Last Update: 31 August 2021

The Dynamic 60/40 Income Portfolio obtained a 8.22% compound annual return, with a 7.92% 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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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 +8.22% +10.17%
Std Dev 7.92% 9.11%
Max Drawdown -14.25% -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(*)
Dynamic 60/40 Income Portfolio +1.27 +4.50 +11.04 +18.18 +9.47 +7.88 +8.22 +8.10
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 Dynamic 60/40 Income Portfolio David Swensen Yale Endowment Portfolio
2021
+11.71% +13.93%
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%
2007
-3.54% +4.98%
2006
+14.28% +17.42%
2005
+5.27% +9.62%
2004
+12.11% +16.80%
2003
+22.26% +26.48%
2002
-0.78% -3.11%
2001
+5.55% -2.47%
2000
+5.79% +4.18%
1999
+4.89% +13.14%
1998
+5.13% +8.63%
1997
+16.74% +16.00%
1996
+16.21% +14.56%
1995
+20.42% +21.75%
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