Last Update: 31 July 2022

The Bill Bernstein Coward's Portfolio obtained a 7.67% compound annual return, with a 9.13% standard deviation, in the last 30 Years.

The David Swensen Yale Endowment Portfolio obtained a 8.76% compound annual return, with a 10.45% standard deviation, in the last 30 Years.

Summary

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Bill Bernstein Coward's Portfolio David Swensen Yale Endowment Portfolio
Risk High High
Asset Allocation Stocks 60% 70%
Fixed Income 40% 30%
Commodities 0% 0%
30 Years Stats Return +7.67% +8.76%
Std Dev 9.13% 10.45%
Max Drawdown -33.85% -39.48%

Last Update: 31 July 2022

Historical Returns as of Jul 31, 2022

Comparison period starts from June 1991

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1M 6M 1Y 5Y(*) 10Y(*) 30Y(*) MAX(*)
Bill Bernstein Coward's Portfolio +4.58 -6.06 -6.44 +5.61 +7.05 +7.67 +7.86
David Swensen Yale Endowment Portfolio +6.25 -9.24 -9.62 +6.61 +7.59 +8.76 +8.86
(*) Returns over 1 year are annualized

Capital Growth as of Jul 31, 2022

Bill Bernstein Coward's Portfolio: an investment of 1000$, since August 1992, now would be worth 9170.17$, with a total return of 817.02% (7.67% annualized).

David Swensen Yale Endowment Portfolio: an investment of 1000$, since August 1992, now would be worth 12430.91$, with a total return of 1143.09% (8.76% annualized).

Bill Bernstein Coward's Portfolio: an investment of 1000$, since June 1991, now would be worth 10583.25$, with a total return of 958.32% (7.86% annualized).

David Swensen Yale Endowment Portfolio: an investment of 1000$, since June 1991, now would be worth 14079.51$, with a total return of 1307.95% (8.86% annualized).

Drawdowns

Drawdown comparison chart since July 1992.

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Bill Bernstein Coward's Portfolio
David Swensen Yale Endowment Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-39.48% Nov 2007 Feb 2009
-33.85% Nov 2007 Feb 2009
-18.84% Jan 2022 Jun 2022
-15.13% Jan 2020 Mar 2020
-13.19% Feb 2020 Mar 2020
-13.12% Jan 2022 Jun 2022
-11.86% May 2011 Sep 2011
-11.84% Feb 2001 Sep 2002
-11.38% May 1998 Aug 1998
-10.80% Sep 2000 Sep 2002
-10.52% Apr 1998 Aug 1998
-8.80% Feb 1994 Nov 1994
-8.66% Sep 2018 Dec 2018
-8.65% May 2011 Sep 2011
-8.51% Sep 2018 Dec 2018
-7.23% Mar 2015 Sep 2015
-6.47% Jun 2015 Jan 2016
-6.27% Apr 2004 Apr 2004
-5.79% Feb 1994 Mar 1994
-5.66% May 2013 Aug 2013

Drawdown comparison chart since June 1991.

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Bill Bernstein Coward's Portfolio
David Swensen Yale Endowment Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-39.48% Nov 2007 Feb 2009
-33.85% Nov 2007 Feb 2009
-18.84% Jan 2022 Jun 2022
-15.13% Jan 2020 Mar 2020
-13.19% Feb 2020 Mar 2020
-13.12% Jan 2022 Jun 2022
-11.86% May 2011 Sep 2011
-11.84% Feb 2001 Sep 2002
-11.38% May 1998 Aug 1998
-10.80% Sep 2000 Sep 2002
-10.52% Apr 1998 Aug 1998
-8.80% Feb 1994 Nov 1994
-8.66% Sep 2018 Dec 2018
-8.65% May 2011 Sep 2011
-8.51% Sep 2018 Dec 2018
-7.23% Mar 2015 Sep 2015
-6.47% Jun 2015 Jan 2016
-6.27% Apr 2004 Apr 2004
-5.79% Feb 1994 Mar 1994
-5.66% May 2013 Aug 2013

Yearly Returns

Yearly return comparison. Common historical serie start from June 1991.

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Year Bill Bernstein Coward's Portfolio David Swensen Yale Endowment Portfolio
2022
-9.14% -13.76%
2021
+13.47% +17.53%
2020
+8.12% +12.03%
2019
+18.34% +22.65%
2018
-5.49% -6.20%
2017
+12.63% +14.99%
2016
+10.13% +7.39%
2015
-1.45% -0.81%
2014
+6.21% +13.38%
2013
+16.08% +10.31%
2012
+11.64% +13.55%
2011
-0.01% +6.31%
2010
+12.72% +15.25%
2009
+18.27% +20.32%
2008
-19.69% -21.94%
2007
+4.57% +4.98%
2006
+14.41% +17.42%
2005
+6.99% +9.62%
2004
+12.14% +16.80%
2003
+23.63% +26.48%
2002
-5.60% -3.11%
2001
-0.05% -2.47%
2000
+3.31% +4.18%
1999
+12.80% +13.14%
1998
+8.26% +8.63%
1997
+15.65% +16.00%
1996
+13.38% +14.56%
1995
+21.63% +21.75%
1994
-1.24% -3.27%
1993
+18.86% +21.51%
1992
+8.23% +5.31%
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