Last Update: 31 July 2022

The Bill Bernstein No Brainer Portfolio obtained a 7.86% compound annual return, with a 11.40% 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 No Brainer Portfolio David Swensen Yale Endowment Portfolio
Risk High High
Asset Allocation Stocks 75% 70%
Fixed Income 25% 30%
Commodities 0% 0%
30 Years Stats Return +7.86% +8.76%
Std Dev 11.40% 10.45%
Max Drawdown -40.40% -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 No Brainer Portfolio +5.45 -6.77 -7.55 +6.58 +8.30 +7.86 +7.74
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 No Brainer Portfolio: an investment of 1000$, since August 1992, now would be worth 9679.87$, with a total return of 867.99% (7.86% 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 No Brainer Portfolio: an investment of 1000$, since June 1991, now would be worth 10223.53$, with a total return of 922.35% (7.74% 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 No Brainer Portfolio
David Swensen Yale Endowment Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-40.40% Nov 2007 Feb 2009
-39.48% Nov 2007 Feb 2009
-24.46% Apr 2000 Sep 2002
-18.84% Jan 2022 Jun 2022
-18.24% Jan 2020 Mar 2020
-16.20% May 2011 Sep 2011
-15.19% Jan 2022 Jun 2022
-13.95% May 1998 Aug 1998
-13.19% Feb 2020 Mar 2020
-11.92% Sep 2018 Dec 2018
-10.80% Sep 2000 Sep 2002
-10.52% Apr 1998 Aug 1998
-9.17% Jun 2015 Feb 2016
-8.80% Feb 1994 Nov 1994
-8.65% May 2011 Sep 2011
-8.51% Sep 2018 Dec 2018
-7.23% Mar 2015 Sep 2015
-6.27% Apr 2004 Apr 2004
-5.66% May 2013 Aug 2013
-4.89% Aug 2016 Nov 2016

Drawdown comparison chart since June 1991.

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Bill Bernstein No Brainer Portfolio
David Swensen Yale Endowment Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-40.40% Nov 2007 Feb 2009
-39.48% Nov 2007 Feb 2009
-24.46% Apr 2000 Sep 2002
-18.84% Jan 2022 Jun 2022
-18.24% Jan 2020 Mar 2020
-16.20% May 2011 Sep 2011
-15.19% Jan 2022 Jun 2022
-13.95% May 1998 Aug 1998
-13.19% Feb 2020 Mar 2020
-11.92% Sep 2018 Dec 2018
-10.80% Sep 2000 Sep 2002
-10.52% Apr 1998 Aug 1998
-9.17% Jun 2015 Feb 2016
-8.80% Feb 1994 Nov 1994
-8.65% May 2011 Sep 2011
-8.51% Sep 2018 Dec 2018
-7.23% Mar 2015 Sep 2015
-6.27% Apr 2004 Apr 2004
-5.66% May 2013 Aug 2013
-4.89% Aug 2016 Nov 2016

Yearly Returns

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

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Year Bill Bernstein No Brainer Portfolio David Swensen Yale Endowment Portfolio
2022
-10.57% -13.76%
2021
+15.39% +17.53%
2020
+11.61% +12.03%
2019
+19.82% +22.65%
2018
-6.41% -6.20%
2017
+15.70% +14.99%
2016
+11.03% +7.39%
2015
-1.35% -0.81%
2014
+3.78% +13.38%
2013
+22.10% +10.31%
2012
+12.91% +13.55%
2011
-2.59% +6.31%
2010
+14.15% +15.25%
2009
+22.80% +20.32%
2008
-26.26% -21.94%
2007
+7.14% +4.98%
2006
+15.27% +17.42%
2005
+7.66% +9.62%
2004
+13.66% +16.80%
2003
+27.39% +26.48%
2002
-10.88% -3.11%
2001
-4.49% -2.47%
2000
-4.63% +4.18%
1999
+18.99% +13.14%
1998
+12.24% +8.63%
1997
+15.88% +16.00%
1996
+12.52% +14.56%
1995
+20.57% +21.75%
1994
+2.49% -3.27%
1993
+16.21% +21.51%
1992
+4.40% +5.31%
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