The Marc Faber Portfolio is a High Risk portfolio and can be implemented with 6 ETFs.
It's exposed for 50% on the Stock Market and for 25% on Commodities.
In the last 30 Years, the Marc Faber Portfolio obtained a 7.48% compound annual return, with a 9.45% standard deviation.
Asset Allocation and ETFs
The Marc Faber Portfolio has the following asset allocation:
The Marc Faber Portfolio can be implemented with the following ETFs:
Weight | Ticker | ETF Name | Investment Themes | |
---|---|---|---|---|
25.00 % | VNQ | Vanguard Real Estate | Real Estate, U.S. | |
13.00 % | VV | Vanguard Large-Cap | Equity, U.S., Large Cap | |
8.00 % | VEA | Vanguard FTSE Developed Markets | Equity, EAFE, Large Cap | |
4.00 % | EEM | iShares MSCI Emerging Markets | Equity, Emerging Markets, Large Cap | |
25.00 % | BND | Vanguard Total Bond Market | Bond, U.S., All-Term | |
25.00 % | GLD | SPDR Gold Trust | Commodity, Gold |
Portfolio and ETF Returns as of Dec 31, 2022
The Marc Faber Portfolio guaranteed the following returns.
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
Chg (%) | Return (%) | Return (%) as of Dec 31, 2022 |
||||||||
---|---|---|---|---|---|---|---|---|---|---|
1 Day | Time ET(*) | Jan 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~47Y) |
|
Marc Faber Portfolio | -0.77 | 5.76 | -1.54 | -1.83 | -14.67 | 4.30 | 4.54 | 7.48 | 9.34 | |
US Inflation Adjusted return | -1.23 | -1.99 | -19.84 | 0.50 | 1.89 | 4.87 | 5.51 | |||
Components | ||||||||||
VNQ Vanguard Real Estate |
-1.27 | Jan 30 2023 | 8.14 | -5.03 | -7.18 | -26.24 | 3.65 | 6.42 | 8.92 | 10.58 |
VV Vanguard Large-Cap |
-1.34 | Jan 30 2023 | 4.87 | -5.86 | 1.99 | -19.90 | 9.14 | 12.37 | 9.65 | 8.88 |
VEA Vanguard FTSE Developed Markets |
-0.83 | Jan 30 2023 | 8.36 | -2.18 | 4.39 | -15.36 | 1.63 | 4.85 | 5.55 | 8.03 |
EEM iShares MSCI Emerging Markets |
-2.01 | Jan 30 2023 | 9.37 | -2.65 | -4.06 | -20.56 | -2.15 | 0.57 | 6.31 | 7.41 |
BND Vanguard Total Bond Market |
-0.28 | Jan 30 2023 | 2.84 | -0.81 | -3.09 | -13.11 | -0.03 | 1.00 | 4.37 | 4.49 |
GLD SPDR Gold Trust |
-0.26 | Jan 30 2023 | 5.38 | 2.93 | 0.70 | -0.77 | 6.53 | 0.46 | 5.56 | 2.87 |
US Inflation is updated to Dec 2022. Current inflation (annualized) is 1Y: 6.45% , 5Y: 3.78% , 10Y: 2.60% , 30Y: 2.49%
Portfolio Metrics as of Dec 31, 2022
Metrics of Marc Faber Portfolio, updated as of 31 December 2022.
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
Metrics as of Dec 31, 2022 | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~47Y) |
|
Portfolio Return (%) |
-1.54 | 6.57 | -1.83 | -14.67 | 2.33 | 4.30 | 4.54 | 7.92 | 7.48 | 9.34 |
US Inflation (%) | -0.31 | 0.00 | 0.16 | 6.45 | 4.92 | 3.78 | 2.60 | 2.51 | 2.49 | 3.63 |
Infl. Adjusted Return (%) |
-1.23 | 6.57 | -1.99 | -19.84 | -2.47 | 0.50 | 1.89 | 5.29 | 4.87 | 5.51 |
Returns / Inflation rates over 1 year are annualized. | ||||||||||
RISK INDICATORS | ||||||||||
Standard Deviation (%) | 13.17 | 12.67 | 10.78 | 9.17 | 10.57 | 9.45 | 9.53 | |||
Sharpe Ratio | -1.22 | 0.14 | 0.30 | 0.43 | 0.64 | 0.56 | 0.56 | |||
Sortino Ratio | -1.89 | 0.19 | 0.40 | 0.59 | 0.84 | 0.74 | 0.76 | |||
MAXIMUM DRAWDOWN | ||||||||||
Drawdown Depth (%) | -19.93 | -19.93 | -19.93 | -19.93 | -28.82 | -28.82 | -28.82 | |||
Start (yyyy mm) | 2022 01 | 2022 01 | 2022 01 | 2022 01 | 2008 06 | 2008 06 | 2008 06 | |||
Bottom (yyyy mm) | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | |||
Start to Bottom (# months) | 9 | 9 | 9 | 9 | 9 | 9 | 9 | |||
Start to Recovery (# months) in progress |
> 12
|
> 12
|
> 12
|
> 12
|
22
|
22
|
22
|
|||
ROLLING PERIOD RETURNS - Annualized | ||||||||||
Best Return (%) | 54.30 | 27.82 | 21.14 | 16.86 | 12.20 | 11.24 | ||||
Worst Return (%) | -27.56 | -3.16 | 2.82 | 3.88 | 6.91 | 7.26 | ||||
% Positive Periods | 87% | 99% | 100% | 100% | 100% | 100% | ||||
MONTHS | ||||||||||
Positive | 0 | 2 | 3 | 4 | 19 | 35 | 69 | 148 | 227 | 370 |
Negative | 1 | 1 | 3 | 8 | 17 | 25 | 51 | 92 | 133 | 194 |
% Positive | 0% | 67% | 50% | 33% | 53% | 58% | 58% | 62% | 63% | 66% |
WITHDRAWAL RATES (WR) | ||||||||||
Safe WR (%) | 35.52 | 22.38 | 11.81 | 10.47 | 7.27 | 7.52 | ||||
Perpetual WR (%) | 0.00 | 0.50 | 1.86 | 5.02 | 4.64 | 5.22 |
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
- Standard Deviation: it's a measure of the dispersion of returns around the mean
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
- Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
- Rolling Returns: returns over a time frame (best, worst, % of positive returns).
- Pos./Neg. Months: number of months with positive/negative return.
- Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
- Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
Portfolio Components Correlation
Correlation measures to what degree the returns of the two assets move in relation to each other.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
|
|
|
|
|
|
||
---|---|---|---|---|---|---|---|
Asset | VNQ | VV | VEA | EEM | BND | GLD | |
VNQ |
1.00
|
0.91
|
0.84
|
0.55
|
0.62
|
0.34
|
|
VV |
0.91
|
1.00
|
0.89
|
0.55
|
0.68
|
0.20
|
|
VEA |
0.84
|
0.89
|
1.00
|
0.81
|
0.83
|
0.47
|
|
EEM |
0.55
|
0.55
|
0.81
|
1.00
|
0.81
|
0.56
|
|
BND |
0.62
|
0.68
|
0.83
|
0.81
|
1.00
|
0.45
|
|
GLD |
0.34
|
0.20
|
0.47
|
0.56
|
0.45
|
1.00
|
|
|
|
|
|
|
||
---|---|---|---|---|---|---|---|
Asset | VNQ | VV | VEA | EEM | BND | GLD | |
VNQ |
1.00
|
0.82
|
0.77
|
0.58
|
0.50
|
0.20
|
|
VV |
0.82
|
1.00
|
0.90
|
0.71
|
0.41
|
0.17
|
|
VEA |
0.77
|
0.90
|
1.00
|
0.84
|
0.43
|
0.24
|
|
EEM |
0.58
|
0.71
|
0.84
|
1.00
|
0.41
|
0.32
|
|
BND |
0.50
|
0.41
|
0.43
|
0.41
|
1.00
|
0.42
|
|
GLD |
0.20
|
0.17
|
0.24
|
0.32
|
0.42
|
1.00
|
|
|
|
|
|
|
||
---|---|---|---|---|---|---|---|
Asset | VNQ | VV | VEA | EEM | BND | GLD | |
VNQ |
1.00
|
0.71
|
0.65
|
0.50
|
0.53
|
0.16
|
|
VV |
0.71
|
1.00
|
0.87
|
0.67
|
0.31
|
0.05
|
|
VEA |
0.65
|
0.87
|
1.00
|
0.82
|
0.35
|
0.13
|
|
EEM |
0.50
|
0.67
|
0.82
|
1.00
|
0.36
|
0.25
|
|
BND |
0.53
|
0.31
|
0.35
|
0.36
|
1.00
|
0.42
|
|
GLD |
0.16
|
0.05
|
0.13
|
0.25
|
0.42
|
1.00
|
|
|
|
|
|
|
||
---|---|---|---|---|---|---|---|
Asset | VNQ | VV | VEA | EEM | BND | GLD | |
VNQ |
1.00
|
0.61
|
0.58
|
0.51
|
0.29
|
0.12
|
|
VV |
0.61
|
1.00
|
0.82
|
0.71
|
0.14
|
0.03
|
|
VEA |
0.58
|
0.82
|
1.00
|
0.79
|
0.14
|
0.18
|
|
EEM |
0.51
|
0.71
|
0.79
|
1.00
|
0.13
|
0.25
|
|
BND |
0.29
|
0.14
|
0.14
|
0.13
|
1.00
|
0.27
|
|
GLD |
0.12
|
0.03
|
0.18
|
0.25
|
0.27
|
1.00
|
|
|
|
|
|
|
||
---|---|---|---|---|---|---|---|
Asset | VNQ | VV | VEA | EEM | BND | GLD | |
VNQ |
1.00
|
0.61
|
0.54
|
0.49
|
0.23
|
0.09
|
|
VV |
0.61
|
1.00
|
0.75
|
0.71
|
0.22
|
0.02
|
|
VEA |
0.54
|
0.75
|
1.00
|
0.69
|
0.18
|
0.14
|
|
EEM |
0.49
|
0.71
|
0.69
|
1.00
|
0.17
|
0.11
|
|
BND |
0.23
|
0.22
|
0.18
|
0.17
|
1.00
|
0.10
|
|
GLD |
0.09
|
0.02
|
0.14
|
0.11
|
0.10
|
1.00
|
Portfolio Dividends
In 2022, the Marc Faber Portfolio granted a 1.71% dividend yield. If you are interested in getting periodic income, please refer to the Marc Faber Portfolio: Dividend Yield page.
Capital Growth as of Dec 31, 2022
The Inflation Adjusted Capital now would be 4161.88$, with a net total return of 316.19% (4.87% annualized).
The Inflation Adjusted Capital now would be 12453.67$, with a net total return of 1145.37% (5.51% annualized).
