Data Source: from January 1985 to June 2026
Consolidated Returns as of 30 June 2026

Managing the David Swensen Yale Endowment To EUR Portfolio with a yearly rebalancing, you would have obtained a 8.35% compound annual return in the last 30 Years.

With a quarterly rebalancing, over the same period, the return would have been 8.08%.

How do returns and drawdowns change, implementing different rebalancing strategies?

Rebalancing Strategies

In order to keep risk under control, you should rebalance assets quotes from time to time, so to keep them at the original percentage of the asset allocation.

Portfolio Returns as of Jun 30, 2026

Implementing different rebalancing strategies, the David Swensen Yale Endowment To EUR Portfolio guaranteed the following returns.

DAVID SWENSEN YALE ENDOWMENT TO EUR PORTFOLIO RETURNS
Period: January 1985 - June 2026
Annualized Returns
Swipe left to see all data
Return (%) and number of rebalances as of Jun 30, 2026
Rebalancing Strategy 1Y 5Y 10Y 30Y MAX
(~42Y)
No Rebalancing 23.59 (0) 10.01 (0) 10.01 (0) 8.35 (0) 8.24 (0)
Yearly Rebalancing 19.15 (1) 7.76 (5) 8.17 (10) 8.24 (30) 8.22 (42)
Half Yearly Rebalancing 19.07 (2) 7.61 (10) 8.13 (20) 8.08 (60) 8.07 (83)
Quarterly Rebalancing 19.10 (4) 7.62 (20) 8.21 (40) 8.17 (120) 8.14 (166)
5% Tolerance per asset 19.71 (0) 7.88 (1) 8.28 (2) 8.29 (10) 8.21 (13)
10% Tolerance per asset 20.08 (0) 7.99 (1) 8.59 (1) 8.37 (3) 8.38 (5)

In order to have complete information about the portfolio, please refer to the David Swensen Yale Endowment To EUR Portfolio: ETF allocation and returns page.

Performances as of Jun 30, 2026

Historical returns and stats of David Swensen Yale Endowment To EUR Portfolio, after implementing different rebalancing strategies.

DAVID SWENSEN YALE ENDOWMENT TO EUR PORTFOLIO PERFORMANCES
Period: January 1985 - June 2026
Swipe left to see all data
Standard Deviation
Max Drawdown (%)
Rebalancing Strategy Return % Std Dev(%) Ret. / Std Dev MaxDD(%) Ret. / MaxDD
No Rebalancing 8.24 (0) 12.75 0.65 -40.94 0.20
Yearly Rebalancing 8.22 (42) 11.69 0.70 -35.20 0.23
Half Yearly Rebalancing 8.07 (83) 11.69 0.69 -36.09 0.22
Quarterly Rebalancing 8.14 (166) 11.74 0.69 -36.24 0.22
5% Tolerance per asset 8.21 (13) 11.90 0.69 -36.70 0.22
10% Tolerance per asset 8.38 (5) 12.15 0.69 -39.15 0.21
(*) Since Jan 1985 (~42 yrs) | Annualized Returns (and number of rebalances)

Drawdowns as of Jun 30, 2026

Historical Drawdowns of David Swensen Yale Endowment To EUR Portfolio, after implementing different rebalancing strategies.

DAVID SWENSEN YALE ENDOWMENT TO EUR PORTFOLIO DRAWDOWNS
Period: January 1985 - June 2026
Swipe left to see all data
Rebalancing
Tolerance per asset
No Rebalancing Yearly Half Yearly Quarterly 5% 10%
-40.94
Jun 2007 - Jan 2012
-35.20
Feb 2007 - Nov 2010
-36.09
Feb 2007 - Nov 2010
-36.24
Jun 2007 - Nov 2010
-36.70
Jun 2007 - Dec 2010
-39.15
Feb 2007 - Dec 2011
-35.36
Sep 2000 - Feb 2006
-27.71
Jun 2001 - Jul 2005
-28.36
Nov 2000 - Jul 2005
-27.87
Nov 2000 - Jul 2005
-27.30
Nov 2000 - Jun 2005
-27.41
Sep 1989 - May 1991
-28.76
Sep 1989 - Jan 1992
-27.30
Sep 1989 - May 1991
-27.51
Sep 1989 - May 1991
-27.28
Sep 1989 - May 1991
-27.30
Sep 1989 - May 1991
-25.52
Jul 2001 - Jun 2005
-24.48
Sep 1987 - Jan 1989
-24.06
Sep 1987 - Jan 1989
-23.68
Sep 1987 - Jan 1989
-23.21
Sep 1987 - Sep 1988
-23.51
Sep 1987 - Jan 1989
-23.68
Sep 1987 - Jan 1989
-18.81
Feb 1994 - Jan 1996
-17.92
Feb 1994 - Jan 1996
-17.95
Feb 1994 - Jan 1996
-17.91
Feb 1994 - Jan 1996
-18.68
Feb 1994 - Jan 1996
-17.78
Feb 1994 - Jan 1996
5 Worst Drawdowns - Average
-29.67 -26.44 -26.72 -26.50 -26.70 -26.71
10 Worst Drawdowns - Average
-22.08 -19.33 -19.45 -19.35 -19.72 -20.14

For a deeper insight, please refer to the David Swensen Yale Endowment To EUR Portfolio: ETF allocation and returns page.