Last Update: 31 August 2020

The Larry Swedroe Big Rocks Portfolio obtained a 6.77% compound annual return, with a 8.46% standard deviation, in the last 10 years.

The David Swensen Yale Endowment Portfolio obtained a 9.37% compound annual return, with a 8.99% standard deviation, in the last 10 years.

Summary

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Larry Swedroe Big Rocks Portfolio David Swensen Yale Endowment Portfolio
Risk High High
Asset Allocation Stocks 60% 70%
Fixed Income 40% 30%
Commodities 0% 0%
10 Years Stats Return +6.77% +9.37%
Std Dev 8.46% 8.99%
Max Drawdown -15.62% -13.19%

Last Update: 31 August 2020

Historical Returns

The examinated historical serie starts from January 2008

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1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*) MAX(*)
Larry Swedroe Big Rocks Portfolio +2.68 +6.32 +3.11 +3.66 +3.69 +5.50 +6.77 +4.82
David Swensen Yale Endowment Portfolio +2.23 +8.81 +7.85 +9.79 +8.00 +8.80 +9.37 +7.19
(*) annualized

Capital Growth

Time Range:

Drawdowns

Time Range:

Yearly Returns

Yearly return comparison. Common historical serie start from January 2008.

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Year Larry Swedroe Big Rocks Portfolio David Swensen Yale Endowment Portfolio
2020
-3.35% +4.66%
2019
+15.98% +22.65%
2018
-5.45% -6.20%
2017
+11.28% +14.99%
2016
+9.71% +7.39%
2015
-0.97% -0.81%
2014
+4.48% +13.38%
2013
+16.68% +10.31%
2012
+10.73% +13.55%
2011
-1.31% +6.31%
2010
+12.32% +15.25%
2009
+17.83% +20.32%
2008
-19.64% -21.94%
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