All Country World 80/20 vs David Swensen Lazy Portfolio Comparison

Last Update: 31 May 2023

The All Country World 80/20 Portfolio obtained a 6.32% compound annual return, with a 12.69% standard deviation, in the last 30 Years.

The David Swensen Lazy Portfolio obtained a 7.71% compound annual return, with a 10.76% standard deviation, in the last 30 Years.

Summary

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All Country World 80/20 Portfolio David Swensen Lazy Portfolio
Risk Very High High
Asset Allocation Stocks 80% 70%
Fixed Income 20% 30%
Commodities 0% 0%
30 Years Stats Return +6.32% +7.71%
Std Dev 12.69% 10.76%
Max Drawdown -47.32% -40.89%

Last Update: 31 May 2023

Historical Returns as of May 31, 2023

Comparison period starts from January 1985

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1M 6M 1Y 5Y(*) 10Y(*) 30Y(*) MAX(*)
All Country World 80/20 Portfolio -1.11 +2.37 +0.29 +5.56 +6.85 +6.32 +8.16
David Swensen Lazy Portfolio -1.67 +0.10 -4.15 +4.95 +5.89 +7.71 +9.30
(*) Returns over 1 year are annualized

Capital Growth as of May 31, 2023

All Country World 80/20 Portfolio: an investment of 1000$, since June 1993, now would be worth 6285.17$, with a total return of 528.52% (6.32% annualized).

David Swensen Lazy Portfolio: an investment of 1000$, since June 1993, now would be worth 9294.17$, with a total return of 829.42% (7.71% annualized).

All Country World 80/20 Portfolio: an investment of 1000$, since January 1985, now would be worth 20324.20$, with a total return of 1932.42% (8.16% annualized).

David Swensen Lazy Portfolio: an investment of 1000$, since January 1985, now would be worth 30451.89$, with a total return of 2945.19% (9.30% annualized).

Drawdowns

Drawdown comparison chart since May 1993.

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All Country World 80/20 Portfolio
David Swensen Lazy Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-47.32% Nov 2007 Feb 2009
-40.89% Nov 2007 Feb 2009
-36.69% Apr 2000 Sep 2002
-23.52% Jan 2022 Sep 2022
-22.43% Jan 2022 Sep 2022
-17.97% Jan 2020 Mar 2020
-14.66% Feb 2020 Mar 2020
-12.40% May 2011 Sep 2011
-12.27% May 1998 Aug 1998
-11.51% Feb 2018 Dec 2018
-11.28% Apr 1998 Aug 1998
-10.78% Jun 2015 Feb 2016
-10.67% Sep 2000 Sep 2002
-8.21% Feb 1994 Nov 1994
-8.18% Sep 2018 Dec 2018
-6.84% Mar 2015 Sep 2015
-6.57% Aug 1997 Oct 1997
-5.90% Apr 2004 Apr 2004
-5.88% Feb 1994 Mar 1994
-4.74% May 2012 May 2012

Drawdown comparison chart since January 1985.

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All Country World 80/20 Portfolio
David Swensen Lazy Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-47.32% Nov 2007 Feb 2009
-40.89% Nov 2007 Feb 2009
-36.69% Apr 2000 Sep 2002
-23.52% Jan 2022 Sep 2022
-22.43% Jan 2022 Sep 2022
-22.19% Sep 1987 Nov 1987
-19.99% Jan 1990 Sep 1990
-17.97% Jan 2020 Mar 2020
-16.20% Sep 1987 Nov 1987
-14.66% Feb 2020 Mar 2020
-12.63% Jan 1990 Sep 1990
-12.40% May 2011 Sep 2011
-12.27% May 1998 Aug 1998
-11.51% Feb 2018 Dec 2018
-11.28% Apr 1998 Aug 1998
-10.78% Jun 2015 Feb 2016
-10.67% Sep 2000 Sep 2002
-8.21% Feb 1994 Nov 1994
-8.18% Sep 2018 Dec 2018
-6.84% Mar 2015 Sep 2015

Yearly Returns

Yearly return comparison. Common historical serie start from January 1985.

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Year All Country World 80/20 Portfolio David Swensen Lazy Portfolio
2023
 +6.47% +3.66%
2022
 -17.17% -17.86%
2021
 +14.21% +17.34%
2020
 +14.55% +10.56%
2019
 +23.35% +21.27%
2018
 -7.79% -5.67%
2017
 +20.43% +13.94%
2016
 +7.66% +7.74%
2015
 -1.32% -0.95%
2014
 +4.31% +9.97%
2013
 +17.86% +10.89%
2012
 +15.19% +13.49%
2011
 -4.38% +2.21%
2010
 +12.00% +15.37%
2009
 +28.02% +24.86%
2008
 -34.37% -25.53%
2007
 +8.92% +5.59%
2006
 +15.95% +17.84%
2005
 +8.00% +8.97%
2004
 +11.86% +16.10%
2003
 +26.95% +26.85%
2002
 -14.55% -3.41%
2001
 -11.36% -1.71%
2000
 -9.84% +3.13%
1999
 +20.74% +12.70%
1998
 +17.65% +8.13%
1997
 +11.46% +15.35%
1996
 +10.54% +15.04%
1995
 +17.60% +20.31%
1994
 +1.26% -2.86%
1993
 +20.51% +20.71%
1992
 -3.52% +5.36%
1991
 +17.30% +29.05%
1990
 -13.44% -6.06%
1989
 +14.69% +21.59%
1988
 +18.54% +15.34%
1987
 +13.56% +2.49%
1986
 +37.13% +23.31%
1985
 +37.92% +29.41%