P David Swensen Yale Individual Investor Portfolio Annual Rebalancing live
As an unregistered or not premiums user, the portfolio information is delayed 30 days or more.
Performance:
From 12/31/00 To 12/31/09
|
|
2000
|
2001
|
2002
|
2003
|
2004
|
2005
|
2006
|
2007
|
2008
|
2009
|
2010
|
1 Yr
|
3 Yr
|
5 Yr
|
Inception
|
|
Annualized Return (%)
|
0
|
-2.53
|
-3.84
|
27.24
|
16.65
|
9.51
|
17.46
|
5.76
|
-24.82
|
23.61
|
-4.34
|
23.61
|
-0.57
|
4.8
|
6.49
|
|
Sharpe Ratio (%)
|
NA
|
-48.38
|
-47.7
|
327.66
|
197.59
|
96.59
|
168.34
|
22.59
|
-92.87
|
95.8
|
-32.44
|
95.8
|
-8.5
|
15.99
|
32.8
|
Strategies:
| Rebalancing Strategy |
STATIC
check
parameters
getParameter
[ x ]
Rebalancing Strategy Parameters
No Parameter with this strategy!
|
| Cash Flow Strategy |
STATIC
check
parameters
[ x ]
Cash Flow Strategy Parameters
No Parameter with this strategy!
|
| Asset Allocation Strategy |
David Swensen Yale Individual Investor's Portfolio
check
parameters
getParameter
[ x ]
Asset Allocation Strategy Parameters
No Parameter with this strategy!
|
| Asset Name |
Asset Type |
Strategy Name |
Target Percentage |
Actual Percentage |
Total Amount |
Securities |
operation |
|
US Equity
|
UNKNOWN
|
STATIC
check
parameters
parameters
[ x ]
Fill the Asset Strategy Parameters
No Parameter with this strategy!
|
30%
|
|
5,275.915
|
Current Securities
|
|
| Symbol |
share nunbers |
price |
is reinvested |
Amount |
Percent in Asset(%) |
Percent in Portfolio(%) |
operation |
|
VTSMX
|
192.201
|
27.45
|
Yes
|
5,275.915
|
|
|
|
|
|
International Equity
|
UNKNOWN
|
STATIC
check
parameters
parameters
[ x ]
Fill the Asset Strategy Parameters
No Parameter with this strategy!
|
15%
|
|
2,637.957
|
Current Securities
|
|
| Symbol |
share nunbers |
price |
is reinvested |
Amount |
Percent in Asset(%) |
Percent in Portfolio(%) |
operation |
|
VGTSX
|
183.064
|
14.41
|
Yes
|
2,637.957
|
|
|
|
|
|
REIT
|
UNKNOWN
|
STATIC
check
parameters
parameters
[ x ]
Fill the Asset Strategy Parameters
No Parameter with this strategy!
|
20%
|
|
3,517.276
|
Current Securities
|
|
| Symbol |
share nunbers |
price |
is reinvested |
Amount |
Percent in Asset(%) |
Percent in Portfolio(%) |
operation |
|
VGSIX
|
237.013
|
14.84
|
Yes
|
3,517.276
|
|
|
|
|
|
EmergingMarket
|
UNKNOWN
|
STATIC
check
parameters
parameters
[ x ]
Fill the Asset Strategy Parameters
No Parameter with this strategy!
|
5%
|
|
879.319
|
Current Securities
|
|
| Symbol |
share nunbers |
price |
is reinvested |
Amount |
Percent in Asset(%) |
Percent in Portfolio(%) |
operation |
|
VEIEX
|
33.937
|
25.91
|
Yes
|
879.319
|
|
|
|
|
|
TIPS
|
UNKNOWN
|
STATIC
check
parameters
parameters
[ x ]
Fill the Asset Strategy Parameters
No Parameter with this strategy!
|
15%
|
|
2,637.957
|
Current Securities
|
|
| Symbol |
share nunbers |
price |
is reinvested |
Amount |
Percent in Asset(%) |
Percent in Portfolio(%) |
operation |
|
VIPSX
|
210.196
|
12.55
|
Yes
|
2,637.957
|
|
|
|
|
|
LongTreasury
|
UNKNOWN
|
STATIC
check
parameters
parameters
[ x ]
Fill the Asset Strategy Parameters
No Parameter with this strategy!
|
15%
|
|
2,637.957
|
Current Securities
|
|
| Symbol |
share nunbers |
price |
is reinvested |
Amount |
Percent in Asset(%) |
Percent in Portfolio(%) |
operation |
|
VUSTX
|
242.014
|
10.9
|
Yes
|
2,637.957
|
|
|
|
|
Holdings on 12/31/2009
|
| Last Transaction Date |
| 12/31/2000 |
|
| Starting Date |
| 12/31/2000 |
|
| Original Amount |
| 10,000 |
|
| Benchmark |
| ^GSPC |
|
| Symbol |
| P_407 |
|
|
Previous