Last Update: 30 April 2022
The Frank Armstrong Ideal Index Portfolio obtained a 7.33% compound annual return, with a 10.31% standard deviation, in the last 30 Years.
The David Swensen Yale Endowment Portfolio obtained a 9.00% compound annual return, with a 10.35% standard deviation, in the last 30 Years.
Summary
| Frank Armstrong Ideal Index Portfolio | David Swensen Yale Endowment Portfolio | ||
|---|---|---|---|
| Risk | High | High | |
| Asset Allocation | Stocks | 70% | 70% |
| Fixed Income | 30% | 30% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +7.33% | +9.00% |
| Std Dev | 10.31% | 10.35% | |
| Max Drawdown | -40.11% | -39.48% | |
Last Update: 30 April 2022
Historical Returns as of Apr 30, 2022
Comparison period starts from June 1991
| 1M | 6M | 1Y | 5Y(*) | 10Y(*) | 30Y(*) | MAX(*) | |
|---|---|---|---|---|---|---|---|
| Frank Armstrong Ideal Index Portfolio | -4.64 | -7.33 | -4.31 | +5.99 | +6.61 | +7.33 | +7.21 |
| David Swensen Yale Endowment Portfolio | -6.59 | -10.14 | -3.33 | +7.72 | +7.88 | +9.00 | +8.99 |
Capital Growth as of Apr 30, 2022
Frank Armstrong Ideal Index Portfolio: an investment of 1000$, since May 1992, now would be worth 8350.15$, with a total return of 735.01% (7.33% annualized).
David Swensen Yale Endowment Portfolio: an investment of 1000$, since May 1992, now would be worth 13262.89$, with a total return of 1226.29% (9.00% annualized).
Frank Armstrong Ideal Index Portfolio: an investment of 1000$, since June 1991, now would be worth 8599.31$, with a total return of 759.93% (7.21% annualized).
David Swensen Yale Endowment Portfolio: an investment of 1000$, since June 1991, now would be worth 14315.30$, with a total return of 1331.53% (8.99% annualized).
Drawdowns
Drawdown comparison chart since April 1992.
Frank Armstrong Ideal Index Portfolio |
David Swensen Yale Endowment Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -40.11% | Nov 2007 | Feb 2009 | |||
| -39.48% | Nov 2007 | Feb 2009 | |||
| -17.16% | Jan 2020 | Mar 2020 | |||
| -16.33% | Feb 2001 | Sep 2002 | |||
| -15.51% | May 2011 | Sep 2011 | |||
| -13.19% | Feb 2020 | Mar 2020 | |||
| -12.32% | Jan 2022 | Apr 2022 | |||
| -12.21% | May 1998 | Aug 1998 | |||
| -10.80% | Sep 2000 | Sep 2002 | |||
| -10.52% | Apr 1998 | Aug 1998 | |||
| -9.48% | Sep 2018 | Dec 2018 | |||
| -8.80% | Feb 1994 | Nov 1994 | |||
| -8.72% | Jun 2015 | Feb 2016 | |||
| -8.65% | May 2011 | Sep 2011 | |||
| -8.51% | Jan 2022 | Apr 2022 | |||
| -8.51% | Sep 2018 | Dec 2018 | |||
| -7.23% | Mar 2015 | Sep 2015 | |||
| -6.27% | Apr 2004 | Apr 2004 | |||
| -5.66% | May 2013 | Aug 2013 | |||
| -5.59% | Sep 2000 | Nov 2000 | |||
Drawdown comparison chart since June 1991.
Frank Armstrong Ideal Index Portfolio |
David Swensen Yale Endowment Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -40.11% | Nov 2007 | Feb 2009 | |||
| -39.48% | Nov 2007 | Feb 2009 | |||
| -17.16% | Jan 2020 | Mar 2020 | |||
| -16.33% | Feb 2001 | Sep 2002 | |||
| -15.51% | May 2011 | Sep 2011 | |||
| -13.19% | Feb 2020 | Mar 2020 | |||
| -12.32% | Jan 2022 | Apr 2022 | |||
| -12.21% | May 1998 | Aug 1998 | |||
| -10.80% | Sep 2000 | Sep 2002 | |||
| -10.52% | Apr 1998 | Aug 1998 | |||
| -9.48% | Sep 2018 | Dec 2018 | |||
| -8.80% | Feb 1994 | Nov 1994 | |||
| -8.72% | Jun 2015 | Feb 2016 | |||
| -8.65% | May 2011 | Sep 2011 | |||
| -8.51% | Jan 2022 | Apr 2022 | |||
| -8.51% | Sep 2018 | Dec 2018 | |||
| -7.23% | Mar 2015 | Sep 2015 | |||
| -6.27% | Apr 2004 | Apr 2004 | |||
| -5.66% | May 2013 | Aug 2013 | |||
| -5.59% | Sep 2000 | Nov 2000 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from June 1991.
| Year | Frank Armstrong Ideal Index Portfolio | David Swensen Yale Endowment Portfolio |
|---|---|---|
| 2022 |
-8.51% | -12.32% |
| 2021 |
+13.98% | +17.53% |
| 2020 |
+6.95% | +12.03% |
| 2019 |
+17.96% | +22.65% |
| 2018 |
-6.68% | -6.20% |
| 2017 |
+13.88% | +14.99% |
| 2016 |
+9.05% | +7.39% |
| 2015 |
-1.66% | -0.81% |
| 2014 |
+4.16% | +13.38% |
| 2013 |
+16.03% | +10.31% |
| 2012 |
+12.36% | +13.55% |
| 2011 |
-2.98% | +6.31% |
| 2010 |
+13.00% | +15.25% |
| 2009 |
+21.58% | +20.32% |
| 2008 |
-24.86% | -21.94% |
| 2007 |
+5.91% | +4.98% |
| 2006 |
+17.74% | +17.42% |
| 2005 |
+8.40% | +9.62% |
| 2004 |
+14.62% | +16.80% |
| 2003 |
+26.78% | +26.48% |
| 2002 |
-7.53% | -3.11% |
| 2001 |
-3.80% | -2.47% |
| 2000 |
+2.04% | +4.18% |
| 1999 |
+13.53% | +13.14% |
| 1998 |
+8.85% | +8.63% |
| 1997 |
+12.22% | +16.00% |
| 1996 |
+11.54% | +14.56% |
| 1995 |
+16.29% | +21.75% |
| 1994 |
+1.99% | -3.27% |
| 1993 |
+17.70% | +21.51% |
| 1992 |
+3.75% | +5.31% |