Last Update: 31 August 2021

The Pinwheel Portfolio obtained a 7.65% compound annual return, with a 9.34% standard deviation, in the last 10 years.

The David Swensen Yale Endowment Portfolio obtained a 10.17% compound annual return, with a 9.11% 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 +7.65% +10.17%
Std Dev 9.34% 9.11%
Max Drawdown -14.99% -13.19%

Last Update: 31 August 2021

Historical Returns

The examinated historical serie starts from January 1995

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1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*) MAX(*)
Pinwheel Portfolio +1.35 +1.66 +9.19 +20.26 +10.27 +9.04 +7.65 +8.28
David Swensen Yale Endowment Portfolio +1.58 +5.71 +13.48 +21.95 +12.72 +10.53 +10.17 +9.59
(*) annualized

Capital Growth

Time Range:

Drawdowns

Time Range:

Yearly Returns

Yearly return comparison. Common historical serie start from January 1995.

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Year Pinwheel Portfolio David Swensen Yale Endowment Portfolio
2021
+11.58% +13.93%
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%
2001
-0.61% -2.47%
2000
+1.80% +4.18%
1999
+15.18% +13.14%
1998
+3.43% +8.63%
1997
+8.85% +16.00%
1996
+13.00% +14.56%
1995
+14.60% +21.75%
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