Skip to Content
Symphonies
Copy David Swensen
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A Swensen‑style, globally diversified mix: ~50% stocks, 20% US real estate, and 30% US Treasuries (half inflation‑protected). Uses low‑cost ETFs and rebalances monthly to keep the portfolio on target.
NutHow it works
It holds six broad, low-cost funds at fixed targets: US stocks (30%), international stocks (15%), emerging markets (5%), US real estate (20%), inflation‑protected Treasuries (15%), and intermediate Treasuries (15%). Each month it rebalances back to these weights—selling what rose and buying what fell.
CheckmarkValue prop
Swensen-style, globally diversified mix with monthly rebalancing and low-cost ETFs offers a steadier ride than the S&P 500: ~20% max drawdown vs ~22%, lower beta, inflation protection via REITs and TIPS, and durable long-term growth.
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
601.26%13.8%-0.15%0.4%0.84
Copy David Swensen
211.91%7.84%1.26%3.45%0.71
Initial Investment
$10,000.00
Final Value
$31,191.24
Regulatory Fees
$3.73
Total Slippage
$8.21
Invest in this strategy
OOS Start Date
Feb 13, 2022
Trading Setting
Monthly
Type
Stocks
Category
Asset allocation, long-only, global diversified, etf-based, strategic, rebalanced monthly
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 6.68%. 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.