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David Swensen Six Asset Individual Investor Plan
David Swensen Six Asset Individual Investor Plan Asset Allocation Composite Moderate
David Swensen Six Asset Individual Investor Plan Asset Allocation Composite Moderate
live (public) 0.11% May 13
Delayed
Holdings (As of 03/28/2024)
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Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
---|---|---|---|---|
General Bond | VFISX (VANGUARD SHORT-TERM TREASURY FUND INVESTOR SHARES) | 0.20% | Vanguard Short-Term Treasury Inv | 39.53% |
US Equity | VTSMX (VANGUARD TOTAL STOCK MARKET INDEX FUND INVESTOR SHARES) | 0.14% | VTSMX (Vanguard Total Stock Mkt Idx) | 21.79% |
CASH | CASH (CASH) | 0.0% | Money Market | 0.86% |
Real Estate | VGSIX (VANGUARD REIT INDEX FUND INVESTOR SHARES) | 0.77% | VGSIX (Vanguard REIT Index) | 9.34% |
Emerging Market Equity | VEIEX (VANGUARD EMERGING MARKETS STOCK INDEX FUND INVESTOR SHARES) | 0.38% | VEIEX (Vanguard Emerging Mkts Stock Idx) | 8.38% |
International Equity | VGTSX (VANGUARD TOTAL INTERNATIONAL STOCK INDEX FUND INVESTOR SHARES) | 0.05% | VGTSX (Vanguard Total Intl Stock Index) | 20.10% |
* Day change on 03/28/2024.
Beta
Performance (As of 05/13/2024)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
David Swensen Six Asset Individual Investor Plan Asset Allocation Composite Moderate | 3.3% | 11.5% | 0.4% | 5.6% | 5.0% | 6.9% |
VFINX (Vanguard (S&P 500) Index) | 9.9% | 28.2% | 9.5% | 14.4% | 12.7% | 14.6% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 4.8% | 16.0% | 3.5% | 8.2% | 7.9% | 9.7% |
* 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 01/02/2001 |
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(%) | 0.6 | 3.3 | 11.5 | 0.4 | 5.6 | 5.0 | 6.9 | 7.4 | 7.8 | 6.3 | -14.6 | 13.8 | 12.5 | 18.7 | -4.3 | 11.2 | 7.0 | -3.8 | 8.0 | 10.4 | 11.2 | 3.2 | 9.8 | 14.2 | 1.7 | 6.3 | 15.3 | 7.1 | 12.8 | 19.1 | 12.0 | 6.4 |
Sharpe Ratio | NA | 0.29 | 1.09 | -0.25 | 0.53 | 0.56 | NA | NA | 0.86 | 0.3 | -1.67 | 1.87 | 1.68 | 2.95 | -0.69 | 2.39 | 1.1 | -0.54 | 1.35 | 1.51 | 1.54 | 0.23 | 1.01 | 1.32 | 0.1 | 0.33 | 1.74 | 0.77 | 1.79 | 3.16 | 2.01 | 0.62 |
Draw Down(%) | NA | 3.4 | 7.1 | 18.7 | 18.7 | 18.7 | NA | NA | 18.7 | 7.1 | 15.3 | 3.5 | 6.1 | 2.5 | 9.6 | 1.8 | 4.3 | 8.0 | 4.0 | 6.5 | 5.6 | 11.4 | 7.0 | 7.0 | 5.0 | 6.1 | 6.0 | 4.0 | 7.5 | 2.6 | 3.0 | 5.4 |
Standard Deviation(%) | NA | 6.9 | 7.1 | 7.8 | 7.6 | 7.0 | NA | NA | 7.8 | 6.9 | 9.6 | 7.4 | 7.3 | 5.9 | 8.1 | 4.4 | 6.2 | 7.1 | 5.9 | 6.9 | 7.3 | 13.9 | 9.7 | 10.7 | 7.6 | 10.3 | 6.9 | 6.4 | 6.7 | 5.8 | 5.4 | 6.6 |
Treynor Ratio | NA | 0.04 | 0.15 | -0.06 | 0.21 | 0.16 | NA | NA | 0.37 | 0.05 | -0.54 | 0.26 | 3.75 | 0.42 | -0.12 | 0.22 | 0.29 | -0.14 | 0.17 | 0.18 | 0.21 | 0.06 | 0.32 | 1.45 | -0.14 | 0.06 | 0.19 | 0.09 | 0.25 | 1.9 | -0.98 | -0.59 |
Alpha | NA | -0.02 | -0.01 | -0.02 | 0.01 | 0.01 | NA | NA | 0.02 | -0.02 | -0.04 | 0.0 | 0.04 | 0.02 | -0.01 | 0.01 | 0.02 | -0.01 | 0.01 | -0.02 | 0.01 | 0.01 | 0.02 | 0.04 | 0.0 | 0.01 | 0.02 | 0.02 | 0.03 | 0.06 | 0.03 | 0.01 |
Beta | NA | 0.49 | 0.53 | 0.35 | 0.19 | 0.24 | NA | NA | 0.18 | 0.43 | 0.3 | 0.52 | 0.03 | 0.42 | 0.45 | 0.49 | 0.24 | 0.28 | 0.47 | 0.58 | 0.54 | 0.58 | 0.3 | 0.1 | -0.05 | 0.61 | 0.62 | 0.55 | 0.48 | 0.1 | -0.11 | -0.07 |
RSquared | NA | 0.69 | 0.74 | 0.61 | 0.3 | 0.37 | NA | NA | 0.21 | 0.66 | 0.56 | 0.85 | 0.02 | 0.78 | 0.92 | 0.55 | 0.25 | 0.37 | 0.82 | 0.87 | 0.89 | 0.94 | 0.32 | 0.06 | 0.08 | 0.9 | 0.82 | 0.77 | 0.63 | 0.08 | 0.28 | 0.05 |
Sortino Ratio | NA | 0.41 | 1.62 | -0.34 | 0.72 | 0.77 | NA | NA | 1.21 | 0.42 | -2.1 | 2.7 | 2.38 | 4.47 | -0.88 | 3.53 | 1.51 | -0.71 | 1.95 | 2.14 | 2.36 | 0.32 | 1.43 | 2.0 | 0.14 | 0.44 | 2.69 | 1.13 | 2.56 | 4.98 | 2.9 | 0.88 |
Yield(%) | N/A | 1.11 | 4.04 | 2.67 | 2.49 | 2.46 | N/A | N/A | 3.4 | 3.51 | 1.96 | 1.53 | 2.13 | 2.79 | 2.42 | 2.21 | 2.65 | 2.39 | 2.58 | 1.94 | 2.83 | 3.9 | 3.16 | 5.47 | 4.11 | 3.41 | 3.45 | 3.56 | 3.41 | 5.1 | 6.75 | 5.86 |
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 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2000
Portfolio Description
The risk profile of this portfolio is 40%. The total allocation of the fixed income asset should be at least 40%.
The portfolio’s stock (risk asset) allocation can be dynamically reduced when stock or risk asset markets are in a downtrend.
This portfolio belongs to David Swensen Six Asset Individual Investor Plan