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 Strategic Asset Allocation - Equal Weight Moderate | 1.25% | 5.31% | 3.30% | 8.47% | 5.49% | 6.35% | 6.58% | 6.37% |
Data as of 03/31/2025, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| David Swensen Six ETF Asset Individual Investor Plan Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 06/04/2025 |
| 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 (%) | -1.15 | 5.31 | 3.30 | 8.47 | 5.49 | 6.35 | 6.58 | 6.37 | 1.25 | 6.98 | 11.62 | -12.59 | 11.68 | 14.79 | 19.55 | -7.62 | 12.33 | 6.81 | -1.96 | 8.08 | 4.73 | 10.94 | 3.95 | 13.47 | 22.52 | -21.67 | 9.35 | 15.57 | 10.03 | 9.54 | 18.98 | -5.12 | 2.31 |
| Sharpe Ratio | NA | 0.49 | 0.30 | 0.50 | 0.46 | NA | NA | 0.45 | 0.26 | 0.46 | 0.97 | -1.10 | 1.46 | 0.81 | 2.88 | -1.03 | 2.43 | 0.68 | -0.23 | 1.26 | 0.60 | 1.49 | 0.28 | 1.02 | 1.00 | -0.86 | 0.51 | 1.37 | 0.96 | 1.12 | 1.90 | -0.54 | -2.43 |
| Standard Deviation(%) | NA | 9.88 | 9.70 | 9.68 | 10.06 | NA | NA | 11.69 | 12.24 | 7.37 | 8.23 | 12.69 | 7.96 | 17.93 | 6.28 | 8.74 | 4.80 | 9.69 | 8.76 | 6.40 | 7.81 | 7.28 | 13.98 | 13.10 | 22.32 | 26.33 | 12.13 | 8.84 | 8.08 | 7.64 | 9.61 | 11.67 | 0.05 |
| Draw Down(%) | NA | 9.41 | 10.96 | 18.32 | 21.62 | NA | NA | 39.44 | 8.69 | 4.46 | 7.31 | 18.32 | 4.12 | 21.62 | 2.58 | 12.23 | 1.87 | 6.30 | 10.02 | 4.37 | 8.24 | 4.54 | 10.53 | 8.63 | 20.14 | 37.28 | 6.79 | 7.67 | 4.95 | 6.91 | 6.66 | 12.01 | 0.00 |
| Yield(%) | NA | 3.86 | 3.28 | 3.20 | 2.66 | NA | NA | 2.52 | NA | 1.14 | 3.71 | 2.64 | 3.13 | 2.72 | 2.84 | 1.97 | 0.98 | 3.32 | 1.72 | 2.76 | 2.12 | 1.32 | 3.17 | 2.57 | 2.31 | 3.15 | 2.79 | 2.86 | 3.10 | 2.11 | 2.05 | 1.24 | 2.31 |
Data as of 03/31/2025, 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 Strategic Asset Allocation - Equal Weight Moderate |
-7.44%
Feb 2006 - Feb 2009 |
-0.73%
Feb 2004 - Feb 2009 |
4.66%
Oct 2007 - Oct 2017 |
4.46%
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 Strategic Asset Allocation - Equal Weight Moderate |
22.20%
Feb 2009 - Feb 2012 |
15.07%
Feb 2009 - Feb 2014 |
9.58%
Feb 2009 - Feb 2019 |
8.80%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart