Data Source: from June 1991 to June 2022
Consolidated Returns as of 30 June 2022
Live Update: Jul 05 2022, 01:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
1.13%
1 Day
Jul 05 2022, 01:00PM Eastern Time
0.30%
Current Month
July 2022

The Mebane Faber GAA Global Asset Allocation Portfolio is a High Risk portfolio and can be implemented with 10 ETFs.

It's exposed for 40.5% on the Stock Market and for 10% on Commodities.

In the last 30 Years, the Mebane Faber GAA Global Asset Allocation Portfolio obtained a 7.28% compound annual return, with a 7.55% standard deviation.

Asset Allocation and ETFs

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

40.5% Stocks
49.5% Fixed Income
10% Commodities

The Mebane Faber GAA Global Asset Allocation Portfolio can be implemented 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 Mebane Faber GAA Global Asset Allocation Portfolio guaranteed the following returns.

According to the available data source, let's assume we built the portfolio on June 1991.

Portfolio returns are calculated in USD, assuming: July 2022 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
MEBANE FABER GAA GLOBAL ASSET ALLOCATION PORTFOLIO RETURNS
Consolidated returns as of 30 June 2022
Live Update: Jul 05 2022, 01:00PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%)
Return (%) as of Jun 30, 2022
  1 Day Time ET(*) Jul 2022 1M 6M 1Y 5Y(*) 10Y(*) 30Y(*)
Mebane Faber GAA Global Asset Allocation Portfolio -1.13 -0.30 -5.04 -14.15 -11.04 4.56 5.06 7.28
US Inflation Adjusted return -5.04 -17.50 -17.30 0.92 2.54 4.70
Components
VV
Vanguard Large-Cap
-1.35 12:59PM
Jul 05 2022
-0.29 -8.26 -21.46 -12.97 11.11 12.82 9.87
VEA
Vanguard FTSE Developed Markets
-3.42 01:00PM
Jul 05 2022
-3.21 -9.19 -18.92 -18.07 2.71 5.87 5.27
EEM
iShares MSCI Emerging Markets
-2.07 12:59PM
Jul 05 2022
-2.68 -5.14 -17.20 -25.55 1.56 2.33 6.09
VNQ
Vanguard Real Estate
-1.90 12:59PM
Jul 05 2022
-0.13 -7.46 -20.54 -8.02 5.69 7.49 9.57
LQD
iShares Investment Grade Corporate Bond
0.07 12:59PM
Jul 05 2022
1.34 -3.62 -16.08 -16.14 1.18 2.60 5.53
BNDX
Vanguard Total International Bond
-0.09 12:58PM
Jul 05 2022
0.54 -1.72 -9.84 -10.00 0.81 2.34 5.36
TLT
iShares 20+ Year Treasury Bond
1.49 01:00PM
Jul 05 2022
2.54 -1.27 -21.88 -19.11 0.34 1.51 6.36
TIP
iShares TIPS Bond
-0.09 01:00PM
Jul 05 2022
1.52 -3.11 -9.04 -5.27 3.04 1.57 5.80
GLD
SPDR Gold Trust
-2.14 12:59PM
Jul 05 2022
-2.22 -1.57 -1.46 1.71 7.38 0.82 5.43
GSG
iShares S&P GSCI Commodity Indexed Trust
-6.84 12:59PM
Jul 05 2022
-5.71 -7.75 35.01 43.57 10.50 -2.72 1.69
(*) Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)

US Inflation is updated to May 2022. Waiting for updates, inflation of Jun 2022 is set to 0%. Current inflation (annualized) is 1Y: 7.57% , 5Y: 3.61% , 10Y: 2.46% , 30Y: 2.47%

Portfolio Dividends

In 2021, the Mebane Faber GAA Global Asset Allocation Portfolio granted a 2.20% dividend yield. If you are interested in getting periodic income, please refer to the Mebane Faber GAA Global Asset Allocation Portfolio: Dividend Yield page.

Historical Returns as of Jun 30, 2022

Historical returns and stats of Mebane Faber GAA Global Asset Allocation Portfolio. Total Returns and Inflation Adjusted Returns are both mentioned.

MEBANE FABER GAA GLOBAL ASSET ALLOCATION PORTFOLIO
Consolidated returns as of 30 June 2022
Data Source: from June 1991 to June 2022
Swipe left to see all data
Period Return (%)
as of Jun 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Jun 2022
-5.04
-5.04
-5.04
Jun 2022 - Jun 2022
0 - 1
3M
-10.30
-11.46
-10.30
Apr 2022 - Jun 2022
1 - 2
6M
-14.15
-17.50
-14.15
Jan 2022 - Jun 2022
1 - 5
YTD
-14.15
-17.50
-14.15
Jan 2022 - Jun 2022
1 - 5
1Y
-11.04
-17.30
9.16
-14.15
Jan 2022 - Jun 2022
5 - 7
42% pos
3Y(*)
3.19
-1.26
9.54
-14.15
Jan 2022 - Jun 2022
23 - 13
64% pos
5Y(*)
4.56
0.92
8.45
-14.15
Jan 2022 - Jun 2022
40 - 20
67% pos
10Y(*)
5.06
2.54
7.14
-14.15
Jan 2022 - Jun 2022
81 - 39
68% pos
15Y(*)
5.37
3.00
8.74
-24.91
Jun 2008 - Feb 2009
117 - 63
65% pos
20Y(*)
6.82
4.27
8.11
-24.91
Jun 2008 - Feb 2009
163 - 77
68% pos
25Y(*)
6.56
4.04
7.86
-24.91
Jun 2008 - Feb 2009
199 - 101
66% pos
30Y(*)
7.28
4.70
7.55
-24.91
Jun 2008 - Feb 2009
245 - 115
68% pos
MAX(*)
01 Jun 1991
7.37
4.76
7.59
-24.91
Jun 2008 - Feb 2009
252 - 121
68% pos
(*) Returns over 1 year are annualized

Returns and stats are calculated assuming a yearly rebalancing of the components weight. How do returns change with different rebalancing strategies?

Capital Growth as of Jun 30, 2022

An investment of 1000$, since July 1992, now would be worth 8243.27$, with a total return of 724.33% (7.28% annualized).

The Inflation Adjusted Capital now would be 3962.21$, with a net total return of 296.22% (4.70% annualized).
An investment of 1000$, since June 1991, now would be worth 9108.61$, with a total return of 810.86% (7.37% annualized).

The Inflation Adjusted Capital now would be 4237.52$, with a net total return of 323.75% (4.76% annualized).

Drawdowns

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-24.91% Jun 2008 Feb 2009 9 Mar 2010 13 22
-14.15% Jan 2022 Jun 2022 6 in progress 6
-9.35% Feb 2020 Mar 2020 2 Jul 2020 4 6
-6.74% Mar 2015 Jan 2016 11 Jun 2016 5 16
-6.46% Feb 2018 Dec 2018 11 Mar 2019 3 14
-6.39% Feb 1994 Nov 1994 10 May 1995 6 16
-6.25% May 1998 Aug 1998 4 Oct 1998 2 6
-5.98% Feb 2001 Sep 2001 8 Apr 2003 19 27
-5.48% May 2013 Jun 2013 2 Dec 2013 6 8
-4.46% Aug 2016 Nov 2016 4 Apr 2017 5 9
-4.36% Apr 2004 Apr 2004 1 Sep 2004 5 6
-4.21% May 2011 Sep 2011 5 Oct 2011 1 6
-3.58% May 2010 May 2010 1 Jul 2010 2 3
-3.30% Aug 1997 Aug 1997 1 Sep 1997 1 2
-3.02% May 2012 May 2012 1 Jul 2012 2 3
-2.99% Sep 2020 Oct 2020 2 Nov 2020 1 3
-2.74% Sep 2014 Sep 2014 1 Jan 2015 4 5
-2.72% Nov 1993 Nov 1993 1 Dec 1993 1 2
-2.50% Dec 1996 Mar 1997 4 May 1997 2 6
-2.47% Sep 2021 Sep 2021 1 Oct 2021 1 2
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-24.91% Jun 2008 Feb 2009 9 Mar 2010 13 22
-14.15% Jan 2022 Jun 2022 6 in progress 6
-9.35% Feb 2020 Mar 2020 2 Jul 2020 4 6
-6.74% Mar 2015 Jan 2016 11 Jun 2016 5 16
-6.46% Feb 2018 Dec 2018 11 Mar 2019 3 14
-6.39% Feb 1994 Nov 1994 10 May 1995 6 16
-6.25% May 1998 Aug 1998 4 Oct 1998 2 6
-5.98% Feb 2001 Sep 2001 8 Apr 2003 19 27
-5.48% May 2013 Jun 2013 2 Dec 2013 6 8
-4.46% Aug 2016 Nov 2016 4 Apr 2017 5 9
-4.36% Apr 2004 Apr 2004 1 Sep 2004 5 6
-4.21% May 2011 Sep 2011 5 Oct 2011 1 6
-3.77% Jan 1992 Mar 1992 3 May 1992 2 5
-3.58% May 2010 May 2010 1 Jul 2010 2 3
-3.30% Aug 1997 Aug 1997 1 Sep 1997 1 2
-3.02% May 2012 May 2012 1 Jul 2012 2 3
-2.99% Sep 2020 Oct 2020 2 Nov 2020 1 3
-2.74% Sep 2014 Sep 2014 1 Jan 2015 4 5
-2.72% Nov 1993 Nov 1993 1 Dec 1993 1 2
-2.50% Dec 1996 Mar 1997 4 May 1997 2 6

Rolling Returns ( more details)

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

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
8.08 32.05
Mar 2009 - Feb 2010
-23.45
Mar 2008 - Feb 2009
12.71%
2 Years
7.91 23.24
Mar 2009 - Feb 2011
-9.38
Mar 2007 - Feb 2009
5.71%
3 Years
7.71 18.54
Mar 2009 - Feb 2012
-3.09
Mar 2006 - Feb 2009
1.48%
5 Years
7.62 13.63
Mar 2009 - Feb 2014
1.83
Mar 2004 - Feb 2009
0.00%
7 Years
7.51 10.78
Jul 1991 - Jun 1998
4.20
Apr 2013 - Mar 2020
0.00%
10 Years
7.52 9.49
Jan 1995 - Dec 2004
5.01
Mar 1999 - Feb 2009
0.00%
15 Years
7.56 9.65
Nov 1992 - Oct 2007
5.37
Jul 2007 - Jun 2022
0.00%
20 Years
7.56 8.70
Jul 1991 - Jun 2011
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 Mebane Faber GAA Global Asset Allocation Portfolio: Rolling Returns page.

Seasonality

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

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

For further information about the seasonality, check the Asset Class Seasonality page.
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 %
0.39
58%
0.15
65%
0.34
65%
1.19
87%
0.53
65%
0.19
63%
1.02
68%
0.60
74%
0.34
61%
0.42
68%
0.64
61%
1.61
77%
Best
Year
4.9
2019
2.9
2014
4.1
2009
5.2
2020
5.6
2009
4.0
2019
5.5
2009
2.9
1993
4.2
1998
4.7
2011
5.7
2020
8.6
2008
Worst
Year
-6.7
2009
-5.9
2009
-7.5
2020
-5.7
2022
-3.6
2010
-5.0
2022
-2.5
2002
-5.2
1998
-6.6
2008
-11.5
2008
-2.7
1993
-1.7
2018
Statistics calculated for the period Jun 1991 - Jun 2022

Monthly/Yearly Returns

Mebane Faber GAA Global Asset Allocation Portfolio monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
252 Positive Months (68%) - 121 Negative Months (32%)
Jun 1991 - Jun 2022
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-14.15 -17.50 -3.0 -1.2 -0.2 -5.7 0.2 -5.0
2021
+8.69 +1.48 -1.0 -0.2 0.2 3.0 1.3 1.4 1.6 0.6 -2.5 3.1 -1.4 2.3
2020
+11.18 +9.78 0.9 -2.0 -7.5 5.2 2.6 2.0 4.1 0.9 -1.3 -1.7 5.7 2.4
2019
+19.10 +16.46 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 -6.91 1.4 -3.1 0.5 -0.3 0.6 -0.2 0.9 0.5 -0.2 -4.0 0.5 -1.7
2017
+13.30 +10.93 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 +4.26 -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 -3.69 2.2 0.6 -0.6 0.3 -0.7 -2.3 0.5 -3.0 -0.8 3.1 -1.0 -1.3
2014
+7.67 +6.97 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 +3.23 1.1 0.0 1.1 2.1 -2.7 -2.8 2.5 -1.4 2.2 2.4 -0.1 0.6
2012
+11.31 +9.39 3.7 1.8 -0.2 0.5 -3.0 2.2 2.1 1.4 1.2 -0.4 0.8 0.8
2011
+6.44 +3.28 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 +10.65 -1.5 1.5 2.6 1.8 -3.6 0.4 3.7 0.9 3.6 1.2 -1.4 2.5
2009
+15.95 +12.78 -6.7 -5.9 4.1 4.6 5.6 0.1 5.5 2.7 3.3 -1.1 3.9 -0.3
2008
-13.28 -13.26 -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 +5.22 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 +8.91 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 +5.47 -0.5 1.6 -1.2 0.4 1.4 1.6 1.0 1.6 0.9 -2.4 2.0 2.3
2004
+11.55 +7.94 1.3 2.0 1.2 -4.4 0.8 0.8 -0.6 2.3 1.5 2.0 2.1 2.0
2003
+19.76 +17.37 -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 +0.58 -0.5 0.9 1.6 0.2 0.6 -1.5 -2.5 2.0 -1.5 0.7 1.8 1.2
2001
-2.12 -3.66 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 +1.54 -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 +9.16 1.3 -2.4 2.8 3.2 -2.5 1.9 -0.5 0.3 1.0 1.6 1.7 3.4
1998
+10.04 +8.30 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 +5.49 -0.2 0.2 -1.8 1.4 3.4 2.2 3.1 -3.3 3.6 -1.7 -0.1 0.5
1996
+9.53 +5.95 1.3 -0.8 0.4 0.8 0.3 0.9 -1.4 0.8 2.4 1.7 3.7 -0.7
1995
+20.68 +17.70 0.0 1.3 1.9 2.2 3.5 0.5 1.6 0.5 1.9 0.3 2.7 2.6
1994
-2.55 -5.01 3.2 -2.6 -3.3 0.4 0.3 -0.6 1.7 1.0 -1.9 0.6 -2.0 0.9
1993
+18.89 +15.64 2.0 2.2 3.1 1.4 1.1 1.6 2.0 2.9 -0.6 1.7 -2.7 3.1
1992
+3.70 +0.71 -1.5 -0.3 -1.9 0.7 3.4 -0.8 2.5 0.2 0.5 -1.6 1.0 1.8
1991
- - -2.4 2.5 2.0 2.4 1.4 -1.6 6.7

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

Portfolio efficiency

Is the Mebane Faber GAA Global Asset Allocation Portfolio actually efficient, compared to other Lazy Portfolios?

Overall Ratings

The Mebane Faber GAA Global Asset Allocation Portfolio is classified as High Risk.

Very High Risk
Bond weight:
Less than 25%
High Risk
Bond weight:
25% - 49.99%
Medium Risk
Bond weight:
50% - 74.99%
Low Risk
Bond weight:
At least 75%
High Risk
Portfolios
All
Portfolios
25 Years Ann. Return
(Inflation Adjusted)
+6.56%
(+4.04%)
Poor : 1 / 5
Average : 2.6 / 5
Standard Deviation
over 25 Years
7.86%
Excellent : 5 / 5
Good : 3.8 / 5
Maximum Drawdown
over 25 Years
-24.91%
Excellent : 5 / 5
Good : 3.6 / 5
Easy to manage 10 ETFs
Poor : 1 / 5
Poor : 1 / 5
Rating assigned considering all the High Risk Portfolios Rating assigned considering all the Portfolios in the database

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Jul 2022 return refers to period 01-05 July 2022.
Last update: Jul 05 2022, 01:00PM Eastern Time.
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