Last Update: 31 July 2022

The Craig Israelsen 7Twelve Portfolio obtained a 7.16% compound annual return, with a 9.53% 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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Craig Israelsen 7Twelve Portfolio David Swensen Yale Endowment Portfolio
Risk High High
Asset Allocation Stocks 50% 70%
Fixed Income 33.34% 30%
Commodities 16.66% 0%
30 Years Stats Return +7.16% +8.76%
Std Dev 9.53% 10.45%
Max Drawdown -37.96% -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(*)
Craig Israelsen 7Twelve Portfolio +3.21 -1.64 +0.20 +6.20 +5.11 +7.16 +7.33
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

Craig Israelsen 7Twelve Portfolio: an investment of 1000$, since August 1992, now would be worth 7969.95$, with a total return of 697.00% (7.16% 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).

Craig Israelsen 7Twelve Portfolio: an investment of 1000$, since June 1991, now would be worth 9065.76$, with a total return of 806.58% (7.33% 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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Craig Israelsen 7Twelve Portfolio
David Swensen Yale Endowment Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-39.48% Nov 2007 Feb 2009
-37.96% Jun 2008 Feb 2009
-18.84% Jan 2022 Jun 2022
-17.90% Jan 2020 Mar 2020
-14.54% Jul 2014 Feb 2016
-13.54% Apr 1998 Aug 1998
-13.50% May 2011 Sep 2011
-13.19% Feb 2020 Mar 2020
-10.80% Sep 2000 Sep 2002
-10.52% Apr 1998 Aug 1998
-10.05% Feb 2001 Sep 2001
-9.83% Oct 2018 Dec 2018
-8.80% Feb 1994 Nov 1994
-8.65% May 2011 Sep 2011
-8.51% Sep 2018 Dec 2018
-7.23% Mar 2015 Sep 2015
-6.76% Apr 2022 Jun 2022
-6.66% Feb 1994 Nov 1994
-6.27% Apr 2004 Apr 2004
-5.66% May 2013 Aug 2013

Drawdown comparison chart since June 1991.

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Craig Israelsen 7Twelve Portfolio
David Swensen Yale Endowment Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-39.48% Nov 2007 Feb 2009
-37.96% Jun 2008 Feb 2009
-18.84% Jan 2022 Jun 2022
-17.90% Jan 2020 Mar 2020
-14.54% Jul 2014 Feb 2016
-13.54% Apr 1998 Aug 1998
-13.50% May 2011 Sep 2011
-13.19% Feb 2020 Mar 2020
-10.80% Sep 2000 Sep 2002
-10.52% Apr 1998 Aug 1998
-10.05% Feb 2001 Sep 2001
-9.83% Oct 2018 Dec 2018
-8.80% Feb 1994 Nov 1994
-8.65% May 2011 Sep 2011
-8.51% Sep 2018 Dec 2018
-7.23% Mar 2015 Sep 2015
-6.76% Apr 2022 Jun 2022
-6.66% Feb 1994 Nov 1994
-6.27% Apr 2004 Apr 2004
-5.66% May 2013 Aug 2013

Yearly Returns

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

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Year Craig Israelsen 7Twelve Portfolio David Swensen Yale Endowment Portfolio
2022
-2.79% -13.76%
2021
+16.41% +17.53%
2020
+3.64% +12.03%
2019
+17.04% +22.65%
2018
-6.60% -6.20%
2017
+11.15% +14.99%
2016
+7.88% +7.39%
2015
-6.71% -0.81%
2014
-0.27% +13.38%
2013
+9.98% +10.31%
2012
+9.05% +13.55%
2011
-0.33% +6.31%
2010
+12.87% +15.25%
2009
+19.77% +20.32%
2008
-24.01% -21.94%
2007
+11.31% +4.98%
2006
+12.08% +17.42%
2005
+11.36% +9.62%
2004
+14.33% +16.80%
2003
+25.20% +26.48%
2002
+4.93% -3.11%
2001
-4.66% -2.47%
2000
+11.53% +4.18%
1999
+19.24% +13.14%
1998
-1.40% +8.63%
1997
+7.34% +16.00%
1996
+16.09% +14.56%
1995
+18.64% +21.75%
1994
-1.53% -3.27%
1993
+17.28% +21.51%
1992
+5.45% +5.31%
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