by David Swensen · rebalanced yearly
Swensen's individual-investor translation of the Yale model: diversified equities and real estate, with treasuries and TIPS as the only bonds worth holding.
CAGR 8.1% |
Max Drawdown -39.5% |
Sharpe 0.73 |
| Holding | Weight |
|---|---|
| VTI — US Total Stock Market | 30% |
| VEA — Intl Developed Markets | 15% |
| VWO — Emerging Markets | 5% |
| VNQ — US REITs | 20% |
| TLT — Long-Term Treasuries (20y+) | 15% |
| TIP — TIPS (Inflation-Protected) | 15% |