Last Update: 31 August 2021

The Stocks/Bonds 60/40 Portfolio obtained a 11.06% compound annual return, with a 8.36% 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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Stocks/Bonds 60/40 Portfolio David Swensen Yale Endowment Portfolio
Risk High High
Asset Allocation Stocks 60% 70%
Fixed Income 40% 30%
Commodities 0% 0%
10 Years Stats Return +11.06% +10.17%
Std Dev 8.36% 9.11%
Max Drawdown -12.29% -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(*)
Stocks/Bonds 60/40 Portfolio +1.76 +5.28 +11.21 +19.56 +13.13 +12.13 +11.06 +9.21
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 Stocks/Bonds 60/40 Portfolio David Swensen Yale Endowment Portfolio
2021
+12.01% +13.93%
2020
+15.70% +12.03%
2019
+21.94% +22.65%
2018
-3.17% -6.20%
2017
+14.15% +14.99%
2016
+8.71% +7.39%
2015
+0.44% -0.81%
2014
+9.85% +13.38%
2013
+19.23% +10.31%
2012
+11.13% +13.55%
2011
+3.75% +6.31%
2010
+12.93% +15.25%
2009
+18.79% +20.32%
2008
-19.44% -21.94%
2007
+5.99% +4.98%
2006
+11.12% +17.42%
2005
+4.74% +9.62%
2004
+9.37% +16.80%
2003
+20.04% +26.48%
2002
-8.98% -3.11%
2001
-3.21% -2.47%
2000
-1.79% +4.18%
1999
+13.98% +13.14%
1998
+17.39% +8.63%
1997
+22.37% +16.00%
1996
+14.01% +14.56%
1995
+28.74% +21.75%
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