Portfolio vs. 60/40 vs. S&P 500
All Data
10 Years
**S&P 500 backtest to 1972 and 60/40 backtest to 1970
The Larry Portfolio by Larry Swedroe
Details
The Larry Portfolio was created by Larry Swedroe and profiled in a book with Kevin Grogan titled Reducing the Risk of Black Swans.
Swedroe is the director of research for Buckingham Asset Management and author of numerous books including Your Complete Guide to a Safe and Secure Retirement and The Only Guide to a Winning Investment Strategy You’ll Ever Need.
The portfolio seeks to match the returns of the stock market with lower volatility and risk by tilting towards value stocks.
Having a large portion of the portfolio in bonds while still trying to match the market is similar to the All-Weather Portfolio.
The portfolio invests 30% in equities and 70% in bonds.
Asset Allocation & Recommended ETFs
Performance Metrics
All Data
10 Years
Annual Return
6.6%
Sharpe Ratio
0.73
10 Year Annual Return
2.5%
Volatility (annualized)
6.0%
Max Drawdown
-19.3%
Positive Periods
70.0%
Dot Com Annual Return
8.5%
Great Financial Crisis Return
5.4%
Trade Frequency
Static
Ulcer Performance Index
1.3
How to Invest in the The Larry Portfolio
M1 Finance is the recommended platform to invest in this portfolio. Find out why.
