Ivy League Endowment Strategy

The chart shows the growth of an initial investment of $10,000 in Ivy League Endowment Strategy, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

Based on dividend-adjusted daily data since Jun 27, 2019, Ivy League Endowment Strategy's average daily return is +0.04%, while the average monthly return is +0.81%. At this rate, an investment would double in approximately 7.2 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +8.1%, while the worst month was Mar 2020 at -10.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Ivy League Endowment Strategy closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +5.1%, while the worst single day was Mar 16, 2020 at -7.5%.

Ivy League Endowment Strategy has an annualized alpha of 1.10%, beta of 0.58, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since June 27, 2019.

• This portfolio participated in 72.89% of S&P 500 Index downside but only 63.10% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.58 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Ivy League Endowment Strategy has an expense ratio of 0.07%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Ivy League Endowment Strategy ranks 77 for risk / return — better than 77% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

The table below presents risk-adjusted performance metrics for Ivy League Endowment Strategy and compares them with S&P 500 Index.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Ivy League Endowment Strategy Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

• 1-Year: 2.50
• 5-Year: 0.69
• All Time: 0.79

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.62 to 2.52, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Ivy League Endowment Strategy compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Ivy League Endowment Strategy provided a 3.69% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the Ivy League Endowment Strategy. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Ivy League Endowment Strategy was 24.34%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.

The current Ivy League Endowment Strategy drawdown is 1.99%.

The chart below shows the rolling one-month volatility.