Last Update: 31 July 2022

The Merrill Lynch Edge Select Moderate Portfolio obtained a 7.56% compound annual return, with a 8.54% standard deviation, in the last 30 Years.

The David Swensen Yale Endowment Portfolio obtained a 8.76% compound annual return, with a 10.45% standard deviation, in the last 30 Years.

Summary

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Merrill Lynch Edge Select Moderate Portfolio David Swensen Yale Endowment Portfolio
Risk High High
Asset Allocation Stocks 53% 70%
Fixed Income 47% 30%
Commodities 0% 0%
30 Years Stats Return +7.56% +8.76%
Std Dev 8.54% 10.45%
Max Drawdown -29.58% -39.48%

Last Update: 31 July 2022

Historical Returns as of Jul 31, 2022

Comparison period starts from June 1991

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1M 6M 1Y 5Y(*) 10Y(*) 30Y(*) MAX(*)
Merrill Lynch Edge Select Moderate Portfolio +5.10 -8.14 -9.36 +5.83 +6.85 +7.56 +7.75
David Swensen Yale Endowment Portfolio +6.25 -9.24 -9.62 +6.61 +7.59 +8.76 +8.86
(*) Returns over 1 year are annualized

Capital Growth as of Jul 31, 2022

Merrill Lynch Edge Select Moderate Portfolio: an investment of 1000$, since August 1992, now would be worth 8909.78$, with a total return of 790.98% (7.56% annualized).

David Swensen Yale Endowment Portfolio: an investment of 1000$, since August 1992, now would be worth 12430.91$, with a total return of 1143.09% (8.76% annualized).

Merrill Lynch Edge Select Moderate Portfolio: an investment of 1000$, since June 1991, now would be worth 10239.97$, with a total return of 924.00% (7.75% annualized).

David Swensen Yale Endowment Portfolio: an investment of 1000$, since June 1991, now would be worth 14079.51$, with a total return of 1307.95% (8.86% annualized).

Drawdowns

Drawdown comparison chart since July 1992.

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Merrill Lynch Edge Select Moderate Portfolio
David Swensen Yale Endowment Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-39.48% Nov 2007 Feb 2009
-29.58% Nov 2007 Feb 2009
-18.84% Jan 2022 Jun 2022
-15.67% Jan 2022 Jun 2022
-15.42% Sep 2000 Sep 2002
-13.19% Feb 2020 Mar 2020
-10.96% Feb 2020 Mar 2020
-10.80% Sep 2000 Sep 2002
-10.52% Apr 1998 Aug 1998
-9.65% May 2011 Sep 2011
-8.80% Feb 1994 Nov 1994
-8.65% May 2011 Sep 2011
-8.51% Sep 2018 Dec 2018
-7.97% Jul 1998 Aug 1998
-7.23% Mar 2015 Sep 2015
-7.17% Sep 2018 Dec 2018
-6.44% May 2015 Feb 2016
-6.27% Apr 2004 Apr 2004
-5.89% May 2010 Jun 2010
-5.84% Feb 1994 Mar 1994

Drawdown comparison chart since June 1991.

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Merrill Lynch Edge Select Moderate Portfolio
David Swensen Yale Endowment Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-39.48% Nov 2007 Feb 2009
-29.58% Nov 2007 Feb 2009
-18.84% Jan 2022 Jun 2022
-15.67% Jan 2022 Jun 2022
-15.42% Sep 2000 Sep 2002
-13.19% Feb 2020 Mar 2020
-10.96% Feb 2020 Mar 2020
-10.80% Sep 2000 Sep 2002
-10.52% Apr 1998 Aug 1998
-9.65% May 2011 Sep 2011
-8.80% Feb 1994 Nov 1994
-8.65% May 2011 Sep 2011
-8.51% Sep 2018 Dec 2018
-7.97% Jul 1998 Aug 1998
-7.23% Mar 2015 Sep 2015
-7.17% Sep 2018 Dec 2018
-6.44% May 2015 Feb 2016
-6.27% Apr 2004 Apr 2004
-5.89% May 2010 Jun 2010
-5.84% Feb 1994 Mar 1994

Yearly Returns

Yearly return comparison. Common historical serie start from June 1991.

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Year Merrill Lynch Edge Select Moderate Portfolio David Swensen Yale Endowment Portfolio
2022
-11.37% -13.76%
2021
+9.66% +17.53%
2020
+13.88% +12.03%
2019
+19.44% +22.65%
2018
-4.47% -6.20%
2017
+15.00% +14.99%
2016
+7.31% +7.39%
2015
-1.02% -0.81%
2014
+6.15% +13.38%
2013
+12.89% +10.31%
2012
+11.74% +13.55%
2011
+1.36% +6.31%
2010
+11.88% +15.25%
2009
+21.52% +20.32%
2008
-18.62% -21.94%
2007
+8.20% +4.98%
2006
+12.10% +17.42%
2005
+6.80% +9.62%
2004
+10.27% +16.80%
2003
+21.24% +26.48%
2002
-5.21% -3.11%
2001
-2.83% -2.47%
2000
-1.46% +4.18%
1999
+14.10% +13.14%
1998
+14.87% +8.63%
1997
+14.53% +16.00%
1996
+10.99% +14.56%
1995
+22.46% +21.75%
1994
-0.46% -3.27%
1993
+17.25% +21.51%
1992
+4.97% +5.31%
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