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Larry Swedroe Eliminate Fat Tails Portfolio
Larry Swedroe Eliminate Fat Tails Portfolio (Static Portfolio)
live (public) 0.28% June 04
Larry Swedroe Eliminate Fat Tails Portfolio: ETF allocation and returns
Holdings (As of 06/04/2025)
| Asset | Fund in this portfolio | Price change* | Percentage |
|---|---|---|---|
| Equity, Emerging Markets, Large Cap (USD) | EEM (iShares MSCI Emerging Markets ETF) | 1.24% | 15.18% |
| Equity, U.S., Small Cap (USD) | IJR (iShares Core S&P Small Cap ETF) | 0.26% | 15.00% |
| Bond, U.S., Ultra Short-Term (USD) | BIL (SPDR Bloomberg 1-3 Month T-Bill ETF) | 0.0% | 35.01% |
| Bond, U.S., All-Term (USD) | TIP (iShares TIPS Bond ETF) | 0.39% | 34.81% |
* Day change on 06/04/2025.
Previous
Performance (As of 06/04/2025)
Since 05/30/2007
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| Larry Swedroe Eliminate Fat Tails Portfolio | 2.3% | 5.5% | 3.1% | 4.3% | 3.7% | 3.9% |
| VFINX (Vanguard (S&P 500) Index) | 2.2% | 11.3% | 18.4% | 16.2% | 12.9% | 14.0% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 2.4% | 8.8% | 11.8% | 8.8% | 8.1% | 9.1% |
* YTD: Year to Date
** AR: Annualized Return
| Last 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 15 Yr | 20 Yr | Since 05/30/2007 |
2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.6 | 2.3 | 5.5 | 3.1 | 4.3 | 3.7 | 3.9 | 3.9 | 0.0 | 3.7 | 4.7 | 6.9 | -9.4 | 6.4 | 9.2 | 9.6 | -3.3 | 8.8 | 7.4 | -3.1 | 1.6 | 2.2 | 7.3 | 1.7 | 8.5 | 14.4 | -11.1 | 6.8 |
| Sharpe Ratio | NA | 0.15 | 0.36 | -0.02 | 0.36 | 0.36 | NA | NA | NA | 0.41 | 0.2 | 0.57 | -1.38 | 1.03 | 0.84 | 1.93 | -0.88 | 2.29 | 1.29 | -0.63 | 0.39 | 0.41 | 1.53 | 0.22 | 1.11 | 1.69 | -1.08 | 0.64 |
| Draw Down(%) | NA | 5.1 | 5.4 | 7.8 | 13.7 | 14.5 | NA | NA | NA | 19.7 | 2.4 | 5.3 | 12.6 | 3.0 | 14.5 | 2.3 | 6.6 | 1.7 | 3.0 | 7.1 | 3.7 | 5.8 | 2.8 | 6.7 | 4.9 | 6.3 | 19.7 | 3.3 |
| Standard Deviation(%) | NA | 7.1 | 6.2 | 6.4 | 6.5 | 6.3 | NA | NA | NA | 6.8 | 5.4 | 5.7 | 7.8 | 6.2 | 10.7 | 4.2 | 5.3 | 3.5 | 5.6 | 5.0 | 4.2 | 5.3 | 4.8 | 7.8 | 7.6 | 8.5 | 11.2 | 8.0 |
| Treynor Ratio | NA | 0.04 | 0.12 | -0.02 | 0.56 | -4.15 | NA | NA | NA | -2.23 | 1.16 | 3.02 | -6.03 | -1.18 | -1.17 | -1.46 | 8.41 | -1.88 | -7.92 | -0.87 | -0.58 | -3.02 | -42.73 | -0.48 | -10.44 | -14.7 | 6.81 | -0.86 |
| Alpha | NA | 0.01 | 0.0 | 0.0 | 0.01 | 0.01 | NA | NA | NA | 0.01 | 0.0 | 0.01 | -0.04 | 0.03 | 0.04 | 0.04 | -0.02 | 0.03 | 0.03 | -0.01 | 0.01 | 0.01 | 0.03 | 0.01 | 0.03 | 0.06 | -0.05 | 0.03 |
| Beta | NA | 0.24 | 0.18 | 0.08 | 0.04 | -0.01 | NA | NA | NA | -0.01 | 0.01 | 0.01 | 0.02 | -0.05 | -0.08 | -0.06 | -0.01 | -0.04 | -0.01 | 0.04 | -0.03 | -0.01 | 0.0 | -0.04 | -0.01 | -0.01 | -0.02 | -0.06 |
| RSquared | NA | 0.79 | 0.34 | 0.05 | 0.01 | 0.0 | NA | NA | NA | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.06 | 0.03 | 0.0 | 0.01 | 0.0 | 0.01 | 0.01 | 0.0 | 0.0 | 0.01 | 0.0 | 0.0 | 0.0 | 0.02 |
| Sortino Ratio | NA | 0.21 | 0.51 | -0.03 | 0.51 | 0.49 | NA | NA | NA | 0.57 | 0.27 | 0.86 | -1.87 | 1.48 | 1.07 | 2.84 | -1.14 | 3.57 | 1.89 | -0.86 | 0.53 | 0.57 | 2.38 | 0.3 | 1.62 | 2.59 | -1.42 | 0.92 |
| Yield(%) | N/A | 1.1 | 3.2 | 3.3 | 3.1 | 2.7 | 2.7 | 2.7 | 2.6 | 0.0 | 3.4 | 3.4 | 3.0 | 2.1 | 1.0 | 2.1 | 2.0 | 1.7 | 1.3 | 0.9 | 1.3 | 1.0 | 1.0 | 1.8 | 1.1 | 1.8 | 3.8 | 3.3 |
| Dividend Growth(%) | N/A | -66.0 | -6.5 | 81.4 | 110.7 | N/A | N/A | N/A | N/A | N/A | 6.0 | 1.3 | 51.5 | 127.3 | -47.0 | 2.8 | 29.9 | 42.3 | 43.6 | -33.6 | 37.6 | -0.0 | -41.5 | 70.8 | -28.8 | -56.2 | 23.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 05/30/2007
Strategies
| Asset Allocation Strategy | Rebalance for Static Portfolios |
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