Last Update: 28 February 2021

The Developed World 60/40 Portfolio obtained a 5.35% compound annual return, with a 9.11% standard deviation, in the last 10 years.

The David Swensen Yale Endowment Portfolio obtained a 8.7% compound annual return, with a 9.19% standard deviation, in the last 10 years.

Summary

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Developed World 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 +5.35% +8.70%
Std Dev 9.11% 9.19%
Max Drawdown -14.55% -13.19%

Last Update: 28 February 2021

Historical Returns

The examinated historical serie starts from January 2001

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1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*) MAX(*)
Developed World 60/40 Portfolio +0.79 +3.63 +9.33 +13.76 +5.28 +7.89 +5.35 +5.58
David Swensen Yale Endowment Portfolio +0.95 +3.50 +7.47 +15.90 +10.14 +10.34 +8.70 +8.18
(*) annualized

Capital Growth

Time Range:

Drawdowns

Time Range:

Yearly Returns

Yearly return comparison. Common historical serie start from January 2001.

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Year Developed World 60/40 Portfolio David Swensen Yale Endowment Portfolio
2021
+0.10% +0.40%
2020
+7.71% +12.03%
2019
+16.72% +22.65%
2018
-7.73% -6.20%
2017
+16.81% +14.99%
2016
+3.45% +7.39%
2015
+0.25% -0.81%
2014
-0.09% +13.38%
2013
+12.77% +10.31%
2012
+14.95% +13.55%
2011
-3.94% +6.31%
2010
+8.42% +15.25%
2009
+22.61% +20.32%
2008
-25.33% -21.94%
2007
+8.69% +4.98%
2006
+16.94% +17.42%
2005
+10.15% +9.62%
2004
+14.59% +16.80%
2003
+24.77% +26.48%
2002
-5.65% -3.11%
2001
-8.83% -2.47%
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