Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| David Swensen Index Funds Strategic Asset Allocation – Optimal Moderate | NA | 20.77% | 2.09% | 6.66% | 5.68% | 6.85% | 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 Index Funds 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 (%) | -0.93 | 20.77 | 2.09 | 6.66 | 5.68 | 6.85 | 6.66 | … | … | 0.05 | 9.96 | 13.99 | -16.55 | 11.71 | 13.67 | 18.46 | -6.16 | 12.52 | 7.40 | -3.24 | 7.06 | 6.63 | 12.65 | 1.98 | 13.05 | 26.49 | -25.28 | 11.01 | 14.63 | 9.66 | 14.41 | 25.53 | -4.27 | -3.21 |
| Sharpe Ratio | NA | 0.60 | -0.20 | 0.29 | 0.42 | NA | NA | … | … | 0.00 | 0.50 | 1.32 | -1.36 | 1.56 | 0.76 | 2.83 | -0.92 | 2.79 | 0.86 | -0.38 | 1.23 | 0.90 | 1.67 | 0.15 | 1.13 | 1.39 | -1.10 | 0.78 | 1.50 | 1.21 | 1.97 | 3.53 | -0.54 | -0.55 |
| Standard Deviation(%) | NA | 6.72 | 9.58 | 11.34 | 9.52 | NA | NA | … | … | 5.63 | 6.77 | 7.40 | 13.22 | 7.48 | 17.61 | 6.03 | 8.14 | 4.26 | 8.33 | 8.55 | 5.75 | 7.36 | 7.55 | 13.12 | 11.49 | 18.95 | 23.91 | 10.25 | 7.55 | 6.21 | 6.85 | 7.03 | 9.93 | 9.98 |
| Draw Down(%) | NA | 4.22 | 21.08 | 22.02 | 22.02 | NA | NA | … | … | 0.45 | 4.22 | 6.78 | 21.75 | 3.83 | 20.97 | 2.91 | 11.86 | 1.63 | 5.75 | 11.13 | 5.08 | 8.44 | 5.61 | 11.13 | 8.03 | 17.44 | 37.88 | 6.41 | 7.76 | 4.20 | 7.94 | 5.50 | 14.18 | 16.40 |
| Yield(%) | NA | 3.33 | 3.44 | 3.12 | 2.58 | NA | NA | … | … | NA | 0.82 | 3.45 | 3.21 | 3.06 | 2.36 | 2.76 | 2.12 | 0.35 | 3.34 | 2.07 | 2.56 | 2.31 | 3.05 | 2.85 | 2.34 | 2.82 | 3.14 | 3.53 | 3.02 | 3.62 | 3.29 | 3.31 | 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 Index Funds Strategic Asset Allocation – Optimal Moderate |
-7.25%
Feb 2006 – Feb 2009 |
-0.02%
Feb 2004 – Feb 2009 |
4.27%
Sep 2012 – Sep 2022 |
4.04%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| David Swensen Index Funds Strategic Asset Allocation – Optimal Moderate |
21.49%
Feb 2009 – Feb 2012 |
16.06%
Oct 2002 – Oct 2007 |
9.98%
Mar 2003 – Mar 2013 |
8.58%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart