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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.

Expense Ratio

Rank 32 of 53

0.11%
0.00%0.94%
Dividend Yield

Rank 7 of 53

2.14%
0.00%2.74%
10Y Annualized Return

Rank 29 of 53

9.50%
4.75%40.27%
Sharpe Ratio

Rank 9 of 53

2.41
0.522.76
Maximum Drawdown

Rank 26 of 53

-25.66%
-38.24%-10.21%

David Swensen Lazy PortfolioAsset Allocation


S&P 500

David Swensen Lazy PortfolioPerformance

The chart shows the growth of $10,000 invested in David Swensen Lazy Portfolio on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $27,670 for a total return of roughly 176.70%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


David Swensen Lazy Portfolio
Benchmark (S&P 500)
Portfolio components

David Swensen Lazy PortfolioReturns

As of Sep 18, 2021, the David Swensen Lazy Portfolio returned 13.11% Year-To-Date and 9.50% of annualized return in the last 10 years.


1M6MYTD1Y5Y10Y
David Swensen Lazy Portfolio0.29%9.00%13.11%22.24%10.48%9.50%
VTI
Vanguard Total Stock Market ETF
0.22%12.44%18.43%34.98%17.92%16.17%
VNQ
Vanguard Real Estate ETF
-0.11%17.49%26.91%31.95%8.82%11.03%
TIP
iShares TIPS Bond ETF
0.40%6.52%4.02%5.70%4.58%2.95%
EEM
iShares MSCI Emerging Markets ETF
2.09%-3.42%-0.15%15.71%9.27%4.83%
VGSH
Vanguard Short-Term Treasury ETF
0.01%0.05%0.01%0.03%1.61%1.07%
VEA
Vanguard FTSE Developed Markets ETF
0.60%6.80%12.14%27.17%10.53%8.63%

David Swensen Lazy PortfolioSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current David Swensen Lazy Portfolio Sharpe ratio is 2.41. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


David Swensen Lazy Portfolio
Benchmark (S&P 500)
Portfolio components

David Swensen Lazy PortfolioDividends

David Swensen Lazy Portfolio granted a 2.14% dividend yield in the last twelve months, as of Sep 18, 2021.


PeriodTTM20202019201820172016201520142013201220112010

Dividend yield

2.14%2.03%2.41%2.85%2.34%2.44%2.09%2.23%2.10%2.29%2.64%2.15%

David Swensen Lazy PortfolioDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


David Swensen Lazy Portfolio
Benchmark (S&P 500)
Portfolio components

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, 202025Mar 23, 2020111Aug 28, 2020136
-14.98%Jul 8, 201161Oct 3, 201185Feb 3, 2012146
-11.65%Aug 30, 201880Dec 24, 201855Mar 15, 2019135
-11.47%Apr 27, 2015202Feb 11, 201681Jun 8, 2016283
-10.1%Apr 27, 201048Jul 2, 201054Sep 20, 2010102
-8.37%May 22, 201323Jun 24, 201381Oct 17, 2013104
-7.1%Jan 29, 20189Feb 8, 2018138Aug 27, 2018147
-6.81%Jan 20, 201014Feb 8, 201021Mar 10, 201035
-6.76%May 2, 201223Jun 4, 201244Aug 6, 201267
-5.63%Sep 3, 202014Sep 23, 202013Oct 12, 202027

David Swensen Lazy PortfolioVolatility Chart

Current David Swensen Lazy Portfolio volatility is 8.28%. 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.


David Swensen Lazy Portfolio
Benchmark (S&P 500)
Portfolio components

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