Andrew Tobias vs Larry Swedroe Big Rocks Portfolio Comparison

Last Update: 29 February 2024

The Andrew Tobias Portfolio obtained a 6.49% compound annual return, with a 9.95% standard deviation, in the last 30 Years.

The Larry Swedroe Big Rocks Portfolio obtained a 6.88% compound annual return, with a 9.17% standard deviation, in the last 30 Years.

Summary

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Andrew Tobias Portfolio Larry Swedroe Big Rocks Portfolio
Portfolio Risk High High
Asset Allocation Stocks 66.67% 60%
Fixed Income 33.33% 40%
Commodities 0% 0%
30 Years Stats Return +6.49% +6.88%
Std Dev 9.95% 9.17%
Max Drawdown -36.42% -33.80%
All time Stats
(Since Jan 1976)
Return +9.01% +9.71%
Std Dev 10.14% 9.35%
Max Drawdown -36.42% -33.80%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1976

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1M 6M 1Y 5Y 10Y 30Y MAX
Andrew Tobias Portfolio +2.64 +8.54 +15.82 +7.46 +5.94 +6.49 +9.01
Larry Swedroe Big Rocks Portfolio +1.60 +5.83 +8.37 +5.29 +5.09 +6.88 +9.71
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Andrew Tobias Portfolio: an investment of 1$, since March 1994, now would be worth 6.59$, with a total return of 558.84% (6.49% annualized).

Larry Swedroe Big Rocks Portfolio: an investment of 1$, since March 1994, now would be worth 7.36$, with a total return of 636.17% (6.88% annualized).

Andrew Tobias Portfolio: an investment of 1$, since January 1976, now would be worth 63.84$, with a total return of 6284.15% (9.01% annualized).

Larry Swedroe Big Rocks Portfolio: an investment of 1$, since January 1976, now would be worth 86.97$, with a total return of 8596.78% (9.71% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Andrew Tobias Portfolio
Larry Swedroe Big Rocks Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-36.42% Nov 2007 Feb 2009 (16) Apr 2011 (42) 16.59
-33.80% Nov 2007 Feb 2009 (16) Dec 2010 (38) 14.67
-25.91% Apr 2000 Sep 2002 (30) Oct 2004 (55) 13.82
-18.85% Jan 2022 Sep 2022 (9) Dec 2023 (24) 9.07
-15.71% Jan 2022 Sep 2022 (9) Feb 2024 (26) 7.49
-15.63% Jan 2020 Mar 2020 (3) Nov 2020 (11) 7.38
-13.71% Jan 2020 Mar 2020 (3) Aug 2020 (8) 6.18
-13.69% May 2011 Sep 2011 (5) Dec 2012 (20) 5.66
-12.59% May 2011 Sep 2011 (5) Sep 2012 (17) 4.81
-11.58% May 1998 Aug 1998 (4) Apr 1999 (12) 4.74
-10.99% Jun 2002 Sep 2002 (4) Jun 2003 (13) 7.44
-9.73% Jul 1998 Aug 1998 (2) Nov 1998 (5) 5.25
-8.88% Feb 2018 Dec 2018 (11) Apr 2019 (15) 3.57
-8.81% Jun 2015 Feb 2016 (9) Dec 2016 (19) 4.04
-8.79% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.98
-7.30% Feb 2001 Sep 2001 (8) Mar 2002 (14) 3.10
-6.46% Jun 2015 Feb 2016 (9) Jul 2016 (14) 3.32
-4.07% Sep 2000 Nov 2000 (3) Dec 2000 (4) 2.02
-3.84% May 2019 May 2019 (1) Sep 2019 (5) 1.66
-3.79% May 2019 May 2019 (1) Jun 2019 (2) 2.19

Drawdown comparison chart since January 1976.

