Data Source: from January 1996 to September 2021

Last Update: 30 September 2021

The Meb Faber GAA Global Asset Allocation Portfolio is exposed for 40.5% on the Stock Market and for 10% on Commodities.

It's a High Risk portfolio and it can be replicated with 10 ETFs.

In the last 10 years, the portfolio obtained a 7.29% compound annual return, with a 6.77% standard deviation.

In the last 25 years, a 7.47% compound annual return, with a 7.68% standard deviation.

In 2020, the portfolio granted a 1.86% dividend yield. If you are interested in getting periodic income, please refer to the Meb Faber GAA Global Asset Allocation Portfolio: Dividend Yield page.

Asset Allocation and ETFs

The Meb Faber GAA Global Asset Allocation Portfolio has the following asset allocation:

40.5% Stocks
49.5% Fixed Income
10% Commodities

The Meb Faber GAA Global Asset Allocation Portfolio can be replicated with the following ETFs:

Weight Ticker ETF Name Investment Themes
18.00 % VV Vanguard Large-Cap Equity, U.S., Large Cap
13.50 % VEA Vanguard FTSE Developed Markets Equity, EAFE, Large Cap
4.50 % EEM iShares MSCI Emerging Markets Equity, Emerging Markets, Large Cap
4.50 % VNQ Vanguard Real Estate Real Estate, U.S.
19.80 % LQD iShares Investment Grade Corporate Bond Bond, U.S., All-Term
14.40 % BNDX Vanguard Total International Bond Bond, Developed Markets, All-Term
13.50 % TLT iShares 20+ Year Treasury Bond Bond, U.S., Long-Term
1.80 % TIP iShares TIPS Bond Bond, U.S., All-Term
5.00 % GLD SPDR Gold Trust Commodity, Gold
5.00 % GSG iShares S&P GSCI Commodity Indexed Trust Commodity, Broad Diversified
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

Portfolio and ETF Returns

The Meb Faber GAA Global Asset Allocation Portfolio guaranteed the following returns.

MEB FABER GAA GLOBAL ASSET ALLOCATION PORTFOLIO RETURNS (%)
Last Update: 30 September 2021
Swipe left to see all data
1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*) 20Y(*) 25Y(*)
Meb Faber GAA Global Asset Allocation Portfolio -2.47 -0.27 +5.63 +11.30 +9.48 +7.57 +7.29 +7.64 +7.47
Components
VV
Vanguard Large-Cap
-4.71 +0.39 +9.10 +30.17 +16.63 +17.28 +16.75 +9.70 +9.80
VEA
Vanguard FTSE Developed Markets
-3.38 -1.62 +4.04 +26.63 +8.23 +9.20 +8.70 +6.84 +5.42
EEM
iShares MSCI Emerging Markets
-3.87 -8.65 -5.14 +15.96 +7.76 +8.29 +5.81 +10.20 +6.12
VNQ
Vanguard Real Estate
-5.68 +0.62 +12.29 +33.49 +11.96 +7.52 +11.52 +10.37 +10.07
LQD
iShares Investment Grade Corporate Bond
-1.51 -0.45 +3.45 +1.11 +8.18 +4.75 +5.18 +5.62 +6.06
BNDX
Vanguard Total International Bond
-1.08 -0.03 +0.15 -1.08 +3.98 +2.63 +4.08 +5.06 +5.33
TLT
iShares 20+ Year Treasury Bond
-2.91 +0.36 +7.41 -10.30 +9.25 +3.19 +4.33 +6.48 +7.06
TIP
iShares TIPS Bond
-0.78 +1.71 +4.97 +4.88 +7.23 +4.13 +2.97 +4.99 +5.88
GLD
SPDR Gold Trust
-3.22 -0.85 +2.66 -7.28 +13.35 +5.50 +0.38 +8.97 +6.02
GSG
iShares S&P GSCI Commodity Indexed Trust
+5.97 +4.79 +20.69 +56.84 -2.36 +2.61 -5.66 -0.31 -0.35
(*) annualized
Portfolio returns are calculated assuming:
  • a rebalancing of the components at the beginning of each year (i.e. at every January 1st)
  • the reinvestment of dividends

If you are interested in getting periodic income, please refer to the Meb Faber GAA Global Asset Allocation Portfolio: Dividend Yield page.

Historical Returns

Meb Faber GAA Global Asset Allocation Portfolio - Historical returns and stats.

MEB FABER GAA GLOBAL ASSET ALLOCATION PORTFOLIO
Last Update: 30 September 2021
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Period Returns
Sep 2021
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
-2.47%
-2.47%
Sep 2021 - Sep 2021
0 - 1
3M
-0.27%
-2.47%
Sep 2021 - Sep 2021
2 - 1
6M
+5.63%
-2.47%
Sep 2021 - Sep 2021
5 - 1
YTD
+4.59%
-2.47%
Sep 2021 - Sep 2021
6 - 3
1Y
+11.30%
7.35%
-2.47%
Sep 2021 - Sep 2021
8 - 4
3Y
+9.48%
annualized
8.89%
-9.35%
Feb 2020 - Mar 2020
26 - 10
5Y
+7.57%
annualized
7.45%
-9.35%
Feb 2020 - Mar 2020
44 - 16
10Y
+7.29%
annualized
6.77%
-9.35%
Feb 2020 - Mar 2020
84 - 36
20Y
+7.64%
annualized
7.82%
-24.92%
Jun 2008 - Feb 2009
167 - 73
25Y
+7.47%
annualized
7.68%
-24.92%
Jun 2008 - Feb 2009
202 - 98
MAX
01 Jan 1996
+7.43%
annualized
7.59%
-24.92%
Jun 2008 - Feb 2009
209 - 100
* Annualized St.Dev. of monthly returns

Best Classic Portfolios, with High Risk, ordered by 25 Years annualized return.

25 Years Stats
% Allocation
Portfolio Return Drawdown Stocks Bonds Comm.
Yale Endowment
David Swensen
+8.94% -39.46% 70 30 0 Compare
Simple Path to Wealth
JL Collins
+8.92% -38.54% 75 25 0 Compare
Talmud Portfolio
Roger Gibson
+8.85% -40.18% 66.67 33.33 0 Compare
Late Sixties and Beyond
Burton Malkiel
+8.64% -41.80% 71 29 0 Compare
Lazy Portfolio
David Swensen
+8.43% -40.88% 70 30 0 Compare

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Rolling Returns ( more details)

Meb Faber GAA Global Asset Allocation Portfolio: annualized rolling and average returns

Swipe left to see all data
Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+7.74% +32.05%
Mar 2009 - Feb 2010
-23.45%
Mar 2008 - Feb 2009
12.42%
2 Years
+7.41% +23.24%
Mar 2009 - Feb 2011
-9.38%
Mar 2007 - Feb 2009
6.99%
3 Years
+7.24% +18.54%
Mar 2009 - Feb 2012
-3.09%
Mar 2006 - Feb 2009
1.82%
5 Years
+7.10% +13.63%
Mar 2009 - Feb 2014
+1.83%
Mar 2004 - Feb 2009
0.00%
7 Years
+7.21% +9.74%
Mar 2009 - Feb 2016
+4.20%
Apr 2013 - Mar 2020
0.00%
10 Years
+7.34% +9.42%
Apr 2003 - Mar 2013
+5.01%
Mar 1999 - Feb 2009
0.00%
15 Years
+7.32% +8.11%
May 1996 - Apr 2011
+6.11%
Apr 2005 - Mar 2020
0.00%
20 Years
+7.08% +7.64%
Oct 2001 - Sep 2021
+6.23%
Apr 2000 - Mar 2020
0.00%

* Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Meb Faber GAA Global Asset Allocation Portfolio: Rolling Returns page.

Seasonality and Yearly/Monthly Returns

Meb Faber GAA Global Asset Allocation Portfolio Seasonality: in which months is it better to invest?

In the table below, the average monthly return is represented.

Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).

Both the Average Return and the Gain Frequency are useful to get an idea of what happened in the past.

Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
0.43
62%
0.20
69%
0.43
69%
1.46
88%
0.31
58%
0.50
69%
0.83
62%
0.47
69%
0.32
62%
0.30
64%
0.96
68%
1.30
72%
Best
Year
4.9
2019
2.9
2014
4.2
2009
5.2
2020
5.6
2009
4.0
2019
5.5
2009
2.8
2009
4.2
1998
4.7
2011
5.7
2020
8.6
2008
Worst
Year
-6.7
2009
-5.9
2009
-7.5
2020
-4.4
2004
-3.6
2010
-2.8
2013
-2.5
2002
-5.2
1998
-6.6
2008
-11.5
2008
-2.2
2016
-1.8
2018
Statistics calculated for the period Jan 1996 - Sep 2021

For further information about the seasonality, check the Asset Class Seasonality page.

Monthly Returns of Meb Faber GAA Global Asset Allocation Portfolio

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2021
+4.59% -1.0 -0.2 0.2 3.0 1.4 1.4 1.6 0.6 -2.5
2020
+11.18% 1.0 -2.0 -7.5 5.2 2.6 2.1 4.1 0.9 -1.3 -1.7 5.7 2.4
2019
+19.10% 4.9 0.9 2.2 1.2 -1.3 4.0 0.2 2.1 0.2 1.1 0.7 1.5
2018
-5.13% 1.4 -3.1 0.5 -0.3 0.6 -0.2 0.9 0.5 -0.2 -4.0 0.5 -1.8
2017
+13.30% 1.3 1.9 0.1 1.1 1.4 0.3 1.5 1.1 0.3 1.1 1.0 1.5
2016
+6.40% -1.1 0.9 4.1 1.2 0.0 2.7 1.9 -0.3 0.2 -2.3 -2.2 1.2
2015
-3.07% 2.2 0.6 -0.6 0.3 -0.7 -2.3 0.5 -3.0 -0.8 3.2 -1.0 -1.3
2014
+7.67% 0.0 2.9 0.2 1.2 1.6 1.2 -0.9 2.3 -2.7 1.3 0.9 -0.4
2013
+4.79% 1.1 0.0 1.1 2.1 -2.7 -2.8 2.5 -1.4 2.3 2.4 -0.1 0.6
2012
+11.31% 3.7 1.8 -0.3 0.6 -3.0 2.2 2.1 1.4 1.2 -0.4 0.8 0.8
2011
+6.44% 0.2 2.3 0.0 3.4 -0.3 -1.6 1.3 -0.7 -2.9 4.7 -0.8 0.9
2010
+12.24% -1.5 1.5 2.7 1.8 -3.6 0.4 3.7 0.9 3.6 1.2 -1.4 2.5
2009
+15.95% -6.7 -5.9 4.2 4.6 5.6 0.1 5.5 2.8 3.3 -1.1 3.9 -0.4
2008
-13.28% -0.8 0.2 -0.3 2.1 0.2 -2.6 -1.6 -0.9 -6.6 -11.5 0.2 8.6
2007
+9.54% 0.8 0.8 0.4 1.9 0.3 -0.9 -0.3 1.2 3.5 2.9 -1.1 -0.2
2006
+11.66% 2.6 -0.2 0.3 1.6 -1.8 0.0 1.6 1.8 0.5 2.4 2.8 -0.3
2005
+8.99% -0.5 1.6 -1.2 0.4 1.4 1.6 1.0 1.7 0.9 -2.4 2.0 2.3
2004
+11.55% 1.3 2.0 1.2 -4.4 0.8 0.9 -0.6 2.3 1.5 2.0 2.1 2.0
2003
+19.76% -0.5 0.5 -1.1 3.9 5.1 0.2 -1.6 2.1 2.6 2.0 1.1 4.2
2002
+3.07% -0.5 0.9 1.6 0.2 0.6 -1.5 -2.5 2.1 -1.5 0.7 1.8 1.2
2001
-2.12% 1.5 -2.6 -2.4 2.4 0.0 -0.9 0.7 -0.3 -3.0 1.9 0.6 0.1
2000
+5.03% -1.7 1.5 2.9 -1.7 -0.4 3.0 -0.7 2.6 -1.5 -0.7 -0.3 2.0
1999
+12.08% 1.3 -2.5 2.8 3.2 -2.5 1.9 -0.5 0.3 1.0 1.6 1.7 3.4
1998
+10.04% 1.2 2.2 1.6 0.6 -1.0 0.7 -0.9 -5.2 4.2 3.0 1.6 1.8
1997
+7.28% -0.2 0.2 -1.8 1.4 3.4 2.3 3.1 -3.3 3.6 -1.7 -0.1 0.5
1996
+9.53% 1.3 -0.8 0.4 0.8 0.3 0.9 -1.5 0.8 2.4 1.7 3.7 -0.7

* Note:
Portofolio Returns, up to December 2013, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.

In particular, it has been used:

  • VV - Vanguard Large-Cap: simulated historical serie, up to December 2004
  • VEA - Vanguard FTSE Developed Markets: simulated historical serie, up to December 2007
  • EEM - iShares MSCI Emerging Markets: simulated historical serie, up to December 2003
  • VNQ - Vanguard Real Estate: simulated historical serie, up to December 2004
  • LQD - iShares Investment Grade Corporate Bond: simulated historical serie, up to December 2002
  • BNDX - Vanguard Total International Bond: simulated historical serie, up to December 2013
  • TLT - iShares 20+ Year Treasury Bond: simulated historical serie, up to December 2002
  • TIP - iShares TIPS Bond: simulated historical serie, up to December 2003
  • GLD - SPDR Gold Trust: simulated historical serie, up to December 2004
  • GSG - iShares S&P GSCI Commodity Indexed Trust: simulated historical serie, up to December 2006
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