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Larry Swedroe Simple Portfolio

Expense Ratio
0.20%
Dividend Yield
1.42%

Larry Swedroe Simple PortfolioAsset Allocation


Larry Swedroe Simple PortfolioPerformance

The chart shows the growth of $10,000 invested in Larry Swedroe Simple Portfolio on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $24,570 for a total return of roughly 145.70%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


0.00%50.00%100.00%150.00%200.00%250.00%20122014201620182020
145.70%
259.57%
S&P 500

Larry Swedroe Simple PortfolioReturns

As of Apr 9, 2021, the Larry Swedroe Simple Portfolio returned 8.13% Year-To-Date and 7.69% of annualized return in the last 10 years.


1MYTD6M1Y5Y10Y
Larry Swedroe Simple Portfolio1.10%8.13%19.63%39.90%10.03%7.69%
EEM
iShares MSCI Emerging Markets ETF
1.57%5.23%20.68%55.72%12.63%3.10%
EFV
iShares MSCI EAFE Value ETF
1.40%9.32%25.58%45.95%7.14%3.42%
IJS
iShares S&P SmallCap 600 Value ETF
-0.73%25.93%53.13%100.51%14.91%12.25%
TIP
iShares TIPS Bond ETF
0.18%-1.63%-0.13%5.35%3.69%3.27%
VB
Vanguard Small Cap ETF
2.87%12.55%33.39%82.62%16.46%12.54%
VTV
Vanguard Value ETF
3.76%12.47%24.35%43.45%13.26%11.80%

Larry Swedroe Simple 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 Simple Portfolio Sharpe ratio is 3.14. A Sharpe ratio of 3.0 or higher is considered excellent.

The chart below displays rolling 12-month Sharpe Ratio.


Larry Swedroe Simple PortfolioDividends

Larry Swedroe Simple Portfolio granted a 1.42% dividend yield in the last twelve months, as of Apr 9, 2021.


PeriodTTM20202019201820172016201520142013201220112010
Dividend yield
1.42%1.52%2.22%2.65%2.10%1.84%1.52%2.12%1.63%2.38%3.09%2.15%

Larry Swedroe Simple PortfolioDrawdowns Chart


Larry Swedroe Simple PortfolioWorst Drawdowns

The table below shows the maximum drawdowns of the Larry Swedroe Simple 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 {{portfolioName}} is 25.44%, recorded on Mar 18, 2020. It took 164 trading sessions for the portfolio to recover.


Depth
Start
To Bottom
Bottom
To Recover
End
Total
-25.44%Jan 17, 202042Mar 18, 2020164Nov 9, 2020206
-13.65%May 2, 2011108Oct 3, 201180Jan 27, 2012188
-13.29%Apr 27, 2015202Feb 11, 2016123Aug 8, 2016325
-12.84%Aug 30, 201880Dec 24, 2018131Jul 3, 2019211
-9.9%Apr 26, 201049Jul 2, 201065Oct 5, 2010114
-7.12%May 22, 201323Jun 24, 201360Sep 18, 201383
-6.39%Mar 27, 201248Jun 4, 201256Aug 22, 2012104
-6.38%Jan 29, 20189Feb 8, 2018135Aug 22, 2018144
-5.89%Jan 20, 201014Feb 8, 201021Mar 10, 201035
-5.71%Jul 7, 201470Oct 13, 201489Feb 20, 2015159

Larry Swedroe Simple PortfolioVolatility Chart

The chart below shows the rolling 10-day volatility of the Larry Swedroe Simple Portfolio. Volatility is a statistical measure showing how big price swings are in either direction. The higher portfolio volatility, the riskier it is, because the price movements are less predictable.


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