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Larry Swedroe Simple Portfolio

Last updated Oct 2, 2022
Expense Ratio

Rank 47 of 54

0.20%
0.00%0.94%
Dividend Yield

Rank 1 of 54

5.13%
0.00%5.13%
10Y Annualized Return

Rank 38 of 54

5.89%
2.78%57.48%
Sharpe Ratio

Rank 17 of 54

-0.93
-1.65-0.52
Maximum Drawdown

Rank 27 of 54

-30.20%
-91.88%-19.55%

Larry Swedroe Simple PortfolioAsset Allocation


Larry Swedroe Simple PortfolioPerformance

The chart shows the growth of $10,000 invested in Larry Swedroe Simple Portfolio in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $21,396 for a total return of roughly 113.96%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptember
-15.85%
-21.76%
Larry Swedroe Simple Portfolio
Benchmark (^GSPC)
Portfolio components

Larry Swedroe Simple PortfolioReturns

As of Oct 2, 2022, the Larry Swedroe Simple Portfolio returned -18.43% Year-To-Date and 5.89% of annualized return in the last 10 years.


1M6MYTD1Y5Y10Y
Benchmark-10.05%-20.85%-24.77%-17.75%7.32%9.53%
Larry Swedroe Simple Portfolio-9.02%-15.67%-17.70%-15.38%3.28%5.27%
IJS
iShares S&P SmallCap 600 Value ETF
-11.42%-18.75%-20.16%-18.28%3.77%9.27%
EEM
iShares MSCI Emerging Markets ETF
-11.22%-22.09%-27.99%-28.57%-2.80%0.26%
EFV
iShares MSCI EAFE Value ETF
-9.51%-21.12%-21.32%-20.77%-2.99%2.10%
VB
Vanguard Small-Cap ETF
-10.13%-19.00%-23.64%-21.83%5.37%9.57%
VTV
Vanguard Value ETF
-8.55%-15.34%-14.50%-8.04%7.11%10.49%
TIP
iShares TIPS Bond ETF
-7.56%-11.18%-13.91%-11.84%1.75%0.80%

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 -0.93. 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.


-1.00-0.500.000.501.00MayJuneJulyAugustSeptember
-1.17
-0.77
Larry Swedroe Simple Portfolio
Benchmark (^GSPC)
Portfolio components

Larry Swedroe Simple PortfolioDividends

Larry Swedroe Simple Portfolio granted a 5.13% dividend yield in the last twelve months.


PeriodTTM202120202019201820172016201520142013201220112010

Dividend yield

5.13%3.16%1.62%2.41%2.97%2.41%2.16%1.82%2.61%2.05%3.02%4.05%2.93%

Larry Swedroe Simple 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%NovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptember
-19.03%
-25.25%
Larry Swedroe Simple Portfolio
Benchmark (^GSPC)
Portfolio components

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 Larry Swedroe Simple Portfolio 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
-19.03%Nov 10, 2021224Sep 30, 2022
-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

Larry Swedroe Simple PortfolioVolatility Chart

Current Larry Swedroe Simple Portfolio volatility is 17.24%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%MayJuneJulyAugustSeptember
18.30%
19.40%
Larry Swedroe Simple Portfolio
Benchmark (^GSPC)
Portfolio components

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