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Larry Swedroe Simple Portfolio

Last updated Oct 2, 2022
Expense Ratio

Rank 47 of 54

Dividend Yield

Rank 1 of 54

10Y Annualized Return

Rank 38 of 54

Sharpe Ratio

Rank 17 of 54

Maximum Drawdown

Rank 27 of 54


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

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.

Larry Swedroe Simple Portfolio-9.02%-15.67%-17.70%-15.38%3.28%5.27%
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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.

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.


Dividend yield


Larry Swedroe Simple PortfolioDrawdowns Chart

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

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.



To Bottom


To Recover



-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.

Larry Swedroe Simple Portfolio
Benchmark (^GSPC)
Portfolio components

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