David Swensen Yale Endowment To EUR Portfolio vs Tony Dong Cockroach Portfolio To EUR Portfolio Comparison

Simulation Settings
Period: July 1993 - June 2025 (~32 years)
Consolidated Returns as of 30 June 2025
Initial Amount: 1€
Rebalancing: at every Jan 1st
Currency: EUR
Inflation: Eurozone
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Results
30 Years
(1995/07 - 2025/06)
All Data
(1993/07 - 2025/06)
Inflation Adjusted:
David Swensen Yale Endowment To EUR Portfolio
1.00€
Invested Capital
July 1995
11.19€
Final Capital
June 2025
8.38%
Yearly Return
11.13%
Std Deviation
-34.67%
Max Drawdown
36months
Recovery Period
1.00€
Invested Capital
July 1995
6.12€
Final Capital
June 2025
6.22%
Yearly Return
11.13%
Std Deviation
-37.28%
Max Drawdown
59months
Recovery Period
1.00€
Invested Capital
July 1993
10.84€
Final Capital
June 2025
7.73%
Yearly Return
11.12%
Std Deviation
-34.67%
Max Drawdown
36months
Recovery Period
1.00€
Invested Capital
July 1993
5.61€
Final Capital
June 2025
5.54%
Yearly Return
11.12%
Std Deviation
-37.28%
Max Drawdown
59months
Recovery Period
Tony Dong Cockroach Portfolio To EUR
1.00€
Invested Capital
July 1995
12.38€
Final Capital
June 2025
8.75%
Yearly Return
9.93%
Std Deviation
-27.73%
Max Drawdown
92months
Recovery Period
1.00€
Invested Capital
July 1995
6.77€
Final Capital
June 2025
6.58%
Yearly Return
9.93%
Std Deviation
-30.99%
Max Drawdown
115months
Recovery Period
1.00€
Invested Capital
July 1993
12.25€
Final Capital
June 2025
8.14%
Yearly Return
9.99%
Std Deviation
-27.73%
Max Drawdown
92months
Recovery Period
1.00€
Invested Capital
July 1993
6.34€
Final Capital
June 2025
5.94%
Yearly Return
9.99%
Std Deviation
-30.99%
Max Drawdown
115months
Recovery Period

As of June 2025, in the previous 30 Years, the David Swensen Yale Endowment To EUR Portfolio obtained a 8.38% compound annual return, with a 11.13% standard deviation. It suffered a maximum drawdown of -34.67% that required 36 months to be recovered.

As of June 2025, in the previous 30 Years, the Tony Dong Cockroach Portfolio To EUR obtained a 8.75% compound annual return, with a 9.93% standard deviation. It suffered a maximum drawdown of -27.73% that required 92 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
Tony Dong Cockroach Portfolio To EUR
Weight
(%)		 Ticker Name
20.00
2B7A.DE
iShares S&P 500 Utilities
20.00
2B7D.DE
iShares S&P 500 Consumer Staples
20.00
QDVG.DE
iShares S&P 500 Health Care
20.00
IUSM.DE
iShares USD Treasury Bond 7-10yr
20.00
PHAU
WisdomTree Physical Gold
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Portfolio Returns as of Jun 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
Capital Growth
30 Years
(1995/07 - 2025/06)
All Data
(1993/07 - 2025/06)
Inflation Adjusted:
Swipe left to see all data
Initial Amount € Final Amount € Total Return (%) Annualized (%)
David Swensen Yale Endowment To EUR
David Swensen 		1 € 11.19 € 1 018.79% 8.38%
Tony Dong Cockroach Portfolio To EUR
Tony Dong 		1 € 12.38 € 1 138.19% 8.75%
Jul 1995 Jun 2025

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Initial Amount € Final Amount € Total Return (%) Annualized (%)
David Swensen Yale Endowment To EUR
David Swensen 		1 € 6.12 € 511.56% 6.22%
Tony Dong Cockroach Portfolio To EUR
Tony Dong 		1 € 6.77 € 576.82% 6.58%
Jul 1995 Jun 2025

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Initial Amount € Final Amount € Total Return (%) Annualized (%)
David Swensen Yale Endowment To EUR
David Swensen 		1 € 10.84 € 984.06% 7.73%
Tony Dong Cockroach Portfolio To EUR
Tony Dong 		1 € 12.25 € 1 124.74% 8.14%
Jul 1993 Jun 2025

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Initial Amount € Final Amount € Total Return (%) Annualized (%)
David Swensen Yale Endowment To EUR
David Swensen 		1 € 5.61 € 461.10% 5.54%
Tony Dong Cockroach Portfolio To EUR
Tony Dong 		1 € 6.34 € 533.91% 5.94%
Jul 1993 Jun 2025

