David Swensen Lazy Portfolio: Rolling Returns

  • The Best and Canniest Lazy Portfolio (NYSE:V) | Seeking Alpha

    May 22, 2011· David Swensen, the Yale Endowment Investment Manager, proposed this portfolio for individual investors. Swensen was one of the first to diversify and this portfolio has four asset classes: US ...

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  • Backtest Portfolio Asset Class Allocation

    Backtest Portfolio Asset Class Allocation. This portfolio backtesting tool allows you to construct one or more portfolios based on the selected asset class level allocations in order to analyze and backtest portfolio returns, risk characteristics, drawdowns, and rolling returns.

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  • The Curse of the Yale Model - Forbes

    Apr 16, 2012· Swensen published details of this strategy in his 2000 book, entitled Pioneering Portfolio Management. It was an instant best-seller among professional investors …

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  • Portfolio Optimization

    Swensen’s lazy portfolio is a heavy dose of equities, both domestic and international, plus a sizeable allocation of real estate, and then the most secure forms of fixed income via two forms of treasuries. Historically, this portfolio allocation returns ~6.7% with a standard deviation of ~11.4% ( l ink ) . These two

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  • David Swensen Lazy Portfolio — PortfoliosLab

    David Swensen Lazy Portfolio Returns As of 12 Feb 2021, the David Swensen Lazy Portfolio returned 4.21% Year-To-Date and 8.11% of annualized return in the last 10 years. David Swensen Lazy Portfolio Sharpe Ratio Chart

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  • Lazy Portfolios and ETF composition

    A Lazy Portfolio is a collection of investments that requires very little maintenance. It’s the typical passive investing strategy, for long-term investors, with time horizons of more than 10 years. Choose your Lazy Portfolio, and implement it with ETFs. Portfolios are ordered by 10Y return.

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  • David Swensen Yale Endowment Portfolio: Rolling Returns

    Feb 28, 2021· Considering all 3 years rolling periods, you would have obtained a positive returns 91.30% of times All the returns are calculated over the available historical serie, starting from January 2001 until February 2021.

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  • David Swensen’s portfolio (from Unconventional Success ...

    Sep 07, 2014· David Swensen’s portfolio (from Unconventional Success) “Individual investors should take control of their financial destinies, educate themselves, avoid sales pitches and invest in a well-diversified portfolio of low-cost index funds, like those …

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  • Lazy Portfolios in 2018 – Financial Page

    Jan 14, 2019· The following table lists 2018 total returns for various examples of “lazy portfolios”. Some of the portfolios (Coffeehouse and Coward’s) are designed as 60/40 stock/bond portfolios. Other portfolios (Armstrong Ideal and Swensen) are designed as 70/30 stock/bond portfolios.

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  • Things We Can All Learn From The Yale ... - Portfolio Charts

    Apr 16, 2018· The Yale portfolio had a higher average return but the Swensen portfolio had the same volatility. The Swensen portfolio had deeper max drawdowns, but they were also shorter with a lower Ulcer index. The Yale portfolio had higher returns over many periods, but the Swensen portfolio did much better in the 1970’s.

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  • swensen lazy portfolio - niceinstitute.co.in

    If you are interested in getting periodic income, please refer to the David Swensen Lazy Portfolio: Dividend Yield page. Total Return is calculated assuming dividend reinvestment. In the last 10 years, the portfolio obtained a 7.71% compound annual return, with a 9.37% standard deviation.

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  • The Yale Portfolio | White Coat Investor

    Oct 29, 2011· October 29, 2011 MST. Category: Investing. The Yale Portfolio. This is another in my series of posts on fixed asset allocation portfolios (AKA lazy portfolios.) You can read about the other ones here. David F. Swensen is perhaps the most …

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  • David Swensen Portfolio, Build Yale's Portfolio With ETFs ...

    Jul 15, 2020· David Swensen’s portfolio is exposed to 70% stocks and 30% bonds. It is a high-risk portfolio and can be built with 6 ETFs. For the past 10 years, it has returned 8.06 with a standard deviation of 11.16. The dividend yield is 1.93. The 30 year return is 9.01%.

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  • Invest Like A Yalie: The Model Portfolio of David Swensen ...

    May 03, 2017· The key is to not use David Swensen’s or any other person’s portfolio because you like or dislike its historical returns. The relative returns of asset classes change with time and it is easy to move to a Swensen portfolio when real estate and emerging markets are doing well, but then to a three-fund portfolio when real estate is lagging ...

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  • Swensen 6 Asset Class Lazy Retirement Portfolio Review ...

    Mar 14, 2011· David Swensen, the Yale Endowment Investment Manager, proposed this portfolio for individual investors. Swensen was one of the first to diversify and this portfolio has five asset classes: US ...

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  • SWENSEN PORTFOLIO 💰2,000%+ RETURN 💰ULTIMATE INVESTING ...

    Mar 08, 2019· With over $27 billion dollars under management, the Yale endowment is the second largest college endowment in the world (Harvard is #1). It wasn’t always tha...

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  • David Swensen Lazy Portfolio: ETF allocation and returns

    23 rows· Apr 30, 2021· The David Swensen Lazy Portfolio is exposed for 70% on the Stock …

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  • 3 Investment Gurus Share Their Model Portfolios : NPR

    Oct 17, 2015· NPR talked to three about what a retirement portfolio should look like. David Swensen has made an average return of 13.9 percent a year over the …

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  • Lazy Portfolios — PortfoliosLab

    Lazy Portfolios. A lazy portfolio is a set-and-forget collection of investments that require little or no maintenance. Most portfolios consist of a small number of low-cost funds that are easy to implement and rebalance. Lazy portfolios are designed to perform well in most market conditions, making them the perfect choice for long-term investors.

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  • Lazy Portfolios and Their ETF Pies for M1 Finance

    Mar 19, 2021· Lazy Portfolios and Their ETF Pies for M1 Finance. The term “lazy portfolio” refers to a portfolio designed to perform well in most market conditions, that can be held for an extended period without changing the asset allocation leading up to retirement. Popular examples are the traditional 60/40 Portfolio and the Bogleheads 3 Fund Portfolio.

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  • Backtest Portfolio Asset Allocation

    Backtest Portfolio Asset Allocation. This portfolio backtesting tool allows you to construct one or more portfolios based on the selected mutual funds, ETFs, and stocks. You can analyze and backtest portfolio returns, risk characteristics, style exposures, and drawdowns. The results cover both returns and fund fundamentals based portfolio style ...

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  • Measuring the Performance of David Swensen’s Lazy Portfolio

    Mar 30, 2011· Measuring The Performance of David Swensen’s Lazy Portfolio. Portfolioist. 2011-03-30T22:06:21Z ... “If we can find a portfolio that requires little effort and still delivers good returns ...

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  • David Swensen Lazy Portfolio: Rolling Returns

    Mar 31, 2021· Considering all 4 years rolling periods, you would have obtained a positive returns 97.45% of times All the returns are calculated over the available historical serie, starting from January 2001 until March 2021.

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  • Swensen Portfolio – Portfolio Charts

    This is the portfolio David Swensen (manager of the Yale endowment) recommends for individual investors in his book Unconventional Success. Asset Allocation 30% Total Stock Market15% International Stocks5% Emerging Markets30% Intermediate Bonds¹20% REITs Notes Swensen specifically calls for 15% TIPS as part of the bond portion of the portfolio.

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  • Swensen 6 Asset Class Lazy Retirement Portfolio Review ...

    Mar 14, 2011· David Swensen, the Yale Endowment Investment Manager, proposed this portfolio for individual investors. Swensen was one of the first to diversify and this portfolio …

    Read More
  • KISS Retirement Portfolio: David Swensen's 'Unconventional ...

    Mar 02, 2015· The Portfolio. David Swensen has managed Yale's Endowment since 1985. In the endowment he is known for investing in low-liquidity assets, …

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  • David Swensen’s portfolio (from Unconventional Success ...

    Sep 07, 2014· David Swensen’s portfolio (from Unconventional Success) “Individual investors should take control of their financial destinies, educate themselves, avoid sales pitches and invest in a well-diversified portfolio of low …

    Read More
  • David Swensen Yale Endowment Portfolio — PortfoliosLab

    David Swensen Yale Endowment Portfolio Performance. The chart shows the growth of $10,000 invested in David Swensen Yale Endowment Portfolio on Jan 4, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $30,028 for a total return of roughly 200.28%.

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  • The Yale Portfolio | White Coat Investor

    Oct 29, 2011· October 29, 2011 MST. Category: Investing. The Yale Portfolio. This is another in my series of posts on fixed asset allocation portfolios (AKA lazy portfolios.) You can read about the other ones here. David F. Swensen is perhaps the most successful university endowment manager of all time. He began at Yale in 1985 and compiled such a great ...

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  • Lazy portfolios - Bogleheads

    Mar 10, 2021· Lazy Portfolios, Google Sheets source for charts (Core four, David Swensen). Portfolio return data. Lazy Portfolios at MarketWatch - Comparative returns of numerous lazy portfolios compiled by Paul B. Farrell, lazy portfolios story archive, and discussion board. The Couch Potato Portfolios, from assetbuilder.com - Construction and returns for ...

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  • Lazy portfolios - Bogleheads

    Mar 10, 2021· David Swensen is CIO of Yale University and author of Unconventional Success. His lazy portfolio uses low-cost, tax-efficient total market funds, a healthy dose of real estate, and inflation-protected securities (TIPS).

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  • David Swensen Is Great for Yale. Is He Horrible for ...

    Jul 31, 2019· David Swensen made $4.7 million in 2017, whereas the CIO of New York City’s $199 billion pension fund earned $350,000.) The mirage of outdoing Yale …

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  • The David Swensen Portfolio Review and ETF Pie for M1 Finance

    May 09, 2021· The David Swensen Portfolio – also called the David Swensen Lazy Portfolio – comes from portfolio manager David Swensen, who was the CIO at Yale University from 1985 until his death in May, 2021. You can get his book Unconventional Success: A Fundamental Approach to Personal Investment on Amazon here. The David Swensen Portfolio asset ...

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