Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| David Swensen Index Funds Tactical Asset Allocation Moderate | NA | 25.09% | 1.46% | 6.79% | 4.37% | 5.18% | 6.96% | 7.60% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| David Swensen Index Funds 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 (%) | -1.42 | 25.09 | 1.46 | 6.79 | 4.37 | 5.18 | 6.96 | 7.60 | NA | 8.57 | 13.37 | -18.87 | 17.73 | 14.52 | 11.20 | -5.84 | 12.00 | 3.85 | -8.61 | 4.16 | 6.42 | 3.12 | 2.17 | 12.02 | 19.14 | -3.37 | 19.06 | 16.96 | 12.07 | 11.21 | 19.86 | 5.43 | 7.42 |
| Sharpe Ratio | NA | 0.32 | -0.27 | 0.32 | 0.27 | NA | NA | 0.70 | -0.03 | 0.23 | 0.90 | -1.28 | 1.97 | 1.39 | 2.04 | -0.96 | 2.37 | 0.59 | -1.18 | 0.71 | 1.00 | 0.59 | 0.24 | 0.97 | 1.61 | -0.99 | 1.26 | 1.45 | 1.37 | 1.24 | 3.83 | 0.89 | 1.16 |
| Standard Deviation(%) | NA | 8.68 | 11.93 | 11.11 | 8.99 | NA | NA | 8.51 | 8.68 | 8.75 | 10.17 | 15.76 | 9.00 | 10.25 | 4.80 | 7.42 | 4.80 | 6.13 | 7.31 | 5.82 | 6.41 | 5.23 | 8.90 | 12.29 | 11.81 | 4.33 | 12.76 | 9.42 | 7.24 | 8.30 | 5.01 | 4.87 | 4.42 |
| Draw Down(%) | NA | 5.26 | 21.07 | 23.07 | 23.07 | NA | NA | 23.07 | 0.84 | 5.01 | 9.50 | 23.00 | 5.05 | 11.62 | 2.21 | 12.41 | 2.33 | 4.95 | 14.06 | 5.24 | 6.17 | 5.35 | 8.15 | 8.37 | 5.32 | 6.35 | 9.42 | 11.90 | 5.65 | 11.40 | 2.40 | 5.89 | 2.61 |
| Yield(%) | NA | 3.24 | 3.70 | 3.01 | 2.30 | NA | NA | 2.50 | NA | 0.39 | 3.42 | 3.85 | 3.31 | 1.44 | 2.68 | 1.87 | 0.25 | 1.83 | 1.75 | 2.40 | 1.41 | 2.45 | 2.02 | 2.21 | 2.20 | 1.91 | 3.49 | 2.99 | 3.22 | 2.98 | 3.57 | 1.68 | 4.32 |
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 Index Funds Tactical Asset Allocation Moderate |
-0.38%
Dec 2013 - Dec 2016 |
0.44%
May 2011 - May 2016 |
2.59%
Oct 2013 - Oct 2023 |
3.84%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| David Swensen Index Funds Tactical Asset Allocation Moderate |
20.63%
Oct 2004 - Oct 2007 |
16.83%
Oct 2002 - Oct 2007 |
12.18%
Apr 2001 - Apr 2011 |
8.61%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart