Dynamic 60/40 Income vs Larry Swedroe Big Rocks Portfolio Comparison

Last Update: 31 March 2024

The Dynamic 60/40 Income Portfolio obtained a 7.13% compound annual return, with a 9.33% standard deviation, in the last 30 Years.

The Larry Swedroe Big Rocks Portfolio obtained a 7.07% compound annual return, with a 9.15% standard deviation, in the last 30 Years.

Summary

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Dynamic 60/40 Income Portfolio Larry Swedroe Big Rocks Portfolio
Portfolio Risk High High
Asset Allocation Stocks 60% 60%
Fixed Income 40% 40%
Commodities 0% 0%
30 Years Stats Return +7.13% +7.07%
Std Dev 9.33% 9.15%
Max Drawdown -41.44% -33.80%
All time Stats
(Since Jan 1992)		 Return +7.42% +7.32%
Std Dev 9.10% 8.95%
Max Drawdown -41.44% -33.80%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1992

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1M 6M 1Y 5Y 10Y 30Y MAX
Dynamic 60/40 Income Portfolio +1.24 +12.08 +11.69 +5.17 +5.47 +7.13 +7.42
Larry Swedroe Big Rocks Portfolio +2.14 +11.27 +10.82 +5.72 +5.26 +7.07 +7.32
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Dynamic 60/40 Income Portfolio: an investment of 1$, since April 1994, now would be worth 7.90$, with a total return of 690.39% (7.13% annualized).

Larry Swedroe Big Rocks Portfolio: an investment of 1$, since April 1994, now would be worth 7.77$, with a total return of 677.16% (7.07% annualized).

Dynamic 60/40 Income Portfolio: an investment of 1$, since January 1992, now would be worth 10.05$, with a total return of 905.43% (7.42% annualized).

Larry Swedroe Big Rocks Portfolio: an investment of 1$, since January 1992, now would be worth 9.75$, with a total return of 875.07% (7.32% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Dynamic 60/40 Income 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
-41.44% Jun 2007 Feb 2009 (21) Sep 2010 (40) 16.67
-33.80% Nov 2007 Feb 2009 (16) Dec 2010 (38) 14.67
-18.21% Jan 2022 Sep 2022 (9) In progress (27) 11.22
-15.71% Jan 2022 Sep 2022 (9) Feb 2024 (26) 7.49
-15.63% Jan 2020 Mar 2020 (3) Nov 2020 (11) 7.38
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-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
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-8.79% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.98
-7.30% Feb 2001 Sep 2001 (8) Mar 2002 (14) 3.10
-7.02% Jul 1998 Aug 1998 (2) Dec 1998 (6) 3.48
-6.80% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.15
-6.46% Jun 2015 Feb 2016 (9) Jul 2016 (14) 3.32
-6.19% Apr 2002 Oct 2002 (7) Apr 2003 (13) 2.86
-4.42% Apr 2015 Sep 2015 (6) Mar 2016 (12) 2.43
-4.29% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.49
-4.07% Sep 1994 Nov 1994 (3) Feb 1995 (6) 2.01
-4.07% Sep 2000 Nov 2000 (3) Dec 2000 (4) 2.02

Drawdown comparison chart since January 1992.

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Dynamic 60/40 Income 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
-41.44% Jun 2007 Feb 2009 (21) Sep 2010 (40) 16.67
-33.80% Nov 2007 Feb 2009 (16) Dec 2010 (38) 14.67
-18.21% Jan 2022 Sep 2022 (9) In progress (27) 11.22
-15.71% Jan 2022 Sep 2022 (9) Feb 2024 (26) 7.49
-15.63% Jan 2020 Mar 2020 (3) Nov 2020 (11) 7.38
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-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
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-8.79% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.98
-7.30% Feb 2001 Sep 2001 (8) Mar 2002 (14) 3.10
-7.02% Jul 1998 Aug 1998 (2) Dec 1998 (6) 3.48
-6.80% Feb 1994 Nov 1994 (10) Apr 1995 (15) 3.87
-6.80% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.15
-6.46% Jun 2015 Feb 2016 (9) Jul 2016 (14) 3.32
-6.19% Apr 2002 Oct 2002 (7) Apr 2003 (13) 2.86
-5.17% Feb 1994 Jun 1994 (5) Mar 1995 (14) 3.29
-4.42% Apr 2015 Sep 2015 (6) Mar 2016 (12) 2.43
-4.29% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.49

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
+2.73%
 -0.14%
+2.57%
 -1.16%
2023
+12.28%
 -6.45%
+11.05%
 -6.97%
2022
-15.89%
 -18.21%
-10.13%
 -15.71%
2021
+15.27%
 -2.58%
+13.59%
 -2.22%
2020
+6.26%
 -14.24%
+5.25%
 -15.63%
2019
+18.59%
 -1.55%
+15.98%
 -3.84%
2018
-3.28%
 -6.80%
-5.45%
 -8.79%
2017
+8.11%
 -0.39%
+11.28%
 -0.30%
2016
+7.39%
 -2.92%
+9.71%
 -3.10%
2015
+0.49%
 -4.42%
-0.97%
 -5.87%
2014
+11.87%
 -2.32%
+4.48%
 -2.69%
2013
+8.15%
 -3.78%
+16.68%
 -1.92%
2012
+12.84%
 -3.09%
+10.73%
 -5.29%
2011
+3.16%
 -10.41%
-1.31%
 -12.59%
2010
+14.75%
 -5.96%
+12.32%
 -7.86%
2009
+25.31%
 -19.50%
+17.83%
 -14.02%
2008
-21.78%
 -30.14%
-19.64%
 -22.16%
2007
-3.54%
 -7.01%
+3.90%
 -4.18%
2006
+14.28%
 -1.89%
+15.44%
 -2.51%
2005
+5.27%
 -2.10%
+7.49%
 -2.54%
2004
+12.11%
 -4.29%
+13.68%
 -3.20%
2003
+22.26%
 0.00%
+25.46%
 -2.67%
2002
-0.78%
 -6.19%
-3.83%
 -10.99%
2001
+5.55%
 -3.29%
+1.46%
 -7.30%
2000
+5.79%
 -3.60%
+5.09%
 -4.07%
1999
+4.89%
 -3.30%
+10.77%
 -2.62%
1998
+5.13%
 -7.02%
+6.51%
 -11.58%
1997
+16.74%
 -0.91%
+12.72%
 -2.62%
1996
+16.21%
 -0.78%
+12.51%
 -2.90%
1995
+20.42%
 -0.12%
+18.49%
 -1.31%
1994
-3.20%
 -6.80%
-1.08%
 -5.17%
1993
+14.00%
 -1.75%
+17.22%
 -1.90%
1992
+13.92%
 -0.48%
+9.42%
 -1.37%