Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Larry Swedroe Minimize FatTails Portfolio | 1.59% | 5.70% | 2.47% | 4.03% | 3.37% | 3.74% | 4.47% | 4.52% |
Data as of 06/04/2025, AR inception is 03/10/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Larry Swedroe Minimize FatTails Portfolio | 03/10/2005 | 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 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.61 | 5.70 | 2.47 | 4.03 | 3.37 | 3.74 | 4.47 | 4.52 | 1.59 | 4.63 | 6.35 | -9.99 | 7.65 | 8.55 | 10.26 | -3.88 | 7.18 | 8.36 | -4.04 | 2.54 | 1.76 | 7.20 | 1.76 | 9.87 | 21.69 | -11.53 | 11.24 | 8.48 | 6.11 |
| Sharpe Ratio | NA | 0.39 | -0.13 | 0.31 | 0.31 | NA | NA | 0.47 | 0.04 | 0.18 | 0.44 | -1.41 | 1.37 | 0.78 | 2.14 | -1.10 | 1.91 | 1.42 | -0.80 | 0.62 | 0.33 | 1.52 | 0.23 | 1.35 | 1.89 | -1.06 | 1.07 | 0.77 | 0.85 |
| Standard Deviation(%) | NA | 6.24 | 6.72 | 6.57 | 6.34 | NA | NA | 6.96 | 7.09 | 5.65 | 6.08 | 8.11 | 5.55 | 10.67 | 4.12 | 4.77 | 3.42 | 5.74 | 5.12 | 4.08 | 5.19 | 4.71 | 7.66 | 7.24 | 11.44 | 11.81 | 7.56 | 6.58 | 4.91 |
| Draw Down(%) | NA | 5.77 | 8.45 | 14.42 | 14.53 | NA | NA | 20.69 | 5.05 | 2.58 | 6.06 | 13.21 | 3.03 | 14.53 | 2.34 | 7.05 | 1.85 | 3.04 | 7.63 | 3.79 | 5.86 | 3.21 | 6.69 | 4.70 | 7.39 | 20.69 | 4.09 | 6.00 | 3.07 |
| Yield(%) | NA | 3.07 | 3.01 | 2.59 | 2.09 | NA | NA | 0.00 | 0.36 | 3.08 | 2.86 | 3.19 | 2.39 | 1.28 | 2.21 | 2.00 | 1.57 | 1.33 | 0.82 | 1.28 | 0.96 | 1.36 | 2.23 | 1.66 | 2.77 | 3.70 | 3.47 | 3.24 | 3.00 |
Data as of 06/04/2025, AR inception is 03/10/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Larry Swedroe Minimize FatTails Portfolio |
-1.32%
Apr 2021 - Apr 2024 |
1.26%
Mar 2015 - Mar 2020 |
2.33%
Oct 2013 - Oct 2023 |
3.30%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Larry Swedroe Minimize FatTails Portfolio |
14.43%
Feb 2009 - Feb 2012 |
9.50%
Feb 2009 - Feb 2014 |
6.01%
Feb 2009 - Feb 2019 |
5.37%
Jun 2006 - Jun 2021 |
Annualized Rolling Returns Comparison Chart