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
Drawdowns
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% |