Larry Swedroe Minimize FatTails Portfolio
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 $15,863 for a total return of roughly 58.63%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly
Larry Swedroe Minimize FatTails PortfolioReturns
As of Nov 30, 2022, the Larry Swedroe Minimize FatTails Portfolio returned -9.57% Year-To-Date and 3.45% of annualized return in the last 10 years.
| 1M | 6M | YTD | 1Y | 5Y | 10Y | |
|---|---|---|---|---|---|---|
| Benchmark | 1.45% | -4.82% | -16.96% | -13.86% | 8.56% | 10.84% |
| Larry Swedroe Minimize FatTails Portfolio | 2.07% | -4.31% | -9.46% | -9.03% | 2.64% | 2.94% |
| Portfolio components: | ||||||
IJS iShares S&P SmallCap 600 Value ETF | 1.86% | -2.21% | -7.09% | -5.91% | 6.04% | 11.03% |
TIP iShares TIPS Bond ETF | 0.21% | -7.33% | -12.39% | -12.16% | 2.02% | 0.87% |
VWO Vanguard FTSE Emerging Markets ETF | 10.88% | -6.42% | -18.33% | -16.82% | 0.20% | 2.16% |
SHY iShares 1-3 Year Treasury Bond ETF | 0.25% | -2.06% | -4.28% | -4.51% | 0.52% | 0.49% |
| Returns over 1 year are annualized | ||||||
Larry Swedroe Minimize FatTails PortfolioDividends
Larry Swedroe Minimize FatTails Portfolio granted a 3.72% dividend yield in the last twelve months.
| Period | TTM | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend yield | 3.72% | 2.31% | 1.24% | 2.23% | 2.47% | 1.84% | 1.53% | 1.20% | 1.61% | 1.32% | 1.87% | 2.86% | 2.12% |
Larry Swedroe Minimize FatTails PortfolioDrawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 14.59%, recorded on Sep 30, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -14.59% | Nov 10, 2021 | 224 | Sep 30, 2022 | — | — | — |
| -13.45% | Jan 21, 2020 | 41 | Mar 18, 2020 | 56 | Jun 8, 2020 | 97 |
| -9.76% | Apr 27, 2015 | 187 | Jan 21, 2016 | 138 | Aug 8, 2016 | 325 |
| -6.99% | Jul 25, 2011 | 50 | Oct 3, 2011 | 72 | Jan 17, 2012 | 122 |
| -6.78% | Jan 29, 2018 | 229 | Dec 24, 2018 | 73 | Apr 10, 2019 | 302 |
| -5.93% | May 9, 2013 | 32 | Jun 24, 2013 | 84 | Oct 22, 2013 | 116 |
| -4.24% | Apr 30, 2010 | 26 | Jun 7, 2010 | 68 | Sep 13, 2010 | 94 |
| -3.57% | Jun 9, 2020 | 3 | Jun 11, 2020 | 27 | Jul 21, 2020 | 30 |
| -3.52% | Sep 4, 2014 | 72 | Dec 15, 2014 | 75 | Apr 6, 2015 | 147 |
| -3.22% | Feb 29, 2012 | 67 | Jun 4, 2012 | 66 | Sep 6, 2012 | 133 |
Larry Swedroe Minimize FatTails PortfolioVolatility Chart
Current Larry Swedroe Minimize FatTails Portfolio volatility is 15.52%. 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.