Larry Swedroe Larry Portfolio: ETF allocation and returns

Data Source: from January 1976 to May 2023 (~47 years)
Consolidated Returns as of 31 May 2023
Live Update: Jun 02 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.50%
1 Day
Jun 02 2023
1.04%
Current Month
June 2023

The Larry Swedroe Larry Portfolio is a Medium Risk portfolio and can be implemented with 4 ETFs.

It's exposed for 30% on the Stock Market.

In the last 30 Years, the Larry Swedroe Larry Portfolio obtained a 6.04% compound annual return, with a 5.51% standard deviation.

Asset Allocation and ETFs

The Larry Swedroe Larry Portfolio has the following asset allocation:

30% Stocks
70% Fixed Income
0% Commodities

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

Weight (%) Ticker ETF Name Investment Themes
15.00
IJS
iShares S&P Small-Cap 600 Value Equity, U.S., Small Cap, Value
7.50
DLS
WisdomTree International SmallCp Div Equity, Developed Markets, Small Cap, Value
7.50
EEM
iShares MSCI Emerging Markets Equity, Emerging Markets, Large Cap
70.00
IEI
iShares 3-7 Year Treasury Bond Bond, U.S., Intermediate-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 May 31, 2023

The Larry Swedroe Larry Portfolio guaranteed the following returns.

Portfolio returns are calculated in USD, assuming: June 2023 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
LARRY SWEDROE LARRY PORTFOLIO
Consolidated returns as of 31 May 2023
Live Update: Jun 02 2023
Swipe left to see all data
    Chg (%) Return (%) Return (%) as of May 31, 2023
    1 Day Time ET(*) Jun 2023 1M 6M 1Y 5Y 10Y 30Y MAX
(~47Y)
Larry Swedroe Larry Portfolio 0.50 1.04 -1.80 -0.32 -3.20 1.14 2.58 6.04 8.61
US Inflation Adjusted return -1.80 -2.18 -6.73 -2.57 -0.09 3.44 4.79
Components
IJS
iShares S&P Small-Cap 600 Value 4.49 Jun 02 2023 5.32 -3.66 -9.53 -8.86 3.20 8.10 10.13 12.72
DLS
WisdomTree International SmallCp Div 1.65 Jun 02 2023 2.88 -5.52 1.98 -4.42 -1.23 4.15 6.53 10.33
EEM
iShares MSCI Emerging Markets 1.72 Jun 02 2023 3.53 -2.40 -1.90 -8.29 -1.39 1.39 5.57 7.36
IEI
iShares 3-7 Year Treasury Bond -0.62 Jun 02 2023 -0.33 -0.93 1.68 -1.33 0.87 0.91 4.24 4.49
Returns over 1 year are annualized | Available data source: since Jan 1976
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Apr 2023. Waiting for updates, inflation of May 2023 is set to 0%. Current inflation (annualized) is 1Y: 3.79% , 5Y: 3.81% , 10Y: 2.68% , 30Y: 2.51%
Live update: World Markets and Indexes

In 2022, the Larry Swedroe Larry Portfolio granted a 1.50% dividend yield. If you are interested in getting periodic income, please refer to the Larry Swedroe Larry Portfolio: Dividend Yield page.

Portfolio Metrics as of May 31, 2023

Metrics of Larry Swedroe Larry Portfolio, updated as of 31 May 2023.

Portfolio metrics are calculated based on monthly returns, assuming:
LARRY SWEDROE LARRY PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1976 - 31 May 2023 (~47 years)
Swipe left to see all data
Metrics as of May 31, 2023
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~47Y)
Portfolio Return (%) -1.80 -0.45 -0.32 -3.20 0.39 1.14 2.58 5.05 6.04 8.61
US Inflation (%) 0.00 0.84 1.90 3.79 5.77 3.81 2.68 2.55 2.51 3.65
Infl. Adjusted Return (%) -1.80 -1.27 -2.18 -6.73 -5.09 -2.57 -0.09 2.44 3.44 4.79
Waiting for updates, inflation of May 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 10.19 7.26 6.64 5.37 5.45 5.51 6.72
Sharpe Ratio -0.62 -0.09 -0.03 0.34 0.71 0.70 0.69
Sortino Ratio -0.91 -0.12 -0.04 0.45 0.94 0.94 0.97
MAXIMUM DRAWDOWN
Drawdown Depth (%) -8.07 -15.96 -15.96 -15.96 -15.96 -15.96 -15.96
Start (yyyy mm) 2022 06 2021 06 2021 06 2021 06 2021 06 2021 06 2021 06
Bottom (yyyy mm) 2022 09 2022 09 2022 09 2022 09 2022 09 2022 09 2022 09
Start to Bottom (# months) 4 16 16 16 16 16 16
Start to Recovery (# months) in progress
> 12
> 24
> 24
> 24
> 24
> 24
> 24
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 39.36 22.54 21.25 15.98 12.70 11.21
Worst Return (%) -14.49 -1.07 0.32 2.46 5.05 6.04
% Positive Periods 91% 99% 100% 100% 100% 100%
MONTHS
Positive 0 2 3 6 21 36 75 165 245 395
Negative 1 1 3 6 15 24 45 75 115 174
% Positive 0% 67% 50% 50% 58% 60% 63% 69% 68% 69%
WITHDRAWAL RATES (WR)
Safe WR (%) 33.19 20.09 11.05 7.70 6.57 6.58
Perpetual WR (%) 0.00 0.00 0.00 2.38 3.33 4.57
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
  • 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).
  • Maximum Drawdown: 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.
  • Rolling Returns: returns over a time frame (best, worst, % of positive returns).
  • Pos./Neg. Months: number of months with positive/negative 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).

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 31 May 2023
Swipe left to see all data
Asset
IJS
DLS
EEM
IEI
IJS
-
0.74
0.50
0.43
DLS
0.74
-
0.86
0.78
EEM
0.50
0.86
-
0.79
IEI
0.43
0.78
0.79
-
Asset
IJS
DLS
EEM
IEI
IJS
-
0.85
0.72
-0.12
DLS
0.85
-
0.84
0.07
EEM
0.72
0.84
-
0.19
IEI
-0.12
0.07
0.19
-
Asset
IJS
DLS
EEM
IEI
IJS
-
0.77
0.62
-0.16
DLS
0.77
-
0.81
0.02
EEM
0.62
0.81
-
0.14
IEI
-0.16
0.02
0.14
-
Asset
IJS
DLS
EEM
IEI
IJS
-
0.72
0.67
-0.19
DLS
0.72
-
0.76
-0.10
EEM
0.67
0.76
-
-0.10
IEI
-0.19
-0.10
-0.10
-
Asset
IJS
DLS
EEM
IEI
IJS
-
0.75
0.64
0.02
DLS
0.75
-
0.72
0.07
EEM
0.64
0.72
-
0.06
IEI
0.02
0.07
0.06
-

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

Readings that may interest you

Capital Growth as of May 31, 2023

An investment of 1000$, since June 1993, now would be worth 5808.20$, with a total return of 480.82% (6.04% annualized).

The Inflation Adjusted Capital now would be 2760.86$, with a net total return of 176.09% (3.44% annualized).
An investment of 1000$, since January 1976, now would be worth 50214.80$, with a total return of 4921.48% (8.61% annualized).

The Inflation Adjusted Capital now would be 9186.76$, with a net total return of 818.68% (4.79% annualized).

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 LARRY PORTFOLIO
Drawdown periods
Updated to May 2023
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-15.96% Jun 2021 Sep 2022 16 in progress 8 24
-11.47% Apr 2008 Feb 2009 11 Jul 2009 5 16
-7.44% Feb 1994 Jun 1994 5 May 1995 11 16
-5.38% Jan 2020 Mar 2020 3 Jul 2020 4 7
-5.14% May 1998 Aug 1998 4 Nov 1998 3 7
-4.08% Sep 2018 Dec 2018 4 Mar 2019 3 7
-3.98% Apr 2004 May 2004 2 Sep 2004 4 6
-3.97% Aug 2011 Sep 2011 2 Jan 2012 4 6
-3.38% Jan 1999 Feb 1999 2 Apr 1999 2 4
-3.31% May 2015 Jan 2016 9 Mar 2016 2 11
-2.41% May 2013 Jun 2013 2 Sep 2013 3 5
-2.38% Sep 2001 Sep 2001 1 Oct 2001 1 2
-2.37% Sep 2014 Sep 2014 1 Jan 2015 4 5
-2.25% May 2012 May 2012 1 Aug 2012 3 4
-2.17% May 2006 Jun 2006 2 Aug 2006 2 4
-2.16% May 2010 Jun 2010 2 Jul 2010 1 3
-1.98% Feb 2001 Mar 2001 2 May 2001 2 4
-1.92% Jun 2002 Jul 2002 2 Nov 2002 4 6
-1.81% Oct 2005 Oct 2005 1 Dec 2005 2 3
-1.80% Aug 1997 Aug 1997 1 Sep 1997 1 2
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-15.96% Jun 2021 Sep 2022 16 in progress 8 24
-11.47% Apr 2008 Feb 2009 11 Jul 2009 5 16
-9.49% Sep 1979 Mar 1980 7 May 1980 2 9
-9.16% Sep 1987 Nov 1987 3 Jun 1988 7 10
-7.44% Feb 1994 Jun 1994 5 May 1995 11 16
-6.63% Aug 1990 Sep 1990 2 Jan 1991 4 6
-5.83% Jul 1981 Sep 1981 3 Oct 1981 1 4
-5.66% Oct 1978 Oct 1978 1 Jan 1979 3 4
-5.38% Jan 2020 Mar 2020 3 Jul 2020 4 7
-5.14% May 1998 Aug 1998 4 Nov 1998 3 7
-5.07% Feb 1984 May 1984 4 Aug 1984 3 7
-4.70% Mar 1987 May 1987 3 Aug 1987 3 6
-4.45% Dec 1981 Mar 1982 4 Aug 1982 5 9
-4.19% Jan 1990 Apr 1990 4 Jun 1990 2 6
-4.08% Sep 2018 Dec 2018 4 Mar 2019 3 7
-3.98% Apr 2004 May 2004 2 Sep 2004 4 6
-3.97% Aug 2011 Sep 2011 2 Jan 2012 4 6
-3.38% Jan 1999 Feb 1999 2 Apr 1999 2 4
-3.31% May 2015 Jan 2016 9 Mar 2016 2 11
-3.17% Aug 1980 Oct 1980 3 Mar 1981 5 8

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 LARRY PORTFOLIO
Annualized Rolling Returns
Data Source: from January 1976 to May 2023
Swipe left to see all data
Rolling
Period		 Annualized Return (%) Negative
Periods
Average Latest Best Worst
1 Year
 8.87 -3.20 39.36
Jul 1982 - Jun 1983 		-14.49
Oct 2021 - Sep 2022 		8.78%
2 Years
 8.91 -5.93 29.59
Jul 1984 - Jun 1986 		-5.93
Jun 2021 - May 2023 		2.20%
3 Years
 8.98 0.39 22.54
Jul 1982 - Jun 1985 		-1.07
Oct 2019 - Sep 2022 		0.56%
5 Years
 9.09 1.14 21.25
Sep 1981 - Aug 1986 		0.32
Oct 2017 - Sep 2022 		0.00%
7 Years
 9.24 2.34 17.95
Apr 1980 - Mar 1987 		2.10
Oct 2015 - Sep 2022 		0.00%
10 Years
 9.30 2.58 15.98
Aug 1982 - Jul 1992 		2.46
Oct 2012 - Sep 2022 		0.00%
15 Years
 9.26 3.67 14.12
Nov 1978 - Oct 1993 		3.48
Nov 2007 - Oct 2022 		0.00%
20 Years
 9.21 5.05 12.70
Jan 1976 - Dec 1995 		5.05
Jun 2003 - May 2023 		0.00%
30 Years
 9.23 6.04 11.21
Jan 1976 - Dec 2005 		6.04
Jun 1993 - May 2023 		0.00%
Annualized rolling and average returns over full calendar month periods

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

Previous vs subsequent Returns

Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?

In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.

Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area

LARRY SWEDROE LARRY PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to May 2023

The annualized return of the last 10 years has been 2.58% (updated at May 31, 2023).

