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David Swensen Index Funds
David Swensen Index Funds Strategic Asset Allocation - Equal Weight Moderate
David Swensen Index Funds Strategic Asset Allocation - Equal Weight Moderate
live (public) 0.09% January 08
Delayed
Holdings (As of 10/31/2024)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| Emerging Market Equity | VEIEX (VANGUARD EMERGING MARKETS STOCK INDEX FUND INVESTOR SHARES) | 0.58% | Vanguard Emerging Mkts Stock Idx | 15.62% |
| Real Estate | VGSIX (VANGUARD REIT INDEX FUND INVESTOR SHARES) | 1.67% | Vanguard REIT Index Inv | 14.07% |
| International Equity | VGTSX (VANGUARD TOTAL INTERNATIONAL STOCK INDEX FUND INVESTOR SHARES) | 0.80% | Vanguard Total Intl Stock Index Inv | 17.31% |
| General Bond | VIPSX (VANGUARD INFLATION-PROTECTED SECURITIES FUND INVESTOR SHARES) | 0.08% | Vanguard Inflation-Protected Secs Inv | 18.81% |
| General Bond | VUSTX (VANGUARD LONG-TERM TREASURY FUND INVESTOR SHARES) | 0.12% | Vanguard Long-Term Treasury Inv | 18.88% |
| US Equity | VTSMX (VANGUARD TOTAL STOCK MARKET INDEX FUND INVESTOR SHARES) | 1.79% | Vanguard Total Stock Mkt Idx Inv | 15.32% |
| CASH | CASH (CASH) | 0.0% | CASH | -0.01% |
* Day change on 10/31/2024.
Previous
Beta
Performance (As of 01/08/2025)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| David Swensen Index Funds Strategic Asset Allocation - Equal Weight Moderate | 1.5% | 19.1% | 1.5% | 5.9% | 5.1% | 5.9% |
| VFINX (Vanguard (S&P 500) Index) | -4.3% | 10.7% | 12.1% | 16.4% | 12.3% | 13.4% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | -3.3% | 2.8% | 4.7% | 6.6% | 6.4% | 8.0% |
* YTD: Year to Date
** AR: Annualized Return
** portfolio AR is delayed
| Last 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 15 Yr | 20 Yr | 20 Yr | Since 01/02/2001 |
2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | -1.1 | 1.5 | 19.1 | 1.5 | 5.9 | 5.1 | 5.9 | 6.5 | 6.1 | 6.5 | 6.6 | 6.5 | 12.1 | -14.5 | 10.9 | 13.2 | 19.8 | -8.1 | 11.7 | 7.1 | -4.4 | 8.0 | 4.7 | 12.4 | 3.0 | 13.9 | 22.9 | -23.5 | 10.2 | 14.9 | 12.0 | 17.2 | 26.7 | -0.8 | -1.6 |
| Sharpe Ratio | NA | -0.04 | 0.08 | -0.32 | 0.23 | 0.33 | NA | NA | NA | NA | 0.49 | -0.01 | 1.0 | -1.32 | 1.42 | 0.73 | 2.98 | -1.15 | 2.39 | 0.78 | -0.54 | 1.34 | 0.66 | 1.84 | 0.23 | 1.12 | 1.07 | -0.99 | 0.66 | 1.57 | 1.39 | 2.13 | 3.94 | -0.23 | -0.44 |
| Draw Down(%) | NA | 0.5 | 4.8 | 19.3 | 21.4 | 21.4 | NA | NA | NA | NA | 39.8 | 4.6 | 7.3 | 19.9 | 4.2 | 21.4 | 2.6 | 12.6 | 2.0 | 6.3 | 11.4 | 4.5 | 8.6 | 4.5 | 10.7 | 8.2 | 19.2 | 37.7 | 6.6 | 7.6 | 4.9 | 9.8 | 4.4 | 11.9 | 13.5 |
| Standard Deviation(%) | NA | 5.5 | 7.1 | 9.2 | 11.2 | 9.5 | NA | NA | NA | NA | 11.0 | 7.2 | 7.8 | 12.0 | 7.7 | 17.7 | 6.2 | 8.2 | 4.6 | 8.9 | 8.3 | 6.0 | 7.0 | 6.7 | 12.9 | 12.4 | 21.4 | 24.6 | 10.9 | 7.4 | 7.1 | 7.6 | 6.6 | 8.4 | 8.9 |
