Last Update: 31 August 2021

The Craig Israelsen 7Twelve Portfolio obtained a 5.51% compound annual return, with a 9.17% standard deviation, in the last 10 years.

The David Swensen Yale Endowment Portfolio obtained a 10.17% compound annual return, with a 9.11% standard deviation, in the last 10 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%
10 Years Stats Return +5.51% +10.17%
Std Dev 9.17% 9.11%
Max Drawdown -17.91% -13.19%

Last Update: 31 August 2021

Historical Returns

The examinated historical serie starts from January 1995

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1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*) MAX(*)
Craig Israelsen 7Twelve Portfolio +0.60 +2.49 +8.49 +23.19 +7.53 +7.83 +5.51 +7.45
David Swensen Yale Endowment Portfolio +1.58 +5.71 +13.48 +21.95 +12.72 +10.53 +10.17 +9.59
(*) annualized

Capital Growth

Time Range:

Drawdowns

Time Range:

Yearly Returns

Yearly return comparison. Common historical serie start from January 1995.

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Year Craig Israelsen 7Twelve Portfolio David Swensen Yale Endowment Portfolio
2021
+13.62% +13.93%
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%
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