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
| 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
| 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 |
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.
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.
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.
| 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% |
