Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| David Swensen Six ETF Asset Individual Investor Plan Tactical Asset Allocation Moderate | NA | 21.89% | 3.09% | 7.88% | 6.40% | 7.96% | 9.22% | 9.03% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| David Swensen Six ETF Asset Individual Investor Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.21 | 21.89 | 3.09 | 7.88 | 6.40 | 7.96 | 9.22 | 9.03 | NA | 13.13 | 15.18 | -17.46 | 19.67 | 11.92 | 17.79 | -4.74 | 11.26 | 6.66 | -3.18 | 5.12 | 10.62 | 13.87 | 5.08 | 19.05 | 11.57 | 7.84 | 16.71 | 18.80 | 9.33 | 12.55 | 15.03 | -0.24 | 2.31 |
| Sharpe Ratio | NA | 0.89 | -0.05 | 0.40 | 0.44 | NA | NA | 0.73 | 0.04 | 0.79 | 1.41 | -1.35 | 2.10 | 0.61 | 2.49 | -0.65 | 2.04 | 0.70 | -0.33 | 0.75 | 1.49 | 1.92 | 0.33 | 1.40 | 0.86 | 0.74 | 0.93 | 1.48 | 0.82 | 1.63 | 1.70 | -0.24 | 0.01 |
| Standard Deviation(%) | NA | 8.22 | 10.37 | 12.53 | 10.58 | NA | NA | 10.21 | 8.61 | 8.24 | 7.73 | 14.00 | 9.37 | 19.23 | 6.57 | 9.34 | 5.21 | 9.28 | 9.62 | 6.85 | 7.09 | 7.20 | 15.13 | 13.50 | 13.40 | 9.30 | 14.75 | 10.53 | 8.71 | 7.12 | 8.45 | 5.72 | 0.05 |
| Draw Down(%) | NA | 5.42 | 19.66 | 24.20 | 24.20 | NA | NA | 24.20 | 0.67 | 5.42 | 6.31 | 21.69 | 5.04 | 24.20 | 3.34 | 11.16 | 1.88 | 7.36 | 9.79 | 6.88 | 7.22 | 5.04 | 14.07 | 8.38 | 9.53 | 5.37 | 9.10 | 9.05 | 5.99 | 6.10 | 6.68 | 7.13 | 0.00 |
| Yield(%) | NA | 1.90 | 2.71 | 2.53 | 2.34 | NA | NA | 0.00 | NA | 1.11 | 2.85 | 2.83 | 3.15 | 1.64 | 2.36 | 2.18 | 2.32 | 2.46 | 1.55 | 2.25 | 1.54 | 2.71 | 3.05 | 2.76 | 3.63 | 6.06 | 3.25 | 3.23 | 4.20 | 3.30 | 1.38 | 2.24 | 2.31 |
Data as of 10/31/2024, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| David Swensen Six ETF Asset Individual Investor Plan Tactical Asset Allocation Moderate |
1.42%
Mar 2017 - Mar 2020 |
1.78%
Mar 2015 - Mar 2020 |
4.88%
Sep 2012 - Sep 2022 |
6.89%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| David Swensen Six ETF Asset Individual Investor Plan Tactical Asset Allocation Moderate |
18.58%
Oct 2004 - Oct 2007 |
16.07%
Feb 2003 - Feb 2008 |
13.38%
Mar 2003 - Mar 2013 |
10.84%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart