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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

A Swensen-inspired, low-cost mix of US and international stocks, real estate, short-term Treasuries, and short-term TIPS for broad diversification, inflation protection, and a steadier ride than an all-stock portfolio.
NutHow it works
It splits your money into 5 broad index funds and holds them long term—no market timing. Targets: 30% VTI (whole US stock market), 20% VXUS (stocks outside the US), 20% VNQ (US real estate/REITs), 15% VGSH (short‑term US Treasuries), 15% VTIP (short‑term inflation‑protected Treasuries). Built to balance growth, safety, and inflation defense. Rebalancing isn’t automated here; many rebalance if a slice drifts ~5% from target.
CheckmarkValue prop
Out-of-sample, this endowment mix offers better risk-adjusted performance and smaller drawdowns than the S&P 500: Sharpe ~1.53 vs 1.40, Calmar ~2, max drawdown ~9% vs ~14%. Inflation hedging via TIPS/REITs adds ballast for steadier growth.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
-0.010.650.890.95
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
548.65%14.69%0.09%13.88%0.9
David Swensen's Yale Model
191.99%8.17%1.02%9.77%0.74
Initial Investment
$10,000.00
Final Value
$29,199.03
Regulatory Fees
$0.26
Total Slippage
$2.24
Invest in this strategy
OOS Start Date
Mar 15, 2025
Trading Setting
Threshold 5%
Type
Stocks
Category
Asset allocation, endowment model, diversified, passive index etfs, inflation protection, rebalancing bands
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
VGSH
Vanguard Short-Term Treasury ETF
Stocks
VNQ
Vanguard Real Estate ETF
Stocks
VTI
Vanguard Total Stock Market ETF
Stocks
VTIP
Vanguard Short-Term Inflation-Protected Securities Index Fund
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.

"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 17.69%. 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, and options.