Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Larry Swedroe Eliminate Fat Tails Portfolio | 2.34% | 5.51% | 3.15% | 4.34% | 3.67% | 3.92% | NA | 3.73% |
Data as of 06/04/2025, AR inception is 05/30/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Larry Swedroe Eliminate Fat Tails Portfolio | 05/30/2007 | 06/04/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.58 | 5.51 | 3.15 | 4.34 | 3.67 | 3.92 | NA | 3.73 | 2.34 | 4.69 | 6.87 | -9.38 | 6.41 | 9.23 | 9.58 | -3.27 | 8.75 | 7.38 | -3.09 | 1.62 | 2.23 | 7.33 | 1.73 | 8.46 | 14.39 | -11.12 | 6.78 |
| Sharpe Ratio | NA | 0.36 | -0.02 | 0.36 | 0.36 | NA | NA | 0.41 | 0.15 | 0.20 | 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 |
| Standard Deviation(%) | NA | 6.16 | 6.41 | 6.48 | 6.34 | NA | NA | 6.80 | 7.09 | 5.37 | 5.66 | 7.84 | 6.19 | 10.72 | 4.21 | 5.29 | 3.54 | 5.56 | 4.96 | 4.16 | 5.30 | 4.76 | 7.81 | 7.57 | 8.48 | 11.22 | 7.96 |
| Draw Down(%) | NA | 5.37 | 7.77 | 13.67 | 14.48 | NA | NA | 19.72 | 5.15 | 2.37 | 5.34 | 12.60 | 2.96 | 14.48 | 2.29 | 6.58 | 1.67 | 3.02 | 7.14 | 3.70 | 5.76 | 2.83 | 6.75 | 4.91 | 6.34 | 19.72 | 3.30 |
| Yield(%) | NA | 3.25 | 3.26 | 2.64 | 2.10 | NA | NA | 0.00 | 0.35 | 3.38 | 3.39 | 3.04 | 2.14 | 1.02 | 2.12 | 1.99 | 1.67 | 1.27 | 0.85 | 1.31 | 0.96 | 1.03 | 1.80 | 1.14 | 1.85 | 3.75 | 3.25 |
Data as of 06/04/2025, AR inception is 05/30/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Larry Swedroe Eliminate Fat Tails Portfolio |
-0.56%
Apr 2021 - Apr 2024 |
1.56%
Mar 2015 - Mar 2020 |
2.52%
Oct 2013 - Oct 2023 |
2.93%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Larry Swedroe Eliminate Fat Tails Portfolio |
11.23%
Feb 2009 - Feb 2012 |
7.77%
Feb 2009 - Feb 2014 |
5.31%
Feb 2009 - Feb 2019 |
4.69%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart