Last Update: 31 July 2022

The David Swensen Yale Endowment Portfolio obtained a 8.76% compound annual return, with a 10.45% standard deviation, in the last 30 Years.

The David Swensen Lazy Portfolio obtained a 8.37% compound annual return, with a 10.46% standard deviation, in the last 30 Years.

Summary

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David Swensen Yale Endowment Portfolio David Swensen Lazy Portfolio
Risk High High
Asset Allocation Stocks 70% 70%
Fixed Income 30% 30%
Commodities 0% 0%
30 Years Stats Return +8.76% +8.37%
Std Dev 10.45% 10.46%
Max Drawdown -39.48% -40.89%

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(*)
David Swensen Yale Endowment Portfolio +6.25 -9.24 -9.62 +6.61 +7.59 +8.76 +8.86
David Swensen Lazy Portfolio +5.75 -7.50 -7.59 +6.60 +7.37 +8.37 +8.48
(*) Returns over 1 year are annualized

Capital Growth as of Jul 31, 2022

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).

David Swensen Lazy Portfolio: an investment of 1000$, since August 1992, now would be worth 11158.44$, with a total return of 1015.84% (8.37% 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).

David Swensen Lazy Portfolio: an investment of 1000$, since June 1991, now would be worth 12631.94$, with a total return of 1163.19% (8.48% annualized).

Drawdowns

Drawdown comparison chart since July 1992.

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David Swensen Yale Endowment Portfolio
David Swensen Lazy Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-40.89% Nov 2007 Feb 2009
-39.48% Nov 2007 Feb 2009
-18.84% Jan 2022 Jun 2022
-16.36% Jan 2022 Jun 2022
-14.66% Feb 2020 Mar 2020
-13.19% Feb 2020 Mar 2020
-12.40% May 2011 Sep 2011
-11.28% Apr 1998 Aug 1998
-10.80% Sep 2000 Sep 2002
-10.67% Sep 2000 Sep 2002
-10.52% Apr 1998 Aug 1998
-8.80% Feb 1994 Nov 1994
-8.65% May 2011 Sep 2011
-8.51% Sep 2018 Dec 2018
-8.21% Feb 1994 Nov 1994
-8.18% Sep 2018 Dec 2018
-7.23% Mar 2015 Sep 2015
-6.84% Mar 2015 Sep 2015
-6.27% Apr 2004 Apr 2004
-5.90% Apr 2004 Apr 2004

Drawdown comparison chart since June 1991.

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David Swensen Yale Endowment Portfolio
David Swensen Lazy Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-40.89% Nov 2007 Feb 2009
-39.48% Nov 2007 Feb 2009
-18.84% Jan 2022 Jun 2022
-16.36% Jan 2022 Jun 2022
-14.66% Feb 2020 Mar 2020
-13.19% Feb 2020 Mar 2020
-12.40% May 2011 Sep 2011
-11.28% Apr 1998 Aug 1998
-10.80% Sep 2000 Sep 2002
-10.67% Sep 2000 Sep 2002
-10.52% Apr 1998 Aug 1998
-8.80% Feb 1994 Nov 1994
-8.65% May 2011 Sep 2011
-8.51% Sep 2018 Dec 2018
-8.21% Feb 1994 Nov 1994
-8.18% Sep 2018 Dec 2018
-7.23% Mar 2015 Sep 2015
-6.84% Mar 2015 Sep 2015
-6.27% Apr 2004 Apr 2004
-5.90% Apr 2004 Apr 2004

Yearly Returns

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

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Year David Swensen Yale Endowment Portfolio David Swensen Lazy Portfolio
2022
-13.76% -11.55%
2021
+17.53% +17.34%
2020
+12.03% +10.56%
2019
+22.65% +21.27%
2018
-6.20% -5.67%
2017
+14.99% +13.94%
2016
+7.39% +7.74%
2015
-0.81% -0.95%
2014
+13.38% +9.97%
2013
+10.31% +10.89%
2012
+13.55% +13.49%
2011
+6.31% +2.21%
2010
+15.25% +15.37%
2009
+20.32% +24.86%
2008
-21.94% -25.53%
2007
+4.98% +5.59%
2006
+17.42% +17.84%
2005
+9.62% +8.97%
2004
+16.80% +16.10%
2003
+26.48% +26.85%
2002
-3.11% -3.41%
2001
-2.47% -1.71%
2000
+4.18% +3.13%
1999
+13.14% +12.70%
1998
+8.63% +8.13%
1997
+16.00% +15.35%
1996
+14.56% +15.04%
1995
+21.75% +20.31%
1994
-3.27% -2.86%
1993
+21.51% +20.71%
1992
+5.31% +5.36%
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