Data Source: from January 1985 to October 2022 (~38 years)
Consolidated Returns as of 31 October 2022
Live Update: Nov 29 2022, 03:59PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.25%
1 Day
Nov 29 2022, 03:59PM Eastern Time
2.33%
Current Month
November 2022

The Larry Swedroe Eliminate Fat Tails Portfolio is a Medium Risk portfolio and can be implemented with 4 ETFs.

It's exposed for 30% on the Stock Market.

In the last 30 Years, the Larry Swedroe Eliminate Fat Tails Portfolio obtained a 5.82% compound annual return, with a 6.32% standard deviation.

Asset Allocation and ETFs

The Larry Swedroe Eliminate Fat Tails Portfolio has the following asset allocation:

30% Stocks
70% Fixed Income
0% Commodities

The Larry Swedroe Eliminate Fat Tails Portfolio can be implemented with the following ETFs:

Weight Ticker ETF Name Investment Themes
15.00 %
EEM iShares MSCI Emerging Markets Equity, Emerging Markets, Large Cap
15.00 %
IJR iShares Core S&P Small-Cap Equity, U.S., Small Cap
35.00 %
BIL SPDR Blmbg Barclays 1-3 Mth T-Bill Bond, U.S., Ultra Short-Term
35.00 %
TIP iShares TIPS Bond Bond, U.S., All-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 Eliminate Fat Tails Portfolio guaranteed the following returns.

Portfolio returns are calculated in USD, assuming: November 2022 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
LARRY SWEDROE ELIMINATE FAT TAILS PORTFOLIO RETURNS
Consolidated returns as of 31 October 2022
Live Update: Nov 29 2022, 03:59PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%)
Return (%) as of Oct 31, 2022
  1 Day Time ET(*) Nov 2022 1M 6M 1Y 5Y 10Y 30Y MAX
(~38Y)
Larry Swedroe Eliminate Fat Tails Portfolio 0.25 2.33 1.93 -5.50 -10.57 1.78 2.57 5.82 7.20
US Inflation Adjusted return 1.52 -8.32 -17.00 -2.00 0.01 3.23 4.29
Components
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
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
BIL
SPDR Blmbg Barclays 1-3 Mth T-Bill
0.02 03:59PM
Nov 29 2022
0.30 0.16 0.71 0.70 0.98 0.53 2.18 3.99
TIP
iShares TIPS Bond
-0.43 03:59PM
Nov 29 2022
0.35 1.42 -8.80 -12.43 1.79 0.80 5.47 5.86
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) 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%

Portfolio Metrics as of Oct 31, 2022

Metrics of Larry Swedroe Eliminate Fat Tails Portfolio, updated as of 31 October 2022.

Portfolio metrics are calculated based on monthly returns, assuming:
LARRY SWEDROE ELIMINATE FAT TAILS PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1985 - 31 October 2022 (~38 years)
Swipe left to see all data
Metrics as of Oct 31, 2022
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~38Y)
Portfolio
Return (%)
1.93 -5.26 -5.50 -10.57 1.33 1.78 2.57 5.08 5.82 7.20
US Inflation (%) 0.41 0.59 3.08 7.75 5.01 3.85 2.57 2.52 2.51 2.79
Infl. Adjusted
Return (%)
1.52 -5.81 -8.32 -17.00 -3.51 -2.00 0.01 2.51 3.23 4.29
Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 7.42 7.36 6.55 5.47 6.22 6.32 6.98
Sharpe Ratio -1.52 0.12 0.12 0.37 0.64 0.58 0.46
Sortino Ratio -2.13 0.16 0.16 0.49 0.84 0.76 0.62
MAXIMUM DRAWDOWN
Drawdown Depth (%) -12.62 -12.62 -12.62 -12.62 -18.42 -18.42 -18.42
Start (yyyy mm) 2022 01 2022 01 2022 01 2022 01 2008 06 2008 06 2008 06
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 9 9 9
Start to Recovery (# months) in progress
> 10
> 10
> 10
> 10
18
18
18
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 32.01 20.50 17.49 12.51 10.32 8.46
Worst Return (%) -16.84 -0.99 1.55 2.36 4.88 5.75
% Positive Periods 86% 99% 100% 100% 100% 100%
MONTHS
Positive 1 1 3 4 22 37 77 160 239 305
Negative 0 2 3 8 14 23 43 80 121 149
% Positive 100% 33% 50% 33% 61% 62% 64% 67% 66% 67%
WITHDRAWAL RATES (WR)
Safe WR (%) 35.47 20.72 10.80 7.65 6.37 7.69
Perpetual WR (%) 0.00 0.00 0.01 2.44 3.13 4.12
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
Swipe left to see all data
 
 
 
 
Asset EEM IJR BIL TIP
EEM
1.00
0.57
-0.35
0.60
IJR
0.57
1.00
-0.07
0.83
BIL
-0.35
-0.07
1.00
-0.51
TIP
0.60
0.83
-0.51
1.00
 
 
 
 
Asset EEM IJR BIL TIP
EEM
1.00
0.74
-0.25
0.37
IJR
0.74
1.00
-0.29
0.45
BIL
-0.25
-0.29
1.00
-0.19
TIP
0.37
0.45
-0.19
1.00
 
 
 
 
Asset EEM IJR BIL TIP
EEM
1.00
0.61
-0.16
0.39
IJR
0.61
1.00
-0.23
0.27
BIL
-0.16
-0.23
1.00
-0.08
TIP
0.39
0.27
-0.08
1.00
 
 
 
 
Asset EEM IJR BIL TIP
EEM
1.00
0.68
-0.03
0.18
IJR
0.68
1.00
-0.05
0.10
BIL
-0.03
-0.05
1.00
0.11
TIP
0.18
0.10
0.11
1.00
 
 
 
 
Asset EEM IJR BIL TIP
EEM
1.00
0.66
0.03
0.20
IJR
0.66
1.00
-0.03
0.12
BIL
0.03
-0.03
1.00
0.16
TIP
0.20
0.12
0.16
1.00

Portfolio Dividends

In 2021, the Larry Swedroe Eliminate Fat Tails Portfolio granted a 2.12% dividend yield. If you are interested in getting periodic income, please refer to the Larry Swedroe Eliminate Fat Tails Portfolio: Dividend Yield page.

Capital Growth as of Oct 31, 2022

An investment of 1000$, since November 1992, now would be worth 5461.61$, with a total return of 446.16% (5.82% annualized).

The Inflation Adjusted Capital now would be 2598.74$, with a net total return of 159.87% (3.23% annualized).
An investment of 1000$, since January 1985, now would be worth 13880.81$, with a total return of 1288.08% (7.20% annualized).

The Inflation Adjusted Capital now would be 4904.66$, with a net total return of 390.47% (4.29% annualized).

Drawdowns

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-18.42% Jun 2008 Feb 2009 9 Nov 2009 9 18
-12.62% Jan 2022 Sep 2022 9 in progress 1 10
-8.68% May 1998 Aug 1998 4 Apr 1999 8 12
-7.91% Jan 2020 Mar 2020 3 Jul 2020 4 7
-7.61% Feb 1994 Jun 1994 5 Jun 1995 12 17
-6.64% May 2015 Jan 2016 9 Jul 2016 6 15
-6.05% Aug 2011 Sep 2011 2 Jan 2012 4 6
-5.32% Sep 2018 Dec 2018 4 Apr 2019 4 8
-4.47% Jul 2001 Sep 2001 3 Dec 2001 3 6
-4.31% May 2002 Jul 2002 3 May 2003 10 13
-3.79% Apr 2004 Apr 2004 1 Sep 2004 5 6
-3.62% Mar 2000 May 2000 3 Aug 2000 3 6
-3.45% May 2013 Jun 2013 2 Oct 2013 4 6
-3.33% May 2010 Jun 2010 2 Sep 2010 3 5
-3.33% Feb 2001 Mar 2001 2 May 2001 2 4
-3.26% Sep 2000 Nov 2000 3 Jan 2001 2 5
-2.92% Sep 2014 Sep 2014 1 Apr 2015 7 8
-2.49% Oct 1997 Oct 1997 1 Feb 1998 4 5
-2.48% Aug 1997 Aug 1997 1 Sep 1997 1 2
-2.40% May 2006 May 2006 1 Oct 2006 5 6
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-18.42% Jun 2008 Feb 2009 9 Nov 2009 9 18
-13.68% Mar 1987 Nov 1987 9 Jan 1989 14 23
-12.62% Jan 2022 Sep 2022 9 in progress 1 10
-8.81% Aug 1990 Sep 1990 2 Jan 1991 4 6
-8.68% May 1998 Aug 1998 4 Apr 1999 8 12
-7.91% Jan 2020 Mar 2020 3 Jul 2020 4 7
-7.61% Feb 1994 Jun 1994 5 Jun 1995 12 17
-6.64% May 2015 Jan 2016 9 Jul 2016 6 15
-6.05% Aug 2011 Sep 2011 2 Jan 2012 4 6
-5.32% Sep 2018 Dec 2018 4 Apr 2019 4 8
-4.47% Jul 2001 Sep 2001 3 Dec 2001 3 6
-4.31% May 2002 Jul 2002 3 May 2003 10 13
-3.79% Apr 2004 Apr 2004 1 Sep 2004 5 6
-3.62% Mar 2000 May 2000 3 Aug 2000 3 6
-3.45% May 2013 Jun 2013 2 Oct 2013 4 6
-3.42% Sep 1986 Sep 1986 1 Jan 1987 4 5
-3.33% May 2010 Jun 2010 2 Sep 2010 3 5
-3.33% Feb 2001 Mar 2001 2 May 2001 2 4
-3.26% Sep 2000 Nov 2000 3 Jan 2001 2 5
-3.03% Jan 1990 Apr 1990 4 May 1990 1 5

