David Swensen Yale Endowment To EUR Portfolio vs Aim Ways Odd-Stats Strategy To EUR Portfolio Portfolio Comparison

Simulation Settings
Period: January 1986 - April 2025 (~39 years)
Consolidated Returns as of 30 April 2025
Rebalancing: at every Jan 1st
Currency: EUR
Inflation: Eurozone
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Results
30 Years
All (since January 1986)
Inflation Adjusted:
David Swensen Yale Endowment To EUR Portfolio
1.00€
Initial Capital
May 1995
11.38€
Final Capital
April 2025
8.44%
Yearly Return
11.15%
Std Deviation
-34.67%
Max Drawdown
36months
Recovery Period
1.00€
Initial Capital
May 1995
6.23€
Final Capital
April 2025
6.29%
Yearly Return
11.15%
Std Deviation
-37.28%
Max Drawdown
59months
Recovery Period
1.00€
Initial Capital
January 1986
19.12€
Final Capital
April 2025
7.79%
Yearly Return
12.03%
Std Deviation
-34.67%
Max Drawdown
36months
Recovery Period
1.00€
Initial Capital
January 1986
8.28€
Final Capital
April 2025
5.52%
Yearly Return
12.03%
Std Deviation
-37.28%
Max Drawdown
59months
Recovery Period
Aim Ways Odd-Stats Strategy To EUR Portfolio
1.00€
Initial Capital
May 1995
12.26€
Final Capital
April 2025
8.71%
Yearly Return
8.20%
Std Deviation
-19.93%
Max Drawdown
43months
Recovery Period
1.00€
Initial Capital
May 1995
6.71€
Final Capital
April 2025
6.55%
Yearly Return
8.20%
Std Deviation
-24.31%
Max Drawdown
40months*
Recovery Period
* in progress
1.00€
Initial Capital
January 1986
29.18€
Final Capital
April 2025
8.96%
Yearly Return
8.55%
Std Deviation
-19.93%
Max Drawdown
43months
Recovery Period
1.00€
Initial Capital
January 1986
12.63€
Final Capital
April 2025
6.66%
Yearly Return
8.55%
Std Deviation
-24.31%
Max Drawdown
40months*
Recovery Period
* in progress

As of April 2025, in the previous 30 Years, the David Swensen Yale Endowment To EUR Portfolio obtained a 8.44% compound annual return, with a 11.15% standard deviation. It suffered a maximum drawdown of -34.67% that required 36 months to be recovered.

As of April 2025, in the previous 30 Years, the Aim Ways Odd-Stats Strategy To EUR Portfolio obtained a 8.71% compound annual return, with a 8.20% standard deviation. It suffered a maximum drawdown of -19.93% that required 43 months to be recovered.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators. Content is for informational, educational, illustrative, and entertainment purposes only.
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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

David Swensen Yale Endowment To EUR Portfolio
Weight
(%)		 Ticker Name
30.00
EUNL.DE
iShares Core MSCI World
20.00
IQQ7.DE
iShares US Property Yield
15.00
XD9U.DE
Xtrackers MSCI USA
5.00
IS3N.DE
iShares Core MSCI Emerg. Markets
15.00
IUST.DE
iShares USD TIPS
15.00
SXRL.DE
iShares USD Treasury Bond 3-7yr
Aim Ways Odd-Stats Strategy To EUR Portfolio
Weight
(%)		 Ticker Name
22.00
NQSE.DE
iShares Nasdaq 100 EUR Hedged
15.00
IBCK.DE
iShares Edge S&P 500 Minimum Volatility
10.00
SPY2.DE
SPDR Dow Jones Global Real Estate
23.00
EUNA.DE
iShares Core Global Aggregate Bond EUR Hedged
20.00
IBB1.DE
iShares USD Treasury Bond 7-10yr Eur Hedged
10.00
GBSE
WisdomTree Physical Gold EUR Hedged
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Portfolio Returns as of Apr 30, 2025

Returns are calculated in EUR, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
RETURN COMPARISON
Period: 1 January 1986 - 30 April 2025 (~39 years)
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Return (%) as of Apr 30, 2025
YTD
(4M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~39Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_david_swensen.webp Yale Endowment
David Swensen 		-7.15 -4.20 -4.26 4.94 8.12 6.24 8.44 7.79
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_aim_ways2.webp Odd-Stats Strategy
Aim Ways 		-0.05 -0.19 0.93 10.29 6.15 6.20 8.71 8.96
Return over 1 year are annualized.
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Capital Growth as of Apr 30, 2025

David Swensen Yale Endowment To EUR Portfolio: an investment of 1€, since May 1995, now would be worth 11.38€, with a total return of 1038.14% (8.44% annualized).

Aim Ways Odd-Stats Strategy To EUR Portfolio: an investment of 1€, since May 1995, now would be worth 12.26€, with a total return of 1125.95% (8.71% annualized).


