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Larry Swedroe Minimize FatTails Portfolio

Expense Ratio

Rank 40 of 53

0.17%
0.00%0.94%
Dividend Yield

Rank 15 of 53

1.89%
0.00%2.74%
10Y Annualized Return

Rank 53 of 53

4.75%
4.75%40.27%
Sharpe Ratio

Rank 27 of 53

2.20
0.522.76
Maximum Drawdown

Rank 5 of 53

-13.45%
-38.24%-10.21%

Larry Swedroe Minimize FatTails PortfolioAsset Allocation


S&P 500

Larry Swedroe Minimize FatTails PortfolioPerformance

The chart shows the growth of $10,000 invested in Larry Swedroe Minimize FatTails Portfolio on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $17,357 for a total return of roughly 73.57%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


Larry Swedroe Minimize FatTails Portfolio
Benchmark (S&P 500)
Portfolio components

Larry Swedroe Minimize FatTails PortfolioReturns

As of Sep 18, 2021, the Larry Swedroe Minimize FatTails Portfolio returned 5.52% Year-To-Date and 4.75% of annualized return in the last 10 years.


1M6MYTD1Y5Y10Y
Larry Swedroe Minimize FatTails Portfolio0.47%1.48%5.52%12.86%6.14%4.75%
IJS
iShares S&P SmallCap 600 Value ETF
-0.46%-3.79%22.98%56.46%12.01%13.77%
TIP
iShares TIPS Bond ETF
0.40%6.52%4.02%5.70%4.58%2.95%
VWO
Vanguard FTSE Emerging Markets ETF
2.78%-0.96%3.35%18.09%9.50%5.27%
SHY
iShares 1-3 Year Treasury Bond ETF
0.00%0.00%-0.07%-0.04%1.52%1.02%

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 2.20. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


Larry Swedroe Minimize FatTails Portfolio
Benchmark (S&P 500)
Portfolio components

Larry Swedroe Minimize FatTails PortfolioDividends

Larry Swedroe Minimize FatTails Portfolio granted a 1.89% dividend yield in the last twelve months, as of Sep 18, 2021.


PeriodTTM20202019201820172016201520142013201220112010

Dividend yield

1.89%1.17%2.09%2.24%1.63%1.33%1.03%1.35%1.08%1.51%2.27%1.66%

Larry Swedroe Minimize FatTails PortfolioDrawdowns Chart

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


Larry Swedroe Minimize FatTails Portfolio
Benchmark (S&P 500)
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
-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
-3.15%Jan 20, 201014Feb 8, 201020Mar 9, 201034

Larry Swedroe Minimize FatTails PortfolioVolatility Chart

Current Larry Swedroe Minimize FatTails Portfolio volatility is 15.62%. 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.


Larry Swedroe Minimize FatTails Portfolio
Benchmark (S&P 500)
Portfolio components

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