The Key Endowment Model
Portfolio Strategy Goal
Increase portfolio performance while
lowering portfolio volatility
1. The Yale Endowment Report for years 1997-2017, Harvard University Financial Report for years 1997-2017, The Stanford Management Company Report for years 1997-2017, press releases for Yale and Harvard for September 2017 data. (Endowments measure returns from July 1st through June 30.)
2. U.S. stocks refer to the S&P500. All data used was supplied directly by Standard and Poor. Bonds returns are calculated from the Barclays Capital U.S. Aggregate Bond Index, and all bond data was supplied by Barclays Capital.
3. Correlation is a statistical measure of how two securities move in relation to each other.