Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| test_David Swensen Six ETF Asset Individual Investor Plan Strategic Asset Allocation – Optimal Moderate | NA | 6.36% | 3.40% | 5.13% | 6.14% | 6.24% | 6.22% | … | … |
Data as of 08/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| test_David Swensen Six ETF Asset Individual Investor Plan Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 11/08/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | 1.46 | 6.36 | 3.40 | 5.13 | 6.14 | 6.24 | 6.22 | … | … | 7.07 | -16.31 | 12.74 | 13.70 | 18.51 | -6.48 | 12.99 | 8.20 | -0.90 | 7.62 | 8.75 | 13.94 | 2.77 | 13.58 | 25.08 | -23.56 | 9.02 | 10.44 | 4.49 | 7.85 | 17.55 | -12.44 | 9.46 |
| Sharpe Ratio | NA | 0.60 | 0.07 | 0.35 | 0.45 | NA | NA | … | … | 0.42 | -1.24 | 1.63 | 0.73 | 2.68 | -0.92 | 2.82 | 0.90 | -0.11 | 1.27 | 1.12 | 1.77 | 0.20 | 1.12 | 1.29 | -0.99 | 0.56 | 1.07 | 0.36 | 1.02 | 1.69 | -0.91 | 1.34 |
| Standard Deviation(%) | NA | 9.42 | 10.42 | 12.00 | 9.94 | NA | NA | … | … | 7.88 | 14.24 | 7.81 | 18.51 | 6.39 | 8.50 | 4.39 | 8.87 | 8.66 | 5.98 | 7.80 | 7.83 | 14.03 | 12.04 | 19.35 | 24.75 | 10.78 | 6.74 | 6.47 | 6.75 | 9.99 | 14.96 | 5.34 |
| Draw Down(%) | NA | 6.81 | 21.99 | 21.99 | 21.99 | NA | NA | … | … | 6.81 | 21.77 | 3.65 | 21.55 | 3.14 | 11.99 | 1.73 | 5.58 | 9.71 | 5.08 | 8.20 | 5.73 | 11.74 | 8.34 | 18.01 | 36.18 | 6.10 | 4.34 | 4.12 | 5.39 | 8.08 | 20.62 | 2.44 |
| Yield(%) | NA | 3.45 | 3.13 | 2.71 | 2.56 | NA | NA | … | … | 2.58 | 2.99 | 3.07 | 1.78 | 2.46 | 1.89 | 0.82 | 3.39 | 2.49 | 3.54 | 2.95 | 3.32 | 3.75 | 3.14 | 3.39 | 3.52 | 2.79 | 2.51 | 2.19 | 1.15 | 0.76 | 0.79 | 2.23 |
Data as of 08/31/2023, 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 |
|---|---|---|---|---|
| test_David Swensen Six ETF Asset Individual Investor Plan Strategic Asset Allocation – Optimal Moder |
-7.71%
Feb 2006 – Feb 2009 |
-2.47%
Feb 2004 – Feb 2009 |
4.51%
Sep 2001 – Sep 2011 |
4.77%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| test_David Swensen Six ETF Asset Individual Investor Plan Strategic Asset Allocation – Optimal Moder |
21.36%
Feb 2009 – Feb 2012 |
16.04%
Feb 2009 – Feb 2014 |
10.43%
Feb 2009 – Feb 2019 |
7.59%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart