Last Update: 31 March 2024
The Developed World ex-US 60/40 Portfolio obtained a 5.48% compound annual return, with a 10.16% standard deviation, in the last 30 Years.
The David Swensen Lazy Portfolio obtained a 8.02% compound annual return, with a 10.84% standard deviation, in the last 30 Years.
Summary
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| Developed World ex-US 60/40 Portfolio | David Swensen Lazy Portfolio | ||
|---|---|---|---|
| Portfolio Risk | High | High | |
| Asset Allocation | Stocks | 60% | 70% |
| Fixed Income | 40% | 30% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +5.48% | +8.02% |
| Std Dev | 10.16% | 10.84% | |
| Max Drawdown | -37.49% | -40.89% | |
| All time Stats (Since Jan 1985) |
Return | +7.96% | +9.45% |
| Std Dev | 10.98% | 10.78% | |
| Max Drawdown | -37.49% | -40.89% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1985
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| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Developed World ex-US 60/40 Portfolio | +2.66 | +12.78 | +11.08 | +4.61 | +4.08 | +5.48 | +7.96 |
| David Swensen Lazy Portfolio | +1.92 | +14.01 | +12.52 | +6.61 | +6.43 | +8.02 | +9.45 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Developed World ex-US 60/40 Portfolio: an investment of 1$, since April 1994,
now would be worth 4.95$, with a total return of 395.13%
(5.48% annualized).
David Swensen Lazy Portfolio: an investment of 1$, since April 1994, now would be worth 10.11$, with a total return of 910.56% (8.02% annualized).
David Swensen Lazy Portfolio: an investment of 1$, since April 1994, now would be worth 10.11$, with a total return of 910.56% (8.02% annualized).
Developed World ex-US 60/40 Portfolio: an investment of 1$, since January 1985,
now would be worth 20.20$, with a total return of 1919.83%
(7.96% annualized).
David Swensen Lazy Portfolio: an investment of 1$, since January 1985, now would be worth 34.59$, with a total return of 3359.05% (9.45% annualized).
David Swensen Lazy Portfolio: an investment of 1$, since January 1985, now would be worth 34.59$, with a total return of 3359.05% (9.45% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Developed World ex-US 60/40 Portfolio
|
David Swensen Lazy Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -40.89% | Nov 2007 | Feb 2009 (16) | Dec 2010 (38) | 17.98 | |||||
| -37.49% | Nov 2007 | Feb 2009 (16) | Apr 2011 (42) | 16.83 | |||||
| -22.54% | Apr 2000 | Sep 2002 (30) | Dec 2003 (45) | 13.10 | |||||
| -22.43% | Jan 2022 | Sep 2022 (9) | In progress (27) | 12.68 | |||||
| -22.40% | Sep 2021 | Sep 2022 (13) | Mar 2024 (31) | 10.29 | |||||
| -14.66% | Feb 2020 | Mar 2020 (2) | Aug 2020 (7) | 6.73 | |||||
| -14.56% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 6.33 | |||||
| -13.28% | May 2011 | Sep 2011 (5) | Nov 2012 (19) | 6.34 | |||||
| -12.40% | May 2011 | Sep 2011 (5) | Feb 2012 (10) | 5.05 | |||||
| -11.28% | Apr 1998 | Aug 1998 (5) | Dec 1998 (9) | 4.62 | |||||
| -10.67% | Sep 2000 | Sep 2002 (25) | May 2003 (33) | 5.86 | |||||
| -10.09% | Feb 2018 | Dec 2018 (11) | Sep 2019 (20) | 4.26 | |||||
| -9.44% | May 2015 | Feb 2016 (10) | Feb 2017 (22) | 4.41 | |||||
| -8.18% | Sep 2018 | Dec 2018 (4) | Mar 2019 (7) | 3.73 | |||||
| -7.33% | Nov 1994 | Feb 1995 (4) | Jul 1995 (9) | 3.33 | |||||
| -7.06% | Jul 1997 | Dec 1997 (6) | Mar 1998 (9) | 3.90 | |||||
| -6.93% | Jun 1998 | Aug 1998 (3) | Oct 1998 (5) | 3.66 | |||||
| -6.84% | Mar 2015 | Sep 2015 (7) | Jun 2016 (16) | 3.51 | |||||
| -5.90% | Apr 2004 | Apr 2004 (1) | Sep 2004 (6) | 3.15 | |||||
| -5.78% | Dec 1996 | Apr 1997 (5) | Jun 1997 (7) | 3.79 | |||||
Drawdown comparison chart since January 1985.
