Larry Swedroe Big Rocks Portfolio: ETF allocation and returns

Data Source: from January 1976 to November 2023 (~48 years)
Consolidated Returns as of 30 November 2023
Live Update: Dec 01 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
1.13%
1 Day
Dec 01 2023
1.13%
Current Month
December 2023

The Larry Swedroe Big Rocks Portfolio is a High Risk portfolio and can be implemented with 11 ETFs.

It's exposed for 60% on the Stock Market.

In the last 30 Years, the Larry Swedroe Big Rocks Portfolio obtained a 6.83% compound annual return, with a 9.15% standard deviation.

Table of contents

Asset Allocation and ETFs

The Larry Swedroe Big Rocks Portfolio has the following asset allocation:

60% Stocks
40% Fixed Income
0% Commodities

The Larry Swedroe Big Rocks Portfolio can be implemented with the following ETFs:

Weight (%) Ticker Currency ETF Name Investment Themes
9.00
IJR
USD iShares Core S&P Small-Cap Equity, U.S., Small Cap
9.00
IJS
USD iShares S&P Small-Cap 600 Value Equity, U.S., Small Cap, Value
9.00
VTV
USD Vanguard Value Equity, U.S., Large Cap, Value
9.00
VV
USD Vanguard Large-Cap Equity, U.S., Large Cap
6.00
EFV
USD iShares MSCI EAFE Value Equity, EAFE, Large Cap, Value
6.00
VNQ
USD Vanguard Real Estate Real Estate, U.S.
3.00
DLS
USD WisdomTree International SmallCp Div Equity, Developed Markets, Small Cap, Value
3.00
EEM
USD iShares MSCI Emerging Markets Equity, Emerging Markets, Large Cap
3.00
VEU
USD Vanguard FTSE All-World ex-US Equity, Global ex-US, Large Cap
3.00
SCZ
USD iShares MSCI EAFE Small-Cap Equity, EAFE, Small Cap
40.00
SHY
USD iShares 1-3 Year Treasury Bond Bond, U.S., Short Term

Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

Portfolio and ETF Returns as of Nov 30, 2023

The Larry Swedroe Big Rocks Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming: December 2023 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
LARRY SWEDROE BIG ROCKS PORTFOLIO
Consolidated returns as of 30 November 2023
Live Update: Dec 01 2023
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Nov 30, 2023
  1 Day Time ET(*) Dec 2023 1M 6M 1Y 5Y 10Y 30Y MAX
(~48Y)
Larry Swedroe Big Rocks Portfolio 1.13 1.13 5.49 4.42 3.04 4.56 4.73 6.83 9.64
US Inflation Adjusted return 5.49 3.22 -0.30 0.47 1.86 4.20 5.79
Components
IJR
USD iShares Core S&P Small-Cap 2.92 Dec 01 2023 2.92 8.27 5.00 -3.96 5.56 7.47 9.65 12.90
IJS
USD iShares S&P Small-Cap 600 Value 3.28 Dec 01 2023 3.28 9.07 4.59 -5.38 5.50 6.78 10.07 14.41
VTV
USD Vanguard Value 0.89 Dec 01 2023 0.89 6.68 7.69 0.61 8.52 9.41 9.12 11.71
VV
USD Vanguard Large-Cap 0.60 Dec 01 2023 0.60 9.48 10.62 14.57 12.47 11.69 10.07 11.45
EFV
USD iShares MSCI EAFE Value 1.13 Dec 01 2023 1.13 6.94 9.04 12.93 4.80 2.65 5.54 9.46
VNQ
USD Vanguard Real Estate 2.46 Dec 01 2023 2.46 12.08 4.30 -2.99 3.66 6.41 8.34 11.72
DLS
USD WisdomTree International SmallCp Div 1.21 Dec 01 2023 1.21 7.79 3.59 5.64 1.97 3.06 6.19 9.81
EEM
USD iShares MSCI Emerging Markets 0.43 Dec 01 2023 0.43 7.79 4.40 2.42 1.46 1.42 4.65 7.38
VEU
USD Vanguard FTSE All-World ex-US 0.83 Dec 01 2023 0.83 8.23 5.00 8.02 5.37 3.75 5.13 8.24
SCZ
USD iShares MSCI EAFE Small-Cap 1.18 Dec 01 2023 1.18 8.83 2.35 4.49 3.52 4.20 6.30 9.88
SHY
USD iShares 1-3 Year Treasury Bond 0.29 Dec 01 2023 0.29 1.05 1.53 2.96 1.04 0.77 3.00 5.34
Returns over 1 year are annualized | Available data source: since Jan 1976
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Oct 2023. Waiting for updates, inflation of Nov 2023 is set to 0%. Current inflation (annualized) is 1Y: 3.35% , 5Y: 4.07% , 10Y: 2.82% , 30Y: 2.52%
Live update: World Markets and Indexes

In 2022, the Larry Swedroe Big Rocks Portfolio granted a 1.75% dividend yield. If you are interested in getting periodic income, please refer to the Larry Swedroe Big Rocks Portfolio: Dividend Yield page.

Capital Growth as of Nov 30, 2023

An investment of 1$, since December 1993, now would be worth 7.25$, with a total return of 625.11% (6.83% annualized).

The Inflation Adjusted Capital now would be 3.44$, with a net total return of 243.62% (4.20% annualized).
An investment of 1$, since January 1976, now would be worth 82.32$, with a total return of 8131.55% (9.64% annualized).

The Inflation Adjusted Capital now would be 14.85$, with a net total return of 1384.87% (5.79% annualized).
Readings that may interest you

Portfolio Metrics as of Nov 30, 2023

Metrics of Larry Swedroe Big Rocks Portfolio, updated as of 30 November 2023.

Metrics are calculated based on monthly returns, assuming:
LARRY SWEDROE BIG ROCKS PORTFOLIO
Advanced Metrics
Data Source: 1 January 1976 - 30 November 2023 (~48 years)
Swipe left to see all data
Metrics as of Nov 30, 2023
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~48Y)
Investment Return (%) 5.49 0.17 4.42 3.04 3.64 4.56 4.73 6.05 6.83 9.64
Infl. Adjusted Return (%) details 5.49 -0.04 3.22 -0.30 -1.99 0.47 1.86 3.37 4.20 5.79
US Inflation (%) 0.00 0.21 1.17 3.35 5.74 4.07 2.82 2.59 2.52 3.64
Waiting for updates, inflation of Nov 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
 1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -6.97 -15.71 -15.71 -15.71 -33.80 -33.80 -33.80
Start to Recovery (# months) details 4* 23* 23* 23* 38 38 38
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 9 9 9 16 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 1 14 14 14 22 22 22
End (yyyy mm) - - - - 2010 12 2010 12 2010 12
Longest Drawdown Depth (%) -3.94
same as
deepest
same as
deepest
same as
deepest
same as
deepest
same as
deepest
same as
deepest
Start to Recovery (# months) details 6
Start (yyyy mm) 2023 02 2022 01 2022 01 2022 01 2007 11 2007 11 2007 11
Start to Bottom (# months) 4 9 9 9 16 16 16
Bottom (yyyy mm) 2023 05 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 2 14 14 14 22 22 22
End (yyyy mm) 2023 07 - - - 2010 12 2010 12 2010 12
Longest negative period (# months) details 11 32 32 35 61 61 61
Period Start (yyyy mm) 2022 12 2021 03 2021 03 2017 05 2004 02 2004 02 2004 02
Period End (yyyy mm) 2023 10 2023 10 2023 10 2020 03 2009 02 2009 02 2009 02
Annualized Return (%) -2.54 -0.76 -0.76 -0.14 -0.09 -0.09 -0.09
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -7.57 -21.64 -21.64 -21.64 -34.81 -34.81 -34.81
Start to Recovery (# months) details 4* 30* 30* 30* 42 42 42
Start (yyyy mm) 2023 08 2021 06 2021 06 2021 06 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 16 16 16 16 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 1 14 14 14 26 26 26
End (yyyy mm) - - - - 2011 04 2011 04 2011 04
Longest Drawdown Depth (%) -5.50
same as
deepest
same as
deepest
same as
deepest
same as
deepest
same as
deepest
same as
deepest
Start to Recovery (# months) details 6
Start (yyyy mm) 2023 02 2021 06 2021 06 2021 06 2007 11 2007 11 2007 11
Start to Bottom (# months) 4 16 16 16 16 16 16
Bottom (yyyy mm) 2023 05 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 2 14 14 14 26 26 26
End (yyyy mm) 2023 07 - - - 2011 04 2011 04 2011 04
Longest negative period (# months) details 12* 36* 59 76 76 97 97
Period Start (yyyy mm) 2022 12 2020 12 2018 12 2017 07 2017 07 2001 02 2001 02
Period End (yyyy mm) 2023 11 2023 11 2023 10 2023 10 2023 10 2009 02 2009 02
Annualized Return (%) -0.30 -1.99 -0.61 -0.03 -0.03 -0.08 -0.08
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 10.42 10.35 11.50 9.15 9.66 9.15 9.35
Sharpe Ratio -0.18 0.17 0.25 0.40 0.49 0.50 0.60
Sortino Ratio -0.29 0.23 0.34 0.54 0.64 0.65 0.80
Ulcer Index 2.98 6.41 6.03 4.58 6.88 5.97 5.06
Ratio: Return / Standard Deviation 0.29 0.35 0.40 0.52 0.63 0.75 1.03
Ratio: Return / Deepest Drawdown 0.44 0.23 0.29 0.30 0.18 0.20 0.29
% Positive Months details 41% 52% 58% 65% 66% 66% 68%
Positive Months 5 19 35 78 159 241 394
Negative Months 7 17 25 42 81 119 181
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
 1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 4.73 9.67 10.00 17.68
Worst 10 Years Return (%) - Annualized 4.30 3.99 3.99
Best 10 Years Return (%) - Annualized 1.86 7.77 7.77 12.13
Worst 10 Years Return (%) - Annualized 1.47 1.37 1.37
ROLLING PERIOD RETURNS
Inflation Adjusted:
Inflation Adjusted:
 1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 36.85 18.78 14.67 10.00 8.15 6.83
Worst Rolling Return (%) - Annualized -28.34 -7.31 -0.39 3.99 5.56
% Positive Periods 77% 93% 99% 100% 100% 100%
Best Rolling Return (%) - Annualized 33.98 15.60 12.37 7.77 5.72 4.20
Worst Rolling Return (%) - Annualized -28.51 -9.32 -2.96 1.37 3.19
% Positive Periods 71% 85% 93% 100% 100% 100%
Over all the available data source (Jan 1976 - Nov 2023)
Best Rolling Return (%) - Annualized 45.82 26.85 24.23 17.68 14.19 12.30
Worst Rolling Return (%) - Annualized -28.34 -7.31 -0.39 3.99 5.56 6.57
% Positive Periods 83% 95% 99% 100% 100% 100%
Best Rolling Return (%) - Annualized 42.15 23.13 20.45 12.13 9.37 7.81
Worst Rolling Return (%) - Annualized -28.51 -9.32 -2.96 1.37 3.19 3.95
% Positive Periods 74% 89% 96% 100% 100% 100%
WITHDRAWAL RATES (WR)
1Y 3Y 5Y 10Y 20Y 30Y MAX
Safe WR (%) 33.78 21.21 11.56 7.40 6.55 8.11
Perpetual WR (%) 0.00 0.47 1.83 3.26 4.03 5.47
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed
  • Standard Deviation: it's a measure of the dispersion of returns around the mean
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation)
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
  • Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.

Portfolio Components Correlation

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 30 November 2023
Swipe left to see all data
Asset
IJR
IJS
VTV
VV
EFV
VNQ
DLS
EEM
VEU
SCZ
SHY
IJR
-
0.99
0.85
0.85
0.82
0.90
0.83
0.79
0.82
0.83
0.06
IJS
0.99
-
0.85
0.83
0.86
0.91
0.87
0.81
0.84
0.87
0.08
VTV
0.85
0.85
-
0.88
0.90
0.90
0.88
0.83
0.90
0.89
0.31
VV
0.85
0.83
0.88
-
0.76
0.91
0.80
0.85
0.90
0.84
0.42
EFV
0.82
0.86
0.90
0.76
-
0.88
0.97
0.87
0.94
0.95
0.33
VNQ
0.90
0.91
0.90
0.91
0.88
-
0.93
0.87
0.94
0.94
0.40
DLS
0.83
0.87
0.88
0.80
0.97
0.93
-
0.88
0.95
0.99
0.43
EEM
0.79
0.81
0.83
0.85
0.87
0.87
0.88
-
0.96
0.90
0.54
VEU
0.82
0.84
0.90
0.90
0.94
0.94
0.95
0.96
-
0.97
0.53
SCZ
0.83
0.87
0.89
0.84
0.95
0.94
0.99
0.90
0.97
-
0.46
SHY
0.06
0.08
0.31
0.42
0.33
0.40
0.43
0.54
0.53
0.46
-
Asset
IJR
IJS
VTV
VV
EFV
VNQ
DLS
EEM
VEU
SCZ
SHY
IJR
-
0.99
0.92
0.89
0.85
0.81
0.87
0.75
0.87
0.88
-0.08
IJS
0.99
-
0.91
0.85
0.87
0.78
0.86
0.75
0.86
0.86
-0.11
VTV
0.92
0.91
-
0.92
0.90
0.82
0.89
0.72
0.88
0.90
-0.05
VV
0.89
0.85
0.92
-
0.81
0.87
0.87
0.73
0.88
0.91
0.10
EFV
0.85
0.87
0.90
0.81
-
0.75
0.93
0.81
0.95
0.93
0.03
VNQ
0.81
0.78
0.82
0.87
0.75
-
0.83
0.68
0.82
0.85
0.10
DLS
0.87
0.86
0.89
0.87
0.93
0.83
-
0.85
0.96
0.98
0.07
EEM
0.75
0.75
0.72
0.73
0.81
0.68
0.85
-
0.92
0.84
0.20
VEU
0.87
0.86
0.88
0.88
0.95
0.82
0.96
0.92
-
0.97
0.18
SCZ
0.88
0.86
0.90
0.91
0.93
0.85
0.98
0.84
0.97
-
0.14
SHY
-0.08
-0.11
-0.05
0.10
0.03
0.10
0.07
0.20
0.18
0.14
-
Asset
IJR
IJS
VTV
VV
EFV
VNQ
DLS
EEM
VEU
SCZ
SHY
IJR
-
0.99
0.88
0.86
0.76
0.70
0.78
0.63
0.77
0.80
-0.11
IJS
0.99
-
0.88
0.83
0.77
0.68
0.78
0.64
0.76
0.78
-0.14
VTV
0.88
0.88
-
0.93
0.86
0.70
0.84
0.68
0.85
0.85
-0.11
VV
0.86
0.83
0.93
-
0.80
0.74
0.83
0.70
0.86
0.87
0.03
EFV
0.76
0.77
0.86
0.80
-
0.59
0.92
0.79
0.95
0.91
-0.03
VNQ
0.70
0.68
0.70
0.74
0.59
-
0.67
0.54
0.66
0.69
0.16
DLS
0.78
0.78
0.84
0.83
0.92
0.67
-
0.82
0.95
0.98
0.01
EEM
0.63
0.64
0.68
0.70
0.79
0.54
0.82
-
0.91
0.80
0.15
VEU
0.77
0.76
0.85
0.86
0.95
0.66
0.95
0.91
-
0.95
0.10
SCZ
0.80
0.78
0.85
0.87
0.91
0.69
0.98
0.80
0.95
-
0.07
SHY
-0.11
-0.14
-0.11
0.03
-0.03
0.16
0.01
0.15
0.10
0.07
-
Asset
IJR
IJS
VTV
VV
EFV
VNQ
DLS
EEM
VEU
SCZ
SHY
IJR
-
0.96
0.80
0.82
0.73
0.65
0.71
0.70
0.76
0.72
-0.19
IJS
0.96
-
0.85
0.82
0.75
0.69
0.72
0.67
0.75
0.72
-0.17
VTV
0.80
0.85
-
0.95
0.82
0.64
0.73
0.71
0.82
0.73
-0.15
VV
0.82
0.82
0.95
-
0.78
0.62
0.72
0.73
0.83
0.74
-0.12
EFV
0.73
0.75
0.82
0.78
-
0.61
0.91
0.78
0.95
0.91
-0.14
VNQ
0.65
0.69
0.64
0.62
0.61
-
0.61
0.52
0.60
0.61
-0.02
DLS
0.71
0.72
0.73
0.72
0.91
0.61
-
0.76
0.89
0.99
-0.12
EEM
0.70
0.67
0.71
0.73
0.78
0.52
0.76
-
0.86
0.76
-0.09
VEU
0.76
0.75
0.82
0.83
0.95
0.60
0.89
0.86
-
0.89
-0.14
SCZ
0.72
0.72
0.73
0.74
0.91
0.61
0.99
0.76
0.89
-
-0.12
SHY
-0.19
-0.17
-0.15
-0.12
-0.14
-0.02
-0.12
-0.09
-0.14
-0.12
-
Asset
IJR
IJS
VTV
VV
EFV
VNQ
DLS
EEM
VEU
SCZ
SHY
IJR
-
0.96
0.83
0.84
0.76
0.67
0.76
0.66
0.68
0.76
0.03
IJS
0.96
-
0.86
0.83
0.77
0.71
0.76
0.64
0.67
0.76
0.05
VTV
0.83
0.86
-
0.95
0.84
0.64
0.79
0.69
0.74
0.79
0.08
VV
0.84
0.83
0.95
-
0.83
0.61
0.80
0.71
0.76
0.80
0.08
EFV
0.76
0.77
0.84
0.83
-
0.61
0.93
0.73
0.87
0.93
0.05
VNQ
0.67
0.71
0.64
0.61
0.61
-
0.61
0.50
0.54
0.60
0.07
DLS
0.76
0.76
0.79
0.80
0.93
0.61
-
0.72
0.81
0.99
0.05
EEM
0.66
0.64
0.69
0.71
0.73
0.50
0.72
-
0.73
0.72
0.04
VEU
0.68
0.67
0.74
0.76
0.87
0.54
0.81
0.73
-
0.82
0.06
SCZ
0.76
0.76
0.79
0.80
0.93
0.60
0.99
0.72
0.82
-
0.05
SHY
0.03
0.05
0.08
0.08
0.05
0.07
0.05
0.04
0.06
0.05
-

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

LARRY SWEDROE BIG ROCKS PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1976 - 30 November 2023 (~48 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-33.80% Nov 2007 Feb 2009 16 Dec 2010 22 38 14.67
-15.71% Jan 2022 Sep 2022 9 in progress 14 23 7.94
-15.63% Jan 2020 Mar 2020 3 Nov 2020 8 11 7.38
-12.59% May 2011 Sep 2011 5 Sep 2012 12 17 4.81
-11.58% May 1998 Aug 1998 4 Apr 1999 8 12 4.74
-10.99% Jun 2002 Sep 2002 4 Jun 2003 9 13 7.44
-8.79% Sep 2018 Dec 2018 4 Apr 2019 4 8 3.98
-7.30% Feb 2001 Sep 2001 8 Mar 2002 6 14 3.10
-6.46% Jun 2015 Feb 2016 9 Jul 2016 5 14 3.32
-5.17% Feb 1994 Jun 1994 5 Mar 1995 9 14 3.29
-4.07% Sep 2000 Nov 2000 3 Dec 2000 1 4 2.02
-3.84% May 2019 May 2019 1 Sep 2019 4 5 1.66
-3.20% Apr 2004 Apr 2004 1 Sep 2004 5 6 1.69
-3.07% Jun 2007 Jul 2007 2 Sep 2007 2 4 1.72
-2.90% Jun 1996 Jul 1996 2 Sep 1996 2 4 1.39
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-34.81% Nov 2007 Feb 2009 16 Apr 2011 26 42 15.88
-21.64% Jun 2021 Sep 2022 16 in progress 14 30 12.90
-16.00% Jan 2020 Mar 2020 3 Nov 2020 8 11 7.74
-13.35% May 2011 Sep 2011 5 Dec 2012 15 20 5.19
-12.54% Jun 2002 Mar 2003 10 Jul 2003 4 14 8.07
-12.06% May 1998 Aug 1998 4 Apr 1999 8 12 5.26
-8.96% Feb 2001 Sep 2001 8 Apr 2002 7 15 3.92
-8.51% Feb 2018 Dec 2018 11 Oct 2019 10 21 3.33
-6.97% Feb 1994 Nov 1994 10 May 1995 6 16 4.57
-6.85% Mar 2015 Feb 2016 12 Jul 2016 5 17 3.53
-4.78% Sep 2000 Nov 2000 3 Jan 2001 2 5 2.28
-4.11% Jan 2005 Apr 2005 4 Jul 2005 3 7 1.92
-3.51% Apr 2004 Apr 2004 1 Oct 2004 6 7 2.15
-3.31% Jul 1999 Sep 1999 3 Dec 1999 3 6 1.91
-3.24% Jun 2007 Jul 2007 2 Oct 2007 3 5 1.64
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-33.80% Nov 2007 Feb 2009 16 Dec 2010 22 38 14.67
-16.69% Sep 1987 Nov 1987 3 Oct 1988 11 14 7.96
-15.71% Jan 2022 Sep 2022 9 in progress 14 23 7.94
-15.63% Jan 2020 Mar 2020 3 Nov 2020 8 11 7.38
-12.59% May 2011 Sep 2011 5 Sep 2012 12 17 4.81
-11.58% May 1998 Aug 1998 4 Apr 1999 8 12 4.74
-10.99% Jun 2002 Sep 2002 4 Jun 2003 9 13 7.44
-9.79% Aug 1990 Sep 1990 2 Feb 1991 5 7 6.09
-9.03% Feb 1980 Mar 1980 2 May 1980 2 4 4.43
-8.79% Sep 2018 Dec 2018 4 Apr 2019 4 8 3.98
-7.40% Oct 1978 Oct 1978 1 Jan 1979 3 4 4.27
-7.30% Feb 2001 Sep 2001 8 Mar 2002 6 14 3.10
-6.70% Sep 1979 Oct 1979 2 Jan 1980 3 5 2.94
-6.49% Jul 1981 Sep 1981 3 Nov 1981 2 5 3.18
-6.46% Jun 2015 Feb 2016 9 Jul 2016 5 14 3.32
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-34.81% Nov 2007 Feb 2009 16 Apr 2011 26 42 15.88
-21.64% Jun 2021 Sep 2022 16 in progress 14 30 12.90
-17.41% Sep 1987 Nov 1987 3 Apr 1989 17 20 8.02
-16.00% Jan 2020 Mar 2020 3 Nov 2020 8 11 7.74
-14.59% Jan 1990 Oct 1990 10 May 1991 7 17 7.33
-13.41% Sep 1979 Mar 1980 7 Nov 1980 8 15 5.40
-13.35% May 2011 Sep 2011 5 Dec 2012 15 20 5.19
-12.54% Jun 2002 Mar 2003 10 Jul 2003 4 14 8.07
-12.06% May 1998 Aug 1998 4 Apr 1999 8 12 5.26
-10.56% Dec 1980 Jul 1982 20 Oct 1982 3 23 5.58
-8.96% Feb 2001 Sep 2001 8 Apr 2002 7 15 3.92
-8.78% Sep 1978 Oct 1978 2 Aug 1979 10 12 4.20
-8.51% Feb 2018 Dec 2018 11 Oct 2019 10 21 3.33
-6.97% Feb 1994 Nov 1994 10 May 1995 6 16 4.57
-6.85% Mar 2015 Feb 2016 12 Jul 2016 5 17 3.53

Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

LARRY SWEDROE BIG ROCKS PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1976 - 30 November 2023 (~48 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
 Latest Negative
Periods
Ann.
Return		 From
To		 Growth
of 1$		 Ann.
Return		 Growth
of 1$		 Ann.
Return		 Growth
of 1$		 Ann.
Return		 Growth
of 1$		 Ann.
Return		 From
To		 Growth
of 1$
1Y -28.34 03/2008
02/2009 		0.71$ -1.50 0.98$ 8.15 1.08$ 15.78 1.15$ 36.85 03/2009
02/2010 		1.36$ 3.04 22.64%
2Y -15.73 03/2007
02/2009 		0.71$ 1.10 1.02$ 8.04 1.16$ 13.24 1.28$ 25.95 03/2009
02/2011 		1.58$ -1.03 12.17%
3Y -7.31 03/2006
02/2009 		0.79$ 3.02 1.09$ 7.28 1.23$ 11.35 1.38$ 18.78 04/2003
03/2006 		1.67$ 3.64 6.77%
5Y -0.39 03/2004
02/2009 		0.98$ 3.77 1.20$ 7.02 1.40$ 10.24 1.62$ 14.67 03/2009
02/2014 		1.98$ 4.56 0.33%
7Y 2.88 03/2002
02/2009 		1.21$ 4.95 1.40$ 6.78 1.58$ 8.80 1.80$ 10.19 04/2009
03/2016 		1.97$ 5.02 0.00%
10Y 3.99 03/1999
02/2009 		1.47$ 5.26 1.66$ 6.79 1.92$ 8.87 2.33$ 10.00 01/1995
12/2004 		2.59$ 4.73 0.00%
15Y 4.18 10/2007
09/2022 		1.84$ 5.52 2.23$ 6.66 2.63$ 7.46 2.94$ 8.21 02/2003
01/2018 		3.26$ 6.94 0.00%
20Y 5.56 04/2000
03/2020 		2.94$ 6.42 3.46$ 6.89 3.79$ 7.67 4.38$ 8.15 07/1994
06/2014 		4.78$ 6.05 0.00%
30Y 6.83 12/1993
11/2023 		7.25$ 6.83 7.25$ 6.83 7.25$ 6.83 7.25$ 6.83 12/1993
11/2023 		7.25$ 6.83 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
 Latest Negative
Periods
Ann.
Return		 From
To		 Growth
of 1$		 Ann.
Return		 Growth
of 1$		 Ann.
Return		 Growth
of 1$		 Ann.
Return		 Growth
of 1$		 Ann.
Return		 From
To		 Growth
of 1$
1Y -28.51 03/2008
02/2009 		0.71$ -4.32 0.95$ 5.52 1.05$ 13.25 1.13$ 33.98 03/2009
02/2010 		1.33$ -0.30 28.94%
2Y -17.47 03/2007
02/2009 		0.68$ -1.01 0.97$ 5.31 1.10$ 10.58 1.22$ 23.33 03/2009
02/2011 		1.52$ -5.93 18.40%
3Y -9.32 03/2006
02/2009 		0.74$ 0.07 1.00$ 4.82 1.15$ 8.86 1.29$ 15.60 04/2003
03/2006 		1.54$ -1.99 14.46%
5Y -2.96 03/2004
02/2009 		0.86$ 0.83 1.04$ 4.85 1.26$ 7.75 1.45$ 12.37 03/2009
02/2014 		1.79$ 0.47 6.64%
7Y 0.31 03/2002
02/2009 		1.02$ 2.53 1.19$ 4.66 1.37$ 6.26 1.52$ 8.43 04/2009
03/2016 		1.76$ 1.44 0.00%
10Y 1.37 03/1999
02/2009 		1.14$ 3.06 1.35$ 4.52 1.55$ 6.27 1.83$ 7.77 03/2009
02/2019 		2.11$ 1.86 0.00%
15Y 1.76 10/2007
09/2022 		1.29$ 3.42 1.65$ 4.35 1.89$ 5.00 2.07$ 5.99 02/2003
01/2018 		2.39$ 4.33 0.00%
20Y 3.19 11/2003
10/2023 		1.87$ 4.01 2.19$ 4.56 2.43$ 5.28 2.79$ 5.72 03/1995
02/2015 		3.04$ 3.37 0.00%
30Y 4.20 12/1993
11/2023 		3.43$ 4.20 3.43$ 4.20 3.43$ 4.20 3.43$ 4.20 12/1993
11/2023 		3.43$ 4.20 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
 Latest Negative
Periods
Ann.
Return		 From
To		 Growth
of 1$		 Ann.
Return		 Growth
of 1$		 Ann.
Return		 Growth
of 1$		 Ann.
Return		 Growth
of 1$		 Ann.
Return		 From
To		 Growth
of 1$
1Y -28.34 03/2008
02/2009 		0.71$ -0.30 0.99$ 10.64 1.10$ 19.26 1.19$ 45.82 07/1982
06/1983 		1.45$ 3.04 16.31%
2Y -15.73 03/2007
02/2009 		0.71$ 3.60 1.07$ 10.16 1.21$ 15.62 1.33$ 29.83 07/1984
06/1986 		1.68$ -1.03 7.43%
3Y -7.31 03/2006
02/2009 		0.79$ 4.74 1.14$ 9.65 1.31$ 15.55 1.54$ 26.85 08/1984
07/1987 		2.04$ 3.64 4.07%
5Y -0.39 03/2004
02/2009 		0.98$ 4.40 1.24$ 9.56 1.57$ 15.05 2.01$ 24.23 08/1982
07/1987 		2.95$ 4.56 0.19%
7Y 2.88 03/2002
02/2009 		1.21$ 5.50 1.45$ 9.02 1.83$ 14.86 2.63$ 20.39 04/1980
