Data Source: from January 1976 to March 2023 (~47 years)
Consolidated Returns as of 31 March 2023
Consolidated Returns as of 31 March 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
1.20%
March 2023
The Larry Swedroe Larry 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 Larry Portfolio obtained a 6.12% compound annual return, with a 5.50% standard deviation.
Asset Allocation and ETFs
The Larry Swedroe Larry Portfolio has the following asset allocation:
The Larry Swedroe Larry Portfolio can be implemented with the following ETFs:
| Weight | Ticker | ETF Name | Investment Themes | |
|---|---|---|---|---|
| 15.00 % | IJS | iShares S&P Small-Cap 600 Value | Equity, U.S., Small Cap, Value | |
| 7.50 % | EEM | iShares MSCI Emerging Markets | Equity, Emerging Markets, Large Cap | |
| 7.50 % | DLS | WisdomTree International SmallCp Div | Equity, Developed Markets, Small Cap, Value | |
| 70.00 % | IEI | iShares 3-7 Year Treasury Bond | Bond, U.S., Intermediate-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 Mar 31, 2023
The Larry Swedroe Larry 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
LARRY SWEDROE LARRY PORTFOLIO RETURNS
Consolidated returns as of 31 March 2023
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Mar 31, 2023 |
||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Apr 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~47Y) |
|
| Larry Swedroe Larry Portfolio | n.a. | n.a. | 1.20 | 7.05 | -3.88 | 1.60 | 2.74 | 6.12 | 8.68 | |
| US Inflation Adjusted return | 1.20 | 5.61 | -8.14 | -2.13 | 0.14 | 3.53 | 4.86 | |||
| Components | ||||||||||
|
IJS iShares S&P Small-Cap 600 Value |
n.a. | - | n.a. | -6.48 | 14.24 | -7.17 | 6.05 | 9.23 | 10.37 | 12.82 |
|
EEM iShares MSCI Emerging Markets |
n.a. | - | n.a. | 3.22 | 14.84 | -10.51 | -1.84 | 1.35 | 5.59 | 7.46 |
|
DLS WisdomTree International SmallCp Div |
n.a. | - | n.a. | 0.15 | 20.75 | -6.09 | -0.78 | 4.56 | 6.77 | 10.45 |
|
IEI iShares 3-7 Year Treasury Bond |
n.a. | - | n.a. | 2.92 | 3.76 | -2.27 | 0.92 | 0.86 | 4.28 | 4.50 |
Returns over 1 year are annualized | Available data source: since Jan 1976
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Feb 2023. Waiting for updates, inflation of Mar 2023 is set to 0%. Current inflation (annualized) is 1Y: 4.64% , 5Y: 3.81% , 10Y: 2.60% , 30Y: 2.50%
Live update: World Markets and Indexes
Portfolio Metrics as of Mar 31, 2023
Metrics of Larry Swedroe Larry Portfolio, updated as of 31 March 2023.
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 LARRY PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1976 - 31 March 2023 (~47 years)
Swipe left to see all data
| Metrics as of Mar 31, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~47Y) |
|
| Portfolio Return (%) |
1.20 | 3.01 | 7.05 | -3.88 | 2.09 | 1.60 | 2.74 | 5.51 | 6.12 | 8.68 |
| US Inflation (%) | 0.00 | 1.36 | 1.36 | 4.64 | 5.24 | 3.81 | 2.60 | 2.48 | 2.50 | 3.64 |
| Infl. Adjusted Return (%) |
1.20 | 1.63 | 5.61 | -8.14 | -2.99 | -2.13 | 0.14 | 2.96 | 3.53 | 4.86 |
| Waiting for updates, inflation of Mar 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
| RISK INDICATORS | ||||||||||
| Standard Deviation (%) | 10.56 | 7.32 | 6.60 | 5.35 | 5.52 | 5.50 | 6.73 | |||
| Sharpe Ratio | -0.60 | 0.18 | 0.06 | 0.38 | 0.79 | 0.71 | 0.70 | |||
| Sortino Ratio | -0.86 | 0.24 | 0.08 | 0.51 | 1.05 | 0.96 | 0.98 | |||
| MAXIMUM DRAWDOWN | ||||||||||
| Drawdown Depth (%) | -10.21 | -15.96 | -15.96 | -15.96 | -15.96 | -15.96 | -15.96 | |||
| Start (yyyy mm) | 2022 04 | 2021 06 | 2021 06 | 2021 06 | 2021 06 | 2021 06 | 2021 06 | |||
| Bottom (yyyy mm) | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | |||
| Start to Bottom (# months) | 6 | 16 | 16 | 16 | 16 | 16 | 16 | |||
| Start to Recovery (# months) in progress |
> 12
|
> 22
|
> 22
|
> 22
|
> 22
|
> 22
|
> 22
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||||
| Best Return (%) | 39.36 | 22.54 | 21.25 | 15.98 | 12.70 | 11.21 | ||||
| Worst Return (%) | -14.49 | -1.07 | 0.32 | 2.46 | 5.20 | 6.12 | ||||
| % Positive Periods | 92% | 99% | 100% | 100% | 100% | 100% | ||||
| MONTHS | ||||||||||
| Positive | 1 | 2 | 4 | 6 | 22 | 36 | 75 | 166 | 246 | 394 |
| Negative | 0 | 1 | 2 | 6 | 14 | 24 | 45 | 74 | 114 | 173 |
| % Positive | 100% | 67% | 67% | 50% | 61% | 60% | 63% | 69% | 68% | 69% |
| WITHDRAWAL RATES (WR) | ||||||||||
| Safe WR (%) | 34.34 | 20.21 | 11.05 | 8.27 | 6.61 | 6.58 | ||||
| Perpetual WR (%) | 0.00 | 0.00 | 0.14 | 2.87 | 3.41 | 4.64 | ||||
- 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.
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 March 2023
Swipe left to see all data
|
|
|
|
|
||
|---|---|---|---|---|---|
| Asset | IJS | EEM | DLS | IEI | |
| IJS |
1.00
|
0.52
|
0.77
|
0.48
|
|
| EEM |
0.52
|
1.00
|
0.89
|
0.81
|
|
| DLS |
0.77
|
0.89
|
1.00
|
0.79
|
|
| IEI |
0.48
|
0.81
|
0.79
|
1.00
|
|
|
|
|
|
||
|---|---|---|---|---|---|
| Asset | IJS | EEM | DLS | IEI | |
| IJS |
1.00
|
0.71
|
0.85
|
-0.12
|
|
| EEM |
0.71
|
1.00
|
0.85
|
0.18
|
|
| DLS |
0.85
|
0.85
|
1.00
|
0.05
|
|
| IEI |
-0.12
|
0.18
|
0.05
|
1.00
|
|
|
|
|
|
||
|---|---|---|---|---|---|
| Asset | IJS | EEM | DLS | IEI | |
| IJS |
1.00
|
0.61
|
0.76
|
-0.17
|
|
| EEM |
0.61
|
1.00
|
0.82
|
0.15
|
|
| DLS |
0.76
|
0.82
|
1.00
|
0.02
|
|
| IEI |
-0.17
|
0.15
|
0.02
|
1.00
|
|
|
|
|
|
||
|---|---|---|---|---|---|
| Asset | IJS | EEM | DLS | IEI | |
| IJS |
1.00
|
0.66
|
0.72
|
-0.20
|
|
| EEM |
0.66
|
1.00
|
0.75
|
-0.09
|
|
| DLS |
0.72
|
0.75
|
1.00
|
-0.11
|
|
| IEI |
-0.20
|
-0.09
|
-0.11
|
1.00
|
|
|
|
|
|
||
|---|---|---|---|---|---|
| Asset | IJS | EEM | DLS | IEI | |
| IJS |
1.00
|
0.64
|
0.75
|
0.02
|
|
| EEM |
0.64
|
1.00
|
0.72
|
0.06
|
|
| DLS |
0.75
|
0.72
|
1.00
|
0.06
|
|
| IEI |
0.02
|
0.06
|
0.06
|
1.00
|
Portfolio Dividends
In 2022, the Larry Swedroe Larry Portfolio granted a 1.50% dividend yield. If you are interested in getting periodic income, please refer to the Larry Swedroe Larry Portfolio: Dividend Yield page.
Readings that may interest you
Capital Growth as of Mar 31, 2023
An investment of 1000$, since April 1993,
now would be worth 5937.71$, with a total return of 493.77% (6.12% annualized).
The Inflation Adjusted Capital now would be 2834.25$, with a net total return of 183.42% (3.53% annualized).
The Inflation Adjusted Capital now would be 2834.25$, with a net total return of 183.42% (3.53% annualized).
An investment of 1000$, since January 1976,
now would be worth 51047.45$, with a total return of 5004.74% (8.68% annualized).
The Inflation Adjusted Capital now would be 9417.41$, with a net total return of 841.74% (4.86% annualized).
The Inflation Adjusted Capital now would be 9417.41$, with a net total return of 841.74% (4.86% annualized).
Drawdowns
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Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -15.96% | Jun 2021 | Sep 2022 | 16 | in progress | 6 | 22 |
| -11.47% | Apr 2008 | Feb 2009 | 11 | Jul 2009 | 5 | 16 |
| -7.44% | Feb 1994 | Jun 1994 | 5 | May 1995 | 11 | 16 |
| -5.38% | Jan 2020 | Mar 2020 | 3 | Jul 2020 | 4 | 7 |
| -5.14% | May 1998 | Aug 1998 | 4 | Nov 1998 | 3 | 7 |
| -4.08% | Sep 2018 | Dec 2018 | 4 | Mar 2019 | 3 | 7 |
| -3.98% | Apr 2004 | May 2004 | 2 | Sep 2004 | 4 | 6 |
| -3.97% | Aug 2011 | Sep 2011 | 2 | Jan 2012 | 4 | 6 |
| -3.38% | Jan 1999 | Feb 1999 | 2 | Apr 1999 | 2 | 4 |
| -3.31% | May 2015 | Jan 2016 | 9 | Mar 2016 | 2 | 11 |
| -2.41% | May 2013 | Jun 2013 | 2 | Sep 2013 | 3 | 5 |
| -2.38% | Sep 2001 | Sep 2001 | 1 | Oct 2001 | 1 | 2 |
| -2.37% | Sep 2014 | Sep 2014 | 1 | Jan 2015 | 4 | 5 |
| -2.25% | May 2012 | May 2012 | 1 | Aug 2012 | 3 | 4 |
| -2.17% | May 2006 | Jun 2006 | 2 | Aug 2006 | 2 | 4 |
| -2.16% | May 2010 | Jun 2010 | 2 | Jul 2010 | 1 | 3 |
| -1.98% | Feb 2001 | Mar 2001 | 2 | May 2001 | 2 | 4 |
| -1.92% | Jun 2002 | Jul 2002 | 2 | Nov 2002 | 4 | 6 |
| -1.81% | Oct 2005 | Oct 2005 | 1 | Dec 2005 | 2 | 3 |
| -1.80% | Aug 1997 | Aug 1997 | 1 | Sep 1997 | 1 | 2 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -15.96% | Jun 2021 | Sep 2022 | 16 | in progress | 6 | 22 |
| -11.47% | Apr 2008 | Feb 2009 | 11 | Jul 2009 | 5 | 16 |
| -9.49% | Sep 1979 | Mar 1980 | 7 | May 1980 | 2 | 9 |
| -9.16% | Sep 1987 | Nov 1987 | 3 | Jun 1988 | 7 | 10 |
| -7.44% | Feb 1994 | Jun 1994 | 5 | May 1995 | 11 | 16 |
| -6.63% | Aug 1990 | Sep 1990 | 2 | Jan 1991 | 4 | 6 |
| -5.83% | Jul 1981 | Sep 1981 | 3 | Oct 1981 | 1 | 4 |
| -5.66% | Oct 1978 | Oct 1978 | 1 | Jan 1979 | 3 | 4 |
| -5.38% | Jan 2020 | Mar 2020 | 3 | Jul 2020 | 4 | 7 |
| -5.14% | May 1998 | Aug 1998 | 4 | Nov 1998 | 3 | 7 |
| -5.07% | Feb 1984 | May 1984 | 4 | Aug 1984 | 3 | 7 |
| -4.70% | Mar 1987 | May 1987 | 3 | Aug 1987 | 3 | 6 |
| -4.45% | Dec 1981 | Mar 1982 | 4 | Aug 1982 | 5 | 9 |
| -4.19% | Jan 1990 | Apr 1990 | 4 | Jun 1990 | 2 | 6 |
| -4.08% | Sep 2018 | Dec 2018 | 4 | Mar 2019 | 3 | 7 |
| -3.98% | Apr 2004 | May 2004 | 2 | Sep 2004 | 4 | 6 |
| -3.97% | Aug 2011 | Sep 2011 | 2 | Jan 2012 | 4 | 6 |
| -3.38% | Jan 1999 | Feb 1999 | 2 | Apr 1999 | 2 | 4 |
| -3.31% | May 2015 | Jan 2016 | 9 | Mar 2016 | 2 | 11 |
| -3.17% | Aug 1980 | Oct 1980 | 3 | Mar 1981 | 5 | 8 |
Rolling Returns ( more details)
Larry Swedroe Larry Portfolio: annualized rolling and average returns
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| Rolling Period |
Return (*) | Negative Periods |
||
|---|---|---|---|---|
| Average (%) | Best (%) | Worst (%) | ||
| 1 Year |
8.91 |
39.36 Jul 1982 - Jun 1983 |
-14.49 Oct 2021 - Sep 2022 |
8.45% |
| 2 Years |
8.96 |
29.59 Jul 1984 - Jun 1986 |
-4.36 Mar 2021 - Feb 2023 |
1.84% |
| 3 Years |
9.01 |
22.54 Jul 1982 - Jun 1985 |
-1.07 Oct 2019 - Sep 2022 |
0.56% |
| 5 Years |
9.12 |
21.25 Sep 1981 - Aug 1986 |
0.32 Oct 2017 - Sep 2022 |
0.00% |
| 7 Years |
9.27 |
17.95 Apr 1980 - Mar 1987 |
2.10 Oct 2015 - Sep 2022 |
0.00% |
| 10 Years |
9.33 |
15.98 Aug 1982 - Jul 1992 |
2.46 Oct 2012 - Sep 2022 |
0.00% |
| 15 Years |
9.29 |
14.12 Nov 1978 - Oct 1993 |
3.48 Nov 2007 - Oct 2022 |
0.00% |
| 20 Years |
9.24 |
12.70 Jan 1976 - Dec 1995 |
5.20 Oct 2002 - Sep 2022 |
0.00% |
| 30 Years |
9.27 |
11.21 Jan 1976 - Dec 2005 |
6.12 Apr 1993 - Mar 2023 |
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 Larry Portfolio: Rolling Returns page.
Seasonality
In which months is it better to invest in Larry Swedroe Larry 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.
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 |
1.32
60% |
-0.48
40% |
-0.82
60% |
0.13
60% |
0.59
80% |
0.01
40% |
0.75
60% |
-0.17
80% |
-1.47
20% |
0.04
80% |
1.58
80% |
0.31
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.32
|
100.84
|
100.01
|
100.15
|
100.73
|
100.75
|
101.50
|
101.32
|
99.84
|
99.88
|
101.46
|
101.78
|
| Best |
4.6 2023 |
1.3 2021 |
1.2 2023 |
2.4 2020 |
1.3 2021 |
2.5 2019 |
2.8 2022 |
1.0 2020 |
0.9 2019 |
1.7 2022 |
3.9 2022 |
2.1 2020 |
| Worst |
-2.0 2022 |
-2.7 2023 |
-3.9 2020 |
-3.2 2022 |
-1.4 2019 |
-2.8 2022 |
-0.6 2021 |
-3.0 2022 |
-5.2 2022 |
-2.8 2018 |
-1.1 2021 |
-1.6 2022 |
Monthly Seasonality over the period Apr 2018 - Mar 2023
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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 |
0.79
60% |
-0.06
60% |
0.06
80% |
0.34
70% |
0.30
60% |
0.02
50% |
0.69
60% |
-0.22
60% |
-0.50
40% |
0.40
80% |
0.93
80% |
0.10
50% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.79
|
100.73
|
100.79
|
101.13
|
101.44
|
101.46
|
102.16
|
101.93
|
101.42
|
101.83
|
102.78
|
102.88
|
| Best |
4.6 2023 |
1.4 2014 |
3.0 2016 |
2.4 2020 |
1.3 2021 |
2.5 2019 |
2.8 2022 |
1.5 2014 |
3.2 2013 |
1.8 2014 |
3.9 2022 |
2.1 2020 |
| Worst |
-2.0 2022 |
-2.7 2023 |
-3.9 2020 |
-3.2 2022 |
-1.4 2019 |
-2.8 2022 |
-1.1 2014 |
-3.0 2022 |
-5.2 2022 |
-2.8 2018 |
-1.1 2021 |
-1.6 2022 |
Monthly Seasonality over the period Apr 2013 - Mar 2023
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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 |
0.99
71% |
0.28
65% |
0.44
69% |
0.95
79% |
0.72
66% |
0.72
64% |
0.71
68% |
0.63
70% |
0.39
62% |
0.42
64% |
1.22
79% |
1.12
79% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.99
|
101.27
|
101.72
|
102.68
|
103.42
|
104.16
|
104.90
|
105.57
|
105.98
|
106.43
|
107.72
|
108.93
|
| Best |
5.2 1976 |
4.7 1986 |
4.4 1986 |
8.9 1980 |
5.5 1985 |
4.1 1988 |
3.7 2009 |
6.4 1982 |
3.9 1982 |
6.9 1982 |
7.3 1981 |
8.0 1991 |
| Worst |
-4.5 2009 |
-5.8 1980 |
-3.9 2020 |
-3.9 2004 |
-3.6 1984 |
-2.8 2022 |
-1.9 1981 |
-4.7 1990 |
-5.2 2022 |
-7.0 1979 |
-1.9 1994 |
-2.9 1981 |
