Last Update: 30 June 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 7.06% compound annual return, with a 6.80% 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 June 2021
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1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*)
Meb Faber GAA Global Asset Allocation Portfolio +1.44 +5.92 +4.88 +15.75 +10.02 +8.02 +7.06
Components
VV - Vanguard Large-Cap +2.65 +8.68 +14.97 +42.42 +19.33 +18.12 +14.92
VEA - Vanguard FTSE Developed Markets -0.93 +5.74 +10.51 +36.44 +9.27 +10.90 +6.36
EEM - iShares MSCI Emerging Markets +0.95 +3.84 +7.20 +39.95 +10.70 +12.18 +3.57
VNQ - Vanguard Real Estate +2.64 +11.60 +21.41 +34.41 +11.90 +7.07 +9.72
LQD - iShares Investment Grade Corporate Bond +2.21 +3.92 -1.77 +2.40 +8.79 +5.09 +5.56
BNDX - Vanguard Total International Bond +0.37 +0.18 -2.12 -0.01 +3.98 +2.82 +4.43
TLT - iShares 20+ Year Treasury Bond +4.42 +7.02 -7.87 -10.68 +8.01 +3.02 +7.03
TIP - iShares TIPS Bond +0.72 +3.21 +1.47 +6.05 +6.32 +3.99 +3.26
GLD - SPDR Gold Trust -7.15 +3.54 -7.14 -1.04 +11.76 +5.54 +1.27
GSG - iShares S&P GSCI Commodity Indexed Trust +4.08 +15.18 +30.49 +55.16 -3.51 +0.72 -7.24
(*) 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 June 2021
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Period Returns
Jun 2021
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
+1.44%
0.00%
1 - 0
3M
+5.92%
0.00%
3 - 0
6M
+4.88%
-1.21%
Jan 2021 - Feb 2021
4 - 2
YTD
+4.88%
-1.21%
Jan 2021 - Feb 2021
4 - 2
1Y
+15.75%
7.48%
-2.99%
Sep 2020 - Oct 2020
8 - 4
3Y
+10.02%
annualized
8.70%
-9.35%
Feb 2020 - Mar 2020
26 - 10
5Y
+8.02%
annualized
7.34%
-9.35%
Feb 2020 - Mar 2020
44 - 16
10Y
+7.06%
annualized
6.80%
-9.35%
Feb 2020 - Mar 2020
83 - 37
MAX
01 Jan 2003
+7.98%
annualized
8.00%
-24.92%
Jun 2008 - Feb 2009
154 - 68

* Annualized St.Dev. of monthly returns

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Capital Growth

Time Range:

Drawdowns

Time Range:

Rolling Returns ( more details)

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

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+8.00% +32.05%
Mar 2009 - Feb 2010
-23.45%
Mar 2008 - Feb 2009
12.32%
2 Years
+7.40% +23.24%
Mar 2009 - Feb 2011
-9.38%
Mar 2007 - Feb 2009
7.54%
3 Years
+7.05% +18.54%
Mar 2009 - Feb 2012
-3.09%
Mar 2006 - Feb 2009
2.67%
5 Years
+6.69% +13.63%
Mar 2009 - Feb 2014
+1.83%
Mar 2004 - Feb 2009
0.00%
7 Years
+6.87% +9.74%
Mar 2009 - Feb 2016
+4.20%
Apr 2013 - Mar 2020
0.00%
10 Years
+6.96% +9.42%
Apr 2003 - Mar 2013
+5.32%
Dec 2006 - Nov 2016
0.00%
15 Years
+6.90% +8.07%
Feb 2003 - Jan 2018
+6.11%
Apr 2005 - 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

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Months
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average 0.4 0.3 0.3 1.6 0.4 0.4 1.2 0.8 0.3 0.1 0.8 1.3
Best 4.9
2019
2.9
2014
4.2
2009
5.2
2020
5.6
2009
4.0
2019
5.5
2009
2.8
2009
3.6
2010
4.7
2011
5.7
2020
8.6
2008
Worst -6.7
2009
-5.9
2009
-7.5
2020
-4.4
2004
-3.6
2010
-2.8
2013
-1.6
2003
-3.0
2015
-6.6
2008
-11.5
2008
-2.2
2016
-1.8
2018
Gain
Frequency
63 74 68 89 63 68 72 72 67 61 67 67

Detail of Monthly Returns

Swipe left to see all data
Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2021
+4.88% -1.0 -0.2 0.2 3.0 1.4 1.4
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

* 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

BNDX - Vanguard Total International Bond: simulated historical serie, up to December 2013

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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