Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| David Swensen Six Asset Individual Investor Plan Tactical Asset Allocation Moderate | NA | 5.95% | 4.43% | 6.81% | 5.99% | 7.26% | 9.15% | … | … |
Data as of 04/30/2025, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| David Swensen Six Asset Individual Investor Plan Tactical Asset Allocation Moderate | 12/31/2000 | 07/02/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 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 (%) | 1.69 | 5.95 | 4.43 | 6.81 | 5.99 | 7.26 | 9.15 | … | … | 2.85 | 10.07 | 14.06 | -17.41 | 18.36 | 11.58 | 17.55 | -4.74 | 12.01 | 7.14 | -0.55 | 5.84 | 11.58 | 14.27 | 6.48 | 19.18 | 11.97 | 5.11 | 20.04 | 14.99 | 12.83 | 14.86 | 29.21 | 9.60 | -0.49 |
| Sharpe Ratio | NA | 0.13 | 0.47 | 0.56 | 0.51 | NA | NA | … | … | 0.12 | 0.78 | 1.41 | -1.36 | 2.01 | 0.64 | 2.64 | -0.69 | 2.51 | 0.82 | -0.06 | 0.84 | 1.67 | 1.93 | 0.44 | 1.50 | 0.96 | 0.62 | 1.37 | 1.21 | 1.40 | 1.53 | 4.82 | 1.57 | -0.45 |
| Standard Deviation(%) | NA | 10.15 | 9.59 | 10.13 | 10.17 | NA | NA | … | … | 11.25 | 8.23 | 7.38 | 13.90 | 9.13 | 17.69 | 6.08 | 8.87 | 4.52 | 8.41 | 9.20 | 6.96 | 6.91 | 7.38 | 14.68 | 12.69 | 12.31 | 6.68 | 12.37 | 9.55 | 7.56 | 9.08 | 5.91 | 5.38 | 6.48 |
| Draw Down(%) | NA | 11.50 | 11.50 | 21.79 | 21.79 | NA | NA | … | … | 11.50 | 5.23 | 6.31 | 21.72 | 4.98 | 19.80 | 2.92 | 11.76 | 1.84 | 5.26 | 9.48 | 6.57 | 6.64 | 5.20 | 11.42 | 8.39 | 9.40 | 4.95 | 9.39 | 12.57 | 5.10 | 12.89 | 2.60 | 2.99 | 7.32 |
| Yield(%) | NA | 2.54 | 2.73 | 2.39 | 2.51 | NA | NA | … | … | NA | 1.68 | 2.20 | 2.02 | 3.33 | 1.82 | 2.56 | 1.78 | 2.69 | 3.37 | 2.46 | 2.62 | 1.61 | 3.47 | 3.19 | 3.06 | 5.02 | 4.44 | 3.90 | 3.89 | 5.21 | 4.51 | 7.32 | 6.40 | 4.83 |
Data as of 04/30/2025, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| David Swensen Six Asset Individual Investor Plan Tactical Asset Allocation Moderate |
1.22%
Dec 2021 – Dec 2024 |
2.96%
Mar 2015 – Mar 2020 |
5.14%
Oct 2013 – Oct 2023 |
7.18%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| David Swensen Six Asset Individual Investor Plan Tactical Asset Allocation Moderate |
20.85%
Apr 2003 – Apr 2006 |
18.88%
Mar 2003 – Mar 2008 |
15.13%
Mar 2002 – Mar 2012 |
12.34%
Jul 2001 – Jul 2016 |
Annualized Rolling Returns Comparison Chart