Monthly Seasonality over the period Jan 1976 - Mar 2023
Monthly/Yearly Returns
Larry Swedroe Larry 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 - Mar 2023
394 Positive Months (69%) - 173 Negative Months (31%)
MONTHLY RETURNS TABLE
Jan 1976 - Mar 2023
(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 |
| 2023 |
+3.01 | +1.63 | 4.6 | -2.7 | 1.2 | |||||||||
| 2022 |
-11.20 | -16.58 | -2.0 | -0.5 | -2.5 | -3.2 | 0.9 | -2.8 | 2.8 | -3.0 | -5.2 | 1.7 | 3.9 | -1.6 |
| 2021 |
+3.41 | -3.39 | 0.9 | 1.3 | 0.6 | 1.0 | 1.3 | -0.2 | -0.6 | 0.5 | -1.4 | 0.2 | -1.1 | 1.0 |
| 2020 |
+6.44 | +5.01 | -0.5 | -1.1 | -3.9 | 2.4 | 1.1 | 1.0 | 1.3 | 1.0 | -0.7 | 0.0 | 3.7 | 2.1 |
| 2019 |
+10.64 | +8.17 | 3.5 | 0.5 | 0.5 | 1.1 | -1.4 | 2.5 | -0.3 | 0.1 | 0.9 | 1.2 | 0.4 | 1.4 |
| 2018 |
-3.54 | -5.35 | 0.3 | -1.7 | 0.6 | -0.5 | 1.1 | -0.4 | 0.6 | 0.6 | -1.0 | -2.8 | 1.0 | -1.3 |
| 2017 |
+7.74 | +5.51 | 0.9 | 0.7 | 0.4 | 1.0 | 0.4 | 0.4 | 1.2 | 0.4 | 0.9 | 0.4 | 0.3 | 0.5 |
| 2016 |
+6.87 | +4.70 | -0.2 | 0.6 | 3.0 | 0.3 | -0.3 | 1.3 | 1.7 | -0.2 | 0.8 | -1.3 | 0.2 | 0.7 |
| 2015 |
-0.54 | -1.26 | 0.8 | 0.7 | 0.5 | 0.6 | -0.2 | -0.7 | -0.4 | -1.7 | -0.2 | 1.4 | -0.1 | -1.2 |
| 2014 |
+2.38 | +1.61 | -0.4 | 1.4 | 0.0 | 0.0 | 1.0 | 0.7 | -1.1 | 1.5 | -2.4 | 1.8 | 0.2 | -0.3 |
| 2013 |
+6.31 | +4.74 | 0.8 | 0.6 | 0.8 | 0.8 | -0.9 | -1.5 | 1.8 | -1.3 | 3.2 | 1.5 | 0.7 | -0.4 |
| 2012 |
+7.27 | +5.43 | 3.1 | 0.6 | -0.1 | 0.2 | -2.2 | 1.2 | 0.3 | 1.1 | 1.2 | -0.5 | 0.9 | 1.4 |
| 2011 |
+3.23 | +0.26 | 0.2 | 0.5 | 0.6 | 1.8 | 0.4 | -0.5 | 0.8 | -0.9 | -3.1 | 3.2 | 0.0 | 0.4 |
| 2010 |
+10.82 | +9.19 | 0.1 | 1.1 | 1.7 | 1.8 | -2.1 | -0.1 | 3.1 | -0.6 | 3.4 | 1.6 | -0.9 | 1.3 |
| 2009 |
+10.12 | +7.20 | -4.5 | -3.4 | 4.0 | 3.4 | 1.8 | -0.4 | 3.7 | 1.6 | 2.7 | -1.4 | 2.6 | 0.0 |
| 2008 |
-2.44 | -2.53 | 0.4 | 0.8 | 0.5 | -0.5 | 0.0 | -2.3 | 0.3 | 0.8 | -1.7 | -4.4 | 0.9 | 2.9 |
| 2007 |
+8.99 | +4.71 | 0.3 | 1.0 | 0.9 | 1.3 | 0.4 | -0.3 | 0.3 | 1.4 | 1.5 | 2.3 | 0.1 | -0.4 |
| 2006 |
+9.57 | +6.86 | 2.7 | -0.2 | 0.7 | 0.7 | -2.1 | -0.1 | 0.6 | 1.9 | 0.8 | 2.2 | 2.0 | 0.2 |
| 2005 |
+6.71 | +3.18 | 0.1 | 0.8 | -1.4 | 0.2 | 1.8 | 1.4 | 0.8 | 1.2 | 0.1 | -1.8 | 1.7 | 1.6 |
| 2004 |
+10.23 | +6.75 | 1.5 | 1.8 | 1.4 | -3.9 | -0.1 | 1.6 | -0.7 | 1.8 | 1.6 | 1.3 | 1.9 | 1.8 |
| 2003 |
+16.93 | +14.77 | -0.9 | 0.4 | -0.4 | 2.7 | 4.6 | 1.1 | -0.9 | 2.0 | 2.0 | 2.0 | 0.9 | 2.4 |
| 2002 |
+7.68 | +5.18 | 0.8 | 1.3 | 0.4 | 2.8 | 0.6 | -0.3 | -1.6 | 1.8 | 0.0 | 0.1 | 0.3 | 1.4 |
| 2001 |
+6.47 | +4.85 | 3.2 | -0.4 | -1.6 | 1.3 | 0.7 | 0.3 | 1.2 | 0.7 | -2.4 | 2.8 | -0.1 | 0.6 |
| 2000 |
+10.81 | +7.18 | -1.6 | 1.4 | 2.2 | -1.1 | -0.4 | 3.0 | 0.1 | 2.3 | 0.0 | -0.1 | 0.0 | 4.4 |
| 1999 |
+4.08 | +1.36 | -0.1 | -3.3 | 1.7 | 3.5 | -0.8 | 2.0 | -0.6 | -0.8 | 0.3 | -0.1 | 0.9 | 1.3 |
| 1998 |
+6.06 | +4.38 | 0.9 | 2.5 | 1.3 | 0.2 | -1.0 | -0.3 | -1.2 | -2.8 | 3.7 | 1.1 | 1.0 | 0.6 |
| 1997 |
+8.62 | +6.80 | 0.6 | 0.4 | -1.6 | 1.0 | 2.7 | 2.0 | 2.7 | -1.8 | 2.5 | -1.0 | -0.3 | 1.1 |
| 1996 |
+5.81 | +2.41 | 1.4 | -1.3 | -0.1 | 0.4 | 0.4 | 0.6 | -1.8 | 0.8 | 1.9 | 1.5 | 2.6 | -0.8 |
| 1995 |
+18.99 | +16.04 | 0.5 | 2.4 | 0.9 | 1.9 | 4.1 | 1.0 | 0.8 | 1.0 | 0.8 | 0.1 | 2.1 | 2.0 |
| 1994 |
-4.77 | -7.25 | 2.2 | -3.0 | -3.8 | -0.1 | 0.2 | -0.9 | 2.0 | 1.9 | -1.7 | -0.1 | -1.9 | 0.4 |
| 1993 |
+20.95 | +17.71 | 3.8 | 2.0 | 1.9 | 0.4 | 0.1 | 2.6 | 0.9 | 3.1 | 0.8 | 1.9 | -1.6 | 3.4 |
| 1992 |
+9.36 | +6.28 | 0.0 | 0.8 | -1.1 | 0.5 | 3.1 | -0.5 | 3.2 | -0.2 | 1.2 | -0.6 | 0.9 | 1.8 |
| 1991 |
+26.47 | +22.71 | 2.4 | 3.3 | 0.9 | 1.2 | 2.4 | -2.0 | 1.9 | 3.6 | 1.5 | 2.3 | -1.4 | 8.0 |
| 1990 |
+1.93 | -3.94 | -3.1 | 0.4 | 0.2 | -1.7 | 3.9 | 1.2 | 1.6 | -4.7 | -2.0 | 1.9 | 2.7 | 1.9 |
| 1989 |
+22.14 | +16.71 | 2.8 | 0.2 | 0.2 | 3.5 | 3.4 | 1.6 | 3.1 | 0.5 | 1.4 | 0.2 | 1.5 | 1.7 |
| 1988 |
+12.93 | +8.15 | 4.9 | 2.6 | -1.0 | 0.3 | -0.7 | 4.1 | -0.7 | -0.7 | 2.5 | 1.5 | -1.4 | 1.0 |
| 1987 |
-0.86 | -5.07 | 4.4 | 2.0 | -1.5 | -2.3 | -1.0 | 2.0 | 2.4 | 0.7 | -2.0 | -6.4 | -1.0 | 2.2 |
| 1986 |
+17.85 | +16.57 | 0.9 | 4.7 | 4.4 | 0.5 | 0.3 | 2.8 | -0.9 | 4.2 | -3.1 | 2.4 | 1.2 | -0.7 |
| 1985 |
+27.10 | +22.45 | 4.1 | -0.7 | 1.5 | 1.8 | 5.5 | 1.4 | 0.1 | 1.2 | -0.4 | 2.6 | 3.9 | 3.5 |
| 1984 |
+12.87 | +8.58 | 1.3 | -1.5 | -0.1 | 0.1 | -3.6 | 1.5 | 2.4 | 4.0 | 1.8 | 3.1 | 1.5 | 1.8 |