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Return (%) as of Jun 30, 2025
YTD
(6M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~32Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_david_swensen.webp Yale Endowment
David Swensen 		-4.57 -0.51 -4.57 2.54 8.26 6.76 8.38 7.73
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_tony_dong.webp Cockroach Portfolio
Tony Dong 		-3.62 -3.18 -3.62 4.07 7.03 7.25 8.75 8.14
Returns over 1 year are annualized.
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Portfolio Metrics as of Jun 30, 2025

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

METRIC COMPARISON
Period: 1 July 2024 - 30 June 2025 (1 year)
Period: 1 July 2020 - 30 June 2025 (5 years)
Period: 1 July 2015 - 30 June 2025 (10 years)
Period: 1 July 1995 - 30 June 2025 (30 years)
Period: 1 July 1993 - 30 June 2025 (~32 years)
1 Year
5 Years
10 Years
30 Years
All (1993/07 - 2025/06)
Swipe left to see all data
Yale Endowment To EUR Cockroach Portfolio To EUR
Author David Swensen Tony Dong
ASSET ALLOCATION
Stocks 70% 60%
Fixed Income 30% 20%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 2.54 4.07
Infl. Adjusted (%) 0.85 2.35
DRAWDOWN
Deepest Drawdown Depth (%) -9.87 -9.14
Start to Recovery (months) 5* 4*
Longest Drawdown Depth (%) -9.87 -9.14
Start to Recovery (months) 5* 4*
Longest Negative Period (months) 10 9*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 10.56 9.69
Sharpe Ratio -0.20 -0.06
Sortino Ratio -0.27 -0.08
Ulcer Index 4.30 3.64
Ratio: Return / Standard Deviation 0.24 0.42
Ratio: Return / Deepest Drawdown 0.26 0.45
Metrics calculated over the period 1 July 2024 - 30 June 2025
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Yale Endowment To EUR Cockroach Portfolio To EUR
Author David Swensen Tony Dong
ASSET ALLOCATION
Stocks 70% 60%
Fixed Income 30% 20%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 8.26 7.03
Infl. Adjusted (%) 4.08 2.89
DRAWDOWN
Deepest Drawdown Depth (%) -13.34 -9.14
Start to Recovery (months) 26 4*
Longest Drawdown Depth (%) -13.34 -8.66
Start to Recovery (months) 26 20
Longest Negative Period (months) 28 23
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 10.39 8.11
Sharpe Ratio 0.54 0.54
Sortino Ratio 0.75 0.79
Ulcer Index 5.57 3.81
Ratio: Return / Standard Deviation 0.80 0.87
Ratio: Return / Deepest Drawdown 0.62 0.77
Metrics calculated over the period 1 July 2020 - 30 June 2025
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Yale Endowment To EUR Cockroach Portfolio To EUR
Author David Swensen Tony Dong
ASSET ALLOCATION
Stocks 70% 60%
Fixed Income 30% 20%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 6.76 7.25
Infl. Adjusted (%) 4.16 4.64
DRAWDOWN
Deepest Drawdown Depth (%) -14.41 -11.87
Start to Recovery (months) 12 21
Longest Drawdown Depth (%) -13.34 -11.87
Start to Recovery (months) 26 21
Longest Negative Period (months) 28 28
RISK INDICATORS
Standard Deviation (%) 10.34 8.19
Sharpe Ratio 0.48 0.66
Sortino Ratio 0.65 0.97
Ulcer Index 4.97 4.05
Ratio: Return / Standard Deviation 0.65 0.88
Ratio: Return / Deepest Drawdown 0.47 0.61
Metrics calculated over the period 1 July 2015 - 30 June 2025
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Yale Endowment To EUR Cockroach Portfolio To EUR
Author David Swensen Tony Dong
ASSET ALLOCATION
Stocks 70% 60%
Fixed Income 30% 20%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 8.38 8.75
Infl. Adjusted (%) 6.22 6.58
DRAWDOWN
Deepest Drawdown Depth (%) -34.67 -27.73
Start to Recovery (months) 36 92
Longest Drawdown Depth (%) -27.15 -27.73
Start to Recovery (months) 50 92
Longest Negative Period (months) 112 108
RISK INDICATORS
Standard Deviation (%) 11.13 9.93
Sharpe Ratio 0.55 0.65
Sortino Ratio 0.75 0.92
Ulcer Index 9.08 8.50
Ratio: Return / Standard Deviation 0.75 0.88
Ratio: Return / Deepest Drawdown 0.24 0.32
Metrics calculated over the period 1 July 1995 - 30 June 2025
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Yale Endowment To EUR Cockroach Portfolio To EUR
Author David Swensen Tony Dong
ASSET ALLOCATION
Stocks 70% 60%
Fixed Income 30% 20%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 7.73 8.14
Infl. Adjusted (%) 5.54 5.94
DRAWDOWN
Deepest Drawdown Depth (%) -34.67 -27.73
Start to Recovery (months) 36 92
Longest Drawdown Depth (%) -27.15 -27.73
Start to Recovery (months) 50 92
Longest Negative Period (months) 112 108
RISK INDICATORS
Standard Deviation (%) 11.12 9.99
Sharpe Ratio 0.48 0.58
Sortino Ratio 0.66 0.82
Ulcer Index 9.40 8.53
Ratio: Return / Standard Deviation 0.70 0.82
Ratio: Return / Deepest Drawdown 0.22 0.29
Metrics calculated over the period 1 July 1993 - 30 June 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 July 1995 - 30 June 2025 (30 years)
Period: 1 July 1993 - 30 June 2025 (~32 years)
30 Years
(1995/07 - 2025/06)

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Yale Endowment To EUR Cockroach Portfolio To EUR
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-34.67 36 Jun 2007
May 2010
-27.73 92 Jun 2001
Jan 2009
-27.15 50 Jun 2001
Jul 2005
-14.84 12 Apr 1998
Mar 1999
-14.41 12 Feb 2020
Jan 2021
-13.34 26 Jan 2022
Feb 2024
-11.87 21 Mar 2017
Nov 2018
-10.38 7 Jul 1998
Jan 1999
-9.87 16 Apr 2015
Jul 2016
-9.87 5* Feb 2025
In progress
-9.45 7 Nov 2000
May 2001
-9.26 11 Feb 2009
Dec 2009
-9.14 4* Mar 2025
In progress
-8.66 20 Aug 2022
Mar 2024
-8.52 7 Nov 2000
May 2001

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Yale Endowment To EUR Cockroach Portfolio To EUR
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-34.67 36 Jun 2007
May 2010
-27.73 92 Jun 2001
Jan 2009
-27.15 50 Jun 2001
Jul 2005
-20.94 24 Feb 1994
Jan 1996
-14.84 12 Apr 1998
Mar 1999
-14.41 12 Feb 2020
Jan 2021
-13.85 26 Aug 1993
Sep 1995
-13.34 26 Jan 2022
Feb 2024
-11.87 21 Mar 2017
Nov 2018
-10.38 7 Jul 1998
Jan 1999
-9.87 16 Apr 2015
Jul 2016
-9.87 5* Feb 2025
In progress
-9.45 7 Nov 2000
May 2001
-9.26 11 Feb 2009
Dec 2009
-9.14 4* Mar 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 July 1993 - 30 June 2025 (~32 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 Cockroach Portfolio To EUR
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 -4.57 -9.87 -3.62 -9.14
2024
 17.17 -2.40 20.06 -3.58
2023
 12.01 -5.35 -2.00 -4.33
2022
 -13.34 -13.34 3.37 -4.54
2021
 28.47 -1.59 20.24 -3.35
2020
 0.96 -14.41 0.88 -5.41
2019
 23.23 -2.03 23.28 -1.26
2018
 -1.88 -7.33 3.73 -5.71
2017
 1.36 -5.64 -1.31 -7.19
2016
 9.33 -3.56 9.03 -3.79
2015
 9.04 -9.87 10.93 -7.13
2014
 23.90 0.00 31.16 -0.39
2013
 7.29 -4.59 4.93 -6.78
2012
 9.79 -4.03 5.65 -6.65
2011
 6.10 -5.68 18.09 -3.36
2010
 21.79 -3.07 20.07 -4.42
2009
 23.79 -8.62 10.19 -9.26
2008
 -23.92 -23.92 -5.18 -8.78
2007
 -4.61 -8.43 4.77 -5.55
2006
 5.74 -7.46 1.84 -5.63
2005
 24.07 -2.31 25.02 -2.17
2004
 6.91 -3.23 0.51 -5.00
2003
 5.35 -5.24 -3.61 -5.97
2002
 -18.19 -21.56 -16.62 -21.81
2001
 2.85 -13.37 2.06 -10.54
2000
 10.39 -8.34 17.19 -8.28
1999
 31.22 -5.49 14.93 -5.39
1998
 1.61 -14.84 8.48 -10.38
1997
 30.61 -7.53 29.60 -8.34
1996
 19.46 -4.82 10.09 -5.37
1995
 12.78 -6.15 21.58 -3.19
1994
 -13.46 -17.19 -11.13 -13.79
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