European Stocks vs David Swensen Lazy Portfolio Comparison

Last Update: 29 February 2024

The European Stocks Portfolio obtained a 6.89% compound annual return, with a 17.88% standard deviation, in the last 30 Years.

The David Swensen Lazy Portfolio obtained a 7.78% compound annual return, with a 10.88% standard deviation, in the last 30 Years.

Summary

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European Stocks Portfolio David Swensen Lazy Portfolio
Portfolio Risk Very High High
Asset Allocation Stocks 100% 70%
Fixed Income 0% 30%
Commodities 0% 0%
30 Years Stats Return +6.89% +7.78%
Std Dev 17.88% 10.88%
Max Drawdown -59.77% -40.89%
All time Stats
(Since Jan 1985)
Return +9.84% +9.42%
Std Dev 17.89% 10.79%
Max Drawdown -59.77% -40.89%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
European Stocks Portfolio +2.40 +8.31 +12.91 +7.52 +4.24 +6.89 +9.84
David Swensen Lazy Portfolio +2.31 +7.32 +12.41 +6.63 +6.26 +7.78 +9.42
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

European Stocks Portfolio: an investment of 1$, since March 1994, now would be worth 7.39$, with a total return of 638.80% (6.89% annualized).

David Swensen Lazy Portfolio: an investment of 1$, since March 1994, now would be worth 9.46$, with a total return of 846.33% (7.78% annualized).

European Stocks Portfolio: an investment of 1$, since January 1985, now would be worth 39.53$, with a total return of 3853.06% (9.84% annualized).

David Swensen Lazy Portfolio: an investment of 1$, since January 1985, now would be worth 33.94$, with a total return of 3293.96% (9.42% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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European Stocks 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
-59.77% Nov 2007 Feb 2009 (16) Apr 2014 (78) 30.21
-45.88% Apr 2000 Sep 2002 (30) Dec 2004 (57) 25.84
-40.89% Nov 2007 Feb 2009 (16) Dec 2010 (38) 17.98
-30.98% Sep 2021 Sep 2022 (13) Dec 2023 (28) 12.78
-25.65% Jan 2020 Mar 2020 (3) Nov 2020 (11) 13.06
-22.43% Jan 2022 Sep 2022 (9) In progress (26) 12.90
-20.91% Jun 2014 Feb 2016 (21) May 2017 (36) 11.28
-19.44% Feb 2018 Dec 2018 (11) Dec 2019 (23) 9.54
-16.03% Aug 1998 Sep 1998 (2) Apr 1999 (9) 7.40
-14.66% Feb 2020 Mar 2020 (2) Aug 2020 (7) 6.73
-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
-8.18% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.73
-7.18% Jan 2000 Jan 2000 (1) Mar 2000 (3) 3.76
-6.84% Mar 2015 Sep 2015 (7) Jun 2016 (16) 3.51
-6.06% Mar 1994 Nov 1994 (9) Apr 1995 (14) 3.55
-5.90% Apr 2004 Apr 2004 (1) Sep 2004 (6) 3.15
-5.68% Aug 1997 Aug 1997 (1) Sep 1997 (2) 3.28
-5.18% May 1994 Jun 1994 (2) Aug 1994 (4) 2.96

Drawdown comparison chart since January 1985.

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European Stocks 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
-59.77% Nov 2007 Feb 2009 (16) Apr 2014 (78) 30.21
-45.88% Apr 2000 Sep 2002 (30) Dec 2004 (57) 25.84
-40.89% Nov 2007 Feb 2009 (16) Dec 2010 (38) 17.98
-30.98% Sep 2021 Sep 2022 (13) Dec 2023 (28) 12.78
-25.65% Jan 2020 Mar 2020 (3) Nov 2020 (11) 13.06
-23.15% Oct 1987 Nov 1987 (2) Jul 1989 (22) 13.00
-22.43% Jan 2022 Sep 2022 (9) In progress (26) 12.90
-20.91% Jun 2014 Feb 2016 (21) May 2017 (36) 11.28
-20.21% Aug 1990 Sep 1990 (2) May 1992 (22) 10.46
-19.44% Feb 2018 Dec 2018 (11) Dec 2019 (23) 9.54
-16.20% Sep 1987 Nov 1987 (3) Dec 1988 (16) 7.26
-16.03% Aug 1998 Sep 1998 (2) Apr 1999 (9) 7.40
-14.66% Feb 2020 Mar 2020 (2) Aug 2020 (7) 6.73
-12.85% Jun 1992 Nov 1992 (6) Aug 1993 (15) 7.00
-12.63% Jan 1990 Sep 1990 (9) Feb 1991 (14) 6.15
-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
-8.83% May 1986 May 1986 (1) Aug 1986 (4) 5.18
-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
+1.15%
-1.23%
+1.23%
-1.06%
2023
+20.21%
-11.19%
+14.13%
-8.59%
2022
-16.00%
-30.58%
-17.86%
-22.43%
2021
+16.88%
-5.48%
+17.34%
-3.57%
2020
+6.11%
-25.65%
+10.56%
-14.66%
2019
+24.86%
-5.67%
+21.27%
-2.73%
2018
-14.91%
-19.44%
-5.67%
-8.18%
2017
+26.99%
-0.51%
+13.94%
0.00%
2016
-0.37%
-8.60%
+7.74%
-3.13%
2015
-1.94%
-11.47%
-0.95%
-6.84%
2014
-7.10%
-11.75%
+9.97%
-3.50%
2013
+24.38%
-4.42%
+10.89%
-4.57%
2012
+21.57%
-14.17%
+13.49%
-4.74%
2011
-11.64%
-27.74%
+2.21%
-12.40%
2010
+6.05%
-17.10%
+15.37%
-7.79%
2009
+31.33%
-22.78%
+24.86%
-16.73%
2008
-44.71%
-48.36%
-25.53%
-30.78%
2007
+13.24%
-5.77%
+5.59%
-4.67%
2006
+33.06%
-2.93%
+17.84%
-2.82%
2005
+9.26%
-4.49%
+8.97%
-2.65%
2004
+20.86%
-3.93%
+16.10%
-5.90%
2003
+38.70%
-9.25%
+26.85%
-1.91%
2002
-17.95%
-25.96%
-3.41%
-9.34%
2001
-20.30%
-27.21%
-1.71%
-9.38%
2000
-8.21%
-14.23%
+3.13%
-5.95%
1999
+16.66%
-4.90%
+12.70%
-3.25%
1998
+28.86%
-16.03%
+8.13%
-11.28%
1997
+24.23%
-5.68%
+15.35%
-3.79%
1996
+21.25%
-1.20%
+15.04%
-2.41%
1995
+22.28%
-3.97%
+20.31%
-1.03%
1994
+1.88%
-7.00%
-2.86%
-8.21%
1993
+29.13%
-2.19%
+20.71%
-3.68%
1992
-3.32%
-12.85%
+5.36%
-3.21%
1991
+12.40%
-12.16%
+29.05%
-3.46%
1990
-3.87%
-20.21%
-6.06%
-12.63%
1989
+28.18%
-6.85%
+21.59%
-1.39%
1988
+13.69%
-6.81%
+15.34%
-2.25%
1987
+7.05%
-23.15%
+2.49%
-16.20%
1986
+40.96%
-8.83%
+23.31%
-3.94%
1985
+78.72%
0.00%
+29.41%
-1.92%