Last Update: 31 July 2022
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 2 years rolling periods, you would have obtained a positive returns 91.17% of times
All the returns are calculated over the available historical serie, starting from June 1991 until July 2022.
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
Rolling Period |
Return (*) | Negative Periods |
||
---|---|---|---|---|
Average (%) | Best (%) | Worst (%) | ||
1 Year |
9.78 |
47.16 Mar 2009 - Feb 2010 |
-34.06 Mar 2008 - Feb 2009 |
17.08% |
2 Years |
9.43 |
33.29 Mar 2009 - Feb 2011 |
-19.26 Mar 2007 - Feb 2009 |
8.83% |
3 Years |
9.12 |
24.48 Mar 2009 - Feb 2012 |
-9.18 Mar 2006 - Feb 2009 |
6.78% |
4 Years |
9.05 |
20.72 Mar 2009 - Feb 2013 |
-3.76 Mar 2005 - Feb 2009 |
0.92% |
5 Years |
8.99 |
18.71 Mar 2009 - Feb 2014 |
-0.87 Mar 2004 - Feb 2009 |
0.32% |
6 Years |
8.91 |
17.77 Mar 2009 - Feb 2015 |
4.27 Mar 2003 - Feb 2009 |
0.00% |
7 Years |
8.80 |
13.99 Mar 2009 - Feb 2016 |
2.97 Mar 2002 - Feb 2009 |
0.00% |
8 Years |
8.77 |
14.04 Mar 2009 - Feb 2017 |
2.54 Mar 2001 - Feb 2009 |
0.00% |
9 Years |
8.72 |
13.24 Mar 2009 - Feb 2018 |
2.50 Mar 2000 - Feb 2009 |
0.00% |
10 Years |
8.67 |
12.36 Mar 2009 - Feb 2019 |
3.69 Mar 1999 - Feb 2009 |
0.00% |
11 Years |
8.66 |
12.15 Mar 2009 - Feb 2020 |
3.59 Mar 1998 - Feb 2009 |
0.00% |
12 Years |
8.71 |
12.45 Mar 2009 - Feb 2021 |
4.77 Mar 1997 - Feb 2009 |
0.00% |
13 Years |
8.66 |
12.17 Mar 2009 - Feb 2022 |
5.53 Mar 1996 - Feb 2009 |
0.00% |
14 Years |
8.55 |
11.25 Dec 1992 - Nov 2006 |
6.31 Apr 2006 - Mar 2020 |
0.00% |
15 Years |
8.55 |
11.34 Dec 1991 - Nov 2006 |
5.90 Mar 1994 - Feb 2009 |
0.00% |
16 Years |
8.56 |
11.23 Jul 1991 - Jun 2007 |
6.52 Mar 1993 - Feb 2009 |
0.00% |
17 Years |
8.54 |
10.47 Jun 1991 - May 2008 |
6.87 Mar 1992 - Feb 2009 |
0.00% |
18 Years |
8.63 |
9.78 Apr 2003 - Mar 2021 |
7.28 Jan 2001 - Dec 2018 |
0.00% |
19 Years |
8.69 |
9.96 Nov 2002 - Oct 2021 |
7.11 Jan 2000 - Dec 2018 |
0.00% |
20 Years |
8.66 |
9.87 Feb 1995 - Jan 2015 |
6.95 Apr 2000 - Mar 2020 |
0.00% |
Annualized Rolling Returns - 1 Year (12 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+9.78% |
+47.16% Mar 2009 - Feb 2010 |
-34.06% Mar 2008 - Feb 2009 |
17.08% 62 out of 363 |
Annualized Rolling Returns - 2 Years (24 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+9.43% |
+33.29% Mar 2009 - Feb 2011 |
-19.26% Mar 2007 - Feb 2009 |
8.83% 31 out of 351 |
Annualized Rolling Returns - 3 Years (36 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+9.12% |
+24.48% Mar 2009 - Feb 2012 |
-9.18% Mar 2006 - Feb 2009 |
6.78% 23 out of 339 |
Annualized Rolling Returns - 4 Years (48 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+9.05% |
+20.72% Mar 2009 - Feb 2013 |
-3.76% Mar 2005 - Feb 2009 |
0.92% 3 out of 327 |
Annualized Rolling Returns - 5 Years (60 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+8.99% |
+18.71% Mar 2009 - Feb 2014 |
-0.87% Mar 2004 - Feb 2009 |
0.32% 1 out of 315 |
Annualized Rolling Returns - 6 Years (72 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+8.91% |
+17.77% Mar 2009 - Feb 2015 |
+4.27% Mar 2003 - Feb 2009 |
0.00% 0 out of 303 |
Annualized Rolling Returns - 7 Years (84 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+8.80% |
+13.99% Mar 2009 - Feb 2016 |
+2.97% Mar 2002 - Feb 2009 |
0.00% 0 out of 291 |
Annualized Rolling Returns - 8 Years (96 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+8.77% |
+14.04% Mar 2009 - Feb 2017 |
+2.54% Mar 2001 - Feb 2009 |
0.00% 0 out of 279 |
Annualized Rolling Returns - 9 Years (108 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+8.72% |
+13.24% Mar 2009 - Feb 2018 |
+2.50% Mar 2000 - Feb 2009 |
0.00% 0 out of 267 |
Annualized Rolling Returns - 10 Years (120 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+8.67% |
+12.36% Mar 2009 - Feb 2019 |
+3.69% Mar 1999 - Feb 2009 |
0.00% 0 out of 255 |
Annualized Rolling Returns - 11 Years (132 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+8.66% |
+12.15% Mar 2009 - Feb 2020 |
+3.59% Mar 1998 - Feb 2009 |
0.00% 0 out of 243 |
Annualized Rolling Returns - 12 Years (144 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+8.71% |
+12.45% Mar 2009 - Feb 2021 |
+4.77% Mar 1997 - Feb 2009 |
0.00% 0 out of 231 |
Annualized Rolling Returns - 13 Years (156 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+8.66% |
+12.17% Mar 2009 - Feb 2022 |
+5.53% Mar 1996 - Feb 2009 |
0.00% 0 out of 219 |
Annualized Rolling Returns - 14 Years (168 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+8.55% |
+11.25% Dec 1992 - Nov 2006 |
+6.31% Apr 2006 - Mar 2020 |
0.00% 0 out of 207 |
Annualized Rolling Returns - 15 Years (180 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+8.55% |
+11.34% Dec 1991 - Nov 2006 |
+5.90% Mar 1994 - Feb 2009 |
0.00% 0 out of 195 |
Annualized Rolling Returns - 16 Years (192 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+8.56% |
+11.23% Jul 1991 - Jun 2007 |
+6.52% Mar 1993 - Feb 2009 |
0.00% 0 out of 183 |
Annualized Rolling Returns - 17 Years (204 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+8.54% |
+10.47% Jun 1991 - May 2008 |
+6.87% Mar 1992 - Feb 2009 |
0.00% 0 out of 171 |
Annualized Rolling Returns - 18 Years (216 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+8.63% |
+9.78% Apr 2003 - Mar 2021 |
+7.28% Jan 2001 - Dec 2018 |
0.00% 0 out of 159 |
Annualized Rolling Returns - 19 Years (228 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+8.69% |
+9.96% Nov 2002 - Oct 2021 |
+7.11% Jan 2000 - Dec 2018 |
0.00% 0 out of 147 |
Annualized Rolling Returns - 20 Years (240 months)
Average Return |
Best Return |
Worst Return |
Negative Periods |
---|---|---|---|
+8.66% |
+9.87% Feb 1995 - Jan 2015 |
+6.95% Apr 2000 - Mar 2020 |
0.00% 0 out of 135 |
In order to have complete information about the portfolio, please refer to the David Swensen Yale Endowment Portfolio: ETF allocation and returns page.