Rolling Returns ( more details)

Larry Swedroe Eliminate Fat Tails Portfolio: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
7.61 32.01
Jan 1991 - Dec 1991
-16.84
Mar 2008 - Feb 2009
13.54%
2 Years
7.41 20.95
Oct 1990 - Sep 1992
-4.54
Mar 2007 - Feb 2009
4.64%
3 Years
7.35 20.50
Nov 1990 - Oct 1993
-0.99
Mar 2006 - Feb 2009
0.95%
5 Years
7.42 17.49
Jan 1989 - Dec 1993
1.55
Oct 2017 - Sep 2022
0.00%
7 Years
7.37 13.98
Nov 1987 - Oct 1994
1.81
Apr 2013 - Mar 2020
0.00%
10 Years
7.24 12.51
Dec 1987 - Nov 1997
2.36
Oct 2012 - Sep 2022
0.00%
15 Years
7.21 10.87
Jan 1985 - Dec 1999
2.94
Nov 2007 - Oct 2022
0.00%
20 Years
7.28 10.32
Dec 1987 - Nov 2007
4.88
Apr 2000 - Mar 2020
0.00%
30 Years
7.28 8.46
Jan 1985 - Dec 2014
5.75
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 Eliminate Fat Tails Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Larry Swedroe Eliminate Fat Tails 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.
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
0.81
60%
-0.47
40%
-1.07
60%
0.50
60%
0.19
80%
0.27
60%
1.13
60%
-0.03
60%
-1.56
20%
0.18
80%
1.13
80%
0.90
80%
 Capital Growth on monthly avg returns
100
100.81
100.33
99.26
99.76
99.95
100.21
101.35
101.31
99.74
99.92
101.05
101.96
Best 3.7
2019
0.7
2021
0.8
2018
3.5
2020
1.2
2020
2.4
2019
2.8
2022
1.2
2020
0.4
2019
1.9
2022
4.1
2020
2.7
2020
Worst -1.8
2022
-1.8
2018
-5.8
2020
-2.8
2022
-1.9
2019
-3.0
2022
-0.5
2021
-2.0
2022
-5.2
2022
-3.4
2018
-0.7
2021
-2.1
2018
Monthly Seasonality over the period Nov 2017 - Oct 2022
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
0.42
60%
0.11
60%
-0.03
70%
0.49
80%
-0.05
60%
0.17
60%
0.89
60%
-0.20
60%
-0.75
40%
0.54
80%
0.71
80%
0.39
60%
 Capital Growth on monthly avg returns
100
100.42
100.52
100.50
100.99
100.94
101.11
102.02
101.82
101.05
101.60
102.32
102.72
Best 3.7
2019
1.3
2014
3.6
2016
3.5
2020
1.2
2014
2.4
2019
2.8
2022
1.3
2014
2.7
2013
1.9
2022
4.1
2020
2.7
2020
Worst -1.8
2022
-1.8
2018
-5.8
2020
-2.8
2022
-1.9
2019
-3.0
2022
-0.9
2015
-2.4
2015
-5.2
2022
-3.4
2018
-0.7
2021
-2.1
2018
Monthly Seasonality over the period Nov 2012 - Oct 2022
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
0.95
63%
0.57
71%
0.24
61%
0.75
82%
0.65
61%
0.51
66%
0.67
63%
0.24
66%
0.00
58%
0.45
68%
0.73
70%
1.48
78%
 Capital Growth on monthly avg returns
100
100.95
101.53
101.78
102.54
103.20
103.73
104.43
104.67
104.68
105.14
105.91
107.48
Best 5.4
1988
4.8
1986
5.3
2009
4.1
1999
4.5
1985
5.1
1988
3.4
2009
4.4
1991
3.6
2010
4.6
2011
4.1
2020
9.8
1991
Worst -3.1
2009
-3.3
1994
-5.8
2020
-3.8
2004
-2.5
2010
-3.0
2022
-2.6
2002
-6.1
1990
-5.2
2022
-8.7
2008
-2.1
2008
-2.1
2018
Monthly Seasonality over the period Jan 1985 - Oct 2022

Monthly/Yearly Returns

Larry Swedroe Eliminate Fat Tails Portfolio data source starts from January 1985: 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 1985 - Oct 2022
305 Positive Months (67%) - 149 Negative Months (33%)
MONTHLY RETURNS TABLE
Jan 1985 - Oct 2022
(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
2022
-10.94 -16.68 -1.8 -0.2 -1.1 -2.8 0.0 -3.0 2.8 -2.0 -5.2 1.9
2021
+5.40 -1.53 1.5 0.7 0.4 1.0 1.0 0.4 -0.5 0.5 -1.2 1.1 -0.7 1.1
2020
+8.18 +6.73 -0.7 -1.5 -5.8 3.5 1.2 1.7 2.6 1.2 -0.9 0.3 4.1 2.7
2019
+9.79 +7.33 3.7 0.5 0.4 1.1 -1.9 2.4 -0.1 -0.4 0.4 1.0 0.6 1.8
2018
-3.46 -5.27 1.4 -1.8 0.8 -0.3 0.8 -0.2 0.9 0.5 -0.9 -3.4 1.1 -2.1
2017
+8.83 +6.58 1.2 0.7 0.6 0.6 0.2 0.3 1.3 0.4 0.9 0.8 0.5 0.9
2016
+7.30 +5.12 -1.1 0.5 3.6 0.3 -0.6 1.6 1.8 0.2 0.8 -1.0 0.5 0.5
2015
-3.40 -4.10 0.5 1.1 -0.2 0.9 -0.8 -0.6 -0.9 -2.4 -1.2 1.8 0.0 -1.6
2014
+1.52 +0.76 -1.1 1.3 0.5 0.2 1.2 1.2 -0.7 1.3 -2.9 1.5 -0.2 -0.5
2013
+2.64 +1.12 0.6 -0.1 0.6 0.4 -1.4 -2.1 1.7 -1.4 2.7 1.4 0.5 -0.2
2012
+7.53 +5.69 3.4 1.0 -0.4 0.1 -2.0 1.1 0.5 0.6 1.3 -0.2 0.6 1.3
2011
+1.93 -1.00 -0.6 0.9 1.8 1.7 -0.5 -0.2 0.7 -2.3 -3.9 4.6 0.1 -0.3
2010
+8.60 +7.00 -1.1 0.4 2.4 1.8 -2.5 -0.9 2.3 -1.0 3.6 2.0 -0.5 1.9
2009
+17.45 +14.34 -3.1 -3.3 5.3 4.0 3.6 -0.1 3.4 0.4 3.4 -1.2 2.9 1.2
2008
-11.49 -11.57 -0.8 0.5 -0.5 1.3 1.1 -1.8 -0.6 0.1 -4.1 -8.7 -2.1 4.0
2007
+10.73 +6.39 0.6 0.2 1.3 1.3 1.1 0.4 0.2 0.9 2.7 2.9 -1.0 -0.3
2006
+8.72 +6.03 3.5 -0.6 0.5 1.1 -2.4 0.3 0.4 1.2 0.2 2.0 1.9 0.3
2005
+7.94 +4.37 -0.4 1.7 -1.5 -0.3 1.7 1.4 1.3 0.9 1.6 -2.0 1.9 1.4
2004
+10.37 +6.89 1.3 1.7 0.9 -3.8 1.2 1.0 -1.1 1.3 1.8 1.2 2.8 1.7
2003
+17.58 +15.41 -0.2 0.3 -0.8 2.4 3.8 1.1 0.4 2.5 0.8 3.2 0.9 2.0
2002
+3.12 +0.73 0.9 0.7 1.7 1.6 -0.2 -1.6 -2.6 1.7 -1.2 0.1 1.7 0.5
2001
+4.53 +2.94 3.3 -1.6 -1.8 2.7 1.0 0.1 -0.4 -0.2 -3.9 2.5 1.2 1.6
2000
+3.70 +0.31 -0.7 4.0 -0.1 -2.0 -1.5 3.1 -0.7 2.2 -1.1 -0.8 -1.4 2.8
1999
+12.78 +9.83 0.2 -1.8 2.1 4.1 -0.8 2.1 -1.0 -0.7 0.4 1.0 2.4 4.4
1998
+1.83 +0.22 -0.8 2.8 1.4 0.3 -2.2 -0.7 -0.8 -5.1 3.0 2.0 1.8 0.5
1997
+7.45 +5.65 1.2 0.2 -1.8 0.8 2.8 2.1 2.8 -2.5 2.9 -2.5 0.3 1.1
1996
+7.38 +3.92 1.7 -0.8 0.2 1.1 0.9 0.1 -2.3 1.1 2.0 0.9 2.3 0.0
1995
+14.41 +11.58 -0.7 1.5 0.7 1.6 3.4 1.1 1.3 0.9 1.0 -0.6 1.5 1.9
1994
-3.92 -6.43 2.5 -3.3 -4.1 0.5 0.1 -0.9 2.0 2.3 -1.5 0.3 -1.7 0.1
1993
+24.39 +21.07 3.7 1.0 2.3 0.5 -0.3 3.3 1.8 3.2 0.4 3.0 -1.4 4.7
1992
+5.38 +2.41 0.4 0.3 -1.0 0.0 3.7 -2.5 3.0 -1.0 0.4 -0.1 1.2 0.9
1991
+32.01 +28.09 2.8 4.3 1.0 0.9 3.4 -2.4 1.7 4.4 1.7 2.9 -2.0 9.8
1990
+2.61 -3.30 -2.8 0.3 0.6 -1.1 3.8 1.7 2.4 -6.1 -2.9 2.8 2.5 1.9
1989
+26.09 +20.49 3.3 1.2 -0.3 3.1 3.9 0.4 2.0 2.8 2.9 -0.6 1.7 3.0
1988
+13.59 +8.78 5.4 2.4 -1.2 0.3 -0.8 5.1 -1.0 -0.8 2.3 0.9 -0.9 1.5
1987
-6.14 -10.12 4.4 2.3 -3.6 -1.7 -1.8 1.0 2.7 0.4 -1.8 -8.3 -1.2 1.8
1986
+11.79 +10.58 0.4 4.8 3.8 0.3 0.1 2.4 -2.1 3.0 -3.4 1.9 1.1 -0.8
1985
+21.01 +16.58 4.1 -0.5 0.6 0.8 4.5 1.0 0.0 0.7 -1.1 2.3 3.6 3.3

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:

  • EEM - iShares MSCI Emerging Markets: simulated historical serie, up to December 2003
  • IJR - iShares Core S&P Small-Cap: simulated historical serie, up to December 2000
  • BIL - SPDR Blmbg Barclays 1-3 Mth T-Bill: simulated historical serie, up to December 2007
  • TIP - iShares TIPS Bond: simulated historical serie, up to December 2003

Portfolio efficiency

Compared to the Larry Swedroe Eliminate Fat Tails Portfolio, the following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
Golden Butterfly
+7.70 7.36 -17.79 40 40 20
Simplified Permanent Portfolio
+6.80 6.61 -16.43 25 50 25
Desert Portfolio
Gyroscopic Investing
+6.56 5.29 -14.72 30 60 10
Paul Boyer Portfolio
Paul Boyer
+6.41 7.24 -18.04 25 50 25
Permanent Portfolio
Harry Browne
+6.38 6.29 -15.92 25 50 25
Larry Portfolio
Larry Swedroe
+6.30 5.42 -15.96 30 70 0
Stocks/Bonds 20/80 Momentum
+6.25 4.70 -17.91 20 80 0
Sheltered Sam 30/70
Bill Bernstein
+5.96 5.12 -16.58 29.1 70 0.9
All Country World 20/80
+5.89 5.41 -17.97 20 80 0
Eliminate Fat Tails
Larry Swedroe
+5.82 6.32 -18.42 30 70 0

Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Medium Risk categorization.

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30 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
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
Robo Advisor 50
Betterment
+7.53 9.11 -30.72 49.9 50.1 0
All Weather Portfolio
Ray Dalio
+7.29 7.01 -20.19 30 55 15
Global Market Portfolio
Credit Suisse
+7.14 7.93 -25.90 45 55 0
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