Seasonality

In which months is it better to invest in Larry Swedroe Larry 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
1.32
60%
-0.48
40%
-0.82
60%
0.27
80%
0.00
60%
0.01
40%
0.75
60%
-0.17
80%
-1.47
20%
0.04
80%
1.58
80%
0.31
60%
 Capital Growth on monthly avg returns
100
101.32
100.84
100.01
100.28
100.28
100.30
101.04
100.87
99.39
99.44
101.01
101.33
Best 4.6
2023 		1.3
2021 		1.2
2023 		2.4
2020 		1.3
2021 		2.5
2019 		2.8
2022 		1.0
2020 		0.9
2019 		1.7
2022 		3.9
2022 		2.1
2020
Worst -2.0
2022 		-2.7
2023 		-3.9
2020 		-3.2
2022 		-1.8
2023 		-2.8
2022 		-0.6
2021 		-3.0
2022 		-5.2
2022 		-2.8
2018 		-1.1
2021 		-1.6
2022
Monthly Seasonality over the period Jun 2018 - May 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
0.79
60%
-0.06
60%
0.06
80%
0.27
70%
0.21
60%
0.02
50%
0.69
60%
-0.22
60%
-0.50
40%
0.40
80%
0.93
80%
0.10
50%
 Capital Growth on monthly avg returns
100
100.79
100.73
100.79
101.06
101.28
101.30
102.00
101.77
101.27
101.67
102.62
102.72
Best 4.6
2023 		1.4
2014 		3.0
2016 		2.4
2020 		1.3
2021 		2.5
2019 		2.8
2022 		1.5
2014 		3.2
2013 		1.8
2014 		3.9
2022 		2.1
2020
Worst -2.0
2022 		-2.7
2023 		-3.9
2020 		-3.2
2022 		-1.8
2023 		-2.8
2022 		-1.1
2014 		-3.0
2022 		-5.2
2022 		-2.8
2018 		-1.1
2021 		-1.6
2022
Monthly Seasonality over the period Jun 2013 - May 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
0.99
71%
0.28
65%
0.44
69%
0.93
79%
0.66
65%
0.72
64%
0.71
68%
0.63
70%
0.39
62%
0.42
64%
1.22
79%
1.12
79%
 Capital Growth on monthly avg returns
100
100.99
101.27
101.72
102.67
103.35
104.09
104.83
105.49
105.91
106.36
107.65
108.85
Best 5.2
1976 		4.7
1986 		4.4
1986 		8.9
1980 		5.5
1985 		4.1
1988 		3.7
2009 		6.4
1982 		3.9
1982 		6.9
1982 		7.3
1981 		8.0
1991
Worst -4.5
2009 		-5.8
1980 		-3.9
2020 		-3.9
2004 		-3.6
1984 		-2.8
2022 		-1.9
1981 		-4.7
1990 		-5.2
2022 		-7.0
1979 		-1.9
1994 		-2.9
1981
Monthly Seasonality over the period Jan 1976 - May 2023

Monthly/Yearly Returns

Larry Swedroe Larry Portfolio data source starts from January 1976: let's focus on monthly and yearly returns.

We are providing two different views:
  • Histogram: it shows the distribution of the returns recorded so far
  • Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 1976 - May 2023
395 Positive Months (69%) - 174 Negative Months (31%)
MONTHLY RETURNS TABLE
Jan 1976 - May 2023
(Scroll down to see all data)
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2023
 +1.33 -0.86 4.6 -2.7 1.2 0.2 -1.8
2022
 -11.20 -16.58 -2.0 -0.5 -2.5 -3.2 0.9 -2.8 2.8 -3.0 -5.2 1.7 3.9 -1.6
2021
 +3.41 -3.39 0.9 1.3 0.6 1.0 1.3 -0.2 -0.6 0.5 -1.4 0.2 -1.1 1.0
2020
 +6.44 +5.01 -0.5 -1.1 -3.9 2.4 1.1 1.0 1.3 1.0 -0.7 0.0 3.7 2.1
2019
 +10.64 +8.17 3.5 0.5 0.5 1.1 -1.4 2.5 -0.3 0.1 0.9 1.2 0.4 1.4
2018
 -3.54 -5.35 0.3 -1.7 0.6 -0.5 1.1 -0.4 0.6 0.6 -1.0 -2.8 1.0 -1.3
2017
 +7.74 +5.51 0.9 0.7 0.4 1.0 0.4 0.4 1.2 0.4 0.9 0.4 0.3 0.5
2016
 +6.87 +4.70 -0.2 0.6 3.0 0.3 -0.3 1.3 1.7 -0.2 0.8 -1.3 0.2 0.7
2015
 -0.54 -1.26 0.8 0.7 0.5 0.6 -0.2 -0.7 -0.4 -1.7 -0.2 1.4 -0.1 -1.2
2014
 +2.38 +1.61 -0.4 1.4 0.0 0.0 1.0 0.7 -1.1 1.5 -2.4 1.8 0.2 -0.3
2013
 +6.31 +4.74 0.8 0.6 0.8 0.8 -0.9 -1.5 1.8 -1.3 3.2 1.5 0.7 -0.4
2012
 +7.27 +5.43 3.1 0.6 -0.1 0.2 -2.2 1.2 0.3 1.1 1.2 -0.5 0.9 1.4
2011
 +3.23 +0.26 0.2 0.5 0.6 1.8 0.4 -0.5 0.8 -0.9 -3.1 3.2 0.0 0.4
2010
 +10.82 +9.19 0.1 1.1 1.7 1.8 -2.1 -0.1 3.1 -0.6 3.4 1.6 -0.9 1.3
2009
 +10.12 +7.20 -4.5 -3.4 4.0 3.4 1.8 -0.4 3.7 1.6 2.7 -1.4 2.6 0.0
2008
 -2.44 -2.53 0.4 0.8 0.5 -0.5 0.0 -2.3 0.3 0.8 -1.7 -4.4 0.9 2.9
2007
 +8.99 +4.71 0.3 1.0 0.9 1.3 0.4 -0.3 0.3 1.4 1.5 2.3 0.1 -0.4
2006
 +9.57 +6.86 2.7 -0.2 0.7 0.7 -2.1 -0.1 0.6 1.9 0.8 2.2 2.0 0.2
2005
 +6.71 +3.18 0.1 0.8 -1.4 0.2 1.8 1.4 0.8 1.2 0.1 -1.8 1.7 1.6
2004
 +10.23 +6.75 1.5 1.8 1.4 -3.9 -0.1 1.6 -0.7 1.8 1.6 1.3 1.9 1.8
2003
 +16.93 +14.77 -0.9 0.4 -0.4 2.7 4.6 1.1 -0.9 2.0 2.0 2.0 0.9 2.4
2002
 +7.68 +5.18 0.8 1.3 0.4 2.8 0.6 -0.3 -1.6 1.8 0.0 0.1 0.3 1.4
2001
 +6.47 +4.85 3.2 -0.4 -1.6 1.3 0.7 0.3 1.2 0.7 -2.4 2.8 -0.1 0.6
2000
 +10.81 +7.18 -1.6 1.4 2.2 -1.1 -0.4 3.0 0.1 2.3 0.0 -0.1 0.0 4.4
1999
 +4.08 +1.36 -0.1 -3.3 1.7 3.5 -0.8 2.0 -0.6 -0.8 0.3 -0.1 0.9 1.3
1998
 +6.06 +4.38 0.9 2.5 1.3 0.2 -1.0 -0.3 -1.2 -2.8 3.7 1.1 1.0 0.6
1997
 +8.62 +6.80 0.6 0.4 -1.6 1.0 2.7 2.0 2.7 -1.8 2.5 -1.0 -0.3 1.1
1996
 +5.81 +2.41 1.4 -1.3 -0.1 0.4 0.4 0.6 -1.8 0.8 1.9 1.5 2.6 -0.8
1995
 +18.99 +16.04 0.5 2.4 0.9 1.9 4.1 1.0 0.8 1.0 0.8 0.1 2.1 2.0
1994
 -4.77 -7.25 2.2 -3.0 -3.8 -0.1 0.2 -0.9 2.0 1.9 -1.7 -0.1 -1.9 0.4
1993
 +20.95 +17.71 3.8 2.0 1.9 0.4 0.1 2.6 0.9 3.1 0.8 1.9 -1.6 3.4
1992
 +9.36 +6.28 0.0 0.8 -1.1 0.5 3.1 -0.5 3.2 -0.2 1.2 -0.6 0.9 1.8
1991
 +26.47 +22.71 2.4 3.3 0.9 1.2 2.4 -2.0 1.9 3.6 1.5 2.3 -1.4 8.0
1990
 +1.93 -3.94 -3.1 0.4 0.2 -1.7 3.9 1.2 1.6 -4.7 -2.0 1.9 2.7 1.9
1989
 +22.14 +16.71 2.8 0.2 0.2 3.5 3.4 1.6 3.1 0.5 1.4 0.2 1.5 1.7
1988
 +12.93 +8.15 4.9 2.6 -1.0 0.3 -0.7 4.1 -0.7 -0.7 2.5 1.5 -1.4 1.0
1987
 -0.86 -5.07 4.4 2.0 -1.5 -2.3 -1.0 2.0 2.4 0.7 -2.0 -6.4 -1.0 2.2
1986
 +17.85 +16.57 0.9 4.7 4.4 0.5 0.3 2.8 -0.9 4.2 -3.1 2.4 1.2 -0.7
1985
 +27.10 +22.45 4.1 -0.7 1.5 1.8 5.5 1.4 0.1 1.2 -0.4 2.6 3.9 3.5
1984
 +12.87 +8.58 1.3 -1.5 -0.1 0.1 -3.6 1.5 2.4 4.0 1.8 3.1 1.5 1.8
1983
 +13.15 +9.02 1.2 3.2 0.9 4.1 -0.5 1.2 -1.8 0.1 2.9 -0.7 1.8 0.0
1982
 +24.76 +20.16 -0.9 -0.4 -0.4 3.0 0.1 -2.4 2.4 6.4 3.9 6.9 2.8 1.4
1981
 +7.24 -1.54 -0.3 -1.0 3.3 -1.6 2.3 0.1 -1.9 -2.9 -1.1 6.3 7.3 -2.9
1980
 +8.19 -3.84 0.4 -5.8 -3.3 8.9 5.1 2.5 0.9 -2.9 0.7 -0.9 2.1 1.0
1979
 +11.24 -1.81 3.5 -1.3 3.0 0.6 1.0 2.9 0.6 1.7 -0.1 -7.0 4.6 1.8
1978
 +7.42 -1.47 -1.1 0.3 1.8 2.7 1.2 0.1 2.5 2.8 0.2 -5.7 2.4 0.2
1977
 +5.31 -1.31 -1.9 -0.1 0.6 1.2 0.6 2.7 -0.6 0.6 0.3 -1.1 2.5 0.5
1976
 +18.63 +13.12 5.2 1.4 1.2 0.0 -1.6 2.5 0.6 0.9 1.3 0.3 3.1 2.4

Portofolio Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.

In particular, it has been used:

  • IJS - iShares S&P Small-Cap 600 Value: simulated historical serie, up to December 2000
  • DLS - WisdomTree International SmallCp Div: simulated historical serie, up to December 2006
  • EEM - iShares MSCI Emerging Markets: simulated historical serie, up to December 2003
  • IEI - iShares 3-7 Year Treasury Bond: simulated historical serie, up to December 2007

Portfolio efficiency

Compared to the Larry Swedroe Larry Portfolio, 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
Desert Portfolio Gyroscopic Investing +6.48 5.42 -14.72 30 60 10
Permanent Portfolio Harry Browne +6.41 6.46 -15.92 25 50 25
Larry Portfolio Larry Swedroe +6.04 5.51 -15.96 30 70 0

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

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Author Return▾ Dev.Std Drawdown Stocks Bonds Comm
Couch Potato Scott Burns +7.88 8.66 -27.04 50 50 0
Stocks/Bonds 40/60 Momentum +7.77 6.87 -21.11 40 60 0
Robo Advisor 50 Betterment +7.29 9.24 -30.72 49.9 50.1 0
All Weather Portfolio Ray Dalio +7.19 7.21 -20.19 30 55 15
Global Market Portfolio Credit Suisse +6.96 8.14 -25.90 45 55 0