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

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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

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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
(*) Returns over 1 year are annualized

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.

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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.

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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.

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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%
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