Last Update: 31 January 2020

The David Swensen Lazy Portfolio is exposed for 70% on the Stock Market.

It's a High Risk portfolio and it can be replicated with 6 ETFs.

In the last 10 years, the portfolio obtained a 8.87% compound annual return, with a 8.88% standard deviation.

Asset Allocation and ETFs

The David Swensen Lazy Portfolio has the following asset allocation:

70% Stocks
30% Fixed Income
0% Commodities

The David Swensen Lazy Portfolio can be replicated with the following ETFs:

Weight Ticker ETF Name Investment Themes
30.00 % VTI Vanguard Total Stock Market Equity, U.S., Large Cap
20.00 % VNQ Vanguard Real Estate Real Estate, U.S.
15.00 % VEU Vanguard FTSE All-World ex-US Equity, Global ex-US, Large Cap
5.00 % EEM iShares MSCI Emerging Markets Equity, Emerging Markets, Large Cap
15.00 % IEI iShares 3-7 Year Treasury Bond Bond, U.S., Intermediate-Term
15.00 % TIP iShares TIPS Bond Bond, U.S., All-Term

Historical Returns

David Swensen Lazy Portfolio - Historical returns and stats.

Returns, capital growth, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at every January 1st).

DAVID SWENSEN LAZY PORTFOLIO
Last Update: 31 January 2020
Swipe left to see all data
Period Returns
Jan 2020
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
+0.01%
0.00%
1 - 0
3M
+3.12%
0.00%
3 - 0
6M
+6.30%
0.00%
6 - 0
YTD
+0.01%
0.00%
1 - 0
1Y
+13.47%
5.23%
-2.73%
May 2019 - May 2019
11 - 1
3Y
+8.64%
annualized
7.37%
-8.19%
Sep 2018 - Dec 2018
31 - 5
5Y
+6.54%
annualized
7.68%
-8.19%
Sep 2018 - Dec 2018
43 - 17
10Y
+8.87%
annualized
8.88%
-12.40%
May 2011 - Sep 2011
84 - 36
MAX
01 Jan 2001
+7.53%
annualized
10.71%
-40.88%
Nov 2007 - Feb 2009
156 - 73

* Annualized St.Dev. of monthly returns

Best High Risk Porftolios, ordered by 10Y annualized return.

Portfolio 10Y Return ▾ #ETF Stocks Bonds Comm.
Simple Path to Wealth
JL Collins
+11.40% 2 75 25 0
Talmud Portfolio
Roger Gibson
+10.25% 3 66.67 33.33 0
Stocks/Bonds 60/40
+9.90% 2 60 40 0
Yale Endowment
David Swensen
+9.79% 6 70 30 0
Edge Select Moderately Aggressive
Merrill Lynch
+9.02% 12 69 31 0

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Rolling Returns

David Swensen Lazy Portfolio: annualized rolling and average returns

Swipe left to see all data
Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+8.46% +48.80%
Mar 2009 - Feb 2010
-35.77%
Mar 2008 - Feb 2009
19.27%
2 Years
+8.27% +34.03%
Mar 2009 - Feb 2011
-19.80%
Mar 2007 - Feb 2009
12.62%
3 Years
+8.32% +23.62%
Mar 2009 - Feb 2012
-9.57%
Mar 2006 - Feb 2009
10.82%
5 Years
+7.96% +17.95%
Mar 2009 - Feb 2014
-1.29%
Mar 2004 - Feb 2009
1.18%
7 Years
+7.59% +12.97%
Mar 2009 - Feb 2016
+2.61%
Mar 2002 - Feb 2009
0.00%
10 Years
+7.80% +11.76%
Mar 2009 - Feb 2019
+5.34%
Dec 2006 - Nov 2016
0.00%
15 Years
+7.98% +9.34%
Feb 2003 - Jan 2018
+6.84%
Feb 2001 - Jan 2016
0.00%

* Annualized rolling and average returns over full calendar month periods

Yearly Returns - Monthly Returns Heatmap

Swipe left to see all data
Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2020
+0.01% 0.0
2019
+21.27% 6.9 1.3 2.0 1.8 -2.7 3.9 0.4 0.2 1.2 1.6 1.0 2.1
2018
-5.67% 1.7 -4.0 0.3 0.1 1.3 0.6 1.6 1.3 -0.7 -4.8 2.2 -5.0
2017
+13.94% 1.7 2.2 0.2 1.0 0.9 0.7 1.8 0.5 0.8 1.0 1.5 1.0
2016
+7.74% -2.9 -0.2 6.3 0.1 0.5 2.2 3.1 -0.8 0.2 -2.3 -0.2 1.8
2015
-0.95% 1.3 1.6 -0.3 0.1 -0.2 -2.2 1.4 -4.8 -1.0 4.7 -0.3 -1.0
2014
+9.97% -0.9 3.5 0.3 1.2 2.0 1.4 -0.8 2.4 -3.5 3.4 1.2 -0.5
2013
+10.89% 2.6 0.4 1.9 2.7 -2.0 -2.3 3.0 -3.2 3.8 3.1 -0.2 0.8
2012
+13.49% 4.8 2.0 1.5 0.4 -4.7 3.4 1.1 1.2 1.2 -0.6 0.7 2.1
2011
+2.21% 1.3 2.5 0.2 3.6 -0.4 -1.4 0.1 -4.3 -7.0 8.6 -1.2 0.9
2010
+15.37% -2.9 2.3 5.2 2.4 -5.3 -2.6 6.2 -1.8 5.8 3.3 -1.4 4.1
2009
+24.86% -8.5 -9.0 6.7 10.3 5.5 -1.0 6.8 4.4 4.5 -2.3 5.0 2.2
2008
-25.53% -2.6 -0.8 1.0 3.4 0.7 -5.9 -0.3 0.2 -5.4 -16.8 -6.5 6.0
2007
+5.59% 2.5 -0.7 0.6 2.1 1.4 -2.1 -2.1 2.0 3.8 2.9 -3.2 -1.5
2006
+17.84% 4.2 0.1 1.8 0.6 -2.8 1.1 1.5 2.4 1.2 3.4 3.0 0.3
2005
+8.97% -2.7 2.2 -1.8 0.6 2.3 1.7 3.1 -0.1 1.5 -2.5 3.0 1.5
2004
+16.10% 2.3 1.8 1.3 -5.9 2.2 1.6 -1.4 2.6 1.2 2.6 3.6 3.4
2003
+26.85% -1.9 0.2 0.0 5.1 5.2 1.5 1.4 1.9 1.7 3.6 1.8 3.8
2002
-3.41% -0.7 0.6 3.0 -0.3 0.4 -1.9 -4.6 1.3 -4.4 1.1 3.2 -0.7
2001
-1.71% 2.5 -4.4 -3.1 4.2 0.5 0.2 -0.9 -1.0 -4.9 1.3 3.3 1.2

* Note:
Portofolio Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.

In particular, it has been used:

VTI - Vanguard Total Stock Market: simulated historical serie, up to December 2001

VNQ - Vanguard Real Estate: simulated historical serie, up to December 2004

VEU - Vanguard FTSE All-World ex-US: simulated historical serie, up to December 2007

EEM - iShares MSCI Emerging Markets: simulated historical serie, up to December 2003

IEI - iShares 3-7 Year Treasury Bond: simulated historical serie, up to December 2007

TIP - iShares TIPS Bond: simulated historical serie, up to December 2003

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