDRAWAL RATES (WR)
Safe WR (%)					36.02	21.24	13.09	8.53	7.18	8.16
Perpetual WR (%)					0.00	0.00	3.03	3.98	4.35	5.52

Terms and Definitions

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.

COMPONENTS MONTHLY CORRELATIONS

Monthly correlations as of 31 October 2022

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Asset	IJR	IJS	VTV	VV	EFV	VNQ	DLS	EEM	VEU	SCZ	SHY
IJR	1.00	0.99	0.92	0.95	0.79	0.80	0.89	0.57	0.90	0.95	0.57
IJS	0.99	1.00	0.95	0.92	0.84	0.76	0.88	0.60	0.91	0.94	0.55
VTV	0.92	0.95	1.00	0.91	0.94	0.80	0.91	0.67	0.95	0.94	0.42
VV	0.95	0.92	0.91	1.00	0.78	0.88	0.88	0.60	0.91	0.95	0.46
EFV	0.79	0.84	0.94	0.78	1.00	0.66	0.88	0.77	0.94	0.87	0.45
VNQ	0.80	0.76	0.80	0.88	0.66	1.00	0.87	0.56	0.82	0.87	0.32
DLS	0.89	0.88	0.91	0.88	0.88	0.87	1.00	0.78	0.97	0.97	0.55
EEM	0.57	0.60	0.67	0.60	0.77	0.56	0.78	1.00	0.82	0.69	0.55
VEU	0.90	0.91	0.95	0.91	0.94	0.82	0.97	0.82	1.00	0.97	0.57
SCZ	0.95	0.94	0.94	0.95	0.87	0.87	0.97	0.69	0.97	1.00	0.57
SHY	0.57	0.55	0.42	0.46	0.45	0.32	0.55	0.55	0.57	0.57	1.00


Asset	IJR	IJS	VTV	VV	EFV	VNQ	DLS	EEM	VEU	SCZ	SHY
IJR	1.00	0.99	0.91	0.89	0.84	0.77	0.88	0.74	0.88	0.89	-0.10
IJS	0.99	1.00	0.91	0.85	0.86	0.74	0.87	0.73	0.87	0.87	-0.15
VTV	0.91	0.91	1.00	0.93	0.90	0.78	0.90	0.72	0.90	0.90	-0.15
VV	0.89	0.85	0.93	1.00	0.82	0.82	0.88	0.72	0.89	0.92	-0.02
EFV	0.84	0.86	0.90	0.82	1.00	0.67	0.92	0.79	0.95	0.91	-0.14
VNQ	0.77	0.74	0.78	0.82	0.67	1.00	0.77	0.57	0.74	0.78	0.03
DLS	0.88	0.87	0.90	0.88	0.92	0.77	1.00	0.84	0.96	0.98	-0.09
EEM	0.74	0.73	0.72	0.72	0.79	0.57	0.84	1.00	0.90	0.82	-0.01
VEU	0.88	0.87	0.90	0.89	0.95	0.74	0.96	0.90	1.00	0.97	-0.03
SCZ	0.89	0.87	0.90	0.92	0.91	0.78	0.98	0.82	0.97	1.00	-0.01
SHY	-0.10	-0.15	-0.15	-0.02	-0.14	0.03	-0.09	-0.01	-0.03	-0.01	1.00


Asset	IJR	IJS	VTV	VV	EFV	VNQ	DLS	EEM	VEU	SCZ	SHY
IJR	1.00	0.99	0.89	0.87	0.75	0.64	0.77	0.61	0.77	0.80	-0.15
IJS	0.99	1.00	0.89	0.83	0.77	0.61	0.77	0.62	0.76	0.78	-0.19
VTV	0.89	0.89	1.00	0.94	0.84	0.66	0.81	0.64	0.83	0.83	-0.19
VV	0.87	0.83	0.94	1.00	0.79	0.70	0.82	0.67	0.85	0.87	-0.06
EFV	0.75	0.77	0.84	0.79	1.00	0.57	0.91	0.77	0.95	0.91	-0.13
VNQ	0.64	0.61	0.66	0.70	0.57	1.00	0.63	0.49	0.62	0.65	0.10
DLS	0.77	0.77	0.81	0.82	0.91	0.63	1.00	0.80	0.94	0.98	-0.09
EEM	0.61	0.62	0.64	0.67	0.77	0.49	0.80	1.00	0.89	0.77	0.03
VEU	0.77	0.76	0.83	0.85	0.95	0.62	0.94	0.89	1.00	0.95	-0.02
SCZ	0.80	0.78	0.83	0.87	0.91	0.65	0.98	0.77	0.95	1.00	-0.03
SHY	-0.15	-0.19	-0.19	-0.06	-0.13	0.10	-0.09	0.03	-0.02	-0.03	1.00


Asset	IJR	IJS	VTV	VV	EFV	VNQ	DLS	EEM	VEU	SCZ	SHY
IJR	1.00	0.96	0.80	0.82	0.72	0.64	0.71	0.68	0.74	0.72	-0.20
IJS	0.96	1.00	0.85	0.82	0.75	0.68	0.72	0.66	0.73	0.72	-0.18
VTV	0.80	0.85	1.00	0.95	0.81	0.63	0.72	0.70	0.80	0.73	-0.15
VV	0.82	0.82	0.95	1.00	0.78	0.60	0.72	0.71	0.81	0.73	-0.15
EFV	0.72	0.75	0.81	0.78	1.00	0.60	0.90	0.76	0.94	0.90	-0.15
VNQ	0.64	0.68	0.63	0.60	0.60	1.00	0.60	0.51	0.58	0.59	-0.03
DLS	0.71	0.72	0.72	0.72	0.90	0.60	1.00	0.74	0.86	0.99	-0.14
EEM	0.68	0.66	0.70	0.71	0.76	0.51	0.74	1.00	0.84	0.74	-0.09
VEU	0.74	0.73	0.80	0.81	0.94	0.58	0.86	0.84	1.00	0.87	-0.16
SCZ	0.72	0.72	0.73	0.73	0.90	0.59	0.99	0.74	0.87	1.00	-0.15
SHY	-0.20	-0.18	-0.15	-0.15	-0.15	-0.03	-0.14	-0.09	-0.16	-0.15	1.00


Asset	IJR	IJS	VTV	VV	EFV	VNQ	DLS	EEM	VEU	SCZ	SHY
IJR	1.00	0.96	0.83	0.84	0.76	0.66	0.76	0.66	0.68	0.76	0.02
IJS	0.96	1.00	0.86	0.83	0.77	0.70	0.76	0.64	0.67	0.76	0.05
VTV	0.83	0.86	1.00	0.96	0.84	0.64	0.79	0.69	0.74	0.79	0.07
VV	0.84	0.83	0.96	1.00	0.83	0.61	0.80	0.71	0.75	0.80	0.07
EFV	0.76	0.77	0.84	0.83	1.00	0.60	0.93	0.72	0.86	0.93	0.05
VNQ	0.66	0.70	0.64	0.61	0.60	1.00	0.60	0.49	0.53	0.60	0.06
DLS	0.76	0.76	0.79	0.80	0.93	0.60	1.00	0.72	0.81	0.99	0.05
EEM	0.66	0.64	0.69	0.71	0.72	0.49	0.72	1.00	0.72	0.71	0.04
VEU	0.68	0.67	0.74	0.75	0.86	0.53	0.81	0.72	1.00	0.81	0.05
SCZ	0.76	0.76	0.79	0.80	0.93	0.60	0.99	0.71	0.81	1.00	0.04
SHY	0.02	0.05	0.07	0.07	0.05	0.06	0.05	0.04	0.05	0.04	1.00

Portfolio Dividends

In 2021, the Larry Swedroe Big Rocks 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.

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Capital Growth as of Oct 31, 2022

An investment of 1000$, since November 1992, now would be worth 7988.20$, with a total return of 698.82% (7.17% annualized).

The Inflation Adjusted Capital now would be 3800.95$, with a net total return of 280.09% (4.55% annualized).

An investment of 1000$, since January 1976, now would be worth 76553.67$, with a total return of 7555.37% (9.71% annualized).

The Inflation Adjusted Capital now would be 14256.90$, with a net total return of 1325.69% (5.84% annualized).

Drawdowns

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	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	1	10
-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

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	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	1	10
-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

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Rolling Period	*Return ()**			Negative Periods
Rolling Period	Average (%)	Best (%)	Worst (%)	Negative Periods
1 Year	10.28	45.82 Jul 1982 - Jun 1983	-28.34 Mar 2008 - Feb 2009	15.43%
2 Years	10.11	29.83 Jul 1984 - Jun 1986	-15.73 Mar 2007 - Feb 2009	5.94%
3 Years	9.98	26.85 Aug 1984 - Jul 1987	-7.31 Mar 2006 - Feb 2009	4.17%
5 Years	9.96	24.23 Aug 1982 - Jul 1987	-0.39 Mar 2004 - Feb 2009	0.20%
7 Years	9.94	20.39 Apr 1980 - Mar 1987	2.88 Mar 2002 - Feb 2009	0.00%
10 Years	9.87	17.68 Sep 1977 - Aug 1987	3.99 Mar 1999 - Feb 2009	0.00%
15 Years	9.57	15.12 Nov 1978 - Oct 1993	4.18 Oct 2007 - Sep 2022	0.00%
20 Years	9.52	14.19 Mar 1978 - Feb 1998	5.56 Apr 2000 - Mar 2020	0.00%
30 Years	9.56	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.

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	Monthly Average Return (%) and Gain Frequency
Return (%)	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Average Gain Frequency	0.85 60%	-0.74 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%	1.99 80%	0.86 80%
Capital Growth on monthly avg returns
100	100.85	100.11	98.72	99.90	100.29	100.33	101.88	102.06	100.28	101.02	103.03	103.91
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 Nov 2017 - Oct 2022

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	Monthly Average Return (%) and Gain Frequency
Return (%)	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Average Gain Frequency	0.24 50%	0.37 60%	0.06 80%	0.95 90%	0.40 90%	0.11 60%	1.38 80%	-0.29 50%	-0.68 40%	1.16 70%	1.52 90%	0.79 70%
Capital Growth on monthly avg returns
100	100.24	100.61	100.67	101.62	102.03	102.14	103.55	103.25	102.55	103.74	105.32	106.15
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 Nov 2012 - Oct 2022

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	Monthly Average Return (%) and Gain Frequency
Return (%)	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Average Gain Frequency	0.98 64%	0.51 64%	0.89 77%	1.43 79%	0.74 72%	0.63 66%	0.82 62%	0.48 66%	-0.04 60%	0.32 62%	1.37 76%	1.63 83%
Capital Growth on monthly avg returns
100	100.98	101.50	102.40	103.87	104.64	105.29	106.16	106.67	106.63	106.97	108.43	110.20
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 - Oct 2022

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 - Oct 2022

388 Positive Months (69%) - 174 Negative Months (31%)

MONTHLY RETURNS TABLE

Jan 1976 - Oct 2022

(Scroll down to see all data)

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	Yearly Return(%)		Monthly Return(%)
Year	Total	Infl.Adj	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2022	-11.78	-17.47	-2.7	-1.0	0.4	-4.0	0.9	-5.1	3.9	-2.7	-6.1	4.7
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
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

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	+9.67	9.35	-32.52	60	40	0
Couch Potato Scott Burns	+8.06	8.58	-27.04	50	50	0
Stocks/Bonds 40/60 Momentum	+8.04	6.77	-21.11	40	60	0
Stocks/Bonds 60/40	+8.00	9.35	-30.55	60	40	0
Golden Butterfly	+7.70	7.36	-17.79	40	40	20
Robo Advisor 50 Betterment	+7.53	9.11	-30.72	49.9	50.1	0
Dimensional 2030 Retirement Income DFA	+7.46	9.06	-31.78	55.9	44.1	0
Marc Faber Portfolio Marc Faber	+7.35	9.37	-28.82	50	25	25
Simple Money Portfolio Tim Maurer	+7.32	8.89	-32.39	60	40	0
All Weather Portfolio Ray Dalio	+7.29	7.01	-20.19	30	55	15
Sandwich Portfolio Bob Clyatt	+7.29	8.11	-28.96	55	45	0
Edge Select Moderate Merrill Lynch	+7.28	8.69	-29.58	53	47	0
Coward's Portfolio Bill Bernstein	+7.24	8.94	-32.68	60	40	0
Big Rocks Portfolio Larry Swedroe	+7.17	8.97	-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.

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	30 Years Stats (%)			% Allocation
Portfolio	Return▾	Dev.Std	Drawdown	Stocks	Bonds	Comm
Stocks/Bonds 60/40 Momentum	+9.67	9.35	-32.52	60	40	0
Simple Path to Wealth JL Collins	+8.74	11.50	-38.53	75	25	0
Seven Value Scott Burns	+8.41	11.18	-41.22	71.5	28.5	0
Late Sixties and Beyond Burton Malkiel	+8.41	11.45	-41.80	71	29	0
Yale Endowment David Swensen	+8.35	10.67	-39.48	70	30	0