David Swensen Lazy Portfolio
As the name implies, the David Swensen Portfolio comes from the CIO of Yale University and the author of Unconventional Success David Swensen. The distinguishable characteristics of this portfolio is that it allocates 20% to international equities and 20% to REITs.
David Swensen Lazy PortfolioAsset Allocation
David Swensen Lazy PortfolioPerformance
The chart shows the growth of $10,000 invested in David Swensen Lazy Portfolio in Sep 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $25,406 for a total return of roughly 154.06%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly
David Swensen Lazy PortfolioReturns
As of Feb 7, 2023, the David Swensen Lazy Portfolio returned 6.17% Year-To-Date and 6.59% of annualized return in the last 10 years.
| 1M | YTD | 6M | 1Y | 5Y | 10Y | |
|---|---|---|---|---|---|---|
| Benchmark | 5.55% | 7.07% | -0.82% | -8.65% | 8.83% | 10.56% |
| David Swensen Lazy Portfolio | 4.07% | 6.17% | -0.08% | -6.93% | 6.03% | 6.59% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 6.31% | 7.89% | 0.23% | -7.27% | 10.25% | 12.26% |
VNQ Vanguard Real Estate ETF | 8.18% | 10.66% | -3.87% | -9.85% | 8.03% | 7.12% |
TIP iShares TIPS Bond ETF | -0.11% | 1.26% | -4.80% | -7.69% | 2.45% | 1.16% |
EEM iShares MSCI Emerging Markets ETF | 0.52% | 6.28% | 2.08% | -15.25% | -1.68% | 1.38% |
VGSH Vanguard Short-Term Treasury ETF | -0.13% | 0.30% | -0.41% | -2.59% | 0.81% | 0.62% |
VEA Vanguard FTSE Developed Markets ETF | 3.75% | 7.58% | 7.81% | -5.70% | 3.03% | 5.37% |
| Returns over 1 year are annualized | ||||||
David Swensen Lazy PortfolioDividends
David Swensen Lazy Portfolio granted a 2.93% dividend yield in the last twelve months.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend yield | 2.93% | 3.06% | 2.28% | 2.14% | 2.61% | 3.18% | 2.71% | 2.90% | 2.57% | 2.81% | 2.75% | 3.03% | 3.57% | 3.01% |
David Swensen Lazy PortfolioDrawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
David Swensen Lazy PortfolioWorst Drawdowns
The table below shows the maximum drawdowns of the David Swensen Lazy Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the David Swensen Lazy Portfolio is 25.66%, recorded on Mar 23, 2020. It took 111 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.66% | Feb 18, 2020 | 25 | Mar 23, 2020 | 111 | Aug 28, 2020 | 136 |
| -22.69% | Dec 31, 2021 | 199 | Oct 14, 2022 | — | — | — |
| -14.98% | Jul 8, 2011 | 61 | Oct 3, 2011 | 85 | Feb 3, 2012 | 146 |
| -11.65% | Aug 30, 2018 | 80 | Dec 24, 2018 | 55 | Mar 15, 2019 | 135 |
| -11.46% | Apr 27, 2015 | 202 | Feb 11, 2016 | 81 | Jun 8, 2016 | 283 |
| -10.1% | Apr 27, 2010 | 48 | Jul 2, 2010 | 54 | Sep 20, 2010 | 102 |
| -8.37% | May 22, 2013 | 23 | Jun 24, 2013 | 81 | Oct 17, 2013 | 104 |
| -7.1% | Jan 29, 2018 | 9 | Feb 8, 2018 | 138 | Aug 27, 2018 | 147 |
| -6.81% | Jan 20, 2010 | 14 | Feb 8, 2010 | 21 | Mar 10, 2010 | 35 |
| -6.76% | May 2, 2012 | 23 | Jun 4, 2012 | 44 | Aug 6, 2012 | 67 |
David Swensen Lazy PortfolioVolatility Chart
Current David Swensen Lazy Portfolio volatility is 18.17%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.