David Swensen Portfolio

Investment Summary

David Swensen manager of the Yale Endowment fund developed a simple portfolio based on 70/30 Stock/Bond split.

Swensen Portfolio is a simple investment methodology and experiences heavy losses during market corrections and market crisis.

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Investment Performance
Investment Return (?):	10.56%		Volatility (?):	11.89%		Sharpe Ratio:	0.51		Maximum Drawdown:	-25.75%

Investment’s Fundamental Concept:

strong>David Swensen manager of the Yale Endowment fund developed a simple portfolio based on 70/30 Stock/Bond split.

The Swensen Portfolio Allocation is is displayed below:

David Swensen Portfolio Allocation

David Swensen Portfolio Performance for the period 1972-2014 is displayed below:

David Swensen

Portfolio 3 is S&P 500 index.

Bear Market Phases

1973-1978 Crisis

David Swensen 1973-1978 Bear Market

2000 – 2005 Crisis

David Swensen bear market 2000 - 2005

2008 – 2011 Crisis

David Swensen bear market 2008 - 2011

Other Investment Strategy Characteristics:
Investment Type:	Buy & Hold		Investment Risk:	3/5 Average		Backtest Range:	5-10 years		Rebalancing period:	Monthly