Larry Swedroe Minimize FatTails Portfolio

The chart shows the growth of an initial investment of $10,000 in Larry Swedroe Minimize FatTails Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

As of Apr 3, 2026, the Larry Swedroe Minimize FatTails Portfolio returned 1.13% Year-To-Date and 4.51% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Mar 11, 2005, Larry Swedroe Minimize FatTails Portfolio's average daily return is +0.02%, while the average monthly return is +0.40%. At this rate, your investment would double in approximately 14.5 years.

Historically, 65% of months were positive and 35% were negative. The best month was Oct 2011 with a return of +5.3%, while the worst month was Oct 2008 at -9.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Larry Swedroe Minimize FatTails Portfolio closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +3.2%, while the worst single day was May 6, 2010 at -3.6%.

Larry Swedroe Minimize FatTails Portfolio has an annualized alpha of 1.91%, beta of 0.29, and R² of 0.66 versus S&P 500 Index. Calculated based on daily prices since March 11, 2005.

• This portfolio participated in 34.84% of S&P 500 Index downside but only 34.48% of its upside — more exposed to losses than it benefited from rallies.
• Beta of 0.29 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Larry Swedroe Minimize FatTails Portfolio has an expense ratio of 0.17%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Larry Swedroe Minimize FatTails Portfolio ranks 60 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Larry Swedroe Minimize FatTails Portfolio Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: 1.45
• 5-Year: 0.40
• 10-Year: 0.72
• All Time: 0.67

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.98 to 1.66, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Larry Swedroe Minimize FatTails Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Larry Swedroe Minimize FatTails Portfolio provided a 2.90% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the Larry Swedroe Minimize FatTails Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Larry Swedroe Minimize FatTails Portfolio was 21.61%, occurring on Mar 9, 2009. Recovery took 153 trading sessions.

The current Larry Swedroe Minimize FatTails Portfolio drawdown is 2.29%.

The chart below shows the rolling one-month volatility.