Last Update: 31 January 2021

The Pinwheel Portfolio obtained a 6.69% compound annual return, with a 9.45% standard deviation, in the last 10 years.

The David Swensen Yale Endowment Portfolio obtained a 8.91% compound annual return, with a 9.22% standard deviation, in the last 10 years.

Summary

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Pinwheel Portfolio David Swensen Yale Endowment Portfolio
Risk High High
Asset Allocation Stocks 65% 70%
Fixed Income 25% 30%
Commodities 10% 0%
10 Years Stats Return +6.69% +8.91%
Std Dev 9.45% 9.22%
Max Drawdown -14.99% -13.19%

Last Update: 31 January 2021

Historical Returns

The examinated historical serie starts from January 2002

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1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*) MAX(*)
Pinwheel Portfolio +0.42 +11.75 +10.82 +10.41 +6.26 +9.22 +6.69 +8.10
David Swensen Yale Endowment Portfolio -0.55 +10.88 +8.83 +10.38 +8.19 +10.16 +8.91 +8.76
(*) annualized

Capital Growth

Time Range:

Drawdowns

Time Range:

Yearly Returns

Yearly return comparison. Common historical serie start from January 2002.

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Year Pinwheel Portfolio David Swensen Yale Endowment Portfolio
2021
+0.42% -0.55%
2020
+9.12% +12.03%
2019
+19.31% +22.65%
2018
-6.39% -6.20%
2017
+14.08% +14.99%
2016
+8.63% +7.39%
2015
-2.88% -0.81%
2014
+6.12% +13.38%
2013
+9.02% +10.31%
2012
+12.60% +13.55%
2011
-0.25% +6.31%
2010
+16.08% +15.25%
2009
+24.19% +20.32%
2008
-22.51% -21.94%
2007
+7.60% +4.98%
2006
+19.78% +17.42%
2005
+11.02% +9.62%
2004
+15.19% +16.80%
2003
+28.19% +26.48%
2002
-2.13% -3.11%
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