Developed World ex-US Stocks vs David Swensen Yale Endowment Portfolio Comparison

Last Update: 29 February 2024

The Developed World ex-US Stocks Portfolio obtained a 4.92% compound annual return, with a 16.50% standard deviation, in the last 30 Years.

The David Swensen Yale Endowment Portfolio obtained a 7.80% compound annual return, with a 10.83% standard deviation, in the last 30 Years.

Summary

Swipe left to see all data
Developed World ex-US Stocks Portfolio David Swensen Yale Endowment Portfolio
Portfolio Risk Very High High
Asset Allocation Stocks 100% 70%
Fixed Income 0% 30%
Commodities 0% 0%
30 Years Stats Return +4.92% +7.80%
Std Dev 16.50% 10.83%
Max Drawdown -57.00% -40.68%
All time Stats
(Since Jan 1985)
Return +7.96% +9.45%
Std Dev 17.54% 10.76%
Max Drawdown -57.00% -40.68%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

Swipe left to see all data
1M 6M 1Y 5Y 10Y 30Y MAX
Developed World ex-US Stocks Portfolio +2.74 +8.53 +13.89 +6.75 +4.64 +4.92 +7.96
David Swensen Yale Endowment Portfolio +2.25 +7.44 +12.53 +6.76 +6.31 +7.80 +9.45
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Developed World ex-US Stocks Portfolio: an investment of 1$, since March 1994, now would be worth 4.23$, with a total return of 322.51% (4.92% annualized).

David Swensen Yale Endowment Portfolio: an investment of 1$, since March 1994, now would be worth 9.51$, with a total return of 850.89% (7.80% annualized).

Developed World ex-US Stocks Portfolio: an investment of 1$, since January 1985, now would be worth 20.06$, with a total return of 1905.63% (7.96% annualized).

David Swensen Yale Endowment Portfolio: an investment of 1$, since January 1985, now would be worth 34.32$, with a total return of 3331.69% (9.45% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

Swipe left to see all data
Developed World ex-US Stocks Portfolio
David Swensen Yale Endowment Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-57.00% Nov 2007 Feb 2009 (16) May 2014 (79) 27.54
-48.19% Jan 2000 Mar 2003 (39) Sep 2005 (69) 26.73
-40.68% Nov 2007 Feb 2009 (16) Dec 2010 (38) 18.05
-28.08% Sep 2021 Sep 2022 (13) Feb 2024 (30) 11.60
-24.14% Feb 2018 Mar 2020 (26) Nov 2020 (34) 10.04
-22.63% Jan 2022 Sep 2022 (9) In progress (26) 12.84
-17.94% Jul 2014 Feb 2016 (20) Apr 2017 (34) 8.32
-14.79% Feb 2020 Mar 2020 (2) Aug 2020 (7) 6.82
-14.47% Jun 1998 Sep 1998 (4) Dec 1998 (7) 7.17
-13.15% Sep 1994 Feb 1995 (6) Mar 1996 (19) 5.48
-12.17% May 2011 Sep 2011 (5) Feb 2012 (10) 4.96
-11.23% Aug 1997 Dec 1997 (5) Mar 1998 (8) 6.96
-10.97% Apr 1998 Aug 1998 (5) Dec 1998 (9) 4.46
-10.82% Sep 2000 Sep 2002 (25) May 2003 (33) 5.94
-8.41% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.83
-6.50% Mar 2015 Sep 2015 (7) May 2016 (15) 3.35
-6.06% Mar 1994 Nov 1994 (9) Apr 1995 (14) 3.55
-5.84% Apr 2004 Apr 2004 (1) Sep 2004 (6) 3.09
-5.79% May 1996 Jan 1997 (9) May 1997 (13) 3.32
-4.70% May 2012 May 2012 (1) Aug 2012 (4) 2.19

Drawdown comparison chart since January 1985.

