Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 11/29/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| David Swensen Six ETF Asset Individual Investor Plan Asset Allocation Composite Moderate | NA | 16.81% | 2.23% | 5.53% | 4.37% | 4.70% | 5.17% | 5.42% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| David Swensen Six ETF Asset Individual Investor Plan Asset Allocation Composite Moderate | 12/31/2000 | 02/28/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 11/29/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | 0.81 | 16.81 | 2.23 | 5.53 | 4.37 | 4.70 | 5.17 | 5.42 | NA | 9.97 | 12.81 | -17.41 | 11.62 | 9.70 | 14.00 | -5.54 | 13.11 | 3.93 | -4.99 | 4.15 | 10.73 | 10.65 | -2.73 | 2.07 | 14.12 | -2.36 | 5.10 | 12.09 | 4.68 | 8.00 | 15.14 | -1.60 | 2.31 |
| Sharpe Ratio | NA | 0.68 | -0.11 | 0.44 | 0.32 | NA | NA | 0.48 | 0.30 | 0.48 | 1.08 | -1.69 | 1.54 | 1.01 | 2.00 | -0.80 | 2.99 | 0.53 | -0.63 | 0.63 | 1.41 | 1.22 | -0.17 | 0.19 | 1.36 | -0.75 | 0.18 | 1.40 | 0.40 | 1.05 | 2.20 | -0.96 | 0.01 |
| Standard Deviation(%) | NA | 6.93 | 8.70 | 8.61 | 7.89 | NA | NA | 8.13 | 6.56 | 6.98 | 7.89 | 11.15 | 7.53 | 9.38 | 6.31 | 8.57 | 4.18 | 7.05 | 7.96 | 6.55 | 7.57 | 8.72 | 15.83 | 10.38 | 10.32 | 4.40 | 11.40 | 6.29 | 6.23 | 6.74 | 6.58 | 2.81 | 0.05 |
| Draw Down(%) | NA | 4.07 | 16.03 | 18.12 | 18.12 | NA | NA | 18.12 | 1.47 | 4.07 | 7.01 | 18.12 | 3.39 | 6.83 | 3.58 | 11.08 | 1.25 | 3.94 | 10.46 | 5.33 | 6.41 | 7.43 | 14.60 | 8.95 | 5.29 | 6.28 | 7.08 | 4.44 | 4.21 | 5.08 | 2.52 | 3.40 | 0.00 |
| Yield(%) | NA | 3.71 | 2.73 | 2.33 | 2.05 | NA | NA | 1.86 | NA | 1.11 | 3.61 | 2.09 | 1.56 | 1.30 | 2.55 | 2.15 | 2.01 | 1.60 | 1.22 | 1.81 | 1.73 | 1.80 | 1.57 | 1.10 | 1.54 | 0.81 | 2.61 | 2.74 | 1.95 | 1.45 | 1.17 | 1.03 | 2.31 |
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 Asset Allocation Composite Moderate |
-0.23%
Apr 2021 - Apr 2024 |
1.72%
Dec 2017 - Dec 2022 |
2.81%
Oct 2013 - Oct 2023 |
3.53%
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 Asset Allocation Composite Moderate |
11.76%
Dec 2018 - Dec 2021 |
9.94%
Oct 2002 - Oct 2007 |
7.09%
Apr 2003 - Apr 2013 |
6.24%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart