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Larry Swedroe Minimize FatTails Portfolio (Static Portfolio)
live (public) 0.30% June 04
The Larry Swedroe Minimize Fat Tails Portfolio is a diversified investment strategy designed to reduce the impact of extreme market events or "fat tails" on the portfolio's performance. It allocates assets across domestic small-cap value equities (IJS), emerging markets equities (VWO), and fixed income through TIPS bonds (TIP) and short-term Treasury bonds (SHY). The 70% allocation to bonds (TIP and SHY) provides stability and income, while the 30% allocation to equities (IJS and VWO) offers potential capital appreciation and diversification. This portfolio is suitable for conservative investors seeking to minimize the impact of market extremes while maintaining a balance between income generation and modest growth potential.
| Asset | Fund in this portfolio | Price change* | Percentage |
|---|---|---|---|
| Small Cap Value Equities | IJS (iShares S&P Small-Cap 600 Value ETF) | 0.38% | 14.44% |
| Government Bonds | SHY (iShares 1-3 Year Treasury Bond ETF) | 0.18% | 34.99% |
| Inflation-Protected Bonds | TIP (iShares TIPS Bond ETF) | 0.39% | 34.75% |
| Emerging Markets Equities | VWO (Vanguard FTSE Emerging Markets ETF) | 0.99% | 15.82% |
* Day change on 06/04/2025.
Previous
Since 03/10/2005
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| Larry Swedroe Minimize FatTails Portfolio | 1.6% | 5.7% | 2.4% | 4.0% | 3.4% | 3.7% |
| VFINX (Vanguard (S&P 500) Index) | 9.4% | 21.6% | 17.2% | 15.4% | 13.8% | 14.3% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 5.9% | 9.8% | 8.0% | 6.1% | 7.5% | 8.5% |
* 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 | 20 Yr | Since 03/10/2005 |
2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.6 | 1.6 | 5.7 | 2.4 | 4.0 | 3.4 | 3.7 | 3.7 | 4.5 | 4.5 | 4.5 | 4.6 | 6.4 | -10.0 | 7.7 | 8.6 | 10.3 | -3.9 | 7.2 | 8.4 | -4.0 | 2.5 | 1.8 | 7.2 | 1.8 | 9.9 | 21.7 | -11.5 | 11.2 | 8.5 | 6.1 |
| Sharpe Ratio | NA | 0.04 | 0.39 | -0.13 | 0.31 | 0.31 | NA | NA | NA | NA | 0.47 | 0.18 | 0.44 | -1.41 | 1.37 | 0.78 | 2.14 | -1.1 | 1.91 | 1.42 | -0.8 | 0.62 | 0.33 | 1.52 | 0.23 | 1.35 | 1.89 | -1.06 | 1.07 | 0.77 | 0.85 |
| Draw Down(%) | NA | 5.0 | 5.8 | 8.4 | 14.4 | 14.5 | NA | NA | NA | NA | 20.7 | 2.6 | 6.1 | 13.2 | 3.0 | 14.5 | 2.3 | 7.0 | 1.8 | 3.0 | 7.6 | 3.8 | 5.9 | 3.2 | 6.7 | 4.7 | 7.4 | 20.7 | 4.1 | 6.0 | 3.1 |
| Standard Deviation(%) | NA | 7.1 | 6.2 | 6.7 | 6.6 | 6.3 | NA | NA | NA | NA | 7.0 | 5.7 | 6.1 | 8.1 | 5.5 | 10.7 | 4.1 | 4.8 | 3.4 | 5.7 | 5.1 | 4.1 | 5.2 | 4.7 | 7.7 | 7.2 | 11.4 | 11.8 | 7.6 | 6.6 | 4.9 |
| Treynor Ratio | NA | 0.01 | 0.14 | -0.11 | 0.49 | 8.36 | NA | NA | NA | NA | -2.97 | 1.55 | 5.92 | -5.96 | -1.65 | -1.55 | -1.49 | -89.92 | -1.53 | -7.3 | -1.15 | -0.88 | -4.4 | -33.43 | -0.5 | -179.63 | -6.47 | 7.64 | -1.04 | 1.41 | -1.22 |
| Alpha | NA | 0.0 | 0.0 | -0.01 | 0.01 | 0.01 | NA | NA | NA | NA | 0.01 | 0.0 | 0.01 | -0.04 | 0.03 | 0.04 | 0.04 | -0.02 | 0.03 | 0.03 | -0.02 | 0.01 | 0.01 | 0.03 | 0.01 | 0.04 | 0.08 | -0.05 | 0.03 | 0.02 | 0.02 |
| Beta | NA | 0.23 | 0.18 | 0.08 | 0.04 | 0.0 | NA | NA | NA | NA | -0.01 | 0.01 | 0.0 | 0.02 | -0.05 | -0.05 | -0.06 | 0.0 | -0.04 | -0.01 | 0.04 | -0.03 | 0.0 | 0.0 | -0.03 | 0.0 | -0.03 | -0.02 | -0.08 | 0.04 | -0.03 |
| RSquared | NA | 0.73 | 0.31 | 0.04 | 0.01 | 0.0 | NA | NA | NA | NA | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.03 | 0.03 | 0.0 | 0.01 | 0.0 | 0.01 | 0.01 | 0.0 | 0.0 | 0.01 | 0.0 | 0.01 | 0.0 | 0.03 | 0.0 | 0.01 |
| Sortino Ratio | NA | 0.06 | 0.54 | -0.18 | 0.44 | 0.43 | NA | NA | NA | NA | 0.67 | 0.24 | 0.67 | -1.89 | 2.04 | 1.02 | 3.22 | -1.4 | 2.92 | 2.11 | -1.09 | 0.87 | 0.46 | 2.34 | 0.31 | 1.99 | 3.0 | -1.4 | 1.5 | 1.12 | 1.26 |
| Yield(%) | N/A | 1.1 | 3.1 | 3.0 | 3.0 | 2.6 | 2.7 | 2.7 | 3.7 | 3.7 | 0.0 | 3.1 | 2.9 | 3.2 | 2.4 | 1.3 | 2.2 | 2.0 | 1.6 | 1.3 | 0.8 | 1.3 | 1.0 | 1.4 | 2.2 | 1.7 | 2.8 | 3.7 | 3.5 | 3.2 | 3.0 |
| Dividend Growth(%) | N/A | -63.5 | 1.4 | 51.1 | 100.6 | 54.0 | N/A | N/A | N/A | N/A | N/A | 14.0 | -19.1 | 44.1 | 100.3 | -35.7 | 6.3 | 36.3 | 29.0 | 54.3 | -33.8 | 34.2 | -24.2 | -37.8 | 45.7 | -25.8 | -34.0 | 18.6 | 15.2 | 15.7 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/10/2005
| Asset Allocation Strategy | Rebalance for Static Portfolios |
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