Swipe left to see all data
|
Developed World ex-US 60/40 Portfolio
|
David Swensen Lazy Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -40.89% | Nov 2007 | Feb 2009 (16) | Dec 2010 (38) | 17.98 | |||||
| -37.49% | Nov 2007 | Feb 2009 (16) | Apr 2011 (42) | 16.83 | |||||
| -22.54% | Apr 2000 | Sep 2002 (30) | Dec 2003 (45) | 13.10 | |||||
| -22.43% | Jan 2022 | Sep 2022 (9) | In progress (27) | 12.68 | |||||
| -22.40% | Sep 2021 | Sep 2022 (13) | Mar 2024 (31) | 10.29 | |||||
| -18.51% | Jan 1990 | Sep 1990 (9) | Dec 1991 (24) | 8.68 | |||||
| -16.20% | Sep 1987 | Nov 1987 (3) | Dec 1988 (16) | 7.26 | |||||
| -14.66% | Feb 2020 | Mar 2020 (2) | Aug 2020 (7) | 6.73 | |||||
| -14.56% | Jan 2020 | Mar 2020 (3) | Nov 2020 (11) | 6.33 | |||||
| -13.28% | May 2011 | Sep 2011 (5) | Nov 2012 (19) | 6.34 | |||||
| -12.63% | Jan 1990 | Sep 1990 (9) | Feb 1991 (14) | 6.15 | |||||
| -12.40% | May 2011 | Sep 2011 (5) | Feb 2012 (10) | 5.05 | |||||
| -11.28% | Apr 1998 | Aug 1998 (5) | Dec 1998 (9) | 4.62 | |||||
| -10.67% | Sep 2000 | Sep 2002 (25) | May 2003 (33) | 5.86 | |||||
| -10.09% | Feb 2018 | Dec 2018 (11) | Sep 2019 (20) | 4.26 | |||||
| -9.44% | May 2015 | Feb 2016 (10) | Feb 2017 (22) | 4.41 | |||||
| -8.82% | Sep 1987 | Oct 1987 (2) | Feb 1988 (6) | 5.47 | |||||
| -8.78% | Jan 1992 | Apr 1992 (4) | Mar 1993 (15) | 5.11 | |||||
| -8.21% | Feb 1994 | Nov 1994 (10) | May 1995 (16) | 5.21 | |||||
| -8.18% | Sep 2018 | Dec 2018 (4) | Mar 2019 (7) | 3.73 | |||||
Yearly Returns
For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
The highlighted returns represent the highest values for that specific year.
Swipe left to see all data
| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+3.20%
|
-0.89% |
+3.17%
|
-1.06% |
| 2023 |
+14.28%
|
-7.32% |
+14.13%
|
-8.59% |
| 2022 |
-14.32%
|
-21.67% |
-17.86%
|
-22.43% |
| 2021 |
+6.09%
|
-3.26% |
+17.34%
|
-3.57% |
| 2020 |
+7.71%
|
-14.56% |
+10.56%
|
-14.66% |
| 2019 |
+16.72%
|
-2.77% |
+21.27%
|
-2.73% |
| 2018 |
-7.73%
|
-10.09% |
-5.67%
|
-8.18% |
| 2017 |
+16.81%
|
0.00% |
+13.94%
|
0.00% |
| 2016 |
+3.45%
|
-4.03% |
+7.74%
|
-3.13% |
| 2015 |
+0.25%
|
-7.87% |
-0.95%
|
-6.84% |
| 2014 |
-0.09%
|
-4.31% |
+9.97%
|
-3.50% |
| 2013 |
+12.77%
|
-5.09% |
+10.89%
|
-4.57% |
| 2012 |
+14.95%
|
-7.61% |
+13.49%
|
-4.74% |
| 2011 |
-3.94%
|
-13.28% |
+2.21%
|
-12.40% |
| 2010 |
+8.42%
|
-7.69% |
+15.37%
|
-7.79% |
| 2009 |
+22.61%
|
-13.44% |
+24.86%
|
-16.73% |
| 2008 |
-25.33%
|
-29.87% |
-25.53%
|
-30.78% |
| 2007 |
+8.69%
|
-3.28% |
+5.59%
|
-4.67% |
| 2006 |
+16.94%
|
-2.26% |
+17.84%
|
-2.82% |
| 2005 |
+10.15%
|
-2.01% |
+8.97%
|
-2.65% |
| 2004 |
+14.59%
|
-2.01% |
+16.10%
|
-5.90% |
| 2003 |
+24.77%
|
-4.07% |
+26.85%
|
-1.91% |
| 2002 |
-5.65%
|
-12.16% |
-3.41%
|
-9.34% |
| 2001 |
-8.83%
|
-13.08% |
-1.71%
|
-9.38% |
| 2000 |
-4.89%
|
-7.85% |
+3.13%
|
-5.95% |
| 1999 |
+22.89%
|
-3.20% |
+12.70%
|
-3.25% |
| 1998 |
+16.75%
|
-6.93% |
+8.13%
|
-11.28% |
| 1997 |
-2.77%
|
-7.06% |
+15.35%
|
-3.79% |
| 1996 |
+4.67%
|
-1.39% |
+15.04%
|
-2.41% |
| 1995 |
+10.88%
|
-4.80% |
+20.31%
|
-1.03% |
| 1994 |
+2.94%
|
-3.27% |
-2.86%
|
-8.21% |
| 1993 |
+24.52%
|
-6.35% |
+20.71%
|
-3.68% |
| 1992 |
-4.11%
|
-8.78% |
+5.36%
|
-3.21% |
| 1991 |
+14.26%
|
-5.21% |
+29.05%
|
-3.46% |
| 1990 |
-11.99%
|
-18.51% |
-6.06%
|
-12.63% |
| 1989 |
+12.15%
|
-3.14% |
+21.59%
|
-1.39% |
| 1988 |
+18.91%
|
-5.35% |
+15.34%
|
-2.25% |
| 1987 |
+19.68%
|
-8.82% |
+2.49%
|
-16.20% |
| 1986 |
+44.57%
|
-5.90% |
+23.31%
|
-3.94% |
| 1985 |
+43.60%
|
-0.36% |
+29.41%
|
-1.92% |
