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

About

An endowment‑style mix: 70% in global stocks and real estate for growth, 30% in short‑term Treasuries and inflation‑protected bonds for stability and inflation defense. Implemented with low‑cost Vanguard ETFs; hold and rebalance using 5% bands.
NutHow it works
Put the portfolio in these slices: 30% VTI (U.S. stocks), 20% VXUS (non‑U.S. stocks), 20% VNQ (U.S. real estate companies), 15% VGSH (short‑term U.S. Treasury bonds), 15% VTIP (short‑term inflation‑protected Treasury bonds). Stocks drive growth; bonds steady the ride; TIPS/real estate help with inflation. Hold long‑term and rebalance if any slice drifts ±5% points from target (manual if not automated).
CheckmarkValue prop
Out-of-sample performance shows similar risk-adjusted return (Sharpe ~1.44) with lower drawdown (8.9% vs SPY 13.7%), and much lower market beta (~0.53). Inflation-hedged, endowment-style diversification offers steadier growth than the S&P 500.
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YTD
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Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
-0.020.640.90.95
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
491.47%14.52%1.36%5.73%0.89
David Swensen's Yale Model
166.47%7.76%1.19%3.22%0.71
Initial Investment
$10,000.00
Final Value
$26,647.43
Regulatory Fees
$0.15
Total Slippage
$1.72
Invest in this strategy
OOS Start Date
Mar 15, 2025
Trading Setting
Threshold 5%
Type
Stocks
Category
Strategic asset allocation, passive investing, endowment model, diversified, global equities, real estate, treasuries, tips, inflation hedging, buy-and-hold
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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.

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

"David Swensen's Yale Model" is currently allocated toVNQ, VTI, VGSH, VTIPandVXUS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "David Swensen's Yale Model" has returned 17.57%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "David Swensen's Yale Model" is 8.92%. 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 "David Swensen's Yale Model", 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, crypto, and options.