Larry Portfolio

Larry Swedroe's low-risk / high-tilt portfolio: 30% small-cap value for equity exposure plus 70% intermediate Treasuries.

• Type: Fixed
• Frequency: annually
• Asset classes: Small Cap Value, Intermediate Treasuries
• Backtest window: 2004-01-30 to 2026-06-11

1Y

8.9%

3Y

19.7%

CAGR

2.1%

Max DD

-15.4%

Sharpe

-0.16

Methodology

• Allocate 30% VBR (US small-cap value) and 70% IEF.

Source: Swedroe, L. & Grogan, K. (2014). Reducing the Risk of Black Swans: Using the Science of Investing to Capture Returns with Less Volatility.

Headline backtest performance as of 2026-06-10.

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