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Symphonies
Copy David Swensen
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A Yale-style, diversified ETF portfolio with six funds (US stocks, international stocks including EM, real estate, and inflation/treasury bonds); target 70% equity-like assets and 30% bonds/inflation protection, rebalanced monthly.
NutHow it works
What you’re buying is a six-ETF portfolio that covers U.S. stocks, international stocks (including emerging markets), real estate, inflation-protected bonds, and intermediate Treasuries. Target allocations are 30% VTI, 5% VWO, 15% VXUS, 20% VNQ, 15% TIP, 15% VGIT. Each month, the manager checks if your actual holdings match these targets and buys or sells to bring them back in line. The goal is to grow over time while damping risk through diversification. It’s not using leverage, and you’ll incur typical ETF fees and bid-ask spreads. The strategy follows Swensen’s diversification principle: spread risk across asset classes and regions, then rebalance regularly to maintain the intended mix.
CheckmarkValue prop
Diversified six-ETF Yale-style portfolio across US/international stocks, real estate, and inflation-protected bonds. Lower beta (~0.61) and ~20% drawdown vs S&P (~22%), inflation hedge, monthly rebalancing, no leverage—long-term diversification beyond the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
-0.010.640.870.93
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
584.78%13.59%-2.02%-1.16%0.83
Copy David Swensen
206.11%7.69%-2.29%2.06%0.69
Initial Investment
$10,000.00
Final Value
$30,610.59
Regulatory Fees
$3.73
Total Slippage
$8.21
Invest in this strategy
OOS Start Date
Feb 13, 2022
Trading Setting
Monthly
Type
Stocks
Category
Diversified etf portfolio, global equities, real estate, fixed income
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
TIP
iShares TIPS Bond ETF
Stocks
VGIT
Vanguard Intermediate-Term Treasury ETF
Stocks
VNQ
Vanguard Real Estate ETF
Stocks
VTI
Vanguard Total Stock Market ETF
Stocks
VWO
Vanguard FTSE Emerging Markets ETF
Stocks
VXUS
Vanguard Total International Stock ETF
Stocks

FAQ

A Composer symphony is an automated trading strategy that executes trades based on parameters of your choice. Some symphonies are similar to holding one ETF in normal conditions and rotating to a different ETF when market conditions shift, for example a 5% drop in the S&P 500, while others use complex rules with dozens of triggers. However, complex doesn’t always mean better. A simple, well-structured symphony can be just as effective as an intricate one. Learn more about how symphonies work here.

"Copy David Swensen" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Copy David Swensen" is currently allocated toTIP, VNQ, VTI, VWO, VGITandVXUS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Copy David Swensen" has returned 6.13%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Copy David Swensen" is 20.31%. The maximum drawdown measures the largest peak-to-trough decline. It's an important metric to evaluate risk and the strategy's behavior during market stress.

To invest in "Copy David Swensen", simply click the Invest button on this page. You'll need to open an account with Composer if you don't have one yet, then you can start investing. Composer will automatically execute the trades for you based on the strategy's rules. Composer also supports trading individual stocks, ETFs, and options.