Last Update: 31 March 2024
The Dynamic 60/40 Income Portfolio obtained a 7.13% compound annual return, with a 9.33% standard deviation, in the last 30 Years.
The David Swensen Lazy Portfolio obtained a 8.02% compound annual return, with a 10.84% standard deviation, in the last 30 Years.
Summary
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| Dynamic 60/40 Income Portfolio | David Swensen Lazy Portfolio | ||
|---|---|---|---|
| Portfolio Risk | High | High | |
| Asset Allocation | Stocks | 60% | 70% |
| Fixed Income | 40% | 30% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +7.13% | +8.02% |
| Std Dev | 9.33% | 10.84% | |
| Max Drawdown | -41.44% | -40.89% | |
| All time Stats (Since Jan 1992) |
Return | +7.42% | +8.13% |
| Std Dev | 9.10% | 10.66% | |
| Max Drawdown | -41.44% | -40.89% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1992
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| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Dynamic 60/40 Income Portfolio | +1.24 | +12.08 | +11.69 | +5.17 | +5.47 | +7.13 | +7.42 |
| David Swensen Lazy Portfolio | +1.92 | +14.01 | +12.52 | +6.61 | +6.43 | +8.02 | +8.13 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Dynamic 60/40 Income Portfolio: an investment of 1$, since April 1994,
now would be worth 7.90$, with a total return of 690.39%
(7.13% annualized).
David Swensen Lazy Portfolio: an investment of 1$, since April 1994, now would be worth 10.11$, with a total return of 910.56% (8.02% annualized).
David Swensen Lazy Portfolio: an investment of 1$, since April 1994, now would be worth 10.11$, with a total return of 910.56% (8.02% annualized).
Dynamic 60/40 Income Portfolio: an investment of 1$, since January 1992,
now would be worth 10.05$, with a total return of 905.43%
(7.42% annualized).
David Swensen Lazy Portfolio: an investment of 1$, since January 1992, now would be worth 12.44$, with a total return of 1143.92% (8.13% annualized).
David Swensen Lazy Portfolio: an investment of 1$, since January 1992, now would be worth 12.44$, with a total return of 1143.92% (8.13% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Dynamic 60/40 Income Portfolio
|
David Swensen Lazy Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -41.44% | Jun 2007 | Feb 2009 (21) | Sep 2010 (40) | 16.67 | |||||
| -40.89% | Nov 2007 | Feb 2009 (16) | Dec 2010 (38) | 17.98 | |||||
| -22.43% | Jan 2022 | Sep 2022 (9) | In progress (27) | 12.68 | |||||
| -18.21% | Jan 2022 | Sep 2022 (9) | In progress (27) | 11.22 | |||||
| -14.66% | Feb 2020 | Mar 2020 (2) | Aug 2020 (7) | 6.73 | |||||
| -14.24% | Feb 2020 | Mar 2020 (2) | Nov 2020 (10) | 5.81 | |||||
| -12.40% | May 2011 | Sep 2011 (5) | Feb 2012 (10) | 5.05 | |||||
| -11.28% | Apr 1998 | Aug 1998 (5) | Dec 1998 (9) | 4.62 | |||||
| -10.67% | Sep 2000 | Sep 2002 (25) | May 2003 (33) | 5.86 | |||||
| -10.41% | Jun 2011 | Sep 2011 (4) | Jan 2012 (8) | 4.57 | |||||
| -8.18% | Sep 2018 | Dec 2018 (4) | Mar 2019 (7) | 3.73 | |||||
| -7.02% | Jul 1998 | Aug 1998 (2) | Dec 1998 (6) | 3.48 | |||||
| -6.84% | Mar 2015 | Sep 2015 (7) | Jun 2016 (16) | 3.51 | |||||
| -6.80% | Sep 2018 | Dec 2018 (4) | Feb 2019 (6) | 3.15 | |||||
| -6.19% | Apr 2002 | Oct 2002 (7) | Apr 2003 (13) | 2.86 | |||||
| -5.90% | Apr 2004 | Apr 2004 (1) | Sep 2004 (6) | 3.15 | |||||
| -5.41% | Sep 1994 | Nov 1994 (3) | Apr 1995 (8) | 2.89 | |||||
| -4.74% | May 2012 | May 2012 (1) | Aug 2012 (4) | 2.23 | |||||
| -4.57% | May 2013 | Aug 2013 (4) | Oct 2013 (6) | 2.56 | |||||
| -4.42% | Apr 2015 | Sep 2015 (6) | Mar 2016 (12) | 2.43 | |||||
Drawdown comparison chart since January 1992.
