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Larry Swedroe Minimize FatTails Portfolio

Last updated Nov 30, 2022
Expense Ratio

Rank 42 of 54

0.17%
0.00%0.94%
Dividend Yield

Rank 4 of 54

3.72%
0.00%4.60%
10Y Annualized Return

Rank 54 of 54

3.45%
3.45%54.48%
Sharpe Ratio

Rank 32 of 54

-0.77
-1.210.45
Maximum Drawdown

Rank 1 of 54

-19.55%
-91.88%-19.55%

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


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovember
-4.39%
-5.25%
Larry Swedroe Minimize FatTails Portfolio
Benchmark (^GSPC)
Portfolio components

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.


1M6MYTD1Y5Y10Y
Benchmark1.45%-4.82%-16.96%-13.86%8.56%10.84%
Larry Swedroe Minimize FatTails Portfolio2.07%-4.31%-9.46%-9.03%2.64%2.94%
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%

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 -0.77. 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.


-1.50-1.00-0.500.00JulyAugustSeptemberOctoberNovember
-1.12
-0.63
Larry Swedroe Minimize FatTails Portfolio
Benchmark (^GSPC)
Portfolio components

Larry Swedroe Minimize FatTails PortfolioDividends

Larry Swedroe Minimize FatTails Portfolio granted a 3.72% dividend yield in the last twelve months.


PeriodTTM202120202019201820172016201520142013201220112010

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovember
-10.81%
-17.49%
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 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, 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
-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 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.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovember
4.61%
13.39%
Larry Swedroe Minimize FatTails Portfolio
Benchmark (^GSPC)
Portfolio components