John Wasik Nano vs David Swensen Yale Endowment Portfolio Comparison

Last Update: 31 May 2023

The John Wasik Nano Portfolio obtained a 7.04% compound annual return, with a 9.55% standard deviation, in the last 30 Years.

The David Swensen Yale Endowment Portfolio obtained a 8.06% compound annual return, with a 10.83% standard deviation, in the last 30 Years.

Summary

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John Wasik Nano Portfolio David Swensen Yale Endowment Portfolio
Risk High High
Asset Allocation Stocks 60% 70%
Fixed Income 40% 30%
Commodities 0% 0%
30 Years Stats Return +7.04% +8.06%
Std Dev 9.55% 10.83%
Max Drawdown -36.66% -39.48%

Last Update: 31 May 2023

Historical Returns as of May 31, 2023

Comparison period starts from January 1985

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1M 6M 1Y 5Y(*) 10Y(*) 30Y(*) MAX(*)
John Wasik Nano Portfolio -2.08 +0.73 -3.70 +4.41 +5.15 +7.04 +8.64
David Swensen Yale Endowment Portfolio -2.03 +0.22 -5.06 +4.71 +6.09 +8.06 +9.69
(*) Returns over 1 year are annualized

Capital Growth as of May 31, 2023

John Wasik Nano Portfolio: an investment of 1000$, since June 1993, now would be worth 7703.88$, with a total return of 670.39% (7.04% annualized).

David Swensen Yale Endowment Portfolio: an investment of 1000$, since June 1993, now would be worth 10229.18$, with a total return of 922.92% (8.06% annualized).

John Wasik Nano Portfolio: an investment of 1000$, since January 1985, now would be worth 24158.54$, with a total return of 2315.85% (8.64% annualized).

David Swensen Yale Endowment Portfolio: an investment of 1000$, since January 1985, now would be worth 34927.27$, with a total return of 3392.73% (9.69% annualized).

Drawdowns

Drawdown comparison chart since May 1993.

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John Wasik Nano Portfolio
David Swensen Yale Endowment Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-39.48% Nov 2007 Feb 2009
-36.66% Nov 2007 Feb 2009
-25.53% Jan 2022 Sep 2022
-22.12% Jan 2022 Sep 2022
-13.34% Feb 2020 Mar 2020
-13.19% Feb 2020 Mar 2020
-10.80% Sep 2000 Sep 2002
-10.52% Apr 1998 Aug 1998
-9.69% May 2011 Sep 2011
-8.80% Feb 1994 Nov 1994
-8.65% May 2011 Sep 2011
-8.51% Sep 2018 Dec 2018
-8.33% Jul 1998 Aug 1998
-7.38% Feb 1994 Nov 1994
-7.24% Jun 2002 Oct 2002
-7.23% Mar 2015 Sep 2015
-7.18% Sep 2018 Dec 2018
-6.27% Apr 2004 Apr 2004
-6.01% Feb 2001 Sep 2001
-5.73% Mar 2015 Sep 2015

Drawdown comparison chart since January 1985.

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John Wasik Nano Portfolio
David Swensen Yale Endowment Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-39.48% Nov 2007 Feb 2009
-36.66% Nov 2007 Feb 2009
-25.53% Jan 2022 Sep 2022
-22.12% Jan 2022 Sep 2022
-16.33% Sep 1987 Nov 1987
-13.67% Jan 1990 Sep 1990
-13.34% Feb 2020 Mar 2020
-13.19% Feb 2020 Mar 2020
-11.90% Sep 1987 Nov 1987
-11.67% Jan 1990 Sep 1990
-10.80% Sep 2000 Sep 2002
-10.52% Apr 1998 Aug 1998
-9.69% May 2011 Sep 2011
-8.80% Feb 1994 Nov 1994
-8.65% May 2011 Sep 2011
-8.51% Sep 2018 Dec 2018
-8.33% Jul 1998 Aug 1998
-7.38% Feb 1994 Nov 1994
-7.24% Jun 2002 Oct 2002
-7.23% Mar 2015 Sep 2015

Yearly Returns

Yearly return comparison. Common historical serie start from January 1985.

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Year John Wasik Nano Portfolio David Swensen Yale Endowment Portfolio
2023
 +3.73% +4.19%
2022
 -17.26% -21.08%
2021
 +16.29% +17.53%
2020
 +8.50% +12.03%
2019
 +19.75% +22.65%
2018
 -5.32% -6.20%
2017
 +11.54% +14.99%
2016
 +6.00% +7.39%
2015
 +0.12% -0.81%
2014
 +9.22% +13.38%
2013
 +9.31% +10.31%
2012
 +12.49% +13.55%
2011
 +3.71% +6.31%
2010
 +13.25% +15.25%
2009
 +19.70% +20.32%
2008
 -21.62% -21.94%
2007
 +3.53% +4.98%
2006
 +16.27% +17.42%
2005
 +7.29% +9.62%
2004
 +15.00% +16.80%
2003
 +23.73% +26.48%
2002
 -1.46% -3.11%
2001
 -0.90% -2.47%
2000
 +6.11% +4.18%
1999
 +10.50% +13.14%
1998
 +8.26% +8.63%
1997
 +14.11% +16.00%
1996
 +12.88% +14.56%
1995
 +18.62% +21.75%
1994
 -1.54% -3.27%
1993
 +17.13% +21.51%
1992
 +4.96% +5.31%
1991
 +22.28% +29.27%
1990
 -5.87% -6.61%
1989
 +15.85% +22.10%
1988
 +14.06% +15.93%
1987
 +6.15% +1.82%
1986
 +26.12% +25.68%
1985
 +30.93% +32.42%