Last Update: 28 February 2023

The Frank Armstrong Ideal Index Portfolio obtained a 6.95% compound annual return, with a 10.62% standard deviation, in the last 30 Years.

The David Swensen Yale Endowment Portfolio obtained a 8.23% compound annual return, with a 10.84% standard deviation, in the last 30 Years.

Summary

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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 +6.95% +8.23%
Std Dev 10.62% 10.84%
Max Drawdown -40.11% -39.48%

Last Update: 28 February 2023

Historical Returns as of Feb 28, 2023

Comparison period starts from January 1985

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1M 6M 1Y 5Y(*) 10Y(*) 30Y(*) MAX(*)
Frank Armstrong Ideal Index Portfolio -2.84 +3.27 -5.01 +4.25 +5.72 +6.95 +8.48
David Swensen Yale Endowment Portfolio -3.79 -0.99 -12.28 +4.99 +6.28 +8.23 +9.73
(*) Returns over 1 year are annualized

Capital Growth as of Feb 28, 2023

Frank Armstrong Ideal Index Portfolio: an investment of 1000$, since March 1993, now would be worth 7499.59$, with a total return of 649.96% (6.95% annualized).

David Swensen Yale Endowment Portfolio: an investment of 1000$, since March 1993, now would be worth 10724.94$, with a total return of 972.49% (8.23% annualized).

Frank Armstrong Ideal Index Portfolio: an investment of 1000$, since January 1985, now would be worth 22369.42$, with a total return of 2136.94% (8.48% annualized).

David Swensen Yale Endowment Portfolio: an investment of 1000$, since January 1985, now would be worth 34645.69$, with a total return of 3364.57% (9.73% annualized).

Drawdowns

Drawdown comparison chart since February 1993.

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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
-25.53% Jan 2022 Sep 2022
-18.25% Jan 2022 Sep 2022
-17.16% Jan 2020 Mar 2020
-16.33% Feb 2001 Sep 2002
-15.51% May 2011 Sep 2011
-13.19% Feb 2020 Mar 2020
-12.21% 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% 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 January 1985.

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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
-25.53% Jan 2022 Sep 2022
-18.25% Jan 2022 Sep 2022
-17.16% Jan 2020 Mar 2020
-16.33% Feb 2001 Sep 2002
-16.33% Sep 1987 Nov 1987
-15.51% May 2011 Sep 2011
-14.90% Sep 1987 Nov 1987
-14.74% Jan 1990 Sep 1990
-13.67% Jan 1990 Sep 1990
-13.19% Feb 2020 Mar 2020
-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% Sep 2018 Dec 2018

Yearly Returns

Yearly return comparison. Common historical serie start from January 1985.

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Year Frank Armstrong Ideal Index Portfolio David Swensen Yale Endowment Portfolio
2023
+2.98% +3.35%
2022
-11.91% -21.08%
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%
1991
+20.38% +29.27%
1990
-9.45% -6.61%
1989
+15.59% +22.10%
1988
+17.45% +15.93%
1987
+10.19% +1.82%
1986
+28.89% +25.68%
1985
+31.78% +32.42%
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