Developed World ex-US 40/60 Momentum vs Larry Swedroe Big Rocks Portfolio Comparison

Last Update: 29 February 2024

The Developed World ex-US 40/60 Momentum Portfolio obtained a 3.47% compound annual return, with a 6.79% standard deviation, in the last 10 Years.

The Larry Swedroe Big Rocks Portfolio obtained a 5.09% compound annual return, with a 9.24% standard deviation, in the last 10 Years.

Summary

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Developed World ex-US 40/60 Momentum Portfolio Larry Swedroe Big Rocks Portfolio
Portfolio Risk Medium High
Asset Allocation Stocks 40% 60%
Fixed Income 60% 40%
Commodities 0% 0%
10 Years Stats Return +3.47% +5.09%
Std Dev 6.79% 9.24%
Max Drawdown -19.40% -15.71%
All time Stats
(Since Aug 2009)
Return +5.07% +6.76%
Std Dev 6.96% 9.26%
Max Drawdown -19.40% -15.71%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from August 2009

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1M 6M 1Y 5Y 10Y MAX
Developed World ex-US 40/60 Momentum Portfolio +1.89 +8.24 +12.20 +3.85 +3.47 +5.07
Larry Swedroe Big Rocks Portfolio +1.60 +5.83 +8.37 +5.29 +5.09 +6.76
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since March 2014, now would be worth 1.41$, with a total return of 40.59% (3.47% annualized).

Larry Swedroe Big Rocks Portfolio: an investment of 1$, since March 2014, now would be worth 1.64$, with a total return of 64.35% (5.09% annualized).

Developed World ex-US 40/60 Momentum Portfolio: an investment of 1$, since August 2009, now would be worth 2.06$, with a total return of 105.72% (5.07% annualized).

Larry Swedroe Big Rocks Portfolio: an investment of 1$, since August 2009, now would be worth 2.60$, with a total return of 159.60% (6.76% annualized).

Drawdowns

Drawdown comparison chart since March 2014.

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Developed World ex-US 40/60 Momentum Portfolio
Larry Swedroe Big Rocks Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-19.40% Sep 2021 Sep 2022 (13) In progress (30) 10.39
-15.71% Jan 2022 Sep 2022 (9) Feb 2024 (26) 7.49
-15.63% Jan 2020 Mar 2020 (3) Nov 2020 (11) 7.38
-8.79% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.98
-7.72% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.78
-6.46% Jun 2015 Feb 2016 (9) Jul 2016 (14) 3.32
-6.00% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.72
-5.38% May 2015 Sep 2015 (5) Jun 2016 (14) 2.83
-4.27% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.09
-3.84% May 2019 May 2019 (1) Sep 2019 (5) 1.66
-2.86% Feb 2018 Feb 2018 (1) Jul 2018 (6) 1.88
-2.69% Sep 2014 Sep 2014 (1) Nov 2014 (3) 1.36
-2.22% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.28
-2.02% Nov 2021 Nov 2021 (1) Dec 2021 (2) 1.17
-1.66% Oct 2016 Oct 2016 (1) Nov 2016 (2) 0.96
-1.62% Jan 2021 Feb 2021 (2) May 2021 (5) 0.94
-1.52% Sep 2014 Dec 2014 (4) Feb 2015 (6) 1.05
-1.51% Jul 2014 Jul 2014 (1) Aug 2014 (2) 0.87
-1.33% Oct 2020 Oct 2020 (1) Nov 2020 (2) 0.77
-0.79% Dec 2014 Jan 2015 (2) Feb 2015 (3) 0.40

Drawdown comparison chart since August 2009.

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Developed World ex-US 40/60 Momentum Portfolio
Larry Swedroe Big Rocks Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-19.40% Sep 2021 Sep 2022 (13) In progress (30) 10.39
-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
-8.94% May 2011 Sep 2011 (5) Jul 2012 (15) 3.88
-8.79% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.98
-7.86% May 2010 Jun 2010 (2) Oct 2010 (6) 4.43
-7.72% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.78
-6.46% Jun 2015 Feb 2016 (9) Jul 2016 (14) 3.32
-6.00% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.72
-5.38% May 2015 Sep 2015 (5) Jun 2016 (14) 2.83
-5.17% May 2013 Jun 2013 (2) Oct 2013 (6) 3.27
-4.27% Aug 2016 Nov 2016 (4) Mar 2017 (8) 2.09
-4.04% May 2010 May 2010 (1) Jul 2010 (3) 2.68
-3.84% May 2019 May 2019 (1) Sep 2019 (5) 1.66
-2.86% Feb 2018 Feb 2018 (1) Jul 2018 (6) 1.88
-2.69% Sep 2014 Sep 2014 (1) Nov 2014 (3) 1.36
-2.32% Oct 2009 Oct 2009 (1) Nov 2009 (2) 1.34
-2.22% Sep 2021 Sep 2021 (1) Oct 2021 (2) 1.28
-2.02% Nov 2021 Nov 2021 (1) Dec 2021 (2) 1.17

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
+2.78%
0.00%
+0.42%
-1.16%
2023
+10.84%
-4.47%
+11.05%
-6.97%
2022
-14.37%
-19.07%
-10.13%
-15.71%
2021
+1.27%
-2.17%
+13.59%
-2.22%
2020
+11.65%
-7.72%
+5.25%
-15.63%
2019
+14.52%
-0.27%
+15.98%
-3.84%
2018
-4.03%
-6.00%
-5.45%
-8.79%
2017
+11.62%
-0.20%
+11.28%
-0.30%
2016
+2.96%
-4.27%
+9.71%
-3.10%
2015
+0.07%
-5.38%
-0.97%
-5.87%
2014
+1.57%
-1.52%
+4.48%
-2.69%
2013
+8.39%
-5.17%
+16.68%
-1.92%
2012
+12.90%
-3.09%
+10.73%
-5.29%
2011
-0.59%
-8.94%
-1.31%
-12.59%
2010
+10.77%
-4.04%
+12.32%
-7.86%