Larry Swedroe Eliminate Fat Tails vs Larry Swedroe Larry Portfolio Comparison

Last Update: 31 March 2024

The Larry Swedroe Eliminate Fat Tails Portfolio obtained a 5.48% compound annual return, with a 6.24% standard deviation, in the last 30 Years.

The Larry Swedroe Larry Portfolio obtained a 6.01% compound annual return, with a 5.50% standard deviation, in the last 30 Years.

Summary

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Larry Swedroe Eliminate Fat Tails Portfolio Larry Swedroe Larry Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 30% 30%
Fixed Income 70% 70%
Commodities 0% 0%
30 Years Stats Return +5.48% +6.01%
Std Dev 6.24% 5.50%
Max Drawdown -18.42% -15.96%
All time Stats
(Since Jan 1985)		 Return +7.18% +7.82%
Std Dev 6.98% 6.16%
Max Drawdown -18.42% -15.96%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Larry Swedroe Eliminate Fat Tails Portfolio +1.26 +6.64 +5.07 +3.13 +2.98 +5.48 +7.18
Larry Swedroe Larry Portfolio +1.21 +6.87 +3.69 +2.00 +2.61 +6.01 +7.82
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Larry Swedroe Eliminate Fat Tails Portfolio: an investment of 1$, since April 1994, now would be worth 4.95$, with a total return of 395.33% (5.48% annualized).

Larry Swedroe Larry Portfolio: an investment of 1$, since April 1994, now would be worth 5.76$, with a total return of 475.73% (6.01% annualized).

Larry Swedroe Eliminate Fat Tails Portfolio: an investment of 1$, since January 1985, now would be worth 15.19$, with a total return of 1418.96% (7.18% annualized).

Larry Swedroe Larry Portfolio: an investment of 1$, since January 1985, now would be worth 19.18$, with a total return of 1818.06% (7.82% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Larry Swedroe Eliminate Fat Tails Portfolio
Larry Swedroe Larry Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-18.42% Jun 2008 Feb 2009 (9) Nov 2009 (18) 9.58
-15.96% Jun 2021 Sep 2022 (16) In progress (34) 9.03
-12.62% Jan 2022 Sep 2022 (9) In progress (27) 7.00
-11.47% Apr 2008 Feb 2009 (11) Jul 2009 (16) 5.18
-8.68% May 1998 Aug 1998 (4) Apr 1999 (12) 3.71
-7.91% Jan 2020 Mar 2020 (3) Jul 2020 (7) 3.66
-6.64% May 2015 Jan 2016 (9) Jul 2016 (15) 3.83
-6.05% Aug 2011 Sep 2011 (2) Jan 2012 (6) 2.70
-5.38% Jan 2020 Mar 2020 (3) Jul 2020 (7) 2.42
-5.32% Sep 2018 Dec 2018 (4) Apr 2019 (8) 2.68
-5.14% May 1998 Aug 1998 (4) Nov 1998 (7) 2.18
-4.47% Jul 2001 Sep 2001 (3) Dec 2001 (6) 1.91
-4.31% May 2002 Jul 2002 (3) May 2003 (13) 2.36
-4.08% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.25
-3.98% Apr 2004 May 2004 (2) Sep 2004 (6) 2.62
-3.97% Aug 2011 Sep 2011 (2) Jan 2012 (6) 1.63
-3.79% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.19
-3.62% Mar 2000 May 2000 (3) Aug 2000 (6) 1.67
-3.55% Sep 1994 Nov 1994 (3) Mar 1995 (7) 2.11
-3.47% Sep 1994 Jan 1995 (5) Apr 1995 (8) 2.04

Drawdown comparison chart since January 1985.

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Larry Swedroe Eliminate Fat Tails Portfolio
Larry Swedroe Larry Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-18.42% Jun 2008 Feb 2009 (9) Nov 2009 (18) 9.58
-15.96% Jun 2021 Sep 2022 (16) In progress (34) 9.03
-13.68% Mar 1987 Nov 1987 (9) Jan 1989 (23) 6.12
-12.62% Jan 2022 Sep 2022 (9) In progress (27) 7.00
-11.47% Apr 2008 Feb 2009 (11) Jul 2009 (16) 5.18
-9.16% Sep 1987 Nov 1987 (3) Jun 1988 (10) 4.44
-8.81% Aug 1990 Sep 1990 (2) Jan 1991 (6) 4.97
-8.68% May 1998 Aug 1998 (4) Apr 1999 (12) 3.71
-7.91% Jan 2020 Mar 2020 (3) Jul 2020 (7) 3.66
-7.61% Feb 1994 Jun 1994 (5) Jun 1995 (17) 5.27
-7.44% Feb 1994 Jun 1994 (5) May 1995 (16) 5.26
-6.64% May 2015 Jan 2016 (9) Jul 2016 (15) 3.83
-6.63% Aug 1990 Sep 1990 (2) Jan 1991 (6) 3.69
-6.05% Aug 2011 Sep 2011 (2) Jan 2012 (6) 2.70
-5.38% Jan 2020 Mar 2020 (3) Jul 2020 (7) 2.42
-5.32% Sep 2018 Dec 2018 (4) Apr 2019 (8) 2.68
-5.14% May 1998 Aug 1998 (4) Nov 1998 (7) 2.18
-4.70% Mar 1987 May 1987 (3) Aug 1987 (6) 2.58
-4.47% Jul 2001 Sep 2001 (3) Dec 2001 (6) 1.91
-4.31% May 2002 Jul 2002 (3) May 2003 (13) 2.36

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
+1.11%
 -1.00%
-0.12%
 -1.32%
2023
+6.63%
 -5.10%
+6.94%
 -6.22%
2022
-9.61%
 -12.62%
-11.20%
 -14.55%
2021
+5.40%
 -1.26%
+3.41%
 -2.64%
2020
+8.18%
 -7.91%
+6.44%
 -5.38%
2019
+9.79%
 -1.93%
+10.64%
 -1.45%
2018
-3.46%
 -5.32%
-3.54%
 -4.08%
2017
+8.83%
 0.00%
+7.74%
 0.00%
2016
+7.30%
 -1.12%
+6.87%
 -1.26%
2015
-3.40%
 -5.77%
-0.54%
 -3.22%
2014
+1.52%
 -2.92%
+2.38%
 -2.37%
2013
+2.64%
 -3.45%
+6.31%
 -2.41%
2012
+7.53%
 -2.29%
+7.27%
 -2.25%
2011
+1.93%
 -6.05%
+3.23%
 -3.97%
2010
+8.60%
 -3.33%
+10.82%
 -2.16%
2009
+17.45%
 -6.28%
+10.12%
 -7.76%
2008
-11.49%
 -16.27%
-2.44%
 -7.60%
2007
+10.73%
 -1.33%
+8.99%
 -0.45%
2006
+8.72%
 -2.40%
+9.57%
 -2.17%
2005
+7.94%
 -2.01%
+6.71%
 -1.81%
2004
+10.37%
 -3.79%
+10.23%
 -3.98%
2003
+17.58%
 -0.78%
+16.93%
 -0.92%
2002
+3.12%
 -4.31%
+7.68%
 -1.92%
2001
+4.53%
 -4.47%
+6.47%
 -2.38%
2000
+3.70%
 -3.62%
+10.81%
 -1.59%
1999
+12.78%
 -1.79%
+4.08%
 -3.38%
1998
+1.83%
 -8.68%
+6.06%
 -5.14%
1997
+7.45%
 -2.49%
+8.62%
 -1.80%
1996
+7.38%
 -2.25%
+5.81%
 -1.78%
1995
+14.41%
 -0.69%
+18.99%
 0.00%
1994
-3.92%
 -7.61%
-4.77%
 -7.44%
1993
+24.39%
 -1.41%
+20.95%
 -1.55%
1992
+5.38%
 -2.50%
+9.36%
 -1.05%
1991
+32.01%
 -2.36%
+26.47%
 -2.04%
1990
+2.61%
 -8.81%
+1.93%
 -6.63%
1989
+26.09%
 -0.58%
+22.14%
 0.00%
1988
+13.59%
 -1.87%
+12.93%
 -1.48%
1987
-6.14%
 -13.68%
-0.86%
 -9.16%
1986
+11.79%
 -3.42%
+17.85%
 -3.07%
1985
+21.01%
 -1.07%
+27.10%
 -0.72%