Last Update: 31 January 2021

The Dynamic 60/40 Income Portfolio obtained a 6.97% compound annual return, with a 8.01% standard deviation, in the last 10 years.

The David Swensen Yale Endowment Portfolio obtained a 8.91% compound annual return, with a 9.22% standard deviation, in the last 10 years.

Summary

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Dynamic 60/40 Income Portfolio David Swensen Yale Endowment Portfolio
Risk High High
Asset Allocation Stocks 60% 70%
Fixed Income 40% 30%
Commodities 0% 0%
10 Years Stats Return +6.97% +8.91%
Std Dev 8.01% 9.22%
Max Drawdown -14.25% -13.19%

Last Update: 31 January 2021

Historical Returns

The examinated historical serie starts from January 2008

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1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*) MAX(*)
Dynamic 60/40 Income Portfolio -0.47 +7.87 +7.32 +5.17 +6.68 +7.57 +6.97 +6.37
David Swensen Yale Endowment Portfolio -0.55 +10.88 +8.83 +10.38 +8.19 +10.16 +8.91 +7.47
(*) annualized

Capital Growth

Time Range:

Drawdowns

Time Range:

Yearly Returns

Yearly return comparison. Common historical serie start from January 2008.

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Year Dynamic 60/40 Income Portfolio David Swensen Yale Endowment Portfolio
2021
-0.47% -0.55%
2020
+6.26% +12.03%
2019
+18.59% +22.65%
2018
-3.28% -6.20%
2017
+8.11% +14.99%
2016
+7.39% +7.39%
2015
+0.49% -0.81%
2014
+11.87% +13.38%
2013
+8.15% +10.31%
2012
+12.84% +13.55%
2011
+3.16% +6.31%
2010
+14.75% +15.25%
2009
+25.31% +20.32%
2008
-21.78% -21.94%
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