Larry Swedroe Big Rocks vs Dynamic 40/60 Income Portfolio Comparison

Last Update: 31 March 2024

The Larry Swedroe Big Rocks Portfolio obtained a 7.07% compound annual return, with a 9.15% standard deviation, in the last 30 Years.

The Dynamic 40/60 Income Portfolio obtained a 7.11% compound annual return, with a 8.10% standard deviation, in the last 30 Years.

Summary

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Larry Swedroe Big Rocks Portfolio Dynamic 40/60 Income Portfolio
Portfolio Risk High Medium
Asset Allocation Stocks 60% 40%
Fixed Income 40% 60%
Commodities 0% 0%
30 Years Stats Return +7.07% +7.11%
Std Dev 9.15% 8.10%
Max Drawdown -33.80% -29.84%
All time Stats
(Since Jan 1992)		 Return +7.32% +7.38%
Std Dev 8.95% 7.89%
Max Drawdown -33.80% -29.84%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1992

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1M 6M 1Y 5Y 10Y 30Y MAX
Larry Swedroe Big Rocks Portfolio +2.14 +11.27 +10.82 +5.72 +5.26 +7.07 +7.32
Dynamic 40/60 Income Portfolio +1.42 +11.29 +12.01 +4.34 +4.62 +7.11 +7.38
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Larry Swedroe Big Rocks Portfolio: an investment of 1$, since April 1994, now would be worth 7.77$, with a total return of 677.16% (7.07% annualized).

Dynamic 40/60 Income Portfolio: an investment of 1$, since April 1994, now would be worth 7.86$, with a total return of 685.75% (7.11% annualized).

Larry Swedroe Big Rocks Portfolio: an investment of 1$, since January 1992, now would be worth 9.75$, with a total return of 875.07% (7.32% annualized).

Dynamic 40/60 Income Portfolio: an investment of 1$, since January 1992, now would be worth 9.93$, with a total return of 893.32% (7.38% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Larry Swedroe Big Rocks Portfolio
Dynamic 40/60 Income Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-33.80% Nov 2007 Feb 2009 (16) Dec 2010 (38) 14.67
-29.84% Nov 2007 Feb 2009 (16) Dec 2009 (26) 13.01
-17.33% Jan 2022 Sep 2022 (9) In progress (27) 10.24
-15.71% Jan 2022 Sep 2022 (9) Feb 2024 (26) 7.49
-15.63% Jan 2020 Mar 2020 (3) Nov 2020 (11) 7.38
-12.59% May 2011 Sep 2011 (5) Sep 2012 (17) 4.81
-12.42% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.88
-11.58% May 1998 Aug 1998 (4) Apr 1999 (12) 4.74
-10.99% Jun 2002 Sep 2002 (4) Jun 2003 (13) 7.44
-9.38% May 1998 Aug 1998 (4) Dec 1998 (8) 4.16
-8.79% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.98
-7.30% Feb 2001 Sep 2001 (8) Mar 2002 (14) 3.10
-7.19% Jun 2011 Sep 2011 (4) Jan 2012 (8) 2.89
-6.73% May 2002 Jul 2002 (3) Jan 2003 (9) 3.81
-6.46% Jun 2015 Feb 2016 (9) Jul 2016 (14) 3.32
-5.09% Oct 2018 Dec 2018 (3) Feb 2019 (5) 2.70
-4.13% Sep 2000 Nov 2000 (3) Jan 2001 (5) 2.13
-4.07% Sep 2000 Nov 2000 (3) Dec 2000 (4) 2.02
-4.06% Jun 2015 Sep 2015 (4) Apr 2016 (11) 2.27
-3.84% May 2019 May 2019 (1) Sep 2019 (5) 1.66

Drawdown comparison chart since January 1992.

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Larry Swedroe Big Rocks Portfolio
Dynamic 40/60 Income Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-33.80% Nov 2007 Feb 2009 (16) Dec 2010 (38) 14.67
-29.84% Nov 2007 Feb 2009 (16) Dec 2009 (26) 13.01
-17.33% Jan 2022 Sep 2022 (9) In progress (27) 10.24
-15.71% Jan 2022 Sep 2022 (9) Feb 2024 (26) 7.49
-15.63% Jan 2020 Mar 2020 (3) Nov 2020 (11) 7.38
-12.59% May 2011 Sep 2011 (5) Sep 2012 (17) 4.81
-12.42% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.88
-11.58% May 1998 Aug 1998 (4) Apr 1999 (12) 4.74
-10.99% Jun 2002 Sep 2002 (4) Jun 2003 (13) 7.44
-9.38% May 1998 Aug 1998 (4) Dec 1998 (8) 4.16
-8.79% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.98
-7.30% Feb 2001 Sep 2001 (8) Mar 2002 (14) 3.10
-7.19% Jun 2011 Sep 2011 (4) Jan 2012 (8) 2.89
-6.73% May 2002 Jul 2002 (3) Jan 2003 (9) 3.81
-6.46% Jun 2015 Feb 2016 (9) Jul 2016 (14) 3.32
-5.36% Feb 1994 Jun 1994 (5) Apr 1995 (15) 3.57
-5.17% Feb 1994 Jun 1994 (5) Mar 1995 (14) 3.29
-5.09% Oct 2018 Dec 2018 (3) Feb 2019 (5) 2.70
-4.13% Sep 2000 Nov 2000 (3) Jan 2001 (5) 2.13
-4.07% Sep 2000 Nov 2000 (3) Dec 2000 (4) 2.02

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.
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Year Return Drawdown Return Drawdown
2024
+2.57%
 -1.16%
+3.47%
 0.00%
2023
+11.05%
 -6.97%
+11.97%
 -4.99%
2022
-10.13%
 -15.71%
-14.37%
 -17.33%
2021
+13.59%
 -2.22%
+6.72%
 -1.83%
2020
+5.25%
 -15.63%
+8.28%
 -12.42%
2019
+15.98%
 -3.84%
+15.91%
 -1.51%
2018
-5.45%
 -8.79%
-3.18%
 -5.09%
2017
+11.28%
 -0.30%
+9.18%
 0.00%
2016
+9.71%
 -3.10%
+7.53%
 -1.95%
2015
-0.97%
 -5.87%
+0.21%
 -4.06%
2014
+4.48%
 -2.69%
+7.01%
 -1.44%
2013
+16.68%
 -1.92%
+6.13%
 -3.06%
2012
+10.73%
 -5.29%
+12.70%
 -2.72%
2011
-1.31%
 -12.59%
+2.96%
 -7.19%
2010
+12.32%
 -7.86%
+11.25%
 -3.72%
2009
+17.83%
 -14.02%
+22.37%
 -15.04%
2008
-19.64%
 -22.16%
-14.80%
 -23.51%
2007
+3.90%
 -4.18%
+0.88%
 -3.23%
2006
+15.44%
 -2.51%
+9.18%
 -1.29%
2005
+7.49%
 -2.54%
+5.23%
 -1.76%
2004
+13.68%
 -3.20%
+8.41%
 -3.31%
2003
+25.46%
 -2.67%
+21.64%
 -1.30%
2002
-3.83%
 -10.99%
+1.03%
 -6.73%
2001
+1.46%
 -7.30%
+8.71%
 -3.24%
2000
+5.09%
 -4.07%
+3.43%
 -4.13%
1999
+10.77%
 -2.62%
+11.02%
 -2.15%
1998
+6.51%
 -11.58%
+6.04%
 -9.38%
1997
+12.72%
 -2.62%
+16.36%
 -2.49%
1996
+12.51%
 -2.90%
+16.81%
 -1.12%
1995
+18.49%
 -1.31%
+23.17%
 0.00%
1994
-1.08%
 -5.17%
-3.19%
 -5.36%
1993
+17.22%
 -1.90%
+14.73%
 -0.57%
1992
+9.42%
 -1.37%
+12.95%
 -0.70%