Consolidated Returns as of 31 May 2023
Live Update: Jun 02 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:
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.
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
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 |
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.
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
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 |
- 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.
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.
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.
Capital Growth as of May 31, 2023
The Inflation Adjusted Capital now would be 2760.86$, with a net total return of 176.09% (3.44% annualized).
The Inflation Adjusted Capital now would be 9186.76$, 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.
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 |
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.
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% |
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
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?
For further information about the seasonality, check the Asset Class Seasonality page.
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 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 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/Yearly Returns
Larry Swedroe Larry Portfolio data source starts from January 1976: let's focus on monthly and yearly returns.
- Histogram: it shows the distribution of the returns recorded so far
- Plain Table: it shows the detailed monthly and yearly returns
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.
30 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
Desert Portfolio | +6.48 | 5.42 | -14.72 | 30 | 60 | 10 | ||
Permanent Portfolio | +6.41 | 6.46 | -15.92 | 25 | 50 | 25 | ||
Larry Portfolio | +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.
30 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
Couch Potato | +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 | +7.29 | 9.24 | -30.72 | 49.9 | 50.1 | 0 | ||
All Weather Portfolio | +7.19 | 7.21 | -20.19 | 30 | 55 | 15 | ||
Global Market Portfolio | +6.96 | 8.14 | -25.90 | 45 | 55 | 0 |