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Andrew Tobias Portfolio
Larry Swedroe Big Rocks Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-36.42% Nov 2007 Feb 2009 (16) Apr 2011 (42) 16.59
-33.80% Nov 2007 Feb 2009 (16) Dec 2010 (38) 14.67
-25.91% Apr 2000 Sep 2002 (30) Oct 2004 (55) 13.82
-18.85% Jan 2022 Sep 2022 (9) Dec 2023 (24) 9.07
-16.69% Sep 1987 Nov 1987 (3) Oct 1988 (14) 7.96
-15.71% Jan 2022 Sep 2022 (9) Feb 2024 (26) 7.49
-15.63% Jan 2020 Mar 2020 (3) Nov 2020 (11) 7.38
-14.68% Sep 1987 Nov 1987 (3) Nov 1988 (15) 6.82
-13.71% Jan 2020 Mar 2020 (3) Aug 2020 (8) 6.18
-13.69% May 2011 Sep 2011 (5) Dec 2012 (20) 5.66
-12.76% Jan 1990 Sep 1990 (9) Feb 1991 (14) 6.48
-12.59% May 2011 Sep 2011 (5) Sep 2012 (17) 4.81
-11.58% May 1998 Aug 1998 (4) Apr 1999 (12) 4.74
-10.99% Jun 2002 Sep 2002 (4) Jun 2003 (13) 7.44
-10.17% Dec 1981 Jul 1982 (8) Oct 1982 (11) 6.08
-9.79% Aug 1990 Sep 1990 (2) Feb 1991 (7) 6.09
-9.73% Jul 1998 Aug 1998 (2) Nov 1998 (5) 5.25
-9.03% Feb 1980 Mar 1980 (2) May 1980 (4) 4.43
-8.88% Feb 2018 Dec 2018 (11) Apr 2019 (15) 3.57
-8.81% Jun 2015 Feb 2016 (9) Dec 2016 (19) 4.04

Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
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Year Return Drawdown Return Drawdown
2024
+2.98%
0.00%
+0.42%
-1.16%
2023
+16.14%
-6.52%
+11.05%
-6.97%
2022
-12.58%
-18.85%
-10.13%
-15.71%
2021
+12.14%
-2.75%
+13.59%
-2.22%
2020
+10.55%
-13.71%
+5.25%
-15.63%
2019
+18.69%
-3.79%
+15.98%
-3.84%
2018
-5.85%
-8.88%
-5.45%
-8.79%
2017
+15.52%
0.00%
+11.28%
-0.30%
2016
+5.01%
-4.55%
+9.71%
-3.10%
2015
-0.07%
-7.19%
-0.97%
-5.87%
2014
+2.26%
-2.72%
+4.48%
-2.69%
2013
+18.36%
-1.78%
+16.68%
-1.92%
2012
+11.85%
-6.75%
+10.73%
-5.29%
2011
-3.28%
-13.69%
-1.31%
-12.59%
2010
+9.28%
-8.62%
+12.32%
-7.86%
2009
+18.73%
-13.67%
+17.83%
-14.02%
2008
-23.80%
-25.97%
-19.64%
-22.16%
2007
+7.55%
-3.36%
+3.90%
-4.18%
2006
+15.13%
-2.38%
+15.44%
-2.51%
2005
+7.05%
-2.58%
+7.49%
-2.54%
2004
+10.80%
-2.56%
+13.68%
-3.20%
2003
+24.42%
-3.85%
+25.46%
-2.67%
2002
-9.29%
-13.73%
-3.83%
-10.99%
2001
-8.37%
-14.61%
+1.46%
-7.30%
2000
-5.34%
-8.80%
+5.09%
-4.07%
1999
+21.21%
-2.27%
+10.77%
-2.62%
1998
+15.71%
-9.73%
+6.51%
-11.58%
1997
+12.04%
-3.41%
+12.72%
-2.62%
1996
+10.01%
-2.86%
+12.51%
-2.90%
1995
+17.29%
-0.92%
+18.49%
-1.31%
1994
+3.04%
-3.64%
-1.08%
-5.17%
1993
+15.62%
-4.17%
+17.22%
-1.90%
1992
+0.36%
-4.79%
+9.42%
-1.37%
1991
+17.79%
-3.72%
+24.15%
-3.18%
1990
-6.98%
-12.76%
-4.70%
-9.79%
1989
+17.49%
-1.63%
+19.42%
-1.78%
1988
+16.22%
-2.96%
+16.48%
-1.57%
1987
+12.63%
-14.68%
+4.41%
-16.69%
1986
+29.43%
-4.56%
+20.58%
-3.51%
1985
+33.71%
-1.51%
+27.95%
-1.60%
1984
+7.84%
-4.83%
+9.53%
-4.07%
1983
+18.09%
-2.37%
+20.22%
-1.54%
1982
+13.56%
-8.27%
+19.04%
-3.82%
1981
+2.58%
-7.29%
+6.74%
-6.49%
1980
+21.48%
-8.62%
+19.74%
-9.03%
1979
+12.34%
-6.12%
+17.56%
-6.70%
1978
+14.77%
-6.05%
+11.95%
-7.40%
1977
+5.85%
-2.57%
+7.71%
-1.43%
1976
+12.36%
-3.09%
+21.01%
-2.56%