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 Stocks/Bonds 40/60 Momentum Portfolio obtained a 8.24% compound annual return, with a 6.99% standard deviation, in the last 30 Years.
Summary
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| Larry Swedroe Big Rocks Portfolio | Stocks/Bonds 40/60 Momentum Portfolio | ||
|---|---|---|---|
| Portfolio Risk | High | Medium | |
| Asset Allocation | Stocks | 60% | 40% |
| Fixed Income | 40% | 60% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +7.07% | +8.24% |
| Std Dev | 9.15% | 6.99% | |
| Max Drawdown | -33.80% | -21.11% | |
| All time Stats (Since Jan 1982) |
Return | +9.16% | +9.77% |
| Std Dev | 9.24% | 7.43% | |
| Max Drawdown | -33.80% | -21.11% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1982
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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 | +9.16 |
| Stocks/Bonds 40/60 Momentum Portfolio | +1.76 | +17.02 | +14.65 | +5.19 | +6.37 | +8.24 | +9.77 |
| 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).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 10.75$, with a total return of 975.36% (8.24% annualized).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 10.75$, with a total return of 975.36% (8.24% annualized).
Larry Swedroe Big Rocks Portfolio: an investment of 1$, since January 1982,
now would be worth 40.52$, with a total return of 3951.70%
(9.16% annualized).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 51.26$, with a total return of 5026.13% (9.77% annualized).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 51.26$, with a total return of 5026.13% (9.77% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Larry Swedroe Big Rocks Portfolio
|
Stocks/Bonds 40/60 Momentum 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 | |||||
| -21.11% | Nov 2021 | Sep 2022 (11) | In progress (29) | 14.29 | |||||
| -20.54% | Nov 2007 | Feb 2009 (16) | Apr 2010 (30) | 9.31 | |||||
| -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 | |||||
| -11.58% | May 1998 | Aug 1998 (4) | Apr 1999 (12) | 4.74 | |||||
| -10.99% | Jun 2002 | Sep 2002 (4) | Jun 2003 (13) | 7.44 | |||||
| -8.79% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 3.98 | |||||
| -8.48% | Feb 2001 | Sep 2002 (20) | May 2003 (28) | 4.78 | |||||
| -7.30% | Feb 2001 | Sep 2001 (8) | Mar 2002 (14) | 3.10 | |||||
| -7.10% | Feb 2020 | Mar 2020 (2) | May 2020 (4) | 3.36 | |||||
| -6.46% | Jun 2015 | Feb 2016 (9) | Jul 2016 (14) | 3.32 | |||||
| -5.89% | Oct 2018 | Dec 2018 (3) | Mar 2019 (6) | 3.46 | |||||
| -4.13% | Aug 1998 | Aug 1998 (1) | Oct 1998 (3) | 2.07 | |||||
| -4.07% | Sep 2000 | Nov 2000 (3) | Dec 2000 (4) | 2.02 | |||||
| -3.84% | May 2019 | May 2019 (1) | Sep 2019 (5) | 1.66 | |||||
| -3.77% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 2.07 | |||||
| -3.75% | Sep 1994 | Nov 1994 (3) | Mar 1995 (7) | 2.01 | |||||
| -3.62% | Jun 2011 | Sep 2011 (4) | Oct 2011 (5) | 1.65 | |||||
Drawdown comparison chart since January 1982.
Swipe left to see all data
|
Larry Swedroe Big Rocks Portfolio
|
Stocks/Bonds 40/60 Momentum 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 | |||||
| -21.11% | Nov 2021 | Sep 2022 (11) | In progress (29) | 14.29 | |||||
| -20.54% | Nov 2007 | Feb 2009 (16) | Apr 2010 (30) | 9.31 | |||||
| -16.69% | Sep 1987 | Nov 1987 (3) | Oct 1988 (14) | 7.96 | |||||
| -15.71% | Jan 2022 | Sep 2022 (9) | Feb 2024 (26) | 7.49 | |||||
| -15.63% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 7.38 | |||||
| -13.77% | Sep 1987 | Nov 1987 (3) | Mar 1989 (19) | 6.65 | |||||
| -12.59% | May 2011 | Sep 2011 (5) | Sep 2012 (17) | 4.81 | |||||
| -11.58% | May 1998 | Aug 1998 (4) | Apr 1999 (12) | 4.74 | |||||
| -10.99% | Jun 2002 | Sep 2002 (4) | Jun 2003 (13) | 7.44 | |||||
| -9.79% | Aug 1990 | Sep 1990 (2) | Feb 1991 (7) | 6.09 | |||||
| -8.79% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 3.98 | |||||
| -8.48% | Feb 2001 | Sep 2002 (20) | May 2003 (28) | 4.78 | |||||
| -7.30% | Feb 2001 | Sep 2001 (8) | Mar 2002 (14) | 3.10 | |||||
| -7.10% | Feb 2020 | Mar 2020 (2) | May 2020 (4) | 3.36 | |||||
| -6.46% | Jun 2015 | Feb 2016 (9) | Jul 2016 (14) | 3.32 | |||||
| -6.28% | Feb 1984 | May 1984 (4) | Aug 1984 (7) | 3.29 | |||||
| -5.91% | Feb 1994 | Jun 1994 (5) | Feb 1995 (13) | 3.86 | |||||
| -5.89% | Oct 2018 | Dec 2018 (3) | Mar 2019 (6) | 3.46 | |||||
| -5.29% | Aug 1990 | Sep 1990 (2) | Dec 1990 (5) | 3.29 | |||||
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 |
+2.57%
|
-1.16% |
+7.39%
|
0.00% |
| 2023 |
+11.05%
|
-6.97% |
+6.91%
|
-5.18% |
| 2022 |
-10.13%
|
-15.71% |
-15.17%
|
-19.48% |
| 2021 |
+13.59%
|
-2.22% |
+4.23%
|
-2.38% |
| 2020 |
+5.25%
|
-15.63% |
+16.57%
|
-7.10% |
| 2019 |
+15.98%
|
-3.84% |
+16.20%
|
-0.81% |
| 2018 |
-5.45%
|
-8.79% |
-0.73%
|
-5.89% |
| 2017 |
+11.28%
|
-0.30% |
+17.14%
|
0.00% |
| 2016 |
+9.71%
|
-3.10% |
+3.51%
|
-3.61% |
| 2015 |
-0.97%
|
-5.87% |
+3.91%
|
-2.95% |
| 2014 |
+4.48%
|
-2.69% |
+9.34%
|
-1.49% |
| 2013 |
+16.68%
|
-1.92% |
+12.57%
|
-1.74% |
| 2012 |
+10.73%
|
-5.29% |
+7.87%
|
-2.05% |
| 2011 |
-1.31%
|
-12.59% |
+7.13%
|
-3.62% |
| 2010 |
+12.32%
|
-7.86% |
+10.93%
|
-3.48% |
| 2009 |
+17.83%
|
-14.02% |
+9.16%
|
-9.41% |
| 2008 |
-19.64%
|
-22.16% |
-12.27%
|
-15.80% |
| 2007 |
+3.90%
|
-4.18% |
+11.21%
|
-0.82% |
| 2006 |
+15.44%
|
-2.51% |
+6.78%
|
-1.50% |
| 2005 |
+7.49%
|
-2.54% |
+9.09%
|
-0.93% |
| 2004 |
+13.68%
|
-3.20% |
+9.22%
|
-2.12% |
| 2003 |
+25.46%
|
-2.67% |
+12.78%
|
-1.27% |
| 2002 |
-3.83%
|
-10.99% |
+0.04%
|
-5.36% |
| 2001 |
+1.46%
|
-7.30% |
-1.88%
|
-6.89% |
| 2000 |
+5.09%
|
-4.07% |
+2.99%
|
-3.33% |
| 1999 |
+10.77%
|
-2.62% |
+15.71%
|
-1.69% |
| 1998 |
+6.51%
|
-11.58% |
+24.65%
|
-4.13% |
| 1997 |
+12.72%
|
-2.62% |
+20.41%
|
-2.69% |
| 1996 |
+12.51%
|
-2.90% |
+14.08%
|
-1.52% |
| 1995 |
+18.49%
|
-1.31% |
+27.84%
|
0.00% |
| 1994 |
-1.08%
|
-5.17% |
-2.03%
|
-5.91% |
| 1993 |
+17.22%
|
-1.90% |
+11.10%
|
-0.87% |
| 1992 |
+9.42%
|
-1.37% |
+6.01%
|
-2.11% |
| 1991 |
+24.15%
|
-3.18% |
+23.91%
|
-1.79% |
| 1990 |
-4.70%
|
-9.79% |
+5.79%
|
-5.29% |
| 1989 |
+19.42%
|
-1.78% |
+25.29%
|
-1.01% |
| 1988 |
+16.48%
|
-1.57% |
+7.24%
|
-2.95% |
| 1987 |
+4.41%
|
-16.69% |
+1.86%
|
-13.77% |
| 1986 |
+20.58%
|
-3.51% |
+18.14%
|
-4.37% |
| 1985 |
+27.95%
|
-1.60% |
+26.30%
|
-0.74% |
| 1984 |
+9.53%
|
-4.07% |
+8.68%
|
-6.28% |
| 1983 |
+20.22%
|
-1.54% |
+9.91%
|
-2.81% |
| 1982 |
+19.04%
|
-3.82% |
+30.86%
|
-1.48% |
