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

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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 +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

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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
(*) Returns over 1 year are annualized

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.

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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
-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.

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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
-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.

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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%
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