Portfolio vs. 60/40 vs. S&P 500
All Data
10 Years
**S&P 500 backtest to 1972 and 60/40 backtest to 1970
Big Rocks Moderate Portfolio by Larry Swedroe
Details
The Big Rocks Moderate Portfolio was created by Larry Swedroe and profiled on Seeking Alpha.
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 is intended to cover all the major “rocks” in investing and closely resembles a standard 60/40 portfolio.
It invests 54% in equities, 40% in bonds, and 6% in REITs.
Asset Allocation & Recommended ETFs
Performance Metrics
All Data
10 Years
Annual Return
7.5%
Sharpe Ratio
0.57
10 Year Annual Return
5.2%
Volatility (annualized)
9.7%
Max Drawdown
-34.4%
Positive Periods
68.5%
Dot Com Annual Return
1.0%
Great Financial Crisis Return
-0.5%
Trade Frequency
Static
Ulcer Performance Index
0.9
How to Invest in the Big Rocks Moderate Portfolio
M1 Finance is the recommended platform to invest in this portfolio. Find out why.
