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 - Optimal Moderate | NA | 20.68% | 2.24% | 7.10% | 6.22% | 7.29% | 6.34% | 6.17% |
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 Strategic Asset Allocation - Optimal 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 (%) | -0.86 | 20.68 | 2.24 | 7.10 | 6.22 | 7.29 | 6.34 | 6.17 | NA | 10.48 | 14.31 | -16.27 | 13.11 | 14.13 | 18.37 | -6.55 | 12.98 | 8.29 | -1.24 | 7.02 | 7.96 | 12.55 | 2.57 | 12.84 | 24.08 | -23.86 | 8.79 | 10.44 | 4.49 | 7.85 | 17.55 | -12.44 | 9.46 |
| Sharpe Ratio | NA | 0.65 | -0.15 | 0.33 | 0.45 | NA | NA | 0.41 | 0.01 | 0.56 | 1.29 | -1.24 | 1.67 | 0.75 | 2.67 | -0.91 | 2.85 | 0.92 | -0.14 | 1.12 | 0.99 | 1.56 | 0.18 | 1.04 | 1.23 | -1.00 | 0.54 | 1.07 | 0.36 | 1.02 | 1.69 | -0.91 | 1.34 |
| Standard Deviation(%) | NA | 6.88 | 10.20 | 11.96 | 10.01 | NA | NA | 11.39 | 6.15 | 6.91 | 7.81 | 14.25 | 7.85 | 18.42 | 6.35 | 8.61 | 4.34 | 8.82 | 8.85 | 6.24 | 8.04 | 8.02 | 14.09 | 12.20 | 19.49 | 24.76 | 10.77 | 6.73 | 6.47 | 6.75 | 9.99 | 14.96 | 5.34 |
| Draw Down(%) | NA | 4.22 | 21.18 | 22.08 | 22.08 | NA | NA | 38.63 | 0.48 | 4.22 | 6.71 | 21.85 | 3.68 | 21.44 | 3.08 | 12.09 | 1.65 | 5.59 | 9.68 | 5.02 | 8.40 | 5.70 | 11.12 | 8.28 | 17.99 | 36.09 | 6.10 | 4.34 | 4.12 | 5.39 | 8.08 | 20.62 | 2.44 |
| Yield(%) | NA | 3.64 | 3.38 | 3.01 | 2.58 | NA | NA | 2.35 | NA | 1.09 | 3.52 | 2.99 | 3.24 | 1.95 | 2.30 | 1.90 | 0.80 | 3.29 | 2.48 | 2.62 | 2.00 | 2.45 | 2.97 | 2.45 | 2.72 | 3.14 | 2.56 | 2.51 | 2.19 | 1.15 | 0.76 | 0.79 | 2.23 |
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 Strategic Asset Allocation - Optimal Moderate |
-7.89%
Feb 2006 - Feb 2009 |
-2.58%
Feb 2004 - Feb 2009 |
4.30%
Dec 2001 - Dec 2011 |
4.45%
Sep 2007 - Sep 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 - Optimal Moderate |
20.57%
Feb 2009 - Feb 2012 |
15.21%
Feb 2009 - Feb 2014 |
9.95%
Feb 2009 - Feb 2019 |
8.91%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart