Last Update: 31 March 2024
The Developed World ex-US 80/20 Portfolio obtained a 5.39% compound annual return, with a 13.23% standard deviation, in the last 30 Years.
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.
Summary
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| Developed World ex-US 80/20 Portfolio | Larry Swedroe Eliminate Fat Tails Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | Medium | |
| Asset Allocation | Stocks | 80% | 30% |
| Fixed Income | 20% | 70% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +5.39% | +5.48% |
| Std Dev | 13.23% | 6.24% | |
| Max Drawdown | -47.74% | -18.42% | |
| All time Stats (Since Jan 1985) |
Return | +8.09% | +7.18% |
| Std Dev | 14.16% | 6.98% | |
| Max Drawdown | -47.74% | -18.42% | |
| 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 | |
|---|---|---|---|---|---|---|---|
| Developed World ex-US 80/20 Portfolio | +3.16 | +14.85 | +13.05 | +6.01 | +4.59 | +5.39 | +8.09 |
| Larry Swedroe Eliminate Fat Tails Portfolio | +1.26 | +6.64 | +5.07 | +3.13 | +2.98 | +5.48 | +7.18 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Developed World ex-US 80/20 Portfolio: an investment of 1$, since April 1994,
now would be worth 4.84$, with a total return of 383.67%
(5.39% annualized).
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).
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).
Developed World ex-US 80/20 Portfolio: an investment of 1$, since January 1985,
now would be worth 21.16$, with a total return of 2016.15%
(8.09% 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).
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).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Developed World ex-US 80/20 Portfolio
|
Larry Swedroe Eliminate Fat Tails Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -47.74% | Nov 2007 | Feb 2009 (16) | Sep 2013 (71) | 20.50 | |||||
| -36.04% | Apr 2000 | Mar 2003 (36) | Nov 2004 (56) | 20.53 | |||||
| -25.24% | Sep 2021 | Sep 2022 (13) | Mar 2024 (31) | 10.82 | |||||
| -19.27% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 8.88 | |||||
| -18.42% | Jun 2008 | Feb 2009 (9) | Nov 2009 (18) | 9.58 | |||||
| -14.39% | Feb 2018 | Dec 2018 (11) | Dec 2019 (23) | 6.33 | |||||
| -13.21% | May 2015 | Feb 2016 (10) | Mar 2017 (23) | 6.27 | |||||
| -12.62% | Jan 2022 | Sep 2022 (9) | In progress (27) | 7.00 | |||||
| -10.26% | Sep 1994 | Feb 1995 (6) | Nov 1995 (15) | 4.12 | |||||
| -10.17% | Jun 1998 | Sep 1998 (4) | Nov 1998 (6) | 5.44 | |||||
| -9.05% | Aug 1997 | Dec 1997 (5) | Mar 1998 (8) | 5.44 | |||||
| -8.68% | May 1998 | Aug 1998 (4) | Apr 1999 (12) | 3.71 | |||||
| -7.91% | Jan 2020 | Mar 2020 (3) | Jul 2020 (7) | 3.66 | |||||
| -7.17% | Jul 2014 | Dec 2014 (6) | Apr 2015 (10) | 3.94 | |||||
| -6.64% | May 2015 | Jan 2016 (9) | Jul 2016 (15) | 3.83 | |||||
| -6.05% | Aug 2011 | Sep 2011 (2) | Jan 2012 (6) | 2.70 | |||||
| -5.40% | Dec 1996 | Jan 1997 (2) | May 1997 (6) | 3.83 | |||||
| -5.32% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 2.68 | |||||
| -5.30% | Jan 2000 | Jan 2000 (1) | Mar 2000 (3) | 3.03 | |||||
| -4.47% | Jul 2001 | Sep 2001 (3) | Dec 2001 (6) | 1.91 | |||||
Drawdown comparison chart since January 1985.
Swipe left to see all data
|
Developed World ex-US 80/20 Portfolio
|
Larry Swedroe Eliminate Fat Tails Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -47.74% | Nov 2007 | Feb 2009 (16) | Sep 2013 (71) | 20.50 | |||||
| -36.04% | Apr 2000 | Mar 2003 (36) | Nov 2004 (56) | 20.53 | |||||
| -25.24% | Sep 2021 | Sep 2022 (13) | Mar 2024 (31) | 10.82 | |||||
| -24.86% | Jan 1990 | Sep 1990 (9) | Apr 1993 (40) | 14.35 | |||||
| -19.27% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 8.88 | |||||
| -18.42% | Jun 2008 | Feb 2009 (9) | Nov 2009 (18) | 9.58 | |||||
| -14.39% | Feb 2018 | Dec 2018 (11) | Dec 2019 (23) | 6.33 | |||||
| -13.68% | Mar 1987 | Nov 1987 (9) | Jan 1989 (23) | 6.12 | |||||
| -13.21% | May 2015 | Feb 2016 (10) | Mar 2017 (23) | 6.27 | |||||
| -12.62% | Jan 2022 | Sep 2022 (9) | In progress (27) | 7.00 | |||||
| -11.30% | Sep 1987 | Oct 1987 (2) | Mar 1988 (7) | 6.82 | |||||
| -10.26% | Sep 1994 | Feb 1995 (6) | Nov 1995 (15) | 4.12 | |||||
| -10.17% | Jun 1998 | Sep 1998 (4) | Nov 1998 (6) | 5.44 | |||||
| -9.05% | Aug 1997 | Dec 1997 (5) | Mar 1998 (8) | 5.44 | |||||
| -8.81% | Aug 1990 | Sep 1990 (2) | Jan 1991 (6) | 4.97 | |||||
| -8.74% | Sep 1993 | Nov 1993 (3) | Jan 1994 (5) | 4.04 | |||||
| -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 | |||||
| -7.44% | May 1988 | Aug 1988 (4) | Oct 1988 (6) | 3.96 | |||||
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 |
+4.27%
|
-0.99% |
+1.11%
|
-1.00% |
| 2023 |
+16.11%
|
-9.05% |
+6.63%
|
-5.10% |
| 2022 |
-14.84%
|
-24.60% |
-9.61%
|
-12.62% |
| 2021 |
+8.88%
|
-4.09% |
+5.40%
|
-1.26% |
| 2020 |
+8.72%
|
-19.27% |
+8.18%
|
-7.91% |
| 2019 |
+19.67%
|
-4.01% |
+9.79%
|
-1.93% |
| 2018 |
-11.24%
|
-14.39% |
-3.46%
|
-5.32% |
| 2017 |
+21.61%
|
0.00% |
+8.83%
|
0.00% |
| 2016 |
+3.06%
|
-6.24% |
+7.30%
|
-1.12% |
| 2015 |
-0.06%
|
-10.16% |
-3.40%
|
-5.77% |
| 2014 |
-3.03%
|
-7.17% |
+1.52%
|
-2.92% |
| 2013 |
+17.30%
|
-5.38% |
+2.64%
|
-3.45% |
| 2012 |
+16.75%
|
-10.50% |
+7.53%
|
-2.29% |
| 2011 |
-8.12%
|
-18.69% |
+1.93%
|
-6.05% |
| 2010 |
+8.38%
|
-11.60% |
+8.60%
|
-3.33% |
| 2009 |
+25.05%
|
-18.06% |
+17.45%
|
-6.28% |
| 2008 |
-32.99%
|
-37.70% |
-11.49%
|
-16.27% |
| 2007 |
+9.92%
|
-4.83% |
+10.73%
|
-1.33% |
| 2006 |
+21.60%
|
-3.01% |
+8.72%
|
-2.40% |
| 2005 |
+11.88%
|
-3.26% |
+7.94%
|
-2.01% |
| 2004 |
+17.42%
|
-2.80% |
+10.37%
|
-3.79% |
| 2003 |
+31.72%
|
-6.16% |
+17.58%
|
-0.78% |
| 2002 |
-10.63%
|
-17.69% |
+3.12%
|
-4.31% |
| 2001 |
-15.38%
|
-19.79% |
+4.53%
|
-4.47% |
| 2000 |
-9.59%
|
-12.40% |
+3.70%
|
-3.62% |
| 1999 |
+30.43%
|
-3.75% |
+12.78%
|
-1.79% |
| 1998 |
+16.63%
|
-10.17% |
+1.83%
|
-8.68% |
| 1997 |
-2.08%
|
-9.05% |
+7.45%
|
-2.49% |
| 1996 |
+4.67%
|
-2.78% |
+7.38%
|
-2.25% |
| 1995 |
+7.43%
|
-6.85% |
+14.41%
|
-0.69% |
| 1994 |
+6.35%
|
-4.29% |
-3.92%
|
-7.61% |
| 1993 |
+27.22%
|
-8.74% |
+24.39%
|
-1.41% |
| 1992 |
-9.45%
|
-11.62% |
+5.38%
|
-2.50% |
| 1991 |
+11.87%
|
-7.63% |
+32.01%
|
-2.36% |
| 1990 |
-18.39%
|
-24.86% |
+2.61%
|
-8.81% |
| 1989 |
+12.50%
|
-5.01% |
+26.09%
|
-0.58% |
| 1988 |
+22.29%
|
-7.44% |
+13.59%
|
-1.87% |
| 1987 |
+25.08%
|
-11.30% |
-6.14%
|
-13.68% |
| 1986 |
+53.97%
|
-7.39% |
+11.79%
|
-3.42% |
| 1985 |
+49.82%
|
-0.79% |
+21.01%
|
-1.07% |
