Last Update: 31 July 2022
The Burton Malkiel Late Sixties and Beyond Portfolio obtained a 8.67% compound annual return, with a 11.30% 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
Burton Malkiel Late Sixties and Beyond Portfolio | David Swensen Yale Endowment Portfolio | ||
---|---|---|---|
Risk | High | High | |
Asset Allocation | Stocks | 71% | 70% |
Fixed Income | 29% | 30% | |
Commodities | 0% | 0% | |
30 Years Stats | Return | +8.67% | +8.76% |
Std Dev | 11.30% | 10.45% | |
Max Drawdown | -41.80% | -39.48% |
Last Update: 31 July 2022
Historical Returns as of Jul 31, 2022
Comparison period starts from January 1992
1M | 6M | 1Y | 5Y(*) | 10Y(*) | 30Y(*) | MAX(*) | |
---|---|---|---|---|---|---|---|
Burton Malkiel Late Sixties and Beyond Portfolio | +5.34 | -8.48 | -8.70 | +6.30 | +7.49 | +8.67 | +8.59 |
David Swensen Yale Endowment Portfolio | +6.25 | -9.24 | -9.62 | +6.61 | +7.59 | +8.76 | +8.65 |
Capital Growth as of Jul 31, 2022
Burton Malkiel Late Sixties and Beyond Portfolio: an investment of 1000$, since August 1992, now would be worth 12129.94$, with a total return of 1112.99% (8.67% 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).
Burton Malkiel Late Sixties and Beyond Portfolio: an investment of 1000$, since January 1992, now would be worth 12424.35$, with a total return of 1142.43% (8.59% annualized).
David Swensen Yale Endowment Portfolio: an investment of 1000$, since January 1992, now would be worth 12651.33$, with a total return of 1165.13% (8.65% annualized).
Drawdowns
Drawdown comparison chart since July 1992.
Burton Malkiel Late Sixties and Beyond Portfolio |
David Swensen Yale Endowment Portfolio |
||||
---|---|---|---|---|---|
Drawdown | Start | Bottom | Drawdown | Start | Bottom |
-41.80% | Nov 2007 | Feb 2009 | |||
-39.48% | Nov 2007 | Feb 2009 | |||
-18.84% | Jan 2022 | Jun 2022 | |||
-16.89% | Jan 2022 | Jun 2022 | |||
-16.82% | Jan 2020 | Mar 2020 | |||
-16.48% | May 1998 | Aug 1998 | |||
-13.38% | May 2011 | Sep 2011 | |||
-13.19% | Feb 2020 | Mar 2020 | |||
-12.20% | May 2002 | Sep 2002 | |||
-10.80% | Sep 2000 | Sep 2002 | |||
-10.52% | Apr 1998 | Aug 1998 | |||
-9.27% | Feb 2001 | Sep 2001 | |||
-8.80% | Feb 1994 | Nov 1994 | |||
-8.65% | May 2011 | Sep 2011 | |||
-8.51% | Sep 2018 | Dec 2018 | |||
-8.08% | Feb 2018 | Dec 2018 | |||
-7.72% | Mar 2015 | Sep 2015 | |||
-7.23% | Mar 2015 | Sep 2015 | |||
-7.20% | Feb 1994 | Mar 1994 | |||
-7.04% | Apr 2004 | Apr 2004 |
Drawdown comparison chart since January 1992.
Burton Malkiel Late Sixties and Beyond Portfolio |
David Swensen Yale Endowment Portfolio |
||||
---|---|---|---|---|---|
Drawdown | Start | Bottom | Drawdown | Start | Bottom |
-41.80% | Nov 2007 | Feb 2009 | |||
-39.48% | Nov 2007 | Feb 2009 | |||
-18.84% | Jan 2022 | Jun 2022 | |||
-16.89% | Jan 2022 | Jun 2022 | |||
-16.82% | Jan 2020 | Mar 2020 | |||
-16.48% | May 1998 | Aug 1998 | |||
-13.38% | May 2011 | Sep 2011 | |||
-13.19% | Feb 2020 | Mar 2020 | |||
-12.20% | May 2002 | Sep 2002 | |||
-10.80% | Sep 2000 | Sep 2002 | |||
-10.52% | Apr 1998 | Aug 1998 | |||
-9.27% | Feb 2001 | Sep 2001 | |||
-8.80% | Feb 1994 | Nov 1994 | |||
-8.65% | May 2011 | Sep 2011 | |||
-8.51% | Sep 2018 | Dec 2018 | |||
-8.08% | Feb 2018 | Dec 2018 | |||
-7.72% | Mar 2015 | Sep 2015 | |||
-7.23% | Mar 2015 | Sep 2015 | |||
-7.20% | Feb 1994 | Mar 1994 | |||
-7.04% | Apr 2004 | Apr 2004 |
Yearly Returns
Yearly return comparison. Common historical serie start from January 1992.
Year | Burton Malkiel Late Sixties and Beyond Portfolio | David Swensen Yale Endowment Portfolio |
---|---|---|
2022 |
-12.46% | -13.76% |
2021 |
+15.40% | +17.53% |
2020 |
+10.03% | +12.03% |
2019 |
+22.55% | +22.65% |
2018 |
-5.90% | -6.20% |
2017 |
+16.49% | +14.99% |
2016 |
+8.48% | +7.39% |
2015 |
-1.63% | -0.81% |
2014 |
+9.01% | +13.38% |
2013 |
+12.49% | +10.31% |
2012 |
+14.20% | +13.55% |
2011 |
+1.01% | +6.31% |
2010 |
+14.47% | +15.25% |
2009 |
+25.30% | +20.32% |
2008 |
-26.02% | -21.94% |
2007 |
+5.18% | +4.98% |
2006 |
+20.06% | +17.42% |
2005 |
+9.86% | +9.62% |
2004 |
+14.78% | +16.80% |
2003 |
+29.73% | +26.48% |
2002 |
-5.70% | -3.11% |
2001 |
+5.85% | -2.47% |
2000 |
+2.46% | +4.18% |
1999 |
+12.48% | +13.14% |
1998 |
+5.92% | +8.63% |
1997 |
+15.13% | +16.00% |
1996 |
+18.95% | +14.56% |
1995 |
+20.20% | +21.75% |
1994 |
-3.17% | -3.27% |
1993 |
+23.51% | +21.51% |
1992 |
+4.84% | +5.31% |