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 RT 2 Strategic Asset Allocation – Optimal Moderate | NA | 20.63% | 2.11% | 6.78% | 5.72% | 6.89% | 6.66% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| David Swensen Six Asset Individual Investor Plan RT 2 Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 01/08/2025 |
| 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 (%) | -0.92 | 20.63 | 2.11 | 6.78 | 5.72 | 6.89 | 6.66 | … | … | 0.05 | 9.86 | 13.91 | -16.35 | 11.82 | 14.13 | 18.40 | -6.18 | 12.39 | 7.43 | -3.21 | 7.15 | 6.63 | 12.65 | 1.97 | 13.04 | 26.49 | -25.43 | 10.71 | 14.46 | 9.71 | 14.38 | 25.40 | -4.27 | -3.21 |
| Sharpe Ratio | NA | 0.60 | -0.20 | 0.31 | 0.42 | NA | NA | … | … | 0.00 | 0.49 | 1.30 | -1.34 | 1.58 | 0.80 | 2.80 | -0.92 | 2.82 | 0.87 | -0.38 | 1.24 | 0.90 | 1.67 | 0.15 | 1.13 | 1.39 | -1.10 | 0.74 | 1.49 | 1.21 | 1.98 | 3.52 | -0.54 | -0.55 |
| Standard Deviation(%) | NA | 6.65 | 9.55 | 11.23 | 9.44 | NA | NA | … | … | 5.59 | 6.69 | 7.40 | 13.19 | 7.47 | 17.30 | 6.08 | 8.17 | 4.17 | 8.34 | 8.46 | 5.74 | 7.36 | 7.55 | 13.12 | 11.49 | 18.94 | 24.04 | 10.38 | 7.51 | 6.23 | 6.80 | 7.03 | 9.93 | 9.98 |
| Draw Down(%) | NA | 4.17 | 21.02 | 21.88 | 21.88 | NA | NA | … | … | 0.45 | 4.17 | 6.79 | 21.62 | 3.76 | 20.41 | 2.94 | 11.86 | 1.60 | 5.80 | 10.99 | 5.01 | 8.44 | 5.61 | 11.13 | 8.03 | 17.43 | 37.88 | 6.50 | 7.64 | 4.20 | 7.86 | 5.50 | 14.18 | 16.40 |
| Yield(%) | NA | 3.34 | 3.43 | 3.10 | 2.57 | NA | NA | … | … | NA | 0.83 | 3.45 | 3.21 | 3.01 | 2.36 | 2.74 | 2.13 | 0.35 | 3.33 | 2.10 | 2.55 | 2.31 | 3.05 | 2.85 | 2.34 | 2.82 | 3.14 | 3.53 | 3.06 | 3.61 | 3.29 | 3.26 | 1.96 | 2.43 |
Data as of 10/31/2024, 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 RT 2 Strategic Asset Allocation – Optimal Moderate |
-7.43%
Feb 2006 – Feb 2009 |
-0.14%
Feb 2004 – Feb 2009 |
4.33%
Sep 2012 – Sep 2022 |
4.06%
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 RT 2 Strategic Asset Allocation – Optimal Moderate |
21.49%
Feb 2009 – Feb 2012 |
15.96%
Oct 2002 – Oct 2007 |
9.90%
Mar 2003 – Mar 2013 |
8.62%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart