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

Time Range:

Drawdowns

Time Range:

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%
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