Ben Stein Long Term vs David Swensen Yale Endowment Portfolio Comparison

Last Update: 31 March 2024

The Ben Stein Long Term Portfolio obtained a 7.65% compound annual return, with a 12.41% standard deviation, in the last 30 Years.

The David Swensen Yale Endowment Portfolio obtained a 8.03% compound annual return, with a 10.79% standard deviation, in the last 30 Years.

Summary

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Ben Stein Long Term Portfolio David Swensen Yale Endowment Portfolio
Portfolio Risk Very High High
Asset Allocation Stocks 80% 70%
Fixed Income 20% 30%
Commodities 0% 0%
30 Years Stats Return +7.65% +8.03%
Std Dev 12.41% 10.79%
Max Drawdown -45.92% -40.68%
All time Stats
(Since Jan 1985)
Return +9.39% +9.48%
Std Dev 12.36% 10.75%
Max Drawdown -45.92% -40.68%
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
Ben Stein Long Term Portfolio +2.36 +14.99 +15.27 +7.79 +6.81 +7.65 +9.39
David Swensen Yale Endowment Portfolio +1.96 +14.27 +12.72 +6.76 +6.50 +8.03 +9.48
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Ben Stein Long Term Portfolio: an investment of 1$, since April 1994, now would be worth 9.13$, with a total return of 813.49% (7.65% annualized).

David Swensen Yale Endowment Portfolio: an investment of 1$, since April 1994, now would be worth 10.16$, with a total return of 915.89% (8.03% annualized).

Ben Stein Long Term Portfolio: an investment of 1$, since January 1985, now would be worth 33.91$, with a total return of 3291.49% (9.39% annualized).

David Swensen Yale Endowment Portfolio: an investment of 1$, since January 1985, now would be worth 34.99$, with a total return of 3399.12% (9.48% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Ben Stein Long Term 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
-45.92% Nov 2007 Feb 2009 (16) Apr 2011 (42) 21.56
-40.68% Nov 2007 Feb 2009 (16) Dec 2010 (38) 18.05
-23.11% Sep 2000 Sep 2002 (25) Nov 2003 (39) 12.70
-22.63% Jan 2022 Sep 2022 (9) In progress (27) 12.62
-20.52% Jan 2022 Sep 2022 (9) Feb 2024 (26) 9.97
-19.33% Jan 2020 Mar 2020 (3) Nov 2020 (11) 8.34
-16.94% May 2011 Sep 2011 (5) Nov 2012 (19) 6.37
-15.80% May 1998 Aug 1998 (4) Mar 1999 (11) 6.69
-14.79% Feb 2020 Mar 2020 (2) Aug 2020 (7) 6.82
-12.17% May 2011 Sep 2011 (5) Feb 2012 (10) 4.96
-10.97% Apr 1998 Aug 1998 (5) Dec 1998 (9) 4.46
-10.82% Sep 2000 Sep 2002 (25) May 2003 (33) 5.94
-10.70% Sep 2018 Dec 2018 (4) Apr 2019 (8) 4.74
-9.84% Jun 2015 Feb 2016 (9) Jul 2016 (14) 5.14
-8.41% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.83
-6.50% Mar 2015 Sep 2015 (7) May 2016 (15) 3.35
-5.84% Apr 2004 Apr 2004 (1) Sep 2004 (6) 3.09
-5.41% Sep 1994 Nov 1994 (3) Apr 1995 (8) 2.89
-5.19% Sep 1994 Jan 1995 (5) Apr 1995 (8) 3.17
-4.75% May 2019 May 2019 (1) Jul 2019 (3) 2.37

Drawdown comparison chart since January 1985.

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Ben Stein Long Term 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
-45.92% Nov 2007 Feb 2009 (16) Apr 2011 (42) 21.56
-40.68% Nov 2007 Feb 2009 (16) Dec 2010 (38) 18.05
-23.11% Sep 2000 Sep 2002 (25) Nov 2003 (39) 12.70
-22.63% Jan 2022 Sep 2022 (9) In progress (27) 12.62
-20.52% Jan 2022 Sep 2022 (9) Feb 2024 (26) 9.97
-20.11% Sep 1987 Nov 1987 (3) Jan 1989 (17) 9.55
-19.33% Jan 2020 Mar 2020 (3) Nov 2020 (11) 8.34
-16.94% May 2011 Sep 2011 (5) Nov 2012 (19) 6.37
-16.20% Sep 1987 Nov 1987 (3) Dec 1988 (16) 7.26
-15.80% May 1998 Aug 1998 (4) Mar 1999 (11) 6.69
-15.40% Jan 1990 Sep 1990 (9) Feb 1991 (14) 7.45
-14.79% Feb 2020 Mar 2020 (2) Aug 2020 (7) 6.82
-12.63% Jan 1990 Sep 1990 (9) Feb 1991 (14) 6.15
-12.17% May 2011 Sep 2011 (5) Feb 2012 (10) 4.96
-10.97% Apr 1998 Aug 1998 (5) Dec 1998 (9) 4.46
-10.82% Sep 2000 Sep 2002 (25) May 2003 (33) 5.94
-10.70% Sep 2018 Dec 2018 (4) Apr 2019 (8) 4.74
-9.84% Jun 2015 Feb 2016 (9) Jul 2016 (14) 5.14
-8.41% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.83
-8.21% Feb 1994 Nov 1994 (10) May 1995 (16) 5.21

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.
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Year Return Drawdown Return Drawdown
2024
+4.33%
-1.17%
+3.24%
-0.97%
2023
+16.03%
-8.92%
+14.44%
-8.62%
2022
-14.26%
-20.52%
-17.82%
-22.63%
2021
+16.72%
-3.20%
+17.84%
-3.58%
2020
+9.40%
-19.33%
+10.35%
-14.79%
2019
+21.13%
-4.75%
+21.39%
-2.68%
2018
-7.39%
-10.70%
-5.76%
-8.41%
2017
+16.88%
0.00%
+13.79%
0.00%
2016
+9.22%
-4.80%
+7.40%
-3.21%
2015
-2.18%
-8.57%
-0.29%
-6.50%
2014
+5.91%
-3.45%
+9.76%
-3.40%
2013
+18.10%
-2.66%
+12.04%
-4.27%
2012
+14.19%
-7.09%
+13.44%
-4.70%
2011
-3.35%
-16.94%
+2.46%
-12.17%
2010
+13.80%
-10.43%
+14.85%
-7.93%
2009
+26.25%
-17.28%
+23.34%
-16.98%
2008
-30.51%
-33.62%
-25.11%
-30.37%
2007
+5.66%
-5.92%
+4.93%
-4.58%
2006
+19.42%
-3.62%
+17.78%
-2.66%
2005
+10.21%
-3.30%
+8.67%
-2.69%
2004
+15.66%
-4.29%
+16.01%
-5.84%
2003
+30.79%
-3.98%
+26.59%
-1.98%
2002
-10.67%
-17.62%
-3.49%
-9.34%
2001
-4.80%
-15.85%
-1.98%
-9.29%
2000
-2.79%
-8.99%
+3.33%
-5.76%
1999
+21.76%
-2.43%
+13.91%
-2.69%
1998
+7.54%
-15.80%
+8.26%
-10.97%
1997
+13.81%
-4.54%
+15.25%
-3.44%
1996
+15.37%
-3.55%
+15.04%
-2.41%
1995
+16.95%
-1.90%
+20.31%
-1.03%
1994
-0.18%
-6.15%
-2.86%
-8.21%
1993
+23.87%
-3.66%
+20.71%
-3.68%
1992
+3.67%
-3.34%
+5.36%
-3.21%
1991
+31.77%
-4.13%
+29.05%
-3.46%
1990
-8.84%
-15.40%
-6.06%
-12.63%
1989
+25.31%
-2.86%
+21.59%
-1.39%
1988
+19.53%
-2.49%
+15.34%
-2.25%
1987
+2.59%
-20.11%
+2.49%
-16.20%
1986
+22.75%
-4.06%
+23.31%
-3.94%
1985
+30.54%
-2.54%
+30.22%
-1.80%