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

In the last 10 years, it obtained a 10.03% compound annual return, with a 9.42% standard deviation (*).

(*) Last Update: June 2019

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 ETF: Ticker - 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 % VWO -
Vanguard FTSE 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

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

Last Update: June 2019.

Capital Growth and Historical Returns

An investment of 1000$, since January 2001, now would be worth 3761.86$, with a total return of 276.19% (7.42% annualized).

Capital Growth:

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

VWO - Vanguard FTSE Emerging Markets: simulated historical serie, up to December 2005

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

Swipe left to see all data
Range Returns
Jun 2019
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
+3.84%
0.00%
1 - 0
YTD
+13.70%
-2.68%
May 2019 - May 2019
5 - 1
1Y
+7.44%
11.38%
-8.16%
Sep 2018 - Dec 2018
8 - 4
3Y
+7.47%
annualized
7.68%
-8.16%
Sep 2018 - Dec 2018
28 - 8
5Y
+5.86%
annualized
8.00%
-8.16%
Sep 2018 - Dec 2018
40 - 20
10Y
+10.03%
annualized
9.42%
-12.41%
May 2011 - Sep 2011
82 - 38
MAX
Dec 2000
+7.42%
annualized
10.85%
-40.91%
Nov 2007 - Feb 2009
149 - 73

* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

Rolling Returns

David Swensen Lazy Portfolio: annualized rolling and average returns

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Return (*)
Rolling Period Average Best Worst
1 Year
+8.39% +48.98%
Mar 2009 - Feb 2010
-35.80%
Mar 2008 - Feb 2009
2 Years
+8.35% +34.16%
Mar 2009 - Feb 2011
-19.74%
Mar 2007 - Feb 2009
3 Years
+8.35% +23.70%
Mar 2009 - Feb 2012
-9.53%
Mar 2006 - Feb 2009
5 Years
+8.06% +17.99%
Mar 2009 - Feb 2014
-1.28%
Mar 2004 - Feb 2009
7 Years
+7.62% +13.02%
Mar 2009 - Feb 2016
+2.63%
Mar 2002 - Feb 2009
10 Years
+7.77% +11.78%
Mar 2009 - Feb 2019
+5.40%
Dec 2006 - Nov 2016
15 Years
+8.09% +9.36%
Feb 2003 - Jan 2018
+6.87%
Feb 2001 - Jan 2016

* Annualized rolling and average returns over full calendar month periods

Yearly Returns - Monthly Returns Heatmap

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2019
+13.70% 6.8 1.4 2.1 1.7 -2.7 3.8
2018
-5.64% 1.7 -3.9 0.3 0.1 1.3 0.6 1.6 1.2 -0.7 -4.7 2.2 -5.0
2017
+13.65% 1.6 2.2 0.2 0.9 0.8 0.7 1.8 0.5 0.8 0.9 1.5 1.0
2016
+7.80% -3.0 -0.2 6.3 0.1 0.6 2.3 3.1 -0.8 0.2 -2.2 -0.2 1.8
2015
-0.93% 1.4 1.6 -0.3 0.2 -0.2 -2.2 1.4 -4.9 -0.9 4.7 -0.3 -1.0
2014
+10.17% -0.9 3.5 0.4 1.3 2.0 1.5 -0.8 2.5 -3.5 3.4 1.2 -0.5
2013
+10.83% 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
+15.51% -2.9 2.3 5.2 2.4 -5.3 -2.6 6.1 -1.7 5.8 3.3 -1.4 4.1
2009
+25.22% -8.5 -8.8 6.5 10.4 5.7 -1.0 6.8 4.4 4.5 -2.2 4.9 2.2
2008
-25.71% -2.6 -0.8 1.0 3.3 0.7 -5.9 -0.3 0.1 -5.4 -16.8 -6.5 5.9
2007
+5.79% 2.5 -0.6 0.6 2.1 1.5 -2.0 -2.0 1.9 3.7 3.0 -3.3 -1.5
2006
+17.74% 4.0 0.2 1.7 0.7 -2.8 1.1 1.5 2.4 1.3 3.3 3.0 0.2
2005
+8.94% -2.6 2.2 -1.8 0.5 2.3 1.7 3.1 -0.1 1.5 -2.5 3.2 1.5
2004
+16.17% 2.3 1.8 1.3 -5.8 2.1 1.6 -1.3 2.7 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