verifiedCurated Strategy
· 31 yr backtestBuy and Hold

Big Rocks Moderately Aggressive Portfolio by Larry Swedroe

Real CAGR8.8%
Max Drawdown-45.7%
Sharpe Ratio0.38

The Big Rocks Moderately Aggressive Portfolio is a higher-equity variant in Larry Swedroe's "Big Rocks" model allocation series. Swedroe, the former Director of Research at Buckingham Strategic Wealth and author of books including The Only Guide to a Winning Investment Strategy You'll Ever Need, developed the Big Rocks concept to show how deliberate factor tilts within a clearly defined allocation can improve expected returns relative to market-cap-weighted portfolios. This version leans more heavily toward equities than the moderate variant while retaining a meaningful fixed-income buffer.

Investment Philosophy

Swedroe's moderately aggressive allocation applies a higher equity weight — typically in the 70-80% range — with those equities tilted toward small-cap and value stocks globally, following the Fama-French three-factor model. The fixed-income sleeve is kept relatively short in duration to reduce interest rate risk. The philosophy holds that investors should only take risks that are compensated by expected return premiums, and that a bias toward higher-returning asset classes (within a sound risk management framework) is the rational approach for investors with the capacity to bear volatility.

Who It's For

This portfolio is appropriate for investors with a moderately high risk tolerance and a time horizon of at least ten years. It suits someone who is comfortable with equity market volatility, believes in the factor investing thesis, and has enough time ahead to ride out periods when small-cap and value stocks underperform growth or blend indices.

Pros

  • Higher equity allocation provides greater long-run growth potential than a standard balanced portfolio
  • Factor tilts toward size and value aim to deliver a return premium over plain market-cap-weighted equity exposure
  • Fixed-income sleeve retained to buffer the worst equity drawdowns

Cons

  • Factor tilts can produce prolonged underperformance relative to cap-weighted indices, testing patience
  • Higher equity weight means larger drawdowns in severe bear markets compared to more conservative allocations
  • Implementation requires access to factor-tilted funds, which may carry higher fees than plain index funds
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Target Allocation

Static
US Aggregate Bond Index(AGG)20%
US Large-Cap Blend(SPY)12%
US Large-Cap Blend Value(IWD)12%
US Small-Cap Blend(IWM)12%
US Small-Cap Value(IWN)12%
International Developed Value(EFV)8%
US Real Estate(VNQ)8%
International Developed Equity(EFA)4%
International Small-Cap Blend(SCZ)4%
International Small-Cap Value(DLS)4%
Emerging Markets Equity(EEM)4%

Performance Snapshot

trending_upReal CAGR
8.83%
balanceSharpe Ratio
0.380
trending_downMax Drawdown
-45.70%
show_chartSortino Ratio
0.050
arrow_upwardBest Year
+33.9%
arrow_downwardWorst Year
-28.4%
update10-Year CAGR
8.64%
warningUlcer Index
8.67
analyticsUlcer Perf. Index
0.500
account_balanceGFC CAGR
-3.4%
computerDot-com CAGR
-1.9%
syncTrade Frequency
Static
shieldRisk Level
4/5 — Aggressive
calendar_monthMin. Timeline
7 years
historyBacktest Period
31 years

Rolling Returns

PeriodLowAverageHigh
1 Year-38.3%+9.4%+51.9%
3 Year-12.3%+8.2%+24.1%
5 Year-2.8%+7.9%+19.8%
10 Year+3.3%+7.8%+12.6%
Compare to:

Growth of $10,000

Big Rocks Moderately Aggressive Portfolio by Larry Swedroe
Sharpe Ratio0.38
Best Year+33.9%
Worst Year-28.4%
Final Value$141,756

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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