| Treynor Ratio | NA | -0.01 | 0.01 | -0.06 | 0.05 | 0.07 | NA | NA | NA | NA | 0.11 | 0.0 | 0.15 | -0.35 | 0.22 | 0.28 | 0.48 | -0.21 | 0.24 | 0.12 | -0.11 | 0.19 | 0.09 | 0.28 | 0.06 | 0.22 | 0.31 | -0.43 | 0.12 | 0.19 | 0.18 | 0.36 | 0.92 | -0.07 | -0.12 |
| Alpha | NA | -0.09 | -0.02 | -0.02 | -0.01 | -0.01 | NA | NA | NA | NA | 0.01 | -0.03 | -0.01 | -0.03 | -0.01 | 0.02 | 0.03 | -0.03 | 0.01 | 0.01 | -0.02 | 0.01 | -0.04 | 0.02 | 0.01 | 0.02 | 0.02 | -0.01 | 0.02 | 0.02 | 0.03 | 0.05 | 0.06 | 0.02 | 0.0 |
| Beta | NA | 0.36 | 0.43 | 0.46 | 0.47 | 0.46 | NA | NA | NA | NA | 0.49 | 0.44 | 0.52 | 0.45 | 0.5 | 0.46 | 0.38 | 0.44 | 0.46 | 0.56 | 0.41 | 0.43 | 0.54 | 0.44 | 0.51 | 0.64 | 0.74 | 0.57 | 0.62 | 0.63 | 0.54 | 0.46 | 0.28 | 0.26 | 0.33 |
| RSquared | NA | 0.87 | 0.59 | 0.77 | 0.8 | 0.75 | NA | NA | NA | NA | 0.75 | 0.59 | 0.77 | 0.84 | 0.72 | 0.83 | 0.59 | 0.83 | 0.45 | 0.68 | 0.59 | 0.66 | 0.71 | 0.7 | 0.85 | 0.86 | 0.9 | 0.89 | 0.83 | 0.72 | 0.62 | 0.44 | 0.54 | 0.68 | 0.63 |
| Sortino Ratio | NA | -0.06 | 0.11 | -0.44 | 0.3 | 0.44 | NA | NA | NA | NA | 0.67 | -0.01 | 1.48 | -1.79 | 2.02 | 0.92 | 4.66 | -1.45 | 3.39 | 1.1 | -0.71 | 1.93 | 0.92 | 2.86 | 0.32 | 1.61 | 1.56 | -1.32 | 0.9 | 2.39 | 2.08 | 3.04 | 6.32 | -0.32 | -0.59 |
| Yield(%) | N/A | 0.0 | 2.3 | 2.8 | 3.4 | 3.4 | 4.5 | 4.5 | 5.8 | 5.8 | 3.2 | 2.3 | 3.8 | 2.7 | 2.7 | 3.6 | 3.2 | 1.9 | 0.4 | 4.2 | 2.8 | 2.8 | 2.1 | 3.7 | 3.6 | 2.9 | 3.8 | 3.8 | 3.9 | 3.1 | 4.0 | 3.4 | 4.2 | 3.0 | 3.5 |
| Dividend Growth(%) | N/A | -99.0 | -31.8 | 11.7 | 69.9 | 47.0 | N/A | N/A | N/A | N/A | N/A | -32.3 | 19.4 | 15.0 | -18.5 | 39.9 | 54.9 | 373.0 | -88.5 | 40.7 | 9.0 | 39.1 | -36.7 | 5.1 | 40.7 | -5.9 | -21.7 | 5.9 | 43.5 | -13.1 | 38.7 | 1.8 | 37.9 | -14.5 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2000
Portfolio Description
This model portfolio uses Strategic Asset Allocation - Equal Weight
. The allocations are diversified by investing in the 5 major asset classes: Emerging Market Equity, REITs, Foreign Equity, Fixed Income, US Equity
that are covered in David Swensen Index Funds. It then selects one or two funds for each of the 5 major asset classes.
1.Risk allocation: the risk profile of this portfolio 40.
The total allocation of the fixed income assets should be at least 40%.
2.Asset weights: risk assets selected are equally weighted by
default.
3.Fund selection: about one or two top performing funds among 6 available funds in the plan are chosen for each asset selected. They are usually equally weighted within
the asset by default.
4.Rebalance frequency: the portfolio is reviewed by the strategy program monthly
and the above steps are repeated. Asset weights are rebalanced back to target allocation if it is necessary.
5.
Simulation: Performance data before this portfolio went public on
02/28/2012
are obtained from historical simulation. They are hypothetical.
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