Swipe left to see all data
Developed World ex-US Stocks Portfolio
David Swensen Yale Endowment Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-57.00% Nov 2007 Feb 2009 (16) May 2014 (79) 27.54
-48.19% Jan 2000 Mar 2003 (39) Sep 2005 (69) 26.73
-40.68% Nov 2007 Feb 2009 (16) Dec 2010 (38) 18.05
-31.21% Jan 1990 Sep 1990 (9) Jan 1994 (49) 20.31
-28.08% Sep 2021 Sep 2022 (13) Feb 2024 (30) 11.60
-24.14% Feb 2018 Mar 2020 (26) Nov 2020 (34) 10.04
-22.63% Jan 2022 Sep 2022 (9) In progress (26) 12.84
-17.94% Jul 2014 Feb 2016 (20) Apr 2017 (34) 8.32
-16.20% Sep 1987 Nov 1987 (3) Dec 1988 (16) 7.26
-14.79% Feb 2020 Mar 2020 (2) Aug 2020 (7) 6.82
-14.47% Jun 1998 Sep 1998 (4) Dec 1998 (7) 7.17
-13.46% Sep 1987 Oct 1987 (2) Mar 1988 (7) 8.36
-13.15% Sep 1994 Feb 1995 (6) Mar 1996 (19) 5.48
-12.63% Jan 1990 Sep 1990 (9) Feb 1991 (14) 6.15
-12.17% May 2011 Sep 2011 (5) Feb 2012 (10) 4.96
-11.23% Aug 1997 Dec 1997 (5) Mar 1998 (8) 6.96
-10.97% Apr 1998 Aug 1998 (5) Dec 1998 (9) 4.46
-10.82% Sep 2000 Sep 2002 (25) May 2003 (33) 5.94
-9.43% May 1988 Aug 1988 (4) Nov 1988 (7) 4.81
-8.70% Sep 1986 Oct 1986 (2) Dec 1986 (4) 4.29

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.
Swipe left to see all data
Year Return Drawdown Return Drawdown
2024
+1.63%
-1.09%
+1.25%
-0.97%
2023
+17.94%
-10.71%
+14.44%
-8.62%
2022
-15.36%
-27.52%
-17.82%
-22.63%
2021
+11.67%
-4.89%
+17.84%
-3.58%
2020
+9.74%
-23.99%
+10.35%
-14.79%
2019
+22.62%
-5.21%
+21.39%
-2.68%
2018
-14.75%
-18.62%
-5.76%
-8.41%
2017
+26.42%
0.00%
+13.79%
0.00%
2016
+2.67%
-8.44%
+7.40%
-3.21%
2015
-0.38%
-12.39%
-0.29%
-6.50%
2014
-5.98%
-10.04%
+9.76%
-3.40%
2013
+21.83%
-5.66%
+12.04%
-4.27%
2012
+18.56%
-13.28%
+13.44%
-4.70%
2011
-12.30%
-23.95%
+2.46%
-12.17%
2010
+8.35%
-15.54%
+14.85%
-7.93%
2009
+27.49%
-22.68%
+23.34%
-16.98%
2008
-40.65%
-45.54%
-25.11%
-30.37%
2007
+11.15%
-6.29%
+4.93%
-4.58%
2006
+26.27%
-3.73%
+17.78%
-2.66%
2005
+13.60%
-4.72%
+8.67%
-2.69%
2004
+20.25%
-3.59%
+16.01%
-5.84%
2003
+38.67%
-8.24%
+26.59%
-1.98%
2002
-15.62%
-23.19%
-3.49%
-9.34%
2001
-21.94%
-26.63%
-1.98%
-9.29%
2000
-14.29%
-17.14%
+3.33%
-5.76%
1999
+37.96%
-4.28%
+13.91%
-2.69%
1998
+16.51%
-14.47%
+8.26%
-10.97%
1997
-1.39%
-11.23%
+15.25%
-3.44%
1996
+4.68%
-4.13%
+15.04%
-2.41%
1995
+3.98%
-8.89%
+20.31%
-1.03%
1994
+9.76%
-5.55%
-2.86%
-8.21%
1993
+29.92%
-10.94%
+20.71%
-3.68%
1992
-14.79%
-15.85%
+5.36%
-3.21%
1991
+9.48%
-9.97%
+29.05%
-3.46%
1990
-24.79%
-31.21%
-6.06%
-12.63%
1989
+12.85%
-7.94%
+21.59%
-1.39%
1988
+25.66%
-9.43%
+15.34%
-2.25%
1987
+30.48%
-13.46%
+2.49%
-16.20%
1986
+63.38%
-8.70%
+23.31%
-3.94%
1985
+56.04%
-1.19%
+30.22%
-1.80%