David Swensen Yale Endowment Portfolio: Rolling Returns

Last Update: 31 August 2021

Implementing the David Swensen Yale Endowment Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all 6 years rolling periods, you would have obtained a positive returns 100.00% of times

Considering all 3 years rolling periods, you would have obtained a positive returns 91.93% of times

All the returns are calculated over the available historical serie, starting from January 1995 until August 2021.

In order to have complete information about the portfolio, please refer to the David Swensen Yale Endowment Portfolio: ETF allocation and returns page.

Rolling Returns

David Swensen Yale Endowment Portfolio: annualized rolling and average returns

* Annualized rolling and average returns over full calendar month periods

Annualized Rolling Returns - 1 Year (12 months)

Annualized Rolling Returns - 2 Years (24 months)

Annualized Rolling Returns - 3 Years (36 months)

Annualized Rolling Returns - 4 Years (48 months)

Annualized Rolling Returns - 5 Years (60 months)

Annualized Rolling Returns - 6 Years (72 months)

Annualized Rolling Returns - 7 Years (84 months)

Annualized Rolling Returns - 8 Years (96 months)

Annualized Rolling Returns - 9 Years (108 months)

Annualized Rolling Returns - 10 Years (120 months)

Annualized Rolling Returns - 11 Years (132 months)

Annualized Rolling Returns - 12 Years (144 months)

Annualized Rolling Returns - 13 Years (156 months)

Annualized Rolling Returns - 14 Years (168 months)

Annualized Rolling Returns - 15 Years (180 months)

Annualized Rolling Returns - 16 Years (192 months)

Annualized Rolling Returns - 17 Years (204 months)

Annualized Rolling Returns - 18 Years (216 months)

Annualized Rolling Returns - 19 Years (228 months)

Annualized Rolling Returns - 20 Years (240 months)

In order to have complete information about the portfolio, please refer to the David Swensen Yale Endowment Portfolio: ETF allocation and returns page.