- Portfolio Overview
- Holdings
- Performance
- Calculators
- Rolling Returns
- Drawdowns
Holdings
Historical Performance
The return data shown below all delayed by 3 months. Their latest dates are all the same: 11/29/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| David Swensen Six Asset Individual Investor Plan Asset Allocation Composite Moderate | NA | 15.67% | 0.86% | 5.49% | 5.30% | 6.43% | 7.11% | 8.21% |
| VFINX (VANGUARD 500 INDEX FUND INVESTOR SHARES) | NA | 34.25% | 10.57% | 15.70% | 13.31% | 14.08% | 10.54% | 8.97% |
| VSMGX (VANGUARD LIFESTRATEGY MODERATE GROWTH FUND INVESTOR SHARES) | NA | 18.09% | 3.51% | 6.88% | 6.22% | 7.13% | 6.08% | 5.92% |
| Ticker/Portfolio | Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | 1980 | 1979 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | David Swensen... Moderate | 1.10 | 15.67 | 0.86 | 5.49 | 5.30 | 6.43 | 7.11 | 8.21 | NA | 6.96 | 6.29 | -14.58 | 13.75 | 12.50 | 18.68 | -4.27 | 11.23 | 7.03 | -3.77 | 8.01 | 10.44 | 11.25 | 3.22 | 9.85 | 14.18 | 1.66 | 6.34 | 15.26 | 7.11 | 12.83 | 19.06 | 11.98 | 6.39 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| VFINX (VANGUA...R SHARES) | 1.08 | 34.25 | 10.57 | 15.70 | 13.31 | 14.08 | 10.54 | 8.97 | NA | 24.84 | 26.12 | -18.24 | 28.53 | 18.74 | 31.33 | -4.55 | 21.66 | 11.83 | 1.23 | 13.52 | 32.17 | 15.82 | 1.96 | 14.91 | 26.52 | -37.02 | 5.39 | 15.64 | 4.77 | 10.74 | 28.50 | -22.17 | -12.03 | -9.05 | 21.08 | 28.62 | 33.18 | 22.87 | 37.45 | 1.18 | 10.15 | 8.24 | 32.05 | -3.33 | 28.37 | 14.92 | 3.97 | 9.30 | 22.60 | 3.67 | 17.07 | 19.25 | -8.55 | 27.89 | -2.07 | |
| VSMGX (VANGUA...R SHARES) | 1.16 | 18.09 | 3.51 | 6.88 | 6.22 | 7.13 | 6.08 | 5.92 | NA | 10.28 | 15.51 | -16.01 | 10.08 | 13.59 | 19.30 | -6.28 | 14.86 | 7.09 | -2.21 | 6.38 | 14.73 | 9.78 | 0.12 | 13.14 | 20.35 | -26.49 | 7.21 | 13.30 | 5.68 | 11.76 | 22.40 | -10.34 | -4.78 | 1.27 | 14.09 | 21.59 | 17.90 | 10.77 | 26.58 | 2.04 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
| Sharpe Ratio | David Swensen... Moderate | NA | 0.26 | -0.36 | 0.40 | 0.46 | NA | NA | 0.84 | 0.25 | 0.05 | 0.30 | -1.67 | 1.87 | 1.68 | 2.95 | -0.69 | 2.39 | 1.10 | -0.54 | 1.35 | 1.51 | 1.54 | 0.23 | 1.01 | 1.32 | 0.10 | 0.33 | 1.74 | 0.77 | 1.79 | 3.16 | 2.01 | 0.62 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| VFINX (VANGUA...R SHARES) | NA | 0.38 | 0.45 | 0.79 | 0.58 | NA | NA | 0.44 | -0.41 | 1.44 | 1.69 | -0.81 | 2.17 | 0.53 | 2.40 | -0.34 | 3.16 | 0.89 | 0.08 | 1.19 | 2.90 | 1.25 | 0.08 | 0.82 | 0.97 | -0.92 | 0.15 | 1.24 | 0.25 | 0.88 | 1.63 | -0.90 | -0.68 | -0.59 | 0.98 | 1.24 | 1.62 | 1.63 | 4.33 | -0.18 | 0.91 | 0.58 | 1.92 | -0.53 | 1.73 | 0.60 | 0.00 | 0.31 | 1.49 | -0.24 | 0.80 | 0.65 | -1.27 | 1.19 | -3.84 | |
| VSMGX (VANGUA...R SHARES) | NA | 0.29 | 0.15 | 0.51 | 0.38 | NA | NA | 0.49 | -0.10 | 0.48 | 1.37 | -1.22 | 1.32 | 0.70 | 2.78 | -0.86 | 3.76 | 0.83 | -0.26 | 1.01 | 2.16 | 1.23 | 0.01 | 1.18 | 1.12 | -0.98 | 0.41 | 1.36 | 0.50 | 1.49 | 2.09 | -0.75 | -0.58 | -0.23 | 1.08 | 1.57 | 1.57 | 0.93 | 4.20 | 4.63 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
| Standard Deviation(%) | David Swensen... Moderate | NA | 6.91 | 7.72 | 7.60 | 7.10 | NA | NA | 7.74 | 6.59 | 6.97 | 6.89 | 9.57 | 7.36 | 7.30 | 5.86 | 8.09 | 4.43 | 6.21 | 7.09 | 5.94 | 6.91 | 7.26 | 13.88 | 9.68 | 10.71 | 7.57 | 10.25 | 6.90 | 6.42 | 6.66 | 5.81 | 5.41 | 6.57 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| VFINX (VANGUA...R SHARES) | NA | 19.34 | 18.36 | 17.85 | 18.44 | NA | NA | 18.11 | 27.98 | 12.67 | 13.09 | 24.19 | 13.11 | 34.69 | 12.48 | 17.11 | 6.68 | 13.11 | 15.51 | 11.39 | 11.07 | 12.74 | 23.36 | 18.07 | 27.22 | 40.99 | 16.02 | 10.04 | 10.29 | 11.10 | 17.04 | 25.96 | 21.55 | 22.20 | 18.17 | 20.48 | 18.21 | 11.77 | 7.77 | 9.92 | 8.83 | 9.93 | 14.69 | 16.06 | 13.09 | 17.07 | 33.80 | 16.55 | 11.67 | 12.80 | 13.62 | 18.09 | 14.61 | 16.53 | 23.80 | |
| VSMGX (VANGUA...R SHARES) | NA | 10.43 | 10.86 | 10.39 | 10.40 | NA | NA | 11.50 | 14.60 | 7.69 | 8.26 | 14.34 | 7.62 | 19.08 | 6.43 | 8.81 | 3.80 | 8.31 | 8.51 | 6.28 | 6.80 | 7.99 | 14.68 | 11.10 | 18.01 | 27.95 | 10.37 | 7.43 | 6.96 | 7.25 | 10.38 | 15.37 | 12.42 | 12.30 | 10.07 | 11.65 | 9.10 | 7.74 | 5.41 | 15.57 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
| Draw Down(%) | David Swensen... Moderate | NA | 5.54 | 16.74 | 18.70 | 18.70 | NA | NA | 18.70 | 1.70 | 4.32 | 7.09 | 15.31 | 3.45 | 6.05 | 2.54 | 9.56 | 1.82 | 4.35 | 8.05 | 4.03 | 6.49 | 5.60 | 11.41 | 7.01 | 6.95 | 4.95 | 6.15 | 5.98 | 4.02 | 7.47 | 2.60 | 2.99 | 5.42 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| VFINX (VANGUA...R SHARES) | NA | 18.76 | 18.76 | 24.59 | 33.83 | NA | NA | 55.25 | 18.76 | 8.45 | 9.97 | 24.59 | 5.14 | 33.83 | 6.63 | 19.40 | 2.60 | 10.29 | 12.05 | 7.30 | 5.59 | 9.60 | 18.71 | 15.66 | 27.17 | 47.73 | 9.88 | 7.47 | 7.01 | 7.47 | 13.79 | 33.02 | 29.18 | 16.55 | 11.81 | 19.20 | 10.79 | 7.45 | 2.50 | 8.48 | 4.84 | 5.63 | 5.57 | 19.19 | 7.35 | 7.24 | 33.08 | 11.63 | 7.51 | 10.58 | 7.02 | 13.21 | 15.61 | 16.03 | 2.40 | |
| VSMGX (VANGUA...R SHARES) | NA | 9.62 | 13.24 | 22.29 | 22.43 | NA | NA | 41.18 | 9.62 | 4.17 | 8.15 | 21.74 | 3.53 | 22.43 | 3.12 | 11.47 | 1.14 | 6.20 | 8.34 | 4.70 | 5.67 | 6.27 | 12.90 | 8.64 | 19.61 | 36.81 | 6.11 | 6.13 | 4.74 | 5.89 | 8.91 | 20.06 | 17.93 | 8.77 | 6.26 | 11.99 | 6.02 | 4.75 | 1.82 | 1.89 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
| Yield(%) | David Swensen... Moderate | NA | 4.04 | 2.67 | 2.49 | 2.46 | NA | NA | 3.40 | NA | 1.11 | 3.51 | 1.96 | 1.53 | 2.13 | 2.79 | 2.42 | 2.21 | 2.65 | 2.39 | 2.58 | 1.94 | 2.83 | 3.90 | 3.16 | 5.47 | 4.11 | 3.41 | 3.45 | 3.56 | 3.41 | 5.10 | 6.75 | 5.86 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| VFINX (VANGUA...R SHARES) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
| VSMGX (VANGUA...R SHARES) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
David Swensen Six Asset Individual Investor Plan Asset Allocation Composite Moderate Return Calculator
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Rolling Returns
From 12/31/2000 to 02/28/2025, the worst annualized return of 3-year rolling returns for David Swensen Six Asset Individual Investor Plan Asset Allocation Composite Moderate is -0.97%.
From 12/31/2000 to 02/28/2025, the worst annualized return of 5-year rolling returns for David Swensen Six Asset Individual Investor Plan Asset Allocation Composite Moderate is 3.44%.
From 12/31/2000 to 02/28/2025, the worst annualized return of 10-year rolling returns for David Swensen Six Asset Individual Investor Plan Asset Allocation Composite Moderate is 4.12%.
Maximum Drawdown
David Swensen Six Asset Individual Investor Plan Asset Allocation Composite Moderate Maximum Drawdown