Larry Swedroe Eliminate Fat Tails vs Paul Boyer Portfolio Comparison

Last Update: 29 February 2024

The Larry Swedroe Eliminate Fat Tails Portfolio obtained a 5.29% compound annual return, with a 6.29% standard deviation, in the last 30 Years.

The Paul Boyer Portfolio obtained a 6.03% compound annual return, with a 7.47% standard deviation, in the last 30 Years.

Summary

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Larry Swedroe Eliminate Fat Tails Portfolio Paul Boyer Portfolio
Portfolio Risk Medium Medium
Asset Allocation Stocks 30% 25%
Fixed Income 70% 50%
Commodities 0% 25%
30 Years Stats Return +5.29% +6.03%
Std Dev 6.29% 7.47%
Max Drawdown -18.42% -18.04%
All time Stats
(Since Jan 1985)
Return +7.16% +7.54%
Std Dev 6.99% 7.51%
Max Drawdown -18.42% -18.04%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Larry Swedroe Eliminate Fat Tails Portfolio +0.86 +3.30 +4.56 +2.95 +2.89 +5.29 +7.16
Paul Boyer Portfolio +0.35 +3.18 +4.54 +3.19 +3.16 +6.03 +7.54
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Larry Swedroe Eliminate Fat Tails Portfolio: an investment of 1$, since March 1994, now would be worth 4.69$, with a total return of 368.86% (5.29% annualized).

Paul Boyer Portfolio: an investment of 1$, since March 1994, now would be worth 5.80$, with a total return of 479.97% (6.03% annualized).

Larry Swedroe Eliminate Fat Tails Portfolio: an investment of 1$, since January 1985, now would be worth 15.00$, with a total return of 1400.02% (7.16% annualized).

Paul Boyer Portfolio: an investment of 1$, since January 1985, now would be worth 17.22$, with a total return of 1622.42% (7.54% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Larry Swedroe Eliminate Fat Tails Portfolio
Paul Boyer 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
-18.04% Jun 2021 Oct 2022 (17) In progress (33) 9.70
-13.66% Mar 2008 Oct 2008 (8) Jul 2009 (17) 5.30
-12.62% Jan 2022 Sep 2022 (9) In progress (26) 7.11
-9.22% May 1998 Aug 1998 (4) Apr 1999 (12) 4.01
-9.15% Feb 2015 Dec 2015 (11) Jun 2016 (17) 5.18
-8.68% May 1998 Aug 1998 (4) Apr 1999 (12) 3.71
-8.62% Oct 2012 Jun 2013 (9) Jun 2014 (21) 4.10
-7.91% Jan 2020 Mar 2020 (3) Jul 2020 (7) 3.66
-6.74% Aug 2016 Dec 2016 (5) Jul 2017 (12) 3.32
-6.72% Feb 2018 Oct 2018 (9) Jun 2019 (17) 2.96
-6.64% May 2015 Jan 2016 (9) Jul 2016 (15) 3.83
-6.05% Aug 2011 Sep 2011 (2) Jan 2012 (6) 2.70
-5.64% Apr 2004 Apr 2004 (1) Oct 2004 (7) 3.55
-5.32% Sep 2018 Dec 2018 (4) Apr 2019 (8) 2.68
-4.97% Mar 2000 May 2000 (3) Jan 2001 (11) 2.55
-4.47% Jul 2001 Sep 2001 (3) Dec 2001 (6) 1.91
-4.44% Jun 2002 Jul 2002 (2) Dec 2002 (7) 2.16
-4.43% Mar 1994 Jun 1994 (4) Apr 1995 (14) 2.76
-4.31% May 2002 Jul 2002 (3) May 2003 (13) 2.36

Drawdown comparison chart since January 1985.

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Larry Swedroe Eliminate Fat Tails Portfolio
Paul Boyer 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
-18.04% Jun 2021 Oct 2022 (17) In progress (33) 9.70
-13.68% Mar 1987 Nov 1987 (9) Jan 1989 (23) 6.12
-13.66% Mar 2008 Oct 2008 (8) Jul 2009 (17) 5.30
-12.62% Jan 2022 Sep 2022 (9) In progress (26) 7.11
-9.22% May 1998 Aug 1998 (4) Apr 1999 (12) 4.01
-9.15% Feb 2015 Dec 2015 (11) Jun 2016 (17) 5.18
-8.81% Aug 1990 Sep 1990 (2) Jan 1991 (6) 4.97
-8.68% May 1998 Aug 1998 (4) Apr 1999 (12) 3.71
-8.62% Oct 2012 Jun 2013 (9) Jun 2014 (21) 4.10
-7.91% Jan 2020 Mar 2020 (3) Jul 2020 (7) 3.66
-7.71% Mar 1987 Oct 1987 (8) Jun 1988 (16) 3.69
-7.61% Feb 1994 Jun 1994 (5) Jun 1995 (17) 5.27
-6.93% Feb 1994 Jan 1995 (12) May 1995 (16) 4.74
-6.74% Aug 2016 Dec 2016 (5) Jul 2017 (12) 3.32
-6.72% Feb 2018 Oct 2018 (9) Jun 2019 (17) 2.96
-6.64% May 2015 Jan 2016 (9) Jul 2016 (15) 3.83
-6.05% Aug 2011 Sep 2011 (2) Jan 2012 (6) 2.70
-5.76% Aug 1990 Sep 1990 (2) Jan 1991 (6) 3.60
-5.64% Apr 2004 Apr 2004 (1) Oct 2004 (7) 3.55

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
-0.15%
-1.00%
-1.55%
-1.89%
2023
+6.63%
-5.10%
+7.92%
-7.34%
2022
-9.61%
-12.62%
-13.57%
-17.86%
2021
+5.40%
-1.26%
+0.51%
-3.38%
2020
+8.18%
-7.91%
+15.04%
-3.07%
2019
+9.79%
-1.93%
+13.97%
-1.05%
2018
-3.46%
-5.32%
-3.50%
-6.72%
2017
+8.83%
0.00%
+11.87%
-0.61%
2016
+7.30%
-1.12%
+7.19%
-6.74%
2015
-3.40%
-5.77%
-5.29%
-9.15%
2014
+1.52%
-2.92%
+6.63%
-3.72%
2013
+2.64%
-3.45%
-5.67%
-8.07%
2012
+7.53%
-2.29%
+6.80%
-2.93%
2011
+1.93%
-6.05%
+8.99%
-2.80%
2010
+8.60%
-3.33%
+15.54%
-0.81%
2009
+17.45%
-6.28%
+12.50%
-6.62%
2008
-11.49%
-16.27%
+1.32%
-13.66%
2007
+10.73%
-1.33%
+16.13%
-0.86%
2006
+8.72%
-2.40%
+12.57%
-3.53%
2005
+7.94%
-2.01%
+11.99%
-2.10%
2004
+10.37%
-3.79%
+9.39%
-5.64%
2003
+17.58%
-0.78%
+17.95%
-2.85%
2002
+3.12%
-4.31%
+9.85%
-4.44%
2001
+4.53%
-4.47%
+3.66%
-3.75%
2000
+3.70%
-3.62%
+2.00%
-4.97%
1999
+12.78%
-1.79%
+9.10%
-3.56%
1998
+1.83%
-8.68%
+2.30%
-9.22%
1997
+7.45%
-2.49%
+0.72%
-4.04%
1996
+7.38%
-2.25%
+3.88%
-3.10%
1995
+14.41%
-0.69%
+14.46%
-0.96%
1994
-3.92%
-7.61%
-5.01%
-6.22%
1993
+24.39%
-1.41%
+25.08%
-1.38%
1992
+5.38%
-2.50%
+3.02%
-1.92%
1991
+32.01%
-2.36%
+24.71%
-1.74%
1990
+2.61%
-8.81%
+0.64%
-5.76%
1989
+26.09%
-0.58%
+21.34%
-0.54%
1988
+13.59%
-1.87%
+7.47%
-2.31%
1987
-6.14%
-13.68%
-0.04%
-7.71%
1986
+11.79%
-3.42%
+17.71%
-1.63%
1985
+21.01%
-1.07%
+21.84%
-2.32%