Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| David Swensen Six Asset Individual Investor Plan RT 2 Tactical Asset Allocation Moderate | NA | 25.31% | 1.84% | 7.13% | 4.70% | 5.22% | 6.48% | 7.04% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| David Swensen Six Asset Individual Investor Plan RT 2 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 (%) | -1.38 | 25.31 | 1.84 | 7.13 | 4.70 | 5.22 | 6.48 | 7.04 | NA | 9.47 | 13.93 | -18.56 | 18.39 | 14.13 | 11.62 | -5.60 | 13.09 | 3.85 | -8.57 | 3.60 | 3.65 | 3.30 | 7.92 | 7.30 | 17.15 | -3.78 | 14.69 | 16.94 | 8.61 | 12.87 | 19.23 | 3.43 | 3.94 |
| Sharpe Ratio | NA | 0.44 | -0.23 | 0.36 | 0.31 | NA | NA | 0.68 | -0.02 | 0.33 | 0.98 | -1.27 | 2.07 | 1.26 | 2.27 | -0.94 | 2.50 | 0.59 | -1.18 | 0.62 | 0.56 | 0.82 | 1.12 | 0.70 | 1.48 | -0.91 | 1.14 | 1.63 | 1.06 | 1.57 | 4.11 | 0.51 | 0.44 |
| Standard Deviation(%) | NA | 8.60 | 11.83 | 11.17 | 9.02 | NA | NA | 8.02 | 8.70 | 8.67 | 9.90 | 15.73 | 8.87 | 11.05 | 4.51 | 7.37 | 4.98 | 6.13 | 7.31 | 5.82 | 6.42 | 3.95 | 7.05 | 10.31 | 11.49 | 5.18 | 10.23 | 8.40 | 6.08 | 7.61 | 4.51 | 4.55 | 3.72 |
| Draw Down(%) | NA | 4.91 | 20.80 | 22.72 | 22.72 | NA | NA | 22.72 | 0.77 | 4.86 | 9.22 | 22.62 | 4.83 | 9.49 | 2.21 | 12.05 | 2.39 | 4.95 | 14.06 | 5.43 | 7.62 | 2.56 | 4.17 | 7.27 | 5.32 | 8.11 | 7.72 | 10.19 | 4.68 | 10.50 | 1.82 | 6.29 | 2.31 |
| Yield(%) | NA | 3.13 | 3.62 | 2.99 | 2.29 | NA | NA | 2.53 | NA | 0.37 | 3.32 | 3.79 | 3.26 | 1.69 | 2.52 | 1.87 | 0.16 | 1.83 | 1.75 | 2.41 | 1.39 | 2.72 | 2.15 | 2.31 | 2.25 | 1.84 | 3.62 | 3.15 | 3.36 | 3.07 | 3.70 | 1.54 | 4.10 |
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 Asset Individual Investor Plan RT 2 Tactical Asset Allocation Moderate |
-1.33%
Jan 2013 - Jan 2016 |
0.98%
Dec 2013 - Dec 2018 |
2.70%
Sep 2012 - Sep 2022 |
3.82%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| David Swensen Six Asset Individual Investor Plan RT 2 Tactical Asset Allocation Moderate |
16.79%
Oct 2004 - Oct 2007 |
15.12%
Oct 2002 - Oct 2007 |
10.37%
Jan 2002 - Jan 2012 |
7.96%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart