Historical performance and safe withdrawal rate analysis for the Swensen / Yale Endowment Portfolio. See asset allocation, risk metrics, and success rates across different withdrawal strategies and retirement horizons.
David Swensen's model for individual investors: 30% US Stocks, 15% Developed Intl, 5% Emerging Markets, 20% Real Estate, 15% Treasuries, 15% TIPS. Diversified across risk factors.
Source: Unconventional Success (David Swensen)
Worst year: -21.8%
Sharpe: 0.49
| Metric | Value |
|---|---|
| CAGR (Annual Return) | 6.9% |
| Volatility (Std Dev) | 11.2% |
| Maximum Drawdown | -31.5% |
| Sharpe Ratio | 0.49 |
| Best Year | 23.3% |
| Worst Year | -21.8% |
| Withdrawal Rate | 30-Year Success | 40-Year Success |
|---|---|---|
| Conservative (3%) | 100% | 94% |
| Moderate (3.5%) | 98% | 90% |
| Standard (4%) | 87% | 79% |
| Aggressive (5%) | 68% | 60% |
Conservative (3%)
Moderate (3.5%)
Standard (4%)
Aggressive (5%)
Calculation Assumptions
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