Frank Armstrong Ideal Index vs David Swensen Yale Endowment Portfolio Comparison

Last Update: 31 May 2024

The Frank Armstrong Ideal Index Portfolio obtained a 6.85% compound annual return, with a 10.70% standard deviation, in the last 30 Years.

The David Swensen Yale Endowment Portfolio obtained a 8.00% compound annual return, with a 10.84% standard deviation, in the last 30 Years.

Summary

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Frank Armstrong Ideal Index Portfolio David Swensen Yale Endowment Portfolio
Portfolio Risk High High
Asset Allocation Stocks 70% 70%
Fixed Income 30% 30%
Commodities 0% 0%
30 Years Stats Return +6.85% +8.00%
Std Dev 10.70% 10.84%
Max Drawdown -40.11% -40.68%
All time Stats
(Since Jan 1985)
Return +8.52% +9.43%
Std Dev 10.62% 10.76%
Max Drawdown -40.11% -40.68%
Last Update: 31 May 2024

Historical Returns as of May 31, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Frank Armstrong Ideal Index Portfolio +3.15 +8.81 +13.72 +6.62 +5.37 +6.85 +8.52
David Swensen Yale Endowment Portfolio +3.61 +8.44 +13.53 +6.93 +6.14 +8.00 +9.43
Return over 1 year are annualized.

Capital Growth as of May 31, 2024

Frank Armstrong Ideal Index Portfolio: an investment of 1$, since June 1994, now would be worth 7.30$, with a total return of 630.01% (6.85% annualized).

David Swensen Yale Endowment Portfolio: an investment of 1$, since June 1994, now would be worth 10.05$, with a total return of 905.28% (8.00% annualized).


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Frank Armstrong Ideal Index Portfolio: an investment of 1$, since January 1985, now would be worth 25.14$, with a total return of 2414.34% (8.52% annualized).

David Swensen Yale Endowment Portfolio: an investment of 1$, since January 1985, now would be worth 34.93$, with a total return of 3392.94% (9.43% annualized).


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Drawdowns

Drawdown comparison chart since June 1994.


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Frank Armstrong Ideal Index 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
-40.68% Nov 2007 Feb 2009 (16) Dec 2010 (38) 18.05
-40.11% Nov 2007 Feb 2009 (16) Feb 2011 (40) 17.98
-22.63% Jan 2022 Sep 2022 (9) In progress (29) 12.26
-18.25% Jan 2022 Sep 2022 (9) Mar 2024 (27) 8.72
-17.16% Jan 2020 Mar 2020 (3) Nov 2020 (11) 7.90
-16.33% Feb 2001 Sep 2002 (20) Oct 2003 (33) 8.83
-15.51% May 2011 Sep 2011 (5) Dec 2012 (20) 6.02
-14.79% Feb 2020 Mar 2020 (2) Aug 2020 (7) 6.82
-12.21% May 1998 Aug 1998 (4) Dec 1998 (8) 5.81
-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
-9.48% Sep 2018 Dec 2018 (4) Apr 2019 (8) 4.31
-8.72% Jun 2015 Feb 2016 (9) Jul 2016 (14) 4.53
-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
-5.59% Sep 2000 Nov 2000 (3) Jan 2001 (5) 2.62
-5.41% Sep 1994 Nov 1994 (3) Apr 1995 (8) 2.89
-4.70% May 2012 May 2012 (1) Aug 2012 (4) 2.19

Drawdown comparison chart since January 1985.


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Frank Armstrong Ideal Index 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
-40.68% Nov 2007 Feb 2009 (16) Dec 2010 (38) 18.05
-40.11% Nov 2007 Feb 2009 (16) Feb 2011 (40) 17.98
-22.63% Jan 2022 Sep 2022 (9) In progress (29) 12.26
-18.25% Jan 2022 Sep 2022 (9) Mar 2024 (27) 8.72
-17.16% Jan 2020 Mar 2020 (3) Nov 2020 (11) 7.90
-16.33% Feb 2001 Sep 2002 (20) Oct 2003 (33) 8.83
-16.20% Sep 1987 Nov 1987 (3) Dec 1988 (16) 7.26
-15.51% May 2011 Sep 2011 (5) Dec 2012 (20) 6.02
-14.90% Sep 1987 Nov 1987 (3) Oct 1988 (14) 6.97
-14.79% Feb 2020 Mar 2020 (2) Aug 2020 (7) 6.82
-14.74% Jan 1990 Sep 1990 (9) Mar 1991 (15) 7.43
-12.63% Jan 1990 Sep 1990 (9) Feb 1991 (14) 6.15
-12.21% May 1998 Aug 1998 (4) Dec 1998 (8) 5.81
-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
-9.48% Sep 2018 Dec 2018 (4) Apr 2019 (8) 4.31
-8.72% Jun 2015 Feb 2016 (9) Jul 2016 (14) 4.53
-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
+3.31%
-3.05%
+3.06%
-3.92%
2023
+12.04%
-8.07%
+14.45%
-8.62%
2022
-11.91%
-18.25%
-17.82%
-22.63%
2021
+13.98%
-2.66%
+17.84%
-3.58%
2020
+6.95%
-17.16%
+10.35%
-14.79%
2019
+17.96%
-4.04%
+21.39%
-2.68%
2018
-6.68%
-9.48%
-5.76%
-8.41%
2017
+13.88%
-0.15%
+13.79%
0.00%
2016
+9.05%
-4.06%
+7.40%
-3.21%
2015
-1.66%
-7.44%
-0.29%
-6.50%
2014
+4.16%
-3.12%
+9.76%
-3.40%
2013
+16.03%
-2.21%
+12.04%
-4.27%
2012
+12.36%
-6.57%
+13.44%
-4.70%
2011
-2.98%
-15.51%
+2.46%
-12.17%
2010
+13.00%
-8.67%
+14.85%
-7.93%
2009
+21.58%
-16.28%
+23.34%
-16.98%
2008
-24.86%
-27.96%
-25.11%
-30.37%
2007
+5.91%
-4.80%
+4.93%
-4.58%
2006
+17.74%
-2.78%
+17.78%
-2.66%
2005
+8.40%
-2.89%
+8.67%
-2.69%
2004
+14.62%
-3.40%
+16.01%
-5.84%
2003
+26.78%
-3.93%
+26.59%
-1.98%
2002
-7.53%
-13.72%
-3.49%
-9.34%
2001
-3.80%
-11.76%
-1.98%
-9.29%
2000
+2.04%
-5.59%
+3.33%
-5.76%
1999
+13.53%
-2.81%
+13.91%
-2.69%
1998
+8.85%
-12.21%
+8.26%
-10.97%
1997
+12.22%
-4.02%
+15.25%
-3.44%
1996
+11.54%
-3.03%
+15.04%
-2.41%
1995
+16.29%
-1.64%
+20.31%
-1.03%
1994
+1.99%
-4.20%
-2.86%
-8.21%
1993
+17.70%
-4.41%
+20.71%
-3.68%
1992
+3.75%
-3.20%
+5.36%
-3.21%
1991
+20.38%
-3.65%
+29.05%
-3.46%
1990
-9.45%
-14.74%
-6.06%
-12.63%
1989
+15.59%
-2.18%
+21.59%
-1.39%
1988
+17.45%
-2.71%
+15.34%
-2.25%
1987
+10.19%
-14.90%
+2.49%
-16.20%
1986
+28.89%
-3.91%
+23.31%
-3.94%
1985
+31.78%
-1.78%
+30.22%
-1.80%