Lemoney
Portfolios

Swensen Portfolio

by ElderLemon · shared 16 Sept 2026 · Published by David Swensen, 9 Aug 2005 · source

Open in the Lab

Weights

VTIVanguard Total Stock Market ETF30.0%VNQVanguard Real Estate ETF20.0%EFAiShares MSCI EAFE ETF15.0%IEFiShares 7-10 Year Treasury Bond ETF15.0%TIPiShares TIPS Bond ETF15.0%EEMiShares MSCI Emerging Markets ETF5.0%
  • VTIVanguard Total Stock Market ETF30.0%
  • VNQVanguard Real Estate ETF20.0%
  • EFAiShares MSCI EAFE ETF15.0%
  • IEFiShares 7-10 Year Treasury Bond ETF15.0%
  • TIPiShares TIPS Bond ETF15.0%
  • EEMiShares MSCI Emerging Markets ETF5.0%

Performance

CAGR
+7.7%
Final value
$52k
Max drawdown
−42.8%
Volatility
12.6%
Sharpe
0.65
Sortino
0.93

Correlation

weekly returns
VTIEFAEEMVNQIEFTIP
VTI·0.870.780.75−0.210.07
EFA0.87·0.850.67−0.170.10
EEM0.780.85·0.60−0.180.06
VNQ0.750.670.60·−0.030.16
IEF−0.21−0.17−0.18−0.03·0.73
TIP0.070.100.060.160.73·

Growth of $10K

Long only · Fixed weights · annually · 2004-10-08 to 2026-10-09
$10k$20k$50k2007201020132016201920222025$52k
$51,500Oct 9, 2026
−20%−40%2007201020132016201920222025−40.0% · 2009-02
−3.1%Oct 9, 2026

Annual returns

* partial
through 2026-10-09