Last Update: 28 February 2021
The Bill Bernstein No Brainer Portfolio obtained a 8.37% compound annual return, with a 11.02% standard deviation, in the last 10 years.
The David Swensen Yale Endowment Portfolio obtained a 8.7% compound annual return, with a 9.19% standard deviation, in the last 10 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% | |
10 Years Stats | Return | +8.37% | +8.70% |
Std Dev | 11.02% | 9.19% | |
Max Drawdown | -18.24% | -13.19% |
Last Update: 28 February 2021
Historical Returns
The examinated historical serie starts from January 2001
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1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | MAX(*) | |
---|---|---|---|---|---|---|---|---|
Bill Bernstein No Brainer Portfolio | +3.15 | +9.35 | +16.69 | +26.04 | +9.39 | +11.97 | +8.37 | +7.01 |
David Swensen Yale Endowment Portfolio | +0.95 | +3.50 | +7.47 | +15.90 | +10.14 | +10.34 | +8.70 | +8.18 |
(*) annualized
Capital Growth
Drawdowns
Yearly Returns
Yearly return comparison. Common historical serie start from January 2001.
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Year | Bill Bernstein No Brainer Portfolio | David Swensen Yale Endowment Portfolio |
---|---|---|
2021 |
+4.63% | +0.40% |
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% |