verifiedCurated Strategy
· 31 yr backtestBuy and Hold

Big Rocks Moderate Portfolio by Larry Swedroe

Real CAGR7.9%
Max Drawdown-34.4%
Sharpe Ratio0.37

The Big Rocks Moderate Portfolio occupies the middle ground in Larry Swedroe's "Big Rocks" model allocation series. Swedroe, the former Director of Research at Buckingham Strategic Wealth and prolific author on evidence-based investing, designed the Big Rocks framework to demonstrate how a relatively small set of asset classes can construct a robust, factor-informed portfolio. The moderate version balances growth and stability with a roughly even split between equities and fixed income, using factor-tilted equity sleeves.

Investment Philosophy

At its core, the Big Rocks framework applies the academic evidence on factor investing — particularly the size and value premiums — within a clearly defined asset allocation structure. At the moderate risk level, the portfolio gives roughly equal weight to fixed income and equities while tilting the equity side toward small-cap and value stocks. Swedroe argues that this combination delivers better risk-adjusted returns than a plain market-cap-weighted balanced portfolio by capturing compensated risk premia rather than just market beta.

Who It's For

This is intended for investors with a medium risk tolerance and a medium-to-long time horizon, such as someone who is mid-career and saving for retirement but wants meaningful downside protection. It suits investors who understand and accept factor investing's potential for extended periods of underperformance relative to a simple index fund.

Pros

  • Balanced equity-bond structure moderates drawdowns while maintaining meaningful growth potential
  • Factor tilts aim to earn above-market returns over the long run within the equity allocation
  • Grounded in peer-reviewed academic research on asset pricing

Cons

  • More complex to implement and maintain than a simple three-fund or target-date portfolio
  • Factor tilts can lag broad market indices for significant periods, which tests investor discipline
  • Multiple sleeves increase rebalancing frequency and potential transaction costs
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Target Allocation

Static
US Aggregate Bond Index(AGG)40%
US Large-Cap Blend(SPY)9%
US Large-Cap Blend Value(IWD)9%
US Small-Cap Blend(IWM)9%
US Small-Cap Value(IWN)9%
International Developed Value(EFV)6%
US Real Estate(VNQ)6%
International Developed Equity(EFA)3%
International Small-Cap Blend(SCZ)3%
International Small-Cap Value(DLS)3%
Emerging Markets Equity(EEM)3%

Performance Snapshot

trending_upReal CAGR
7.88%
balanceSharpe Ratio
0.370
trending_downMax Drawdown
-34.44%
show_chartSortino Ratio
0.050
arrow_upwardBest Year
+26.6%
arrow_downwardWorst Year
-19.3%
update10-Year CAGR
6.96%
warningUlcer Index
6.22
analyticsUlcer Perf. Index
0.540
account_balanceGFC CAGR
-0.5%
computerDot-com CAGR
+1.0%
syncTrade Frequency
Static
shieldRisk Level
3/5 — Moderate
calendar_monthMin. Timeline
7 years
historyBacktest Period
31 years

Rolling Returns

PeriodLowAverageHigh
1 Year-28.6%+8.1%+39.4%
3 Year-7.6%+7.3%+19.1%
5 Year-0.7%+7.1%+16.0%
10 Year+4.0%+7.1%+10.9%
Compare to:

Growth of $10,000

Big Rocks Moderate Portfolio by Larry Swedroe
Sharpe Ratio0.37
Best Year+26.6%
Worst Year-19.3%
Final Value$107,664

Historical Drawdown

Percentage decline from the portfolio's peak value at each point in time.

Rolling Returns

Annualised return for each rolling period ending on that date.

Annualised return for each 1Y period ending on that date.

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