Last Update: 31 March 2024
The Larry Swedroe Eliminate Fat Tails Portfolio obtained a 5.48% compound annual return, with a 6.24% standard deviation, in the last 30 Years.
The Simplified Permanent Portfolio obtained a 7.06% compound annual return, with a 6.88% standard deviation, in the last 30 Years.
Summary
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| Larry Swedroe Eliminate Fat Tails Portfolio | Simplified Permanent Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Medium | Medium | |
| Asset Allocation | Stocks | 30% | 25% |
| Fixed Income | 70% | 50% | |
| Commodities | 0% | 25% | |
| 30 Years Stats | Return | +5.48% | +7.06% |
| Std Dev | 6.24% | 6.88% | |
| Max Drawdown | -18.42% | -16.43% | |
| All time Stats (Since Jan 1985) |
Return | +7.18% | +7.84% |
| Std Dev | 6.98% | 6.80% | |
| Max Drawdown | -18.42% | -16.43% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1985
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| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Larry Swedroe Eliminate Fat Tails Portfolio | +1.26 | +6.64 | +5.07 | +3.13 | +2.98 | +5.48 | +7.18 |
| Simplified Permanent Portfolio | +3.26 | +13.23 | +9.28 | +6.15 | +5.12 | +7.06 | +7.84 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Larry Swedroe Eliminate Fat Tails Portfolio: an investment of 1$, since April 1994,
now would be worth 4.95$, with a total return of 395.33%
(5.48% annualized).
Simplified Permanent Portfolio: an investment of 1$, since April 1994, now would be worth 7.74$, with a total return of 674.04% (7.06% annualized).
Simplified Permanent Portfolio: an investment of 1$, since April 1994, now would be worth 7.74$, with a total return of 674.04% (7.06% annualized).
Larry Swedroe Eliminate Fat Tails Portfolio: an investment of 1$, since January 1985,
now would be worth 15.19$, with a total return of 1418.96%
(7.18% annualized).
Simplified Permanent Portfolio: an investment of 1$, since January 1985, now would be worth 19.36$, with a total return of 1836.20% (7.84% annualized).
Simplified Permanent Portfolio: an investment of 1$, since January 1985, now would be worth 19.36$, with a total return of 1836.20% (7.84% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Larry Swedroe Eliminate Fat Tails Portfolio
|
Simplified Permanent Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -18.42% | Jun 2008 | Feb 2009 (9) | Nov 2009 (18) | 9.58 | |||||
| -16.43% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 8.65 | |||||
| -13.28% | Mar 2008 | Oct 2008 (8) | Aug 2009 (18) | 5.20 | |||||
| -12.62% | Jan 2022 | Sep 2022 (9) | In progress (27) | 7.00 | |||||
| -8.68% | May 1998 | Aug 1998 (4) | Apr 1999 (12) | 3.71 | |||||
| -7.91% | Jan 2020 | Mar 2020 (3) | Jul 2020 (7) | 3.66 | |||||
| -6.69% | Apr 2013 | Jun 2013 (3) | Feb 2014 (11) | 3.22 | |||||
| -6.64% | May 2015 | Jan 2016 (9) | Jul 2016 (15) | 3.83 | |||||
| -6.23% | Aug 2016 | Dec 2016 (5) | Jul 2017 (12) | 3.09 | |||||
| -6.05% | Aug 2011 | Sep 2011 (2) | Jan 2012 (6) | 2.70 | |||||
| -5.32% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 2.68 | |||||
| -5.27% | Feb 2015 | Dec 2015 (11) | Mar 2016 (14) | 3.18 | |||||
| -5.09% | Feb 1999 | Aug 1999 (7) | Oct 1999 (9) | 3.00 | |||||
| -4.79% | Apr 2004 | Apr 2004 (1) | Oct 2004 (7) | 3.04 | |||||
| -4.63% | Jul 1998 | Aug 1998 (2) | Sep 1998 (3) | 2.40 | |||||
| -4.47% | Jul 2001 | Sep 2001 (3) | Dec 2001 (6) | 1.91 | |||||
| -4.31% | May 2002 | Jul 2002 (3) | May 2003 (13) | 2.36 | |||||
| -3.81% | Jan 2021 | Mar 2021 (3) | May 2021 (5) | 2.20 | |||||
| -3.79% | Apr 2004 | Apr 2004 (1) | Sep 2004 (6) | 2.19 | |||||
| -3.73% | Dec 1996 | Mar 1997 (4) | May 1997 (6) | 1.90 | |||||
Drawdown comparison chart since January 1985.
Swipe left to see all data
|
Larry Swedroe Eliminate Fat Tails Portfolio
|
Simplified Permanent Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -18.42% | Jun 2008 | Feb 2009 (9) | Nov 2009 (18) | 9.58 | |||||
| -16.43% | Jan 2022 | Sep 2022 (9) | Mar 2024 (27) | 8.65 | |||||
| -13.68% | Mar 1987 | Nov 1987 (9) | Jan 1989 (23) | 6.12 | |||||
| -13.28% | Mar 2008 | Oct 2008 (8) | Aug 2009 (18) | 5.20 | |||||
| -12.62% | Jan 2022 | Sep 2022 (9) | In progress (27) | 7.00 | |||||
| -8.81% | Aug 1990 | Sep 1990 (2) | Jan 1991 (6) | 4.97 | |||||
| -8.68% | May 1998 | Aug 1998 (4) | Apr 1999 (12) | 3.71 | |||||
| -7.91% | Jan 2020 | Mar 2020 (3) | Jul 2020 (7) | 3.66 | |||||
| -7.61% | Feb 1994 | Jun 1994 (5) | Jun 1995 (17) | 5.27 | |||||
| -6.69% | Apr 2013 | Jun 2013 (3) | Feb 2014 (11) | 3.22 | |||||
| -6.64% | May 2015 | Jan 2016 (9) | Jul 2016 (15) | 3.83 | |||||
| -6.23% | Aug 2016 | Dec 2016 (5) | Jul 2017 (12) | 3.09 | |||||
| -6.05% | Aug 2011 | Sep 2011 (2) | Jan 2012 (6) | 2.70 | |||||
| -5.83% | Aug 1987 | Nov 1987 (4) | Oct 1988 (15) | 2.68 | |||||
| -5.67% | Feb 1994 | Jun 1994 (5) | Mar 1995 (14) | 4.01 | |||||
| -5.66% | Jan 1990 | Apr 1990 (4) | Dec 1990 (12) | 2.70 | |||||
| -5.32% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 2.68 | |||||
| -5.27% | Feb 2015 | Dec 2015 (11) | Mar 2016 (14) | 3.18 | |||||
| -5.09% | Feb 1999 | Aug 1999 (7) | Oct 1999 (9) | 3.00 | |||||
| -4.79% | Apr 2004 | Apr 2004 (1) | Oct 2004 (7) | 3.04 | |||||
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.
The highlighted returns represent the highest values for that specific year.
Swipe left to see all data
| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+1.11%
|
-1.00% |
+3.65%
|
-0.04% |
| 2023 |
+6.63%
|
-5.10% |
+11.51%
|
-5.16% |
| 2022 |
-9.61%
|
-12.62% |
-12.67%
|
-16.43% |
| 2021 |
+5.40%
|
-1.26% |
+3.72%
|
-3.81% |
| 2020 |
+8.18%
|
-7.91% |
+16.46%
|
-3.11% |
| 2019 |
+9.79%
|
-1.93% |
+16.15%
|
-0.99% |
| 2018 |
-3.46%
|
-5.32% |
-1.29%
|
-3.68% |
| 2017 |
+8.83%
|
0.00% |
+9.78%
|
-0.96% |
| 2016 |
+7.30%
|
-1.12% |
+5.72%
|
-6.23% |
| 2015 |
-3.40%
|
-5.77% |
-1.82%
|
-5.27% |
| 2014 |
+1.52%
|
-2.92% |
+7.12%
|
-2.59% |
| 2013 |
+2.64%
|
-3.45% |
-1.76%
|
-6.69% |
| 2012 |
+7.53%
|
-2.29% |
+7.59%
|
-1.89% |
| 2011 |
+1.93%
|
-6.05% |
+10.45%
|
-3.69% |
| 2010 |
+8.60%
|
-3.33% |
+16.36%
|
-0.02% |
| 2009 |
+17.45%
|
-6.28% |
+9.94%
|
-4.96% |
| 2008 |
-11.49%
|
-16.27% |
+0.94%
|
-13.28% |
| 2007 |
+10.73%
|
-1.33% |
+14.14%
|
-1.50% |
| 2006 |
+8.72%
|
-2.40% |
+10.82%
|
-2.47% |
| 2005 |
+7.94%
|
-2.01% |
+7.34%
|
-1.60% |
| 2004 |
+10.37%
|
-3.79% |
+6.42%
|
-4.79% |
| 2003 |
+17.58%
|
-0.78% |
+15.31%
|
-2.22% |
| 2002 |
+3.12%
|
-4.31% |
+9.00%
|
-2.60% |
| 2001 |
+4.53%
|
-4.47% |
+0.15%
|
-3.21% |
| 2000 |
+3.70%
|
-3.62% |
+4.63%
|
-2.98% |
| 1999 |
+12.78%
|
-1.79% |
+2.25%
|
-5.09% |
| 1998 |
+1.83%
|
-8.68% |
+12.93%
|
-4.63% |
| 1997 |
+7.45%
|
-2.49% |
+8.38%
|
-2.87% |
| 1996 |
+7.38%
|
-2.25% |
+4.09%
|
-3.64% |
| 1995 |
+14.41%
|
-0.69% |
+21.97%
|
0.00% |
| 1994 |
-3.92%
|
-7.61% |
-4.18%
|
-5.67% |
| 1993 |
+24.39%
|
-1.41% |
+13.56%
|
-1.61% |
| 1992 |
+5.38%
|
-2.50% |
+4.46%
|
-3.11% |
| 1991 |
+32.01%
|
-2.36% |
+15.41%
|
-1.06% |
| 1990 |
+2.61%
|
-8.81% |
+1.55%
|
-5.66% |
| 1989 |
+26.09%
|
-0.58% |
+15.24%
|
-1.52% |
| 1988 |
+13.59%
|
-1.87% |
+3.97%
|
-2.03% |
| 1987 |
-6.14%
|
-13.68% |
+5.46%
|
-5.83% |
| 1986 |
+11.79%
|
-3.42% |
+19.06%
|
-1.00% |
| 1985 |
+21.01%
|
-1.07% |
+24.24%
|
-2.66% |
