Frank Armstrong Ideal Index vs David Swensen Lazy Portfolio Comparison

Last Update: 29 February 2024

The Frank Armstrong Ideal Index Portfolio obtained a 6.70% compound annual return, with a 10.68% standard deviation, in the last 30 Years.

The David Swensen Lazy Portfolio obtained a 7.78% compound annual return, with a 10.88% standard deviation, in the last 30 Years.

Summary

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Frank Armstrong Ideal Index Portfolio David Swensen Lazy Portfolio
Portfolio Risk High High
Asset Allocation Stocks 70% 70%
Fixed Income 30% 30%
Commodities 0% 0%
30 Years Stats Return +6.70% +7.78%
Std Dev 10.68% 10.88%
Max Drawdown -40.11% -40.89%
All time Stats
(Since Jan 1985)
Return +8.51% +9.42%
Std Dev 10.62% 10.79%
Max Drawdown -40.11% -40.89%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Frank Armstrong Ideal Index Portfolio +2.13 +6.52 +9.67 +5.76 +5.35 +6.70 +8.51
David Swensen Lazy Portfolio +2.31 +7.32 +12.41 +6.63 +6.26 +7.78 +9.42
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Frank Armstrong Ideal Index Portfolio: an investment of 1$, since March 1994, now would be worth 6.99$, with a total return of 598.94% (6.70% annualized).

David Swensen Lazy Portfolio: an investment of 1$, since March 1994, now would be worth 9.46$, with a total return of 846.33% (7.78% annualized).

Frank Armstrong Ideal Index Portfolio: an investment of 1$, since January 1985, now would be worth 24.53$, with a total return of 2353.30% (8.51% annualized).

David Swensen Lazy Portfolio: an investment of 1$, since January 1985, now would be worth 33.94$, with a total return of 3293.96% (9.42% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Frank Armstrong Ideal Index Portfolio
David Swensen Lazy Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-40.89% Nov 2007 Feb 2009 (16) Dec 2010 (38) 17.98
-40.11% Nov 2007 Feb 2009 (16) Feb 2011 (40) 17.98
-22.43% Jan 2022 Sep 2022 (9) In progress (26) 12.90
-18.25% Jan 2022 Sep 2022 (9) In progress (26) 8.88
-17.16% Jan 2020 Mar 2020 (3) Nov 2020 (11) 7.90
-16.33% Feb 2001 Sep 2002 (20) Oct 2003 (33) 8.83
-15.51% May 2011 Sep 2011 (5) Dec 2012 (20) 6.02
-14.66% Feb 2020 Mar 2020 (2) Aug 2020 (7) 6.73
-12.40% May 2011 Sep 2011 (5) Feb 2012 (10) 5.05
-12.21% May 1998 Aug 1998 (4) Dec 1998 (8) 5.81
-11.28% Apr 1998 Aug 1998 (5) Dec 1998 (9) 4.62
-10.67% Sep 2000 Sep 2002 (25) May 2003 (33) 5.86
-9.48% Sep 2018 Dec 2018 (4) Apr 2019 (8) 4.31
-8.72% Jun 2015 Feb 2016 (9) Jul 2016 (14) 4.53
-8.18% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.73
-6.84% Mar 2015 Sep 2015 (7) Jun 2016 (16) 3.51
-6.06% Mar 1994 Nov 1994 (9) Apr 1995 (14) 3.55
-5.90% Apr 2004 Apr 2004 (1) Sep 2004 (6) 3.15
-5.59% Sep 2000 Nov 2000 (3) Jan 2001 (5) 2.62
-4.74% May 2012 May 2012 (1) Aug 2012 (4) 2.23

Drawdown comparison chart since January 1985.

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Frank Armstrong Ideal Index Portfolio
David Swensen Lazy Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-40.89% Nov 2007 Feb 2009 (16) Dec 2010 (38) 17.98
-40.11% Nov 2007 Feb 2009 (16) Feb 2011 (40) 17.98
-22.43% Jan 2022 Sep 2022 (9) In progress (26) 12.90
-18.25% Jan 2022 Sep 2022 (9) In progress (26) 8.88
-17.16% Jan 2020 Mar 2020 (3) Nov 2020 (11) 7.90
-16.33% Feb 2001 Sep 2002 (20) Oct 2003 (33) 8.83
-16.20% Sep 1987 Nov 1987 (3) Dec 1988 (16) 7.26
-15.51% May 2011 Sep 2011 (5) Dec 2012 (20) 6.02
-14.90% Sep 1987 Nov 1987 (3) Oct 1988 (14) 6.97
-14.74% Jan 1990 Sep 1990 (9) Mar 1991 (15) 7.43
-14.66% Feb 2020 Mar 2020 (2) Aug 2020 (7) 6.73
-12.63% Jan 1990 Sep 1990 (9) Feb 1991 (14) 6.15
-12.40% May 2011 Sep 2011 (5) Feb 2012 (10) 5.05
-12.21% May 1998 Aug 1998 (4) Dec 1998 (8) 5.81
-11.28% Apr 1998 Aug 1998 (5) Dec 1998 (9) 4.62
-10.67% Sep 2000 Sep 2002 (25) May 2003 (33) 5.86
-9.48% Sep 2018 Dec 2018 (4) Apr 2019 (8) 4.31
-8.72% Jun 2015 Feb 2016 (9) Jul 2016 (14) 4.53
-8.21% Feb 1994 Nov 1994 (10) May 1995 (16) 5.21
-8.18% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.73

Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
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Year Return Drawdown Return Drawdown
2024
+0.80%
-1.30%
+1.23%
-1.06%
2023
+12.04%
-8.06%
+14.13%
-8.59%
2022
-11.91%
-18.25%
-17.86%
-22.43%
2021
+13.98%
-2.66%
+17.34%
-3.57%
2020
+6.95%
-17.16%
+10.56%
-14.66%
2019
+17.96%
-4.04%
+21.27%
-2.73%
2018
-6.68%
-9.48%
-5.67%
-8.18%
2017
+13.88%
-0.15%
+13.94%
0.00%
2016
+9.05%
-4.06%
+7.74%
-3.13%
2015
-1.66%
-7.44%
-0.95%
-6.84%
2014
+4.16%
-3.12%
+9.97%
-3.50%
2013
+16.03%
-2.21%
+10.89%
-4.57%
2012
+12.36%
-6.57%
+13.49%
-4.74%
2011
-2.98%
-15.51%
+2.21%
-12.40%
2010
+13.00%
-8.67%
+15.37%
-7.79%
2009
+21.58%
-16.28%
+24.86%
-16.73%
2008
-24.86%
-27.96%
-25.53%
-30.78%
2007
+5.91%
-4.80%
+5.59%
-4.67%
2006
+17.74%
-2.78%
+17.84%
-2.82%
2005
+8.40%
-2.89%
+8.97%
-2.65%
2004
+14.62%
-3.40%
+16.10%
-5.90%
2003
+26.78%
-3.93%
+26.85%
-1.91%
2002
-7.53%
-13.72%
-3.41%
-9.34%
2001
-3.80%
-11.76%
-1.71%
-9.38%
2000
+2.04%
-5.59%
+3.13%
-5.95%
1999
+13.53%
-2.81%
+12.70%
-3.25%
1998
+8.85%
-12.21%
+8.13%
-11.28%
1997
+12.22%
-4.02%
+15.35%
-3.79%
1996
+11.54%
-3.03%
+15.04%
-2.41%
1995
+16.29%
-1.64%
+20.31%
-1.03%
1994
+1.99%
-4.20%
-2.86%
-8.21%
1993
+17.70%
-4.41%
+20.71%
-3.68%
1992
+3.75%
-3.20%
+5.36%
-3.21%
1991
+20.38%
-3.65%
+29.05%
-3.46%
1990
-9.45%
-14.74%
-6.06%
-12.63%
1989
+15.59%
-2.18%
+21.59%
-1.39%
1988
+17.45%
-2.71%
+15.34%
-2.25%
1987
+10.19%
-14.90%
+2.49%
-16.20%
1986
+28.89%
-3.91%
+23.31%
-3.94%
1985
+31.78%
-1.78%
+29.41%
-1.92%