Tools
Endowment-style (Indian approximation)
30% Nifty 500, 10% Nifty Midcap 150, 10% Nifty Smallcap 250, 20% gold, 15% long G-secs (synthetic 10-year), 15% 5-year G-sec, rebalanced each January. It holds 30% Nifty 500, 20% gold, 15% long G-secs, 15% G-secs, 10% Midcap 150, 10% Smallcap 250 . From Apr 2005 it returned 13.4% a year after tax; its worst fall was −31%.
What it holds now
Target : 30% Nifty 500, 20% gold, 15% long G-secs, 15% G-secs, 10% Midcap 150, 10% Smallcap 250.
Its record
Growth of one rupee after costs, before tax, on a log scale. The marks show when the rule was published and when it entered this library; only the stretch after the second mark is free of hindsight.
Endowment-style (Indian approximation): growth of one rupee
How to read it. Log scale, so equal slopes are equal returns.
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Endowment-style (Indian approximation): fall from its previous peak
How to read it. How far it was below its previous high, weekly. Its worst fall was −31% on daily closes; the weekly line can look a little shallower.
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Apr 2005 to Oct 2026. Percentages except the Sharpe ratio, turnover and tax cost.
| This model | Benchmark | |
|---|---|---|
| Return a year, before tax | 14.1 | – |
| Return a year, after tax | 13.4 | – |
| Volatility | 11.7 | – |
| Worst fall | −30.6 | – |
| Sharpe ratio | 0.6 | – |
| Average share in equity | 49.8 | – |
| Turnover a year | 0.1 | – |
| Tax cost, points a year | 0.6 | – |
The live log holds 2 sessions, 1 of them filled in after the day; its return differs from today's backtest over the same days by 2.26 points.
| Period | Dates | Total return | A year | More |
|---|---|---|---|---|
| Before the rule was published | – | – | – | |
| Published, before it entered this library | Apr 2005 to Oct 2026 | 1,588.7% | 14.0% | |
| Since it entered this library (live) | Oct 2026 to Oct 2026 | 0.8% | – |
What it held
The share of the model in each asset at every month-end.
Endowment-style (Indian approximation): holdings at each month-end
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The rule
30% Nifty 500, 10% Nifty Midcap 150, 10% Nifty Smallcap 250, 20% gold, 15% long G-secs (synthetic 10-year), 15% 5-year G-sec, rebalanced each January.
Swensen (2005), Unconventional Success: 30 domestic, 15 developed, 5 emerging, 20 real estate, 15 TIPS, 15 Treasuries. Rule published 2000; entered this library 2 Oct 2026. It is the portfolio lab's rule, unchanged.
The workings
Data
Every chart has a table view, a CSV download and a link to its published JSON. Bundles are listed in data status.