As of May 2026, in the previous 30 Years, the Craig Israelsen 7Twelve Portfolio obtained a 6.94% compound annual return, with a 9.81% standard deviation. It suffered a maximum drawdown of -37.96% that required 33 months to be recovered.

As of May 2026, in the previous 30 Years, the David Swensen Yale Endowment Portfolio obtained a 8.23% compound annual return, with a 10.97% standard deviation. It suffered a maximum drawdown of -40.68% that required 38 months to be recovered.

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Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators. Content is for informational, educational, illustrative, and entertainment purposes only.

Table of contents

Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Craig Israelsen
Craig Israelsen 7Twelve Portfolio
Weight
(%)		 Ticker Name
8.34
VNQ
Vanguard Real Estate
8.34
VV
Vanguard Large-Cap
8.33
EEM
iShares MSCI Emerging Markets
8.33
EFA
iShares MSCI EAFE
8.33
IJR
iShares Core S&P Small-Cap
8.33
VO
Vanguard Mid-Cap
25.00
IEI
iShares 3-7 Year Treasury Bond
8.34
BIL
SPDR Blmbg Barclays 1-3 Mth T-Bill
16.66
GSG
iShares S&P GSCI Commodity Indexed Trust
David Swensen
David Swensen Yale Endowment Portfolio
Weight
(%)		 Ticker Name
30.00
VTI
Vanguard Total Stock Market
20.00
VNQ
Vanguard Real Estate
15.00
VEA
Vanguard FTSE Developed Markets
5.00
EEM
iShares MSCI Emerging Markets
15.00
IEI
iShares 3-7 Year Treasury Bond
15.00
TIP
iShares TIPS Bond

Portfolio Returns as of May 31, 2026

Return Comparison
Capital Growth
Inflation Adj:
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Return (%) as of May 31, 2026
YTD
(5M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~41Y)
http://www.lazyportfolioetf.com/wp-content/lzp-assets/img/author/avatar_craig_israelsen.webp 7Twelve Portfolio
Craig Israelsen 		13.02 -0.21 13.14 23.28 7.42 7.57 6.94 8.82
http://www.lazyportfolioetf.com/wp-content/lzp-assets/img/author/avatar_david_swensen.webp Yale Endowment
David Swensen 		9.06 2.49 9.21 19.93 6.79 8.52 8.23 9.71
Returns over 1 year are annualized.

Portfolio Metrics as of May 31, 2026

The following metrics, updated as of 31 May 2026, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
1Y
5Y
10Y
30Y
MAX
Period: ()
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7Twelve Portfolio Yale Endowment
Author Craig Israelsen David Swensen
ASSET ALLOCATION
Stocks 50% 70%
Fixed Income 33.34% 30%
Commodities 16.66% 0%
PERFORMANCES
Annualized Return (%) 23.28 19.93
Infl. Adjusted (%) 18.33 15.12
DRAWDOWN
Deepest Drawdown Depth (%) -0.21 -5.05
Start to Recovery (months) 1* 2
Longest Drawdown Depth (%) -0.21 -5.05
Start to Recovery (months) 1* 2
Longest Negative Period (months) 1* 4
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.81 8.96
Sharpe Ratio 3.34 1.79
Sortino Ratio 5.70 2.31
Ulcer Index 0.06 1.40
Ratio: Return / Standard Deviation 4.01 2.22
Ratio: Return / Deepest Drawdown 109.22 3.95
Metrics calculated over the period 1 June 2025 - 31 May 2026
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7Twelve Portfolio Yale Endowment
Author Craig Israelsen David Swensen
ASSET ALLOCATION
Stocks 50% 70%
Fixed Income 33.34% 30%
Commodities 16.66% 0%
PERFORMANCES
Annualized Return (%) 7.42 6.79
Infl. Adjusted (%) 2.82 2.22
DRAWDOWN
Deepest Drawdown Depth (%) -13.28 -22.63
Start to Recovery (months) 23 31
Longest Drawdown Depth (%) -13.28 -22.63
Start to Recovery (months) 23 31
Longest Negative Period (months) 29 34
RISK INDICATORS
Standard Deviation (%) 9.08 12.14
Sharpe Ratio 0.44 0.28
Sortino Ratio 0.58 0.37
Ulcer Index 4.00 8.67
Ratio: Return / Standard Deviation 0.82 0.56
Ratio: Return / Deepest Drawdown 0.56 0.30
Metrics calculated over the period 1 June 2021 - 31 May 2026
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7Twelve Portfolio Yale Endowment
Author Craig Israelsen David Swensen
ASSET ALLOCATION
Stocks 50% 70%
Fixed Income 33.34% 30%
Commodities 16.66% 0%
PERFORMANCES
Annualized Return (%) 7.57 8.52
Infl. Adjusted (%) 4.06 4.97
DRAWDOWN
Deepest Drawdown Depth (%) -17.90 -22.63
Start to Recovery (months) 11 31
Longest Drawdown Depth (%) -13.28 -22.63
Start to Recovery (months) 23 31
Longest Negative Period (months) 39 34
RISK INDICATORS
Standard Deviation (%) 9.47 11.09
Sharpe Ratio 0.57 0.57
Sortino Ratio 0.73 0.74
Ulcer Index 4.22 6.53
Ratio: Return / Standard Deviation 0.80 0.77
Ratio: Return / Deepest Drawdown 0.42 0.38
Metrics calculated over the period 1 June 2016 - 31 May 2026
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7Twelve Portfolio Yale Endowment
Author Craig Israelsen David Swensen
ASSET ALLOCATION
Stocks 50% 70%
Fixed Income 33.34% 30%
Commodities 16.66% 0%
PERFORMANCES
Annualized Return (%) 6.94 8.23
Infl. Adjusted (%) 4.27 5.53
DRAWDOWN
Deepest Drawdown Depth (%) -37.96 -40.68
Start to Recovery (months) 33 38
Longest Drawdown Depth (%) -14.54 -40.68
Start to Recovery (months) 37 38
Longest Negative Period (months) 73 62
RISK INDICATORS
Standard Deviation (%) 9.81 10.97
Sharpe Ratio 0.48 0.55
Sortino Ratio 0.62 0.71
Ulcer Index 7.03 7.44
Ratio: Return / Standard Deviation 0.71 0.75
Ratio: Return / Deepest Drawdown 0.18 0.20
Metrics calculated over the period 1 June 1996 - 31 May 2026
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7Twelve Portfolio Yale Endowment
Author Craig Israelsen David Swensen
ASSET ALLOCATION
Stocks 50% 70%
Fixed Income 33.34% 30%
Commodities 16.66% 0%
PERFORMANCES
Annualized Return (%) 8.82 9.71
Infl. Adjusted (%) 5.83 6.70
DRAWDOWN
Deepest Drawdown Depth (%) -37.96 -40.68
Start to Recovery (months) 33 38
Longest Drawdown Depth (%) -14.54 -40.68
Start to Recovery (months) 37 38
Longest Negative Period (months) 73 62
RISK INDICATORS
Standard Deviation (%) 9.39 10.67
Sharpe Ratio 0.60 0.61
Sortino Ratio 0.77 0.79
Ulcer Index 6.16 6.65
Ratio: Return / Standard Deviation 0.94 0.91
Ratio: Return / Deepest Drawdown 0.23 0.24
Metrics calculated over the period 1 January 1985 - 31 May 2026
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Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

DRAWDOWN COMPARISON
Inflation Adj:

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the Simulation Settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Annualized Rolling Returns Chart

Time to Target

What it shows: Months to reach your target capital from each historical entry point, accounting for your initial investment and periodic contributions.

Time to Target Comparison
Time to reach your Target Capital

Yearly Returns

For each year, the following table provides the return and intra-year drawdown. The highlighted returns represent the highest values for that specific year.

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7Twelve Portfolio Yale Endowment
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2026
 13.02 -0.21 9.06 -5.05
2025
 11.77 -2.26 14.81 -2.00
2024
 7.64 -2.38 9.42 -3.92
2023
 8.76 -6.62 14.45 -8.62
2022
 -7.91 -13.28 -17.82 -22.63
2021
 16.41 -3.52 17.84 -3.58
2020
 3.64 -17.90 10.35 -14.79
2019
 17.04 -3.93 21.39 -2.68
2018
 -6.60 -9.83 -5.76 -8.41
2017
 11.15 -0.23 13.79 0.00
2016
 7.88 -3.46 7.40 -3.21
2015
 -6.71 -8.96 -0.29 -6.50
2014
 -0.27 -5.11 9.76 -3.40
2013
 9.98 -2.34 12.04 -4.27
2012
 9.05 -5.96 13.44 -4.70
2011
 -0.33 -13.50 2.46 -12.17
2010
 12.87 -7.69 14.85 -7.93
2009
 19.77 -13.75 23.34 -16.98
2008
 -24.01 -29.50 -25.11 -30.37
2007
 11.31 -2.37 4.93 -4.58
2006
 12.08 -2.41 17.78 -2.66
2005
 11.36 -3.44 8.67 -2.69
2004
 14.33 -5.06 16.01 -5.84
2003
 25.20 -1.95 26.59 -1.98
2002
 4.93 -5.27 -3.49 -9.34
2001
 -4.66 -10.05 -1.98 -9.29
2000
 11.53 -2.79 3.33 -5.76
1999
 19.24 -3.02 13.91 -2.69
1998
 -1.40 -13.54 8.26 -10.97
1997
 7.34 -3.49 15.25 -3.44
1996
 16.09 -3.26 15.04 -2.41
1995
 18.64 -1.07 20.31 -1.03
1994
 -1.53 -6.66 -2.86 -8.21
1993
 17.28 -3.19 20.71 -3.68
1992
 5.45 -2.13 5.36 -3.21
1991
 26.17 -3.31 29.05 -3.46
1990
 1.68 -5.15 -6.06 -12.63
1989
 27.09 -1.51 21.59 -1.39
1988
 17.78 -2.03 15.34 -2.25
1987
 3.08 -13.43 2.49 -16.20
1986
 16.22 -3.66 23.31 -3.94
1985
 24.57 -0.68 30.22 -1.80
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