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David Swensen Yale Endowment To EUR Portfolio: an investment of 1€, since January 1986, now would be worth 19.12€, with a total return of 1811.64% (7.79% annualized).

Aim Ways Odd-Stats Strategy To EUR Portfolio: an investment of 1€, since January 1986, now would be worth 29.18€, with a total return of 2817.83% (8.96% annualized).


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Portfolio Metrics as of Apr 30, 2025

The following metrics, updated as of 30 April 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 May 2024 - 30 April 2025 (1 year)
Period: 1 May 2020 - 30 April 2025 (5 years)
Period: 1 May 2015 - 30 April 2025 (10 years)
Period: 1 May 1995 - 30 April 2025 (30 years)
Period: 1 January 1986 - 30 April 2025 (~39 years)
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Yale Endowment To EUR Odd-Stats Strategy To EUR
Author David Swensen Aim Ways
ASSET ALLOCATION
Stocks 70% 47%
Fixed Income 30% 43%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 4.94 10.29
Infl. Adjusted Return (%) 3.30 8.56
DRAWDOWN
Deepest Drawdown Depth (%) -9.89 -2.40
Start to Recovery (months) 3* 3*
Longest Drawdown Depth (%) -9.89 -2.40
Start to Recovery (months) 3* 3*
Longest Negative Period (months) 10* 5*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 10.87 5.82
Sharpe Ratio 0.01 0.94
Sortino Ratio 0.02 1.27
Ulcer Index 3.27 1.04
Ratio: Return / Standard Deviation 0.45 1.77
Ratio: Return / Deepest Drawdown 0.50 4.29
Metrics calculated over the period 1 May 2024 - 30 April 2025
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Yale Endowment To EUR Odd-Stats Strategy To EUR
Author David Swensen Aim Ways
ASSET ALLOCATION
Stocks 70% 47%
Fixed Income 30% 43%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 8.12 6.15
Infl. Adjusted Return (%) 4.00 2.10
DRAWDOWN
Deepest Drawdown Depth (%) -13.34 -17.35
Start to Recovery (months) 26 30
Longest Drawdown Depth (%) -13.34 -17.35
Start to Recovery (months) 26 30
Longest Negative Period (months) 28 38
RISK INDICATORS
Standard Deviation (%) 10.32 8.68
Sharpe Ratio 0.54 0.42
Sortino Ratio 0.75 0.55
Ulcer Index 5.42 7.49
Ratio: Return / Standard Deviation 0.79 0.71
Ratio: Return / Deepest Drawdown 0.61 0.35
Metrics calculated over the period 1 May 2020 - 30 April 2025
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Yale Endowment To EUR Odd-Stats Strategy To EUR
Author David Swensen Aim Ways
ASSET ALLOCATION
Stocks 70% 47%
Fixed Income 30% 43%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 6.24 6.20
Infl. Adjusted Return (%) 3.68 3.64
DRAWDOWN
Deepest Drawdown Depth (%) -14.41 -17.35
Start to Recovery (months) 12 30
Longest Drawdown Depth (%) -13.34 -17.35
Start to Recovery (months) 26 30
Longest Negative Period (months) 28 38
RISK INDICATORS
Standard Deviation (%) 10.38 7.75
Sharpe Ratio 0.43 0.57
Sortino Ratio 0.59 0.77
Ulcer Index 4.92 5.47
Ratio: Return / Standard Deviation 0.60 0.80
Ratio: Return / Deepest Drawdown 0.43 0.36
Metrics calculated over the period 1 May 2015 - 30 April 2025
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Yale Endowment To EUR Odd-Stats Strategy To EUR
Author David Swensen Aim Ways
ASSET ALLOCATION
Stocks 70% 47%
Fixed Income 30% 43%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 8.44 8.71
Infl. Adjusted Return (%) 6.29 6.55
DRAWDOWN
Deepest Drawdown Depth (%) -34.67 -19.93
Start to Recovery (months) 36 43
Longest Drawdown Depth (%) -27.15 -19.93
Start to Recovery (months) 50 43
Longest Negative Period (months) 112 48
RISK INDICATORS
Standard Deviation (%) 11.15 8.20
Sharpe Ratio 0.55 0.78
Sortino Ratio 0.75 1.07
Ulcer Index 9.06 5.99
Ratio: Return / Standard Deviation 0.76 1.06
Ratio: Return / Deepest Drawdown 0.24 0.44
Metrics calculated over the period 1 May 1995 - 30 April 2025
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Yale Endowment To EUR Odd-Stats Strategy To EUR
Author David Swensen Aim Ways
ASSET ALLOCATION
Stocks 70% 47%
Fixed Income 30% 43%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 7.79 8.96
Infl. Adjusted Return (%) 5.52 6.66
DRAWDOWN
Deepest Drawdown Depth (%) -34.67 -19.93
Start to Recovery (months) 36 43
Longest Drawdown Depth (%) -27.15 -19.93
Start to Recovery (months) 50 43
Longest Negative Period (months) 112 48
RISK INDICATORS
Standard Deviation (%) 12.03 8.55
Sharpe Ratio 0.39 0.69
Sortino Ratio 0.54 0.93
Ulcer Index 9.42 5.73
Ratio: Return / Standard Deviation 0.65 1.05
Ratio: Return / Deepest Drawdown 0.22 0.45
Metrics calculated over the period 1 January 1986 - 30 April 2025
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Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

DRAWDOWN COMPARISON
Period: 1 May 1995 - 30 April 2025 (30 years)
Period: 1 January 1986 - 30 April 2025 (~39 years)

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Yale Endowment To EUR Odd-Stats Strategy To EUR
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-34.67 36 Jun 2007
May 2010
-27.15 50 Jun 2001
Jul 2005
-19.93 43 Sep 2000
Mar 2004
-17.35 30 Jan 2022
Jun 2024
-17.08 23 Nov 2007
Sep 2009
-14.84 12 Apr 1998
Mar 1999
-14.41 12 Feb 2020
Jan 2021
-13.34 26 Jan 2022
Feb 2024
-9.89 3* Feb 2025
In progress
-9.87 16 Apr 2015
Jul 2016
-8.52 7 Nov 2000
May 2001
-8.40 5 Jul 1998
Nov 1998
-7.53 6 Aug 1997
Jan 1998
-7.46 7 Apr 2006
Oct 2006
-7.33 6 Sep 2018
Feb 2019

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Yale Endowment To EUR Odd-Stats Strategy To EUR
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-34.67 36 Jun 2007
May 2010
-27.15 50 Jun 2001
Jul 2005
-25.22 32 Jun 1986
Jan 1989
-24.19 21 Sep 1989
May 1991
-20.94 24 Feb 1994
Jan 1996
-19.93 43 Sep 2000
Mar 2004
-17.35 30 Jan 2022
Jun 2024
-17.08 23 Nov 2007
Sep 2009
-16.39 17 Sep 1987
Jan 1989
-14.84 12 Apr 1998
Mar 1999
-14.41 12 Feb 2020
Jan 2021
-13.55 18 Sep 1989
Feb 1991
-13.34 26 Jan 2022
Feb 2024
-10.52 6 Jun 1992
Nov 1992
-9.89 3* Feb 2025
In progress

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the Simulation Settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Annualized Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1986 - 30 April 2025 (~39 years)


Head To Head (Ptf 1 vs Ptf 2):
Eurozone Inflation Adjusted:

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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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Yale Endowment To EUR Odd-Stats Strategy To EUR
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 -7.15 -9.89 -0.05 -2.40
2024
 17.19 -2.41 11.96 -2.27
2023
 12.01 -5.35 14.94 -5.74
2022
 -13.34 -13.34 -17.35 -17.35
2021
 28.47 -1.59 13.33 -2.88
2020
 0.96 -14.41 12.42 -6.84
2019
 23.23 -2.03 19.28 -1.61
2018
 -1.88 -7.33 -2.16 -6.13
2017
 1.36 -5.64 7.87 -1.36
2016
 9.33 -3.56 5.96 -3.67
2015
 9.04 -9.87 4.60 -4.11
2014
 23.90 0.00 15.50 -0.86
2013
 7.29 -4.59 7.09 -4.18
2012
 9.79 -4.03 10.86 -1.82
2011
 6.10 -5.68 8.67 -2.11
2010
 21.79 -3.07 16.69 -1.88
2009
 23.79 -8.62 20.24 -5.40
2008
 -23.92 -23.92 -10.47 -12.71
2007
 -4.61 -8.43 6.82 -2.30
2006
 5.74 -7.46 5.89 -3.43
2005
 24.07 -2.31 8.68 -2.19
2004
 6.91 -3.23 8.55 -3.78
2003
 5.35 -5.24 17.03 -0.64
2002
 -18.19 -21.56 -5.10 -9.28
2001
 2.85 -13.37 -3.14 -10.99
2000
 10.39 -8.34 0.80 -9.82
1999
 31.22 -5.49 23.47 -3.55
1998
 1.61 -14.84 22.58 -8.40
1997
 30.61 -7.53 18.15 -3.61
1996
 19.46 -4.82 15.32 -3.46
1995
 12.78 -6.15 22.43 0.00
1994
 -13.46 -17.19 -4.90 -8.95
1993
 31.65 -2.07 20.21 -1.06
1992
 15.50 -10.52 12.11 -4.14
1991
 28.44 -5.31 29.46 -2.28
1990
 -14.98 -18.01 -6.64 -11.73
1989
 19.20 -7.54 14.03 -2.26
1988
 25.16 -6.13 12.54 -2.91
1987
 -18.82 -24.79 2.84 -16.39
1986
 0.60 -7.89 10.42 -3.43
Mastering Etf Investing
The first official book of
Mastering ETF Investing
Build wealth
with Lazy Portfolios and Passive Investing
Buy now
English book
Buy now
Italian book