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 Stocks/Bonds 20/80 Momentum Portfolio obtained a 6.34% compound annual return, with a 4.92% standard deviation, in the last 30 Years.
Summary
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| Larry Swedroe Eliminate Fat Tails Portfolio | Stocks/Bonds 20/80 Momentum Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Medium | Low | |
| Asset Allocation | Stocks | 30% | 20% |
| Fixed Income | 70% | 80% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +5.48% | +6.34% |
| Std Dev | 6.24% | 4.92% | |
| Max Drawdown | -18.42% | -17.91% | |
| All time Stats (Since Jan 1985) |
Return | +7.18% | +7.56% |
| Std Dev | 6.98% | 5.27% | |
| Max Drawdown | -18.42% | -17.91% | |
| 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 |
| Stocks/Bonds 20/80 Momentum Portfolio | +1.32 | +11.39 | +8.01 | +2.78 | +3.95 | +6.34 | +7.56 |
| 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).
Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 6.33$, with a total return of 532.97% (6.34% annualized).
Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 6.33$, with a total return of 532.97% (6.34% 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).
Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since January 1985, now would be worth 17.50$, with a total return of 1649.96% (7.56% annualized).
Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since January 1985, now would be worth 17.50$, with a total return of 1649.96% (7.56% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Larry Swedroe Eliminate Fat Tails Portfolio
|
Stocks/Bonds 20/80 Momentum 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 | |||||
| -17.91% | Nov 2021 | Sep 2022 (11) | In progress (29) | 12.31 | |||||
| -12.62% | Jan 2022 | Sep 2022 (9) | In progress (27) | 7.00 | |||||
| -9.00% | Jan 2008 | Oct 2008 (10) | Aug 2009 (20) | 4.15 | |||||
| -8.68% | May 1998 | Aug 1998 (4) | Apr 1999 (12) | 3.71 | |||||
| -7.91% | Jan 2020 | Mar 2020 (3) | Jul 2020 (7) | 3.66 | |||||
| -6.64% | May 2015 | Jan 2016 (9) | Jul 2016 (15) | 3.83 | |||||
| -6.05% | Aug 2011 | Sep 2011 (2) | Jan 2012 (6) | 2.70 | |||||
| -5.32% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 2.68 | |||||
| -4.47% | Jul 2001 | Sep 2001 (3) | Dec 2001 (6) | 1.91 | |||||
| -4.31% | May 2002 | Jul 2002 (3) | May 2003 (13) | 2.36 | |||||
| -3.79% | Apr 2004 | Apr 2004 (1) | Sep 2004 (6) | 2.19 | |||||
| -3.64% | Aug 2016 | Nov 2016 (4) | Apr 2017 (9) | 1.84 | |||||
| -3.62% | Mar 2000 | May 2000 (3) | Aug 2000 (6) | 1.67 | |||||
| -3.47% | Sep 1994 | Jan 1995 (5) | Apr 1995 (8) | 2.04 | |||||
| -3.46% | Feb 2020 | Mar 2020 (2) | Apr 2020 (3) | 1.73 | |||||
| -3.45% | May 2013 | Jun 2013 (2) | Oct 2013 (6) | 1.99 | |||||
| -3.33% | May 2010 | Jun 2010 (2) | Sep 2010 (5) | 1.94 | |||||
| -3.33% | Feb 2001 | Mar 2001 (2) | May 2001 (4) | 1.68 | |||||
| -3.26% | Sep 2000 | Nov 2000 (3) | Jan 2001 (5) | 1.62 | |||||
Drawdown comparison chart since January 1985.
Swipe left to see all data
|
Larry Swedroe Eliminate Fat Tails Portfolio
|
Stocks/Bonds 20/80 Momentum 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 | |||||
| -17.91% | Nov 2021 | Sep 2022 (11) | In progress (29) | 12.31 | |||||
| -13.68% | Mar 1987 | Nov 1987 (9) | Jan 1989 (23) | 6.12 | |||||
| -12.62% | Jan 2022 | Sep 2022 (9) | In progress (27) | 7.00 | |||||
| -9.00% | Jan 2008 | Oct 2008 (10) | Aug 2009 (20) | 4.15 | |||||
| -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 | |||||
| -6.64% | May 2015 | Jan 2016 (9) | Jul 2016 (15) | 3.83 | |||||
| -6.53% | Sep 1987 | Nov 1987 (3) | Feb 1988 (6) | 3.65 | |||||
| -6.05% | Aug 2011 | Sep 2011 (2) | Jan 2012 (6) | 2.70 | |||||
| -5.46% | Feb 1994 | Jun 1994 (5) | Feb 1995 (13) | 3.79 | |||||
| -5.32% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 2.68 | |||||
| -4.47% | Jul 2001 | Sep 2001 (3) | Dec 2001 (6) | 1.91 | |||||
| -4.31% | May 2002 | Jul 2002 (3) | May 2003 (13) | 2.36 | |||||
| -3.79% | Apr 2004 | Apr 2004 (1) | Sep 2004 (6) | 2.19 | |||||
| -3.64% | Aug 2016 | Nov 2016 (4) | Apr 2017 (9) | 1.84 | |||||
| -3.62% | Mar 2000 | May 2000 (3) | Aug 2000 (6) | 1.67 | |||||
| -3.46% | Feb 2020 | Mar 2020 (2) | Apr 2020 (3) | 1.73 | |||||
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.
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| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+1.11%
|
-1.00% |
+3.35%
|
0.00% |
| 2023 |
+6.63%
|
-5.10% |
+6.16%
|
-5.43% |
| 2022 |
-9.61%
|
-12.62% |
-14.14%
|
-17.00% |
| 2021 |
+5.40%
|
-1.26% |
+1.18%
|
-2.95% |
| 2020 |
+8.18%
|
-7.91% |
+12.14%
|
-3.46% |
| 2019 |
+9.79%
|
-1.93% |
+12.52%
|
-0.69% |
| 2018 |
-3.46%
|
-5.32% |
-0.42%
|
-3.12% |
| 2017 |
+8.83%
|
0.00% |
+10.35%
|
0.00% |
| 2016 |
+7.30%
|
-1.12% |
+3.02%
|
-3.64% |
| 2015 |
-3.40%
|
-5.77% |
+2.23%
|
-1.48% |
| 2014 |
+1.52%
|
-2.92% |
+7.58%
|
-0.83% |
| 2013 |
+2.64%
|
-3.45% |
+5.23%
|
-2.48% |
| 2012 |
+7.53%
|
-2.29% |
+5.51%
|
-0.69% |
| 2011 |
+1.93%
|
-6.05% |
+7.52%
|
-0.70% |
| 2010 |
+8.60%
|
-3.33% |
+8.56%
|
-0.70% |
| 2009 |
+17.45%
|
-6.28% |
+6.40%
|
-6.03% |
| 2008 |
-11.49%
|
-16.27% |
-2.70%
|
-9.00% |
| 2007 |
+10.73%
|
-1.33% |
+9.07%
|
-0.41% |
| 2006 |
+8.72%
|
-2.40% |
+5.53%
|
-1.33% |
| 2005 |
+7.94%
|
-2.01% |
+5.74%
|
-1.35% |
| 2004 |
+10.37%
|
-3.79% |
+6.73%
|
-2.37% |
| 2003 |
+17.58%
|
-0.78% |
+8.38%
|
-2.29% |
| 2002 |
+3.12%
|
-4.31% |
+4.15%
|
-1.79% |
| 2001 |
+4.53%
|
-4.47% |
+3.27%
|
-2.01% |
| 2000 |
+3.70%
|
-3.62% |
+7.19%
|
-1.52% |
| 1999 |
+12.78%
|
-1.79% |
+7.48%
|
-1.73% |
| 1998 |
+1.83%
|
-8.68% |
+16.62%
|
-1.24% |
| 1997 |
+7.45%
|
-2.49% |
+14.93%
|
-1.81% |
| 1996 |
+7.38%
|
-2.25% |
+8.83%
|
-1.37% |
| 1995 |
+14.41%
|
-0.69% |
+23.01%
|
0.00% |
| 1994 |
-3.92%
|
-7.61% |
-2.34%
|
-5.46% |
| 1993 |
+24.39%
|
-1.41% |
+10.39%
|
-0.92% |
| 1992 |
+5.38%
|
-2.50% |
+6.58%
|
-1.69% |
| 1991 |
+32.01%
|
-2.36% |
+19.58%
|
-0.95% |
| 1990 |
+2.61%
|
-8.81% |
+7.22%
|
-2.90% |
| 1989 |
+26.09%
|
-0.58% |
+19.47%
|
-0.82% |
| 1988 |
+13.59%
|
-1.87% |
+7.30%
|
-2.80% |
| 1987 |
-6.14%
|
-13.68% |
+1.70%
|
-6.53% |
| 1986 |
+11.79%
|
-3.42% |
+16.62%
|
-3.15% |
| 1985 |
+21.01%
|
-1.07% |
+24.27%
|
-1.28% |
