Last Update: 31 August 2021

The David Swensen Yale Endowment Portfolio obtained a 10.17% compound annual return, with a 9.11% standard deviation, in the last 10 years.

The Stocks/Bonds 60/40 Portfolio obtained a 11.06% compound annual return, with a 8.36% standard deviation, in the last 10 years.

Summary

Swipe left to see all data
David Swensen Yale Endowment Portfolio Stocks/Bonds 60/40 Portfolio
Risk High High
Asset Allocation Stocks 70% 60%
Fixed Income 30% 40%
Commodities 0% 0%
10 Years Stats Return +10.17% +11.06%
Std Dev 9.11% 8.36%
Max Drawdown -13.19% -12.29%

Last Update: 31 August 2021

Historical Returns

The examinated historical serie starts from January 1995

Swipe left to see all data
1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*) MAX(*)
David Swensen Yale Endowment Portfolio +1.58 +5.71 +13.48 +21.95 +12.72 +10.53 +10.17 +9.59
Stocks/Bonds 60/40 Portfolio +1.76 +5.28 +11.21 +19.56 +13.13 +12.13 +11.06 +9.21
(*) annualized

Capital Growth

Time Range:

Drawdowns

Time Range:

Yearly Returns

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

Swipe left to see all data
Year David Swensen Yale Endowment Portfolio Stocks/Bonds 60/40 Portfolio
2021
+13.93% +12.01%
2020
+12.03% +15.70%
2019
+22.65% +21.94%
2018
-6.20% -3.17%
2017
+14.99% +14.15%
2016
+7.39% +8.71%
2015
-0.81% +0.44%
2014
+13.38% +9.85%
2013
+10.31% +19.23%
2012
+13.55% +11.13%
2011
+6.31% +3.75%
2010
+15.25% +12.93%
2009
+20.32% +18.79%
2008
-21.94% -19.44%
2007
+4.98% +5.99%
2006
+17.42% +11.12%
2005
+9.62% +4.74%
2004
+16.80% +9.37%
2003
+26.48% +20.04%
2002
-3.11% -8.98%
2001
-2.47% -3.21%
2000
+4.18% -1.79%
1999
+13.14% +13.98%
1998
+8.63% +17.39%
1997
+16.00% +22.37%
1996
+14.56% +14.01%
1995
+21.75% +28.74%
Share this page