Swensen Portfolio

This is the portfolio David Swensen (manager of the Yale endowment) recommends for individual investors in his book Unconventional Success.  


Asset Allocation

(*) Swensen specifically calls for 15% TIPS as part of the bond portion of the portfolio.  I don’t have good data for that asset, so I added it to the overall ITB allocation.  Be sure to read Swensen’s explanation for why he chooses the assets he does.

Note: Because verified data is not available, this portfolio includes estimated returns prior to 1972.  Data for those years is highlighted on each chart.