Swipe left to see all data
|
Dynamic 60/40 Income Portfolio
|
David Swensen Lazy Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -41.44% | Jun 2007 | Feb 2009 (21) | Sep 2010 (40) | 16.67 | |||||
| -40.89% | Nov 2007 | Feb 2009 (16) | Dec 2010 (38) | 17.98 | |||||
| -22.43% | Jan 2022 | Sep 2022 (9) | In progress (27) | 12.68 | |||||
| -18.21% | Jan 2022 | Sep 2022 (9) | In progress (27) | 11.22 | |||||
| -14.66% | Feb 2020 | Mar 2020 (2) | Aug 2020 (7) | 6.73 | |||||
| -14.24% | Feb 2020 | Mar 2020 (2) | Nov 2020 (10) | 5.81 | |||||
| -12.40% | May 2011 | Sep 2011 (5) | Feb 2012 (10) | 5.05 | |||||
| -11.28% | Apr 1998 | Aug 1998 (5) | Dec 1998 (9) | 4.62 | |||||
| -10.67% | Sep 2000 | Sep 2002 (25) | May 2003 (33) | 5.86 | |||||
| -10.41% | Jun 2011 | Sep 2011 (4) | Jan 2012 (8) | 4.57 | |||||
| -8.21% | Feb 1994 | Nov 1994 (10) | May 1995 (16) | 5.21 | |||||
| -8.18% | Sep 2018 | Dec 2018 (4) | Mar 2019 (7) | 3.73 | |||||
| -7.02% | Jul 1998 | Aug 1998 (2) | Dec 1998 (6) | 3.48 | |||||
| -6.84% | Mar 2015 | Sep 2015 (7) | Jun 2016 (16) | 3.51 | |||||
| -6.80% | Feb 1994 | Nov 1994 (10) | Apr 1995 (15) | 3.87 | |||||
| -6.80% | Sep 2018 | Dec 2018 (4) | Feb 2019 (6) | 3.15 | |||||
| -6.19% | Apr 2002 | Oct 2002 (7) | Apr 2003 (13) | 2.86 | |||||
| -5.90% | Apr 2004 | Apr 2004 (1) | Sep 2004 (6) | 3.15 | |||||
| -4.74% | May 2012 | May 2012 (1) | Aug 2012 (4) | 2.23 | |||||
| -4.57% | May 2013 | Aug 2013 (4) | Oct 2013 (6) | 2.56 | |||||
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.
The highlighted returns represent the highest values for that specific year.
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| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+2.73%
|
-0.14% |
+3.17%
|
-1.06% |
| 2023 |
+12.28%
|
-6.45% |
+14.13%
|
-8.59% |
| 2022 |
-15.89%
|
-18.21% |
-17.86%
|
-22.43% |
| 2021 |
+15.27%
|
-2.58% |
+17.34%
|
-3.57% |
| 2020 |
+6.26%
|
-14.24% |
+10.56%
|
-14.66% |
| 2019 |
+18.59%
|
-1.55% |
+21.27%
|
-2.73% |
| 2018 |
-3.28%
|
-6.80% |
-5.67%
|
-8.18% |
| 2017 |
+8.11%
|
-0.39% |
+13.94%
|
0.00% |
| 2016 |
+7.39%
|
-2.92% |
+7.74%
|
-3.13% |
| 2015 |
+0.49%
|
-4.42% |
-0.95%
|
-6.84% |
| 2014 |
+11.87%
|
-2.32% |
+9.97%
|
-3.50% |
| 2013 |
+8.15%
|
-3.78% |
+10.89%
|
-4.57% |
| 2012 |
+12.84%
|
-3.09% |
+13.49%
|
-4.74% |
| 2011 |
+3.16%
|
-10.41% |
+2.21%
|
-12.40% |
| 2010 |
+14.75%
|
-5.96% |
+15.37%
|
-7.79% |
| 2009 |
+25.31%
|
-19.50% |
+24.86%
|
-16.73% |
| 2008 |
-21.78%
|
-30.14% |
-25.53%
|
-30.78% |
| 2007 |
-3.54%
|
-7.01% |
+5.59%
|
-4.67% |
| 2006 |
+14.28%
|
-1.89% |
+17.84%
|
-2.82% |
| 2005 |
+5.27%
|
-2.10% |
+8.97%
|
-2.65% |
| 2004 |
+12.11%
|
-4.29% |
+16.10%
|
-5.90% |
| 2003 |
+22.26%
|
0.00% |
+26.85%
|
-1.91% |
| 2002 |
-0.78%
|
-6.19% |
-3.41%
|
-9.34% |
| 2001 |
+5.55%
|
-3.29% |
-1.71%
|
-9.38% |
| 2000 |
+5.79%
|
-3.60% |
+3.13%
|
-5.95% |
| 1999 |
+4.89%
|
-3.30% |
+12.70%
|
-3.25% |
| 1998 |
+5.13%
|
-7.02% |
+8.13%
|
-11.28% |
| 1997 |
+16.74%
|
-0.91% |
+15.35%
|
-3.79% |
| 1996 |
+16.21%
|
-0.78% |
+15.04%
|
-2.41% |
| 1995 |
+20.42%
|
-0.12% |
+20.31%
|
-1.03% |
| 1994 |
-3.20%
|
-6.80% |
-2.86%
|
-8.21% |
| 1993 |
+14.00%
|
-1.75% |
+20.71%
|
-3.68% |
| 1992 |
+13.92%
|
-0.48% |
+5.36%
|
-3.21% |
