Larry Swedroe Minimize FatTails Portfolio
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
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 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 3.51% | 7.03% | 12.88% | -10.71% | 9.25% | 10.16% |
| Larry Swedroe Minimize FatTails Portfolio | 0.99% | 2.91% | 6.45% | -4.75% | 3.02% | 2.94% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Dividends
Larry Swedroe Minimize FatTails Portfolio granted a 3.81% dividend yield in the last twelve months.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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, 2008 | 202 | Mar 9, 2009 | 153 | Oct 14, 2009 | 355 |
| -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 |
| -5.83% | May 10, 2006 | 24 | Jun 13, 2006 | 85 | Oct 12, 2006 | 109 |
| -4.24% | Apr 30, 2010 | 26 | Jun 7, 2010 | 68 | Sep 13, 2010 | 94 |
| -3.6% | Jul 24, 2007 | 17 | Aug 15, 2007 | 18 | Sep 11, 2007 | 35 |
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.