Portfolio vs. 60/40 vs. S&P 500
All Data
10 Years
**S&P 500 backtest to 1972 and 60/40 backtest to 1970
Lazy Portfolio by David Swensen
Details
The Lazy Portfolio comes from David Swensen, the former CIO of Yale University. He was responsible for managing the investments of Yale’s multi-billion dollar endowment.
The portfolio invests 50% in equities, 30% in bonds, and 20% in real estate.
Asset Allocation & Recommended ETFs
Performance Metrics
All Data
10 Years
Annual Return
8.4%
Sharpe Ratio
0.60
10 Year Annual Return
6.2%
Volatility (annualized)
10.8%
Max Drawdown
-40.4%
Positive Periods
67.1%
Dot Com Annual Return
-0.4%
Great Financial Crisis Return
-1.0%
Trade Frequency
Static
Ulcer Performance Index
0.9
How to Invest in the Lazy Portfolio
M1 Finance is the recommended platform to invest in this portfolio. Find out why.
