Copy David Swensen
Backtest results
Metrics
1Y · since Oct 2025Copy David Swensen | |
|---|---|
| Total Return | +7.79% |
| CAGR | +7.86% |
| Sharpe | 0.91 |
| Calmar | 1.18 |
| Max DD | -6.66% |
| Volatility | 8.76% |
| Win Rate | 54.2% |
Last year of a hypothetical backtest, Oct 30, 2025 to Oct 30, 2026. Create an account to see the full history.
About this strategy
A steady, diversified mix of broad U.S. equities (VTI), emerging markets (VWO), international stocks (VXUS), real estate (VNQ), and fixed-income (TIP, VGIT). The portfolio is rebalanced periodically, keeping each asset in its set weight without reacting to market swings, offering a simple, low-maintenance approach.
Current allocation
What the rules select as of Oct 30, 2026.
Frequently asked questions
What is Copy David Swensen?
A steady, diversified mix of broad U.S. equities (VTI), emerging markets (VWO), international stocks (VXUS), real estate (VNQ), and fixed-income (TIP, VGIT). The portfolio is rebalanced periodically, keeping each asset in its set weight without reacting to market swings, offering a simple, low-maintenance approach.
What is Copy David Swensen holding today?
As of Oct 30, 2026, Copy David Swensen allocates to VTI 30%, VNQ 20%, TIP 15%, VGIT 15%, VXUS 15%, VWO 5%.
How has Copy David Swensen performed over the past year?
From Oct 30, 2025 to Oct 30, 2026, Copy David Swensen returned +8% in a hypothetical backtest. Past performance does not guarantee future results.
What is the maximum drawdown of Copy David Swensen?
From Oct 30, 2025 to Oct 30, 2026, the largest peak-to-trough decline of Copy David Swensen in a hypothetical backtest was -6.7%.
How do I use Copy David Swensen?
Open Copy David Swensen in Quantly to rerun the backtest, adjust the rules, and paper trade it. You can also connect a supported brokerage to trade your version live.
Backtest results are hypothetical and do not guarantee future returns. Strategies are shared by Quantly users for research only and are not investment advice.