Pinwheel vs David Swensen Yale Endowment Portfolio Comparison

Last Update: 29 February 2024

The Pinwheel Portfolio obtained a 7.20% compound annual return, with a 10.50% standard deviation, in the last 30 Years.

The David Swensen Yale Endowment Portfolio obtained a 7.80% compound annual return, with a 10.83% standard deviation, in the last 30 Years.

Summary

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Pinwheel Portfolio David Swensen Yale Endowment Portfolio
Portfolio Risk High High
Asset Allocation Stocks 65% 70%
Fixed Income 25% 30%
Commodities 10% 0%
30 Years Stats Return +7.20% +7.80%
Std Dev 10.50% 10.83%
Max Drawdown -36.89% -40.68%
All time Stats
(Since Jan 1985)
Return +8.91% +9.45%
Std Dev 10.38% 10.76%
Max Drawdown -36.89% -40.68%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Pinwheel Portfolio +2.07 +6.41 +10.05 +6.08 +5.40 +7.20 +8.91
David Swensen Yale Endowment Portfolio +2.25 +7.44 +12.53 +6.76 +6.31 +7.80 +9.45
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Pinwheel Portfolio: an investment of 1$, since March 1994, now would be worth 8.06$, with a total return of 706.15% (7.20% annualized).

David Swensen Yale Endowment Portfolio: an investment of 1$, since March 1994, now would be worth 9.51$, with a total return of 850.89% (7.80% annualized).

Pinwheel Portfolio: an investment of 1$, since January 1985, now would be worth 28.32$, with a total return of 2732.48% (8.91% annualized).

David Swensen Yale Endowment Portfolio: an investment of 1$, since January 1985, now would be worth 34.32$, with a total return of 3331.69% (9.45% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Pinwheel Portfolio
David Swensen Yale Endowment Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-40.68% Nov 2007 Feb 2009 (16) Dec 2010 (38) 18.05
-36.89% Nov 2007 Feb 2009 (16) Oct 2010 (36) 16.21
-22.63% Jan 2022 Sep 2022 (9) In progress (26) 12.84
-19.49% Jan 2022 Sep 2022 (9) In progress (26) 9.81
-14.99% Jan 2020 Mar 2020 (3) Aug 2020 (8) 6.84
-14.79% Feb 2020 Mar 2020 (2) Aug 2020 (7) 6.82
-14.05% May 1998 Aug 1998 (4) Apr 1999 (12) 6.04
-12.72% May 2011 Sep 2011 (5) Mar 2012 (11) 5.08
-12.17% May 2011 Sep 2011 (5) Feb 2012 (10) 4.96
-11.06% Jun 2002 Sep 2002 (4) Jun 2003 (13) 7.41
-10.97% Apr 1998 Aug 1998 (5) Dec 1998 (9) 4.46
-10.82% Sep 2000 Sep 2002 (25) May 2003 (33) 5.94
-8.88% Feb 2001 Sep 2001 (8) Mar 2002 (14) 4.60
-8.41% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.83
-8.24% Feb 2018 Dec 2018 (11) Apr 2019 (15) 3.28
-7.70% Mar 2015 Jan 2016 (11) Jun 2016 (16) 3.99
-6.50% Mar 2015 Sep 2015 (7) May 2016 (15) 3.35
-6.06% Mar 1994 Nov 1994 (9) Apr 1995 (14) 3.55
-5.90% Apr 2012 May 2012 (2) Sep 2012 (6) 2.52
-5.84% Sep 2000 Nov 2000 (3) Jan 2001 (5) 2.88

Drawdown comparison chart since January 1985.

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Pinwheel Portfolio
David Swensen Yale Endowment Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-40.68% Nov 2007 Feb 2009 (16) Dec 2010 (38) 18.05
-36.89% Nov 2007 Feb 2009 (16) Oct 2010 (36) 16.21
-22.63% Jan 2022 Sep 2022 (9) In progress (26) 12.84
-19.49% Jan 2022 Sep 2022 (9) In progress (26) 9.81
-16.20% Sep 1987 Nov 1987 (3) Dec 1988 (16) 7.26
-14.99% Jan 2020 Mar 2020 (3) Aug 2020 (8) 6.84
-14.91% Sep 1987 Nov 1987 (3) Dec 1988 (16) 7.02
-14.79% Feb 2020 Mar 2020 (2) Aug 2020 (7) 6.82
-14.05% May 1998 Aug 1998 (4) Apr 1999 (12) 6.04
-12.72% May 2011 Sep 2011 (5) Mar 2012 (11) 5.08
-12.63% Jan 1990 Sep 1990 (9) Feb 1991 (14) 6.15
-12.51% Jan 1990 Sep 1990 (9) Feb 1991 (14) 6.33
-12.17% May 2011 Sep 2011 (5) Feb 2012 (10) 4.96
-11.06% Jun 2002 Sep 2002 (4) Jun 2003 (13) 7.41
-10.97% Apr 1998 Aug 1998 (5) Dec 1998 (9) 4.46
-10.82% Sep 2000 Sep 2002 (25) May 2003 (33) 5.94
-8.88% Feb 2001 Sep 2001 (8) Mar 2002 (14) 4.60
-8.41% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.83
-8.24% Feb 2018 Dec 2018 (11) Apr 2019 (15) 3.28
-8.21% Feb 1994 Nov 1994 (10) May 1995 (16) 5.21

Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
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Year Return Drawdown Return Drawdown
2024
+0.33%
-1.71%
+1.25%
-0.97%
2023
+13.21%
-8.07%
+14.44%
-8.62%
2022
-13.57%
-19.49%
-17.82%
-22.63%
2021
+13.53%
-3.10%
+17.84%
-3.58%
2020
+9.12%
-14.99%
+10.35%
-14.79%
2019
+19.31%
-3.16%
+21.39%
-2.68%
2018
-6.39%
-8.24%
-5.76%
-8.41%
2017
+14.08%
0.00%
+13.79%
0.00%
2016
+8.63%
-2.93%
+7.40%
-3.21%
2015
-2.88%
-7.37%
-0.29%
-6.50%
2014
+6.12%
-3.95%
+9.76%
-3.40%
2013
+9.02%
-4.25%
+12.04%
-4.27%
2012
+12.60%
-5.90%
+13.44%
-4.70%
2011
-0.25%
-12.72%
+2.46%
-12.17%
2010
+16.08%
-7.26%
+14.85%
-7.93%
2009
+24.19%
-14.81%
+23.34%
-16.98%
2008
-22.51%
-27.78%
-25.11%
-30.37%
2007
+7.60%
-4.41%
+4.93%
-4.58%
2006
+19.78%
-3.25%
+17.78%
-2.66%
2005
+11.02%
-2.58%
+8.67%
-2.69%
2004
+15.19%
-5.84%
+16.01%
-5.84%
2003
+28.19%
-3.19%
+26.59%
-1.98%
2002
-2.13%
-11.06%
-3.49%
-9.34%
2001
-0.61%
-8.88%
-1.98%
-9.29%
2000
+1.80%
-5.84%
+3.33%
-5.76%
1999
+15.18%
-2.13%
+13.91%
-2.69%
1998
+3.43%
-14.05%
+8.26%
-10.97%
1997
+8.85%
-4.25%
+15.25%
-3.44%
1996
+13.00%
-2.47%
+15.04%
-2.41%
1995
+14.60%
-1.63%
+20.31%
-1.03%
1994
-2.32%
-6.30%
-2.86%
-8.21%
1993
+24.96%
-3.33%
+20.71%
-3.68%
1992
+4.01%
-2.90%
+5.36%
-3.21%
1991
+29.20%
-3.25%
+29.05%
-3.46%
1990
-7.14%
-12.51%
-6.06%
-12.63%
1989
+21.94%
-1.96%
+21.59%
-1.39%
1988
+14.95%
-2.14%
+15.34%
-2.25%
1987
+2.63%
-14.91%
+2.49%
-16.20%
1986
+21.90%
-2.21%
+23.31%
-3.94%
1985
+27.17%
-1.91%
+30.22%
-1.80%