Larry Swedroe 30/70 at a glance
Larry Swedroe 30/70 is a fixed-allocation portfolio by Larry Swedroe across US Small-Cap Value, International Small-Cap Value, Emerging Markets, Intermediate Treasuries, rebalanced annual. Backtested 1996-12-31 to 2026-04-24 (29.2 years): 6.4% CAGR, 1.04 Sharpe, -16.2% max drawdown, 6.2% volatility.
- Type
- Fixed Allocation
- Author
- Larry Swedroe
- Rebalancing
- Annual
- Risk
- Conservative
- Period
- 1996-12-31 to 2026-04-24
- CAGR
- 6.4%
- Sharpe
- 1.04
- Max Drawdown
- -16.2%
- Volatility
- 6.2%
Larry Swedroe 30/70 — Fixed Allocation Portfolio
Larry Swedroe's factor-tilted 30/70: equity sleeve (30%) concentrated in small-cap value and emerging markets — highest expected return factors. 70% intermediate treasuries.
Backtest Performance (1996-12-31 to 2026-04-24)
| Metric | Larry Swedroe 30/70 |
|---|---|
| Compound Annual Growth Rate (CAGR) | 6.4% |
| Maximum Drawdown | -16.2% |
| Sharpe Ratio | 1.04 |
| Sortino Ratio | 1.44 |
| Annualized Volatility | 6.2% |
| Calmar Ratio | 0.40 |
| Total Return | 514.4% |
| Backtest Period | 29.2 years |
Strategy Details
- Type
- Fixed / Strategic
- Rebalancing
- annual
- Risk Level
- conservative
- Variants
- 1
- Author
- Larry Swedroe
- Source
- Swedroe, Larry. The Only Guide to a Winning Investment Strategy
Asset Classes
- US Small-Cap Value
- International Small-Cap Value
- Emerging Markets
- Intermediate Treasuries
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