Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| P David Swensen Yale Individual Investor Portfolio Annual Rebalancing | 8.07% | 9.20% | 8.82% | 7.18% | 7.45% | 8.68% | 7.59% | 7.99% |
Data as of 07/21/2025, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| P David Swensen Yale Individual Investor Portfolio Annual Rebalancing | 12/31/2000 | 07/21/2025 |
| 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 (%) | 0.48 | 9.20 | 8.82 | 7.18 | 7.45 | 8.68 | 7.59 | 7.99 | 8.07 | 7.30 | 15.32 | -18.89 | 17.42 | 13.13 | 24.27 | -5.49 | 14.66 | 8.48 | -1.41 | 13.85 | 9.17 | 13.57 | 5.24 | 15.61 | 23.65 | -24.82 | 5.76 | 17.46 | 9.51 | 16.63 | 27.23 | -3.84 | -1.69 |
| Sharpe Ratio | NA | 0.57 | 0.46 | 0.43 | 0.51 | NA | NA | 0.52 | 0.48 | 0.40 | 1.09 | -1.25 | 1.94 | 0.63 | 3.25 | -0.72 | 2.56 | 0.89 | -0.15 | 2.14 | 1.04 | 1.67 | 0.35 | 1.14 | 0.96 | -0.93 | 0.21 | 1.67 | 0.95 | 1.97 | 3.27 | -0.48 | -0.41 |
| Standard Deviation(%) | NA | 11.74 | 11.91 | 11.73 | 11.69 | NA | NA | 12.73 | 13.42 | 9.12 | 10.68 | 16.28 | 8.98 | 20.30 | 7.02 | 9.54 | 5.48 | 9.27 | 9.68 | 6.48 | 8.82 | 8.12 | 14.78 | 13.56 | 24.55 | 27.72 | 12.13 | 8.41 | 7.60 | 7.94 | 8.10 | 10.36 | 9.98 |
| Draw Down(%) | NA | 11.65 | 15.43 | 25.29 | 25.29 | NA | NA | 43.69 | 10.17 | 5.20 | 10.97 | 25.28 | 4.68 | 23.52 | 2.87 | 11.06 | 2.52 | 6.12 | 10.16 | 4.54 | 9.46 | 5.62 | 11.69 | 8.83 | 22.40 | 39.02 | 7.41 | 6.86 | 4.79 | 9.29 | 5.98 | 14.04 | 14.10 |
| Yield(%) | NA | 3.77 | 4.11 | 4.40 | 3.89 | NA | NA | 3.66 | NA | 0.14 | 4.17 | 4.60 | 3.33 | 4.45 | 4.76 | 3.48 | 2.82 | 4.38 | 2.71 | 3.53 | 2.86 | 3.47 | 3.63 | 3.18 | 3.70 | 3.42 | 3.59 | 3.42 | 4.09 | 3.93 | 4.02 | 3.12 | 3.36 |
Data as of 07/21/2025, 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 |
|---|---|---|---|---|
| P David Swensen Yale Individual Investor Portfolio Annual Rebalancing |
-9.62%
Feb 2006 - Feb 2009 |
-1.18%
Feb 2004 - Feb 2009 |
5.82%
Nov 2006 - Nov 2016 |
5.64%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P David Swensen Yale Individual Investor Portfolio Annual Rebalancing |
24.84%
Feb 2009 - Feb 2012 |
18.56%
Feb 2009 - Feb 2014 |
12.44%
Feb 2009 - Feb 2019 |
10.75%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart