David Swensen Yale Endowment Portfolio
- Expense Ratio
- 0.13%
- Dividend Yield
- 1.85%
David Swensen Yale Endowment PortfolioAsset Allocation
David Swensen Yale Endowment PortfolioPerformance
The chart shows the growth of $10,000 invested in David Swensen Yale Endowment Portfolio on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $29,675 for a total return of roughly 196.75%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly
David Swensen Yale Endowment PortfolioReturns
As of Apr 18, 2021, the David Swensen Yale Endowment Portfolio returned 6.13% Year-To-Date and 9.40% of annualized return in the last 10 years.
| 1M | YTD | 6M | 1Y | 5Y | 10Y | |
|---|---|---|---|---|---|---|
| David Swensen Yale Endowment Portfolio | 4.52% | 6.13% | 13.90% | 29.39% | 10.52% | 9.40% |
| Portfolio components: | ||||||
EEM iShares MSCI Emerging Markets ETF | 1.74% | 5.19% | 20.53% | 52.32% | 11.71% | 3.04% |
TIP iShares TIPS Bond ETF | 1.70% | -0.68% | 0.73% | 6.13% | 3.99% | 3.22% |
TLT iShares 20+ Year Treasury Bond ETF | 4.13% | -11.38% | -13.12% | -15.85% | 3.47% | 6.86% |
VEA Vanguard FTSE Developed Markets ETF | 4.11% | 9.32% | 25.28% | 50.40% | 10.05% | 6.19% |
VNQ Vanguard Real Estate ETF | 5.39% | 13.84% | 21.55% | 31.36% | 7.13% | 9.24% |
VTI Vanguard Total Stock Market ETF | 6.28% | 11.94% | 23.21% | 54.15% | 17.44% | 14.36% |
| Returns over 1 year are annualized | ||||||
David Swensen Yale Endowment PortfolioDividends
David Swensen Yale Endowment Portfolio granted a 1.85% dividend yield in the last twelve months, as of Apr 18, 2021.
| Period | TTM | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend yield | 1.85% | 1.99% | 2.41% | 2.97% | 2.55% | 2.70% | 2.38% | 2.56% | 2.54% | 2.58% | 3.02% | 2.65% |
David Swensen Yale Endowment PortfolioDrawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
David Swensen Yale Endowment PortfolioWorst Drawdowns
The table below shows the maximum drawdowns of the David Swensen Yale Endowment 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 {{portfolioName}} is 24.30%, recorded on Mar 18, 2020. It took 96 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.3% | Feb 18, 2020 | 22 | Mar 18, 2020 | 96 | Aug 4, 2020 | 118 |
| -11.54% | Aug 30, 2018 | 80 | Dec 24, 2018 | 55 | Mar 15, 2019 | 135 |
| -11.47% | Jul 25, 2011 | 11 | Aug 8, 2011 | 111 | Jan 17, 2012 | 122 |
| -10.53% | Apr 27, 2015 | 202 | Feb 11, 2016 | 78 | Jun 3, 2016 | 280 |
| -9.38% | May 22, 2013 | 23 | Jun 24, 2013 | 87 | Oct 25, 2013 | 110 |
| -8.52% | Apr 30, 2010 | 26 | Jun 7, 2010 | 68 | Sep 13, 2010 | 94 |
| -7.68% | Jan 29, 2018 | 9 | Feb 8, 2018 | 138 | Aug 27, 2018 | 147 |
| -6.58% | Jan 20, 2010 | 14 | Feb 8, 2010 | 21 | Mar 10, 2010 | 35 |
| -6.13% | Sep 8, 2016 | 47 | Nov 11, 2016 | 67 | Feb 21, 2017 | 114 |
| -5.73% | Sep 3, 2020 | 41 | Oct 30, 2020 | 7 | Nov 10, 2020 | 48 |
David Swensen Yale Endowment PortfolioVolatility Chart
Current David Swensen Yale Endowment Portfolio volatility is 13.22%. 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.