03/1987 		3.66$ 5.02 0.00%
10Y 3.99 03/1999
02/2009 		1.47$ 6.00 1.79$ 9.06 2.38$ 14.91 4.01$ 17.68 09/1977
08/1987 		5.09$ 4.73 0.00%
15Y 4.18 10/2007
09/2022 		1.84$ 6.26 2.48$ 8.91 3.59$ 13.79 6.94$ 15.12 11/1978
10/1993 		8.26$ 6.94 0.00%
20Y 5.56 04/2000
03/2020 		2.94$ 6.78 3.71$ 8.30 4.92$ 12.89 11.30$ 14.19 03/1978
02/1998 		14.21$ 6.05 0.00%
30Y 6.57 11/1993
10/2023 		6.74$ 7.67 9.17$ 9.56 15.46$ 11.24 24.43$ 12.30 06/1977
05/2007 		32.44$ 6.83 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
 Latest Negative
Periods
Ann.
Return		 From
To		 Growth
of 1$		 Ann.
Return		 Growth
of 1$		 Ann.
Return		 Growth
of 1$		 Ann.
Return		 Growth
of 1$		 Ann.
Return		 From
To		 Growth
of 1$
1Y -28.51 03/2008
02/2009 		0.71$ -3.02 0.96$ 6.08 1.06$ 15.14 1.15$ 42.15 07/1982
06/1983 		1.42$ -0.30 25.18%
2Y -17.47 03/2007
02/2009 		0.68$ 0.79 1.01$ 5.83 1.12$ 11.85 1.25$ 26.34 07/1984
06/1986 		1.59$ -5.93 12.86%
3Y -9.32 03/2006
02/2009 		0.74$ 1.32 1.04$ 5.74 1.18$ 10.94 1.36$ 23.13 08/1984
07/1987 		1.86$ -1.99 10.19%
5Y -2.96 03/2004
02/2009 		0.86$ 2.06 1.10$ 6.02 1.33$ 9.63 1.58$ 20.45 08/1982
07/1987 		2.53$ 0.47 3.88%
7Y 0.31 03/2002
02/2009 		1.02$ 3.13 1.24$ 6.05 1.50$ 9.61 1.90$ 15.69 08/1982
07/1989 		2.77$ 1.44 0.00%
10Y 1.37 03/1999
02/2009 		1.14$ 3.67 1.43$ 6.35 1.85$ 9.55 2.49$ 12.13 08/1982
07/1992 		3.14$ 1.86 0.00%
15Y 1.76 10/2007
09/2022 		1.29$ 4.00 1.79$ 5.91 2.36$ 8.91 3.59$ 11.28 08/1982
07/1997 		4.96$ 4.33 0.00%
20Y 3.19 11/2003
10/2023 		1.87$ 4.44 2.38$ 5.69 3.02$ 8.48 5.09$ 9.37 04/1980
03/2000 		5.99$ 3.37 0.00%
30Y 3.95 11/1993
10/2023 		3.19$ 5.12 4.47$ 6.44 6.49$ 7.37 8.43$ 7.81 11/1977
10/2007 		9.54$ 4.20 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Larry Swedroe Big Rocks Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Larry Swedroe Big Rocks Portfolio?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.51
60%
-0.61
40%
-1.42
60%
1.18
80%
-0.26
60%
0.74
60%
1.74
80%
-0.43
40%
-2.20
20%
1.22
60%
3.41
80%
0.25
60%
Best 5.6
2019 		3.2
2021 		2.6
2021 		5.5
2020 		2.1
2020 		3.9
2019 		3.9
2022 		2.7
2020 		2.0
2019 		4.7
2022 		7.9
2020 		3.3
2020
Worst -2.7
2022 		-4.7
2020 		-10.0
2020 		-4.0
2022 		-3.8
2019 		-5.1
2022 		-0.2
2021 		-2.7
2022 		-6.1
2022 		-2.3
2023 		-2.0
2021 		-5.0
2018
Monthly Seasonality over the period Feb 1976 - Nov 2023
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.47
50%
0.11
50%
-0.13
70%
0.82
90%
0.19
80%
0.57
70%
1.32
80%
-0.30
50%
-1.32
30%
0.67
60%
2.32
90%
0.33
60%
Best 5.6
2019 		3.2
2021 		4.9
2016 		5.5
2020 		2.1
2020 		3.9
2019 		3.9
2022 		2.7
2020 		2.2
2017 		4.7
2022 		7.9
2020 		3.3
2020
Worst -3.0
2016 		-4.7
2020 		-10.0
2020 		-4.0
2022 		-3.8
2019 		-5.1
2022 		-1.5
2014 		-3.6
2015 		-6.1
2022 		-4.6
2018 		-2.0
2021 		-5.0
2018
Monthly Seasonality over the period Feb 1976 - Nov 2023
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.07
65%
0.45
63%
0.87
75%
1.41
79%
0.68
71%
0.69
67%
0.86
63%
0.43
65%
-0.10
58%
0.27
60%
1.52
77%
1.54
81%
Best 8.3
1976 		5.1
1986 		4.9
2016 		8.7
2009 		5.1
1980 		3.9
1979 		5.8
2009 		7.2
1982 		5.6
2010 		8.1
1982 		7.9
2020 		7.3
1991
Worst -7.5
2009 		-7.0
2009 		-10.0
2020 		-4.0
2022 		-5.2
2010 		-5.2
2008 		-5.4
2002 		-8.6
1998 		-6.1
2022 		-13.4
1987 		-4.5
2008 		-5.0
2018
Monthly Seasonality over the period Feb 1976 - Nov 2023

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Larry Swedroe Big Rocks Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

LARRY SWEDROE BIG ROCKS PORTFOLIO
Monthly Returns Distribution
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1976 - 30 November 2023 (~48 years)
241 Positive Months (67%) - 119 Negative Months (33%)
394 Positive Months (69%) - 181 Negative Months (31%)
Swipe left to see all data
(Scroll down to see all data)
Investment Returns, up to December 2007, are simulated.
They have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.

In particular, the series derived from equivalent datasets are:
  • IJR - iShares Core S&P Small-Cap, up to December 2000
  • IJS - iShares S&P Small-Cap 600 Value, up to December 2000
  • VTV - Vanguard Value, up to December 2004
  • VV - Vanguard Large-Cap, up to December 2004
  • EFV - iShares MSCI EAFE Value, up to December 2005
  • VNQ - Vanguard Real Estate, up to December 2004
  • DLS - WisdomTree International SmallCp Div, up to December 2006
  • EEM - iShares MSCI Emerging Markets, up to December 2003
  • VEU - Vanguard FTSE All-World ex-US, up to December 2007
  • SCZ - iShares MSCI EAFE Small-Cap, up to December 2007
  • SHY - iShares 1-3 Year Treasury Bond, up to December 2002

Portfolio efficiency

The following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Author Return▾ Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 60/40 Momentum +9.34 9.56 -32.52 60 40 0
Aim Bold Strategy Aim Ways +8.24 9.93 -30.09 45 40 15
Weird Portfolio Value Stock Geek +8.02 10.75 -32.97 60 20 20
Stocks/Bonds 60/40 +7.99 9.61 -30.55 60 40 0
Couch Potato Scott Burns +7.83 8.76 -27.04 50 50 0
Stocks/Bonds 40/60 Momentum +7.75 6.99 -21.11 40 60 0
Golden Butterfly Tyler +7.46 7.68 -17.79 40 40 20
Marc Faber Portfolio Marc Faber +7.22 9.65 -28.82 50 25 25
Dimensional 2030 Retirement Income DFA +7.22 9.25 -31.78 55.9 44.1 0
Edge Select Moderate Merrill Lynch +7.20 8.97 -29.58 53 47 0
All Weather Portfolio Ray Dalio +7.19 7.39 -20.58 30 55 15
Robo Advisor 50 Betterment +7.16 9.32 -30.72 49.9 50.1 0
LifeStrategy Moderate Growth Vanguard +7.01 9.53 -33.52 60 40 0
Simple Money Portfolio Tim Maurer +6.99 9.10 -32.39 60 40 0
Sandwich Portfolio Bob Clyatt +6.97 8.32 -28.96 55 45 0
Coward's Portfolio Bill Bernstein +6.93 9.11 -32.68 60 40 0
One-Decision Portfolio Marvin Appel +6.85 8.38 -31.96 50 50 0
Dynamic 40/60 Income +6.84 8.11 -29.84 40 60 0
Global Market Portfolio Credit Suisse +6.84 8.29 -25.90 45 55 0
Stocks/Bonds 40/60 +6.83 6.98 -19.17 40 60 0
Big Rocks Portfolio Larry Swedroe +6.83 9.15 -33.80 60 40 0

Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and High Risk categorization.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Author Return▾ Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 60/40 Momentum +9.34 9.56 -32.52 60 40 0
Simple Path to Wealth JL Collins +8.78 11.75 -38.53 75 25 0
Aim Bold Strategy Aim Ways +8.24 9.93 -30.09 45 40 15
Late Sixties and Beyond Burton Malkiel +8.13 11.69 -41.80 71 29 0
Talmud Portfolio Roger Gibson +8.01 10.81 -40.17 66.7 33.3 0
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.