PortfoliosLab logo

Larry Swedroe Minimize FatTails Portfolio

Last updated Aug 13, 2022
Expense Ratio

Rank 41 of 54

0.17%
0.00%0.94%
Dividend Yield

Rank 4 of 54

3.32%
0.00%4.34%
10Y Annualized Return

Rank 54 of 54

4.13%
4.13%64.70%
Sharpe Ratio

Rank 36 of 54

-0.45
-0.980.14
Maximum Drawdown

Rank 5 of 54

-19.55%
-91.88%-17.74%

Larry Swedroe Minimize FatTails PortfolioAsset Allocation


Larry Swedroe Minimize FatTails PortfolioPerformance

The chart shows the growth of $10,000 invested in Larry Swedroe Minimize FatTails Portfolio in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $16,524 for a total return of roughly 65.24%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-15.00%-10.00%-5.00%0.00%5.00%MarchAprilMayJuneJulyAugust
-3.23%
-2.76%
Larry Swedroe Minimize FatTails Portfolio
Benchmark (^GSPC)
Portfolio components

Larry Swedroe Minimize FatTails PortfolioReturns

As of Aug 13, 2022, the Larry Swedroe Minimize FatTails Portfolio returned -5.50% Year-To-Date and 4.13% of annualized return in the last 10 years.


1M6MYTD1Y5Y10Y
Benchmark12.08%-4.97%-10.20%-3.65%11.89%11.81%
Larry Swedroe Minimize FatTails Portfolio3.71%-3.33%-5.68%-5.30%4.09%3.57%
IJS
iShares S&P SmallCap 600 Value ETF
13.51%0.64%-3.34%-1.31%9.84%11.98%
TIP
iShares TIPS Bond ETF
2.62%-2.00%-6.42%-4.54%3.38%1.78%
VWO
Vanguard FTSE Emerging Markets ETF
5.40%-14.71%-13.11%-15.49%2.80%3.12%
SHY
iShares 1-3 Year Treasury Bond ETF
-0.00%-1.56%-3.09%-3.70%0.69%0.62%

Larry Swedroe Minimize FatTails PortfolioSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Larry Swedroe Minimize FatTails Portfolio Sharpe ratio is -0.45. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.50-1.00-0.500.000.501.00MarchAprilMayJuneJulyAugust
-0.78
-0.20
Larry Swedroe Minimize FatTails Portfolio
Benchmark (^GSPC)
Portfolio components

Larry Swedroe Minimize FatTails PortfolioDividends

Larry Swedroe Minimize FatTails Portfolio granted a 3.32% dividend yield in the last twelve months.


PeriodTTM202120202019201820172016201520142013201220112010

Dividend yield

3.32%2.29%1.23%2.20%2.44%1.82%1.51%1.18%1.60%1.31%1.84%2.82%2.10%

Larry Swedroe Minimize FatTails PortfolioDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-7.09%
-10.77%
Larry Swedroe Minimize FatTails Portfolio
Benchmark (^GSPC)
Portfolio components

Larry Swedroe Minimize FatTails PortfolioWorst Drawdowns

The table below shows the maximum drawdowns of the Larry Swedroe Minimize FatTails Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Larry Swedroe Minimize FatTails Portfolio is 13.45%, recorded on Mar 18, 2020. It took 56 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-13.45%Jan 21, 202041Mar 18, 202056Jun 8, 202097
-10.69%Nov 10, 2021169Jul 14, 2022
-9.76%Apr 27, 2015187Jan 21, 2016138Aug 8, 2016325
-6.99%Jul 25, 201150Oct 3, 201172Jan 17, 2012122
-6.78%Jan 29, 2018229Dec 24, 201873Apr 10, 2019302
-5.93%May 9, 201332Jun 24, 201384Oct 22, 2013116
-4.24%Apr 30, 201026Jun 7, 201068Sep 13, 201094
-3.57%Jun 9, 20203Jun 11, 202027Jul 21, 202030
-3.52%Sep 4, 201472Dec 15, 201475Apr 6, 2015147
-3.22%Feb 29, 201267Jun 4, 201266Sep 6, 2012133

Larry Swedroe Minimize FatTails PortfolioVolatility Chart

Current Larry Swedroe Minimize FatTails Portfolio volatility is 18.05%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


0.00%10.00%20.00%30.00%40.00%MarchAprilMayJuneJulyAugust
7.47%
16.68%
Larry Swedroe Minimize FatTails Portfolio
Benchmark (^GSPC)
Portfolio components

More Tools for Larry Swedroe Minimize FatTails Portfolio