Last Update: 31 December 2022
The Scott Burns Seven Value Portfolio obtained a 8.32% compound annual return, with a 11.22% standard deviation, in the last 30 Years.
The David Swensen Yale Endowment Portfolio obtained a 8.32% compound annual return, with a 10.75% standard deviation, in the last 30 Years.
Summary
| Scott Burns Seven Value Portfolio | David Swensen Yale Endowment Portfolio | ||
|---|---|---|---|
| Risk | High | High | |
| Asset Allocation | Stocks | 71.5% | 70% |
| Fixed Income | 28.5% | 30% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +8.32% | +8.32% |
| Std Dev | 11.22% | 10.75% | |
| Max Drawdown | -41.22% | -39.48% | |
Last Update: 31 December 2022
Historical Returns as of Dec 31, 2022
Comparison period starts from January 1985
| 1M | 6M | 1Y | 5Y(*) | 10Y(*) | 30Y(*) | MAX(*) | |
|---|---|---|---|---|---|---|---|
| Scott Burns Seven Value Portfolio | -3.29 | +4.79 | -3.63 | +5.99 | +6.99 | +8.32 | +9.52 |
| David Swensen Yale Endowment Portfolio | -3.81 | -2.77 | -21.08 | +3.64 | +6.24 | +8.32 | +9.68 |
Capital Growth as of Dec 31, 2022
Scott Burns Seven Value Portfolio: an investment of 1000$, since January 1993, now would be worth 11004.52$, with a total return of 1000.45% (8.32% annualized).
David Swensen Yale Endowment Portfolio: an investment of 1000$, since January 1993, now would be worth 10993.70$, with a total return of 999.37% (8.32% annualized).
Scott Burns Seven Value Portfolio: an investment of 1000$, since January 1985, now would be worth 31643.20$, with a total return of 3064.32% (9.52% annualized).
David Swensen Yale Endowment Portfolio: an investment of 1000$, since January 1985, now would be worth 33522.44$, with a total return of 3252.24% (9.68% annualized).
Drawdowns
Drawdown comparison chart since December 1992.
Scott Burns Seven Value Portfolio |
David Swensen Yale Endowment Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -41.22% | Nov 2007 | Feb 2009 | |||
| -39.48% | Nov 2007 | Feb 2009 | |||
| -25.53% | Jan 2022 | Sep 2022 | |||
| -20.44% | Jan 2020 | Mar 2020 | |||
| -15.04% | Feb 2001 | Sep 2002 | |||
| -14.49% | Apr 2022 | Sep 2022 | |||
| -14.02% | May 2011 | Sep 2011 | |||
| -13.19% | Feb 2020 | Mar 2020 | |||
| -13.01% | May 1998 | Aug 1998 | |||
| -10.80% | Sep 2000 | Sep 2002 | |||
| -10.52% | Apr 1998 | Aug 1998 | |||
| -9.57% | Sep 2018 | Dec 2018 | |||
| -9.24% | May 2015 | Feb 2016 | |||
| -8.80% | Feb 1994 | Nov 1994 | |||
| -8.65% | May 2011 | Sep 2011 | |||
| -8.51% | Sep 2018 | Dec 2018 | |||
| -7.23% | Mar 2015 | Sep 2015 | |||
| -7.04% | Feb 1994 | Nov 1994 | |||
| -6.27% | Apr 2004 | Apr 2004 | |||
| -5.66% | May 2013 | Aug 2013 | |||
Drawdown comparison chart since January 1985.
Scott Burns Seven Value Portfolio |
David Swensen Yale Endowment Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -41.22% | Nov 2007 | Feb 2009 | |||
| -39.48% | Nov 2007 | Feb 2009 | |||
| -25.53% | Jan 2022 | Sep 2022 | |||
| -20.44% | Jan 2020 | Mar 2020 | |||
| -17.34% | Sep 1987 | Nov 1987 | |||
| -16.33% | Sep 1987 | Nov 1987 | |||
| -15.04% | Feb 2001 | Sep 2002 | |||
| -14.49% | Apr 2022 | Sep 2022 | |||
| -14.02% | May 2011 | Sep 2011 | |||
| -13.67% | Jan 1990 | Sep 1990 | |||
| -13.19% | Feb 2020 | Mar 2020 | |||
| -13.01% | May 1998 | Aug 1998 | |||
| -10.80% | Sep 2000 | Sep 2002 | |||
| -10.52% | Apr 1998 | Aug 1998 | |||
| -9.72% | Jan 1990 | Sep 1990 | |||
| -9.57% | Sep 2018 | Dec 2018 | |||
| -9.24% | May 2015 | Feb 2016 | |||
| -8.80% | Feb 1994 | Nov 1994 | |||
| -8.65% | May 2011 | Sep 2011 | |||
| -8.51% | Sep 2018 | Dec 2018 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from January 1985.
| Year | Scott Burns Seven Value Portfolio | David Swensen Yale Endowment Portfolio |
|---|---|---|
| 2022 |
-3.63% | -21.08% |
| 2021 |
+22.53% | +17.53% |
| 2020 |
+1.86% | +12.03% |
| 2019 |
+19.31% | +22.65% |
| 2018 |
-6.81% | -6.20% |
| 2017 |
+10.75% | +14.99% |
| 2016 |
+11.54% | +7.39% |
| 2015 |
-3.57% | -0.81% |
| 2014 |
+7.89% | +13.38% |
| 2013 |
+14.33% | +10.31% |
| 2012 |
+12.77% | +13.55% |
| 2011 |
+3.05% | +6.31% |
| 2010 |
+15.52% | +15.25% |
| 2009 |
+23.22% | +20.32% |
| 2008 |
-27.82% | -21.94% |
| 2007 |
+8.29% | +4.98% |
| 2006 |
+17.32% | +17.42% |
| 2005 |
+12.65% | +9.62% |
| 2004 |
+18.27% | +16.80% |
| 2003 |
+25.26% | +26.48% |
| 2002 |
-5.96% | -3.11% |
| 2001 |
-4.35% | -2.47% |
| 2000 |
+8.17% | +4.18% |
| 1999 |
+10.89% | +13.14% |
| 1998 |
+6.19% | +8.63% |
| 1997 |
+14.55% | +16.00% |
| 1996 |
+17.33% | +14.56% |
| 1995 |
+22.68% | +21.75% |
| 1994 |
-2.08% | -3.27% |
| 1993 |
+19.57% | +21.51% |
| 1992 |
+7.31% | +5.31% |
| 1991 |
+20.27% | +29.27% |
| 1990 |
-5.60% | -6.61% |
| 1989 |
+21.02% | +22.10% |
| 1988 |
+16.18% | +15.93% |
| 1987 |
+5.84% | +1.82% |
| 1986 |
+23.44% | +25.68% |
| 1985 |
+28.48% | +32.42% |