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Swensen Conservative Portfolio
Swensen Conservative Portfolio (Static Portfolio)
live (public) 0.53% May 06
Buy and Hold (Annually Rebalance)
USStks VTSMX 16%
REIT VGSIX 10%
IntlStks VGTSX 7%
EmStks VEIEX 3%
TIPS VIPSX 32%
LBonds VUSTX 32%
Simulated from 07/18/2000
Holdings (As of 05/06/2024)
Asset | Fund in this portfolio | Price change* | Percentage |
---|---|---|---|
USStks | VTSMX (VANGUARD TOTAL STOCK MARKET INDEX FUND INVESTOR SHARES) | 1.09% | 31.86% |
REIT | VGSIX (VANGUARD REIT INDEX FUND INVESTOR SHARES) | 0.07% | 8.90% |
IntlStks | VGTSX (VANGUARD TOTAL INTERNATIONAL STOCK INDEX FUND INVESTOR SHARES) | 0.57% | 8.79% |
EmStks | VEIEX (VANGUARD EMERGING MARKETS STOCK INDEX FUND INVESTOR SHARES) | 0.11% | 3.36% |
TIPS | VIPSX (VANGUARD INFLATION-PROTECTED SECURITIES FUND INVESTOR SHARES) | 0.17% | 27.48% |
LBonds | VUSTX (VANGUARD LONG-TERM TREASURY FUND INVESTOR SHARES) | 0.37% | 19.61% |
* Day change on 05/06/2024.
Performance (As of 05/06/2024)
Since 07/18/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
Swensen Conservative Portfolio | 0.8% | 6.5% | -1.3% | 3.7% | 4.1% | 6.2% |
VFINX (Vanguard (S&P 500) Index) | 9.0% | 29.4% | 9.1% | 13.8% | 12.6% | 14.3% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 3.5% | 15.3% | 2.8% | 7.7% | 7.7% | 9.5% |
* YTD: Year to Date
** AR: Annualized Return
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 07/18/2000 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.3 | 0.8 | 6.5 | -1.3 | 3.7 | 4.1 | 6.2 | 5.9 | 5.9 | 11.3 | -20.6 | 9.9 | 13.5 | 17.2 | -4.8 | 8.3 | 6.0 | -1.6 | 13.9 | -0.7 | 9.5 | 12.9 | 11.8 | 9.6 | -8.7 | 8.5 | 9.2 | 7.3 | 12.2 | 15.7 | 4.8 | 1.5 | 1.4 |
Sharpe Ratio | NA | -0.05 | 0.3 | -0.35 | 0.22 | 0.38 | NA | NA | 0.62 | 0.76 | -1.66 | 1.46 | 1.12 | 3.03 | -1.02 | 1.71 | 0.92 | -0.23 | 3.08 | -0.11 | 2.09 | 1.9 | 1.51 | 0.86 | -0.77 | 0.87 | 1.04 | 0.91 | 1.81 | 2.7 | 0.68 | -0.13 | -0.11 |
Draw Down(%) | NA | 4.5 | 10.2 | 24.5 | 24.5 | 24.5 | NA | NA | 24.5 | 10.2 | 24.4 | 4.3 | 15.7 | 2.4 | 7.7 | 2.4 | 6.6 | 7.4 | 3.0 | 8.9 | 2.0 | 3.3 | 4.8 | 10.9 | 21.4 | 3.5 | 4.0 | 3.7 | 8.1 | 6.2 | 5.0 | 5.7 | 3.9 |
Standard Deviation(%) | NA | 8.4 | 9.0 | 10.2 | 9.9 | 8.1 | NA | NA | 7.6 | 9.2 | 13.3 | 6.8 | 11.8 | 5.2 | 6.0 | 4.5 | 6.3 | 7.1 | 4.5 | 7.0 | 4.5 | 6.8 | 7.8 | 11.0 | 12.6 | 6.3 | 5.7 | 5.6 | 6.2 | 5.6 | 5.4 | 6.1 | 5.1 |
Treynor Ratio | NA | -0.01 | 0.05 | -0.08 | 0.06 | 0.1 | NA | NA | 0.19 | 0.14 | -0.48 | 0.27 | 0.54 | 0.84 | -0.22 | 0.47 | 0.28 | -0.1 | 1.15 | -0.02 | 1.19 | 1.02 | 0.38 | 0.35 | -0.39 | 0.2 | 0.14 | 0.15 | 0.41 | 1.2 | 0.28 | -0.05 | -0.03 |
Alpha | NA | -0.05 | -0.03 | -0.02 | -0.01 | 0.0 | NA | NA | 0.01 | -0.01 | -0.06 | 0.0 | 0.03 | 0.04 | -0.02 | 0.02 | 0.01 | -0.01 | 0.05 | -0.04 | 0.03 | 0.05 | 0.03 | 0.01 | 0.0 | 0.02 | 0.01 | 0.02 | 0.03 | 0.04 | 0.03 | 0.01 | 0.02 |
Beta | NA | 0.54 | 0.59 | 0.46 | 0.33 | 0.3 | NA | NA | 0.25 | 0.51 | 0.46 | 0.37 | 0.25 | 0.19 | 0.28 | 0.16 | 0.2 | 0.16 | 0.12 | 0.32 | 0.08 | 0.13 | 0.31 | 0.27 | 0.25 | 0.28 | 0.42 | 0.34 | 0.28 | 0.12 | 0.13 | 0.17 | 0.2 |
RSquared | NA | 0.59 | 0.58 | 0.61 | 0.52 | 0.43 | NA | NA | 0.4 | 0.52 | 0.69 | 0.51 | 0.53 | 0.2 | 0.61 | 0.06 | 0.18 | 0.12 | 0.09 | 0.26 | 0.05 | 0.19 | 0.51 | 0.45 | 0.65 | 0.5 | 0.55 | 0.39 | 0.24 | 0.15 | 0.41 | 0.35 | 0.62 |
Sortino Ratio | NA | -0.07 | 0.44 | -0.48 | 0.29 | 0.51 | NA | NA | 0.87 | 1.13 | -2.18 | 2.1 | 1.44 | 4.78 | -1.29 | 2.46 | 1.29 | -0.3 | 4.53 | -0.14 | 3.16 | 2.96 | 2.2 | 1.34 | -1.03 | 1.21 | 1.59 | 1.33 | 2.66 | 4.12 | 0.98 | -0.19 | -0.16 |
Yield(%) | N/A | 0.7 | 3.26 | 3.22 | 3.42 | 3.01 | N/A | N/A | 3.77 | 3.0 | 3.21 | 3.58 | 4.33 | 2.55 | 2.26 | 0.4 | 4.1 | 2.9 | 3.68 | 2.88 | 4.17 | 4.77 | 3.88 | 4.45 | 4.32 | 4.53 | 3.85 | 5.03 | 4.64 | 4.66 | 3.36 | 3.81 | 1.73 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/18/2000
Strategies
Asset Allocation Strategy | Rebalance for Static Portfolios |