| 1983 |
+13.15 | +9.02 | 1.2 | 3.2 | 0.9 | 4.1 | -0.5 | 1.2 | -1.8 | 0.1 | 2.9 | -0.7 | 1.8 | 0.0 |
| 1982 |
+24.76 | +20.16 | -0.9 | -0.4 | -0.4 | 3.0 | 0.1 | -2.4 | 2.4 | 6.4 | 3.9 | 6.9 | 2.8 | 1.4 |
| 1981 |
+7.24 | -1.54 | -0.3 | -1.0 | 3.3 | -1.6 | 2.3 | 0.1 | -1.9 | -2.9 | -1.1 | 6.3 | 7.3 | -2.9 |
| 1980 |
+8.19 | -3.84 | 0.4 | -5.8 | -3.3 | 8.9 | 5.1 | 2.5 | 0.9 | -2.9 | 0.7 | -0.9 | 2.1 | 1.0 |
| 1979 |
+11.24 | -1.81 | 3.5 | -1.3 | 3.0 | 0.6 | 1.0 | 2.9 | 0.6 | 1.7 | -0.1 | -7.0 | 4.6 | 1.8 |
| 1978 |
+7.42 | -1.47 | -1.1 | 0.3 | 1.8 | 2.7 | 1.2 | 0.1 | 2.5 | 2.8 | 0.2 | -5.7 | 2.4 | 0.2 |
| 1977 |
+5.31 | -1.31 | -1.9 | -0.1 | 0.6 | 1.2 | 0.6 | 2.7 | -0.6 | 0.6 | 0.3 | -1.1 | 2.5 | 0.5 |
| 1976 |
+18.63 | +13.12 | 5.2 | 1.4 | 1.2 | 0.0 | -1.6 | 2.5 | 0.6 | 0.9 | 1.3 | 0.3 | 3.1 | 2.4 |
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:
- IJS - iShares S&P Small-Cap 600 Value: simulated historical serie, up to December 2000
- EEM - iShares MSCI Emerging Markets: simulated historical serie, up to December 2003
- DLS - WisdomTree International SmallCp Div: simulated historical serie, up to December 2006
- IEI - iShares 3-7 Year Treasury Bond: simulated historical serie, up to December 2007
Portfolio efficiency
Compared to the Larry Swedroe Larry 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 | ||
|
Desert Portfolio Gyroscopic Investing |
+6.54 | 5.42 | -14.72 | 30 | 60 | 10 | ||
|
Permanent Portfolio Harry Browne |
+6.53 | 6.47 | -15.92 | 25 | 50 | 25 | ||
|
Larry Portfolio Larry Swedroe |
+6.12 | 5.50 | -15.96 | 30 | 70 | 0 | ||
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Medium Risk categorization.
Swipe left to see all data
30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
|
Couch Potato Scott Burns |
+7.90 | 8.66 | -27.04 | 50 | 50 | 0 | ||
|
Stocks/Bonds 40/60 Momentum |
+7.85 | 6.85 | -21.11 | 40 | 60 | 0 | ||
|
Robo Advisor 50 Betterment |
+7.40 | 9.23 | -30.72 | 49.9 | 50.1 | 0 | ||
|
All Weather Portfolio Ray Dalio |
+7.28 | 7.20 | -20.19 | 30 | 55 | 15 | ||
|
Global Market Portfolio Credit Suisse |
+7.07 | 8.13 | -25.90 | 45 | 55 | 0 | ||
