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Larry Swedroe Minimize FatTails Portfolio

Last updated Apr 1, 2023
Expense Ratio

Rank 43 of 55

0.17%
0.00%0.94%
Dividend Yield

Rank 5 of 55

3.81%
0.00%4.33%
10Y Annualized Return

Rank 54 of 55

2.94%
2.63%52.97%
Sharpe Ratio

Rank 44 of 55

-0.58
-0.930.49
Maximum Drawdown

Rank 7 of 55

-21.61%
-82.98%-16.15%

Asset Allocation


Performance

The chart shows the growth of $10,000 invested in Larry Swedroe Minimize FatTails Portfolio in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $21,872 for a total return of roughly 118.72%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


100.00%150.00%200.00%250.00%NovemberDecember2023FebruaryMarch
118.72%
239.82%
Larry Swedroe Minimize FatTails Portfolio
Benchmark (^GSPC)
Portfolio components

Returns

As of Apr 1, 2023, the Larry Swedroe Minimize FatTails Portfolio returned 2.91% Year-To-Date and 2.94% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark3.51%7.03%12.88%-10.71%9.25%10.16%
Larry Swedroe Minimize FatTails Portfolio0.99%2.91%6.45%-4.75%3.02%2.94%
IJS
iShares S&P SmallCap 600 Value ETF
-6.49%2.87%13.35%-8.05%6.04%9.34%
TIP
iShares TIPS Bond ETF
2.86%3.58%4.85%-6.54%2.78%1.33%
VWO
Vanguard FTSE Emerging Markets ETF
2.56%3.72%12.45%-10.53%-0.08%2.34%
SHY
iShares 1-3 Year Treasury Bond ETF
1.65%1.61%2.22%0.18%0.97%0.68%

Sharpe 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 -0.58. 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.


-1.50-1.00-0.50NovemberDecember2023FebruaryMarch
-0.58
-0.46
Larry Swedroe Minimize FatTails Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Larry Swedroe Minimize FatTails Portfolio granted a 3.81% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

3.81%3.73%2.33%1.25%2.25%2.49%1.85%1.54%1.21%1.63%1.33%1.88%

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%NovemberDecember2023FebruaryMarch
-8.71%
-14.33%
Larry Swedroe Minimize FatTails Portfolio
Benchmark (^GSPC)
Portfolio components

Worst 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 21.61%, recorded on Mar 9, 2009. It took 153 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.61%May 20, 2008202Mar 9, 2009153Oct 14, 2009355
-14.59%Nov 10, 2021224Sep 30, 2022
-13.45%Jan 21, 202041Mar 18, 202056Jun 8, 202097
-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
-5.83%May 10, 200624Jun 13, 200685Oct 12, 2006109
-4.24%Apr 30, 201026Jun 7, 201068Sep 13, 201094
-3.6%Jul 24, 200717Aug 15, 200718Sep 11, 200735

Volatility Chart

Current Larry Swedroe Minimize FatTails Portfolio volatility is 22.85%. 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%NovemberDecember2023FebruaryMarch
3.65%
15.42%
Larry Swedroe Minimize FatTails Portfolio
Benchmark (^GSPC)
Portfolio components