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 2026-08-06

1Y

7.6%

3Y

20.6%

CAGR

2.8%

Max DD

-14.1%

Sharpe

-0.08

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 2026-08-06.

Open this strategy in ArthaPilot

Back to the Strategy Leaderboard