Drawdowns
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-28.82% | Jun 2008 | Feb 2009 | 9 | Mar 2010 | 13 | 22 |
-19.93% | Jan 2022 | Sep 2022 | 9 | in progress | 3 | 12 |
-11.30% | Feb 2020 | Mar 2020 | 2 | Jul 2020 | 4 | 6 |
-10.47% | May 1998 | Aug 1998 | 4 | Apr 1999 | 8 | 12 |
-7.96% | Sep 2011 | Sep 2011 | 1 | Jan 2012 | 4 | 5 |
-7.74% | Feb 2015 | Sep 2015 | 8 | Apr 2016 | 7 | 15 |
-7.73% | Aug 2016 | Nov 2016 | 4 | Jul 2017 | 8 | 12 |
-7.35% | Apr 2004 | Apr 2004 | 1 | Sep 2004 | 5 | 6 |
-7.32% | May 2013 | Jun 2013 | 2 | Feb 2014 | 8 | 10 |
-6.80% | Jun 2002 | Oct 2002 | 5 | May 2003 | 7 | 12 |
-6.45% | Feb 1994 | Nov 1994 | 10 | May 1995 | 6 | 16 |
-5.23% | Feb 2018 | Dec 2018 | 11 | Jan 2019 | 1 | 12 |
-4.70% | May 2012 | May 2012 | 1 | Aug 2012 | 3 | 4 |
-4.55% | Jun 2007 | Jul 2007 | 2 | Sep 2007 | 2 | 4 |
-4.37% | Feb 2001 | Mar 2001 | 2 | Jun 2001 | 3 | 5 |
-4.12% | Sep 2014 | Sep 2014 | 1 | Jan 2015 | 4 | 5 |
-3.91% | Sep 2020 | Oct 2020 | 2 | Dec 2020 | 2 | 4 |
-3.86% | May 2010 | Jun 2010 | 2 | Sep 2010 | 3 | 5 |
-3.70% | Sep 2021 | Sep 2021 | 1 | Dec 2021 | 3 | 4 |
-3.69% | May 1999 | Aug 1999 | 4 | Nov 1999 | 3 | 7 |
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-28.82% | Jun 2008 | Feb 2009 | 9 | Mar 2010 | 13 | 22 |
-19.93% | Jan 2022 | Sep 2022 | 9 | in progress | 3 | 12 |
-16.06% | Dec 1980 | Jun 1982 | 19 | Oct 1982 | 4 | 23 |
-13.66% | Feb 1980 | Mar 1980 | 2 | Jun 1980 | 3 | 5 |
-11.30% | Feb 2020 | Mar 2020 | 2 | Jul 2020 | 4 | 6 |
-10.47% | May 1998 | Aug 1998 | 4 | Apr 1999 | 8 | 12 |
-9.04% | Sep 1987 | Oct 1987 | 2 | Jan 1989 | 15 | 17 |
-8.47% | Jan 1990 | Oct 1990 | 10 | Feb 1991 | 4 | 14 |
-7.96% | Sep 2011 | Sep 2011 | 1 | Jan 2012 | 4 | 5 |
-7.74% | Feb 2015 | Sep 2015 | 8 | Apr 2016 | 7 | 15 |
-7.73% | Aug 2016 | Nov 2016 | 4 | Jul 2017 | 8 | 12 |
-7.35% | Apr 2004 | Apr 2004 | 1 | Sep 2004 | 5 | 6 |
-7.32% | May 2013 | Jun 2013 | 2 | Feb 2014 | 8 | 10 |
-6.80% | Jun 2002 | Oct 2002 | 5 | May 2003 | 7 | 12 |
-6.67% | Oct 1979 | Oct 1979 | 1 | Dec 1979 | 2 | 3 |
-6.45% | Feb 1994 | Nov 1994 | 10 | May 1995 | 6 | 16 |
-5.46% | Oct 1978 | Nov 1978 | 2 | Dec 1978 | 1 | 3 |
-5.23% | Feb 2018 | Dec 2018 | 11 | Jan 2019 | 1 | 12 |
-4.70% | May 2012 | May 2012 | 1 | Aug 2012 | 3 | 4 |
-4.55% | Jun 2007 | Jul 2007 | 2 | Sep 2007 | 2 | 4 |
Rolling Returns ( more details)
Marc Faber Portfolio: annualized rolling and average returns
Rolling Period |
Return (*) | Negative Periods |
||
---|---|---|---|---|
Average (%) | Best (%) | Worst (%) | ||
1 Year |
10.02 |
54.30 Feb 1979 - Jan 1980 |
-27.56 Mar 2008 - Feb 2009 |
13.02% |
2 Years |
9.84 |
36.20 Feb 1978 - Jan 1980 |
-12.17 Mar 2007 - Feb 2009 |
4.44% |
3 Years |
9.69 |
27.82 Feb 1977 - Jan 1980 |
-3.16 Apr 2006 - Mar 2009 |
0.76% |
5 Years |
9.33 |
21.14 Jan 1976 - Dec 1980 |
2.82 Oct 1997 - Sep 2002 |
0.00% |
7 Years |
9.23 |
17.17 Jun 1976 - May 1983 |
3.58 Apr 2013 - Mar 2020 |
0.00% |
10 Years |
9.18 |
16.86 Sep 1976 - Aug 1986 |
3.88 Oct 2012 - Sep 2022 |
0.00% |
15 Years |
8.99 |
13.37 Jun 1976 - May 1991 |
4.95 Nov 2007 - Oct 2022 |
0.00% |
20 Years |
8.91 |
12.20 Jan 1976 - Dec 1995 |
6.91 Mar 1989 - Feb 2009 |
0.00% |
30 Years |
9.00 |
11.24 Sep 1976 - Aug 2006 |
7.26 Oct 1992 - Sep 2022 |
0.00% |
If you need a deeper detail about rolling returns, please refer to the Marc Faber Portfolio: Rolling Returns page.
Seasonality
In which months is it better to invest in Marc Faber Portfolio?
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Gain Frequency |
0.64
60% |
-1.46
20% |
-0.58
80% |
1.43
60% |
0.63
60% |
0.28
40% |
2.37
100% |
0.39
80% |
-2.84
20% |
0.55
60% |
2.06
60% |
1.34
60% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
100.64
|
99.17
|
98.60
|
100.01
|
100.64
|
100.92
|
103.31
|
103.71
|
100.77
|
101.32
|
103.41
|
104.79
|
Best |
6.0 2019 |
0.6 2019 |
1.5 2019 |
7.0 2020 |
2.4 2020 |
4.2 2019 |
5.5 2020 |
3.0 2019 |
0.1 2019 |
3.7 2021 |
6.9 2022 |
4.5 2021 |
Worst |
-4.1 2022 |
-3.8 2018 |
-8.3 2020 |
-4.5 2022 |
-1.7 2022 |
-4.5 2022 |
0.4 2018 |
-3.9 2022 |
-7.2 2022 |
-2.5 2018 |
-1.4 2021 |
-2.2 2018 |
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Gain Frequency |
1.17
70% |
-0.01
40% |
0.18
60% |
1.09
70% |
-0.04
50% |
0.22
50% |
1.83
90% |
-0.11
60% |
-1.75
20% |
0.88
70% |
0.52
50% |
0.89
60% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
101.17
|
101.16
|
101.33
|
102.44
|
102.39
|
102.62
|
104.50
|
104.39
|
102.56
|
103.46
|
104.00
|
104.94
|
Best |
6.0 2019 |
4.2 2014 |
4.3 2016 |
7.0 2020 |
2.4 2020 |
4.7 2016 |
5.5 2020 |
3.0 2019 |
1.6 2013 |
3.8 2015 |
6.9 2022 |
4.5 2021 |
Worst |
-4.1 2022 |
-3.8 2018 |
-8.3 2020 |
-4.5 2022 |
-3.6 2013 |
-4.5 2022 |
-1.3 2014 |
-3.9 2022 |
-7.2 2022 |
-2.9 2016 |
-3.2 2016 |
-2.2 2018 |
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Gain Frequency |
1.16
66% |
0.18
55% |
0.52
60% |
1.31
81% |
0.48
60% |
0.54
62% |
1.11
70% |
0.68
72% |
0.45
57% |
0.17
55% |
1.13
70% |
1.70
79% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
101.16
|
101.34
|
101.87
|
103.20
|
103.70
|
104.27
|
105.42
|
106.14
|
106.61
|
106.79
|
108.00
|
109.83
|
Best |
9.6 1980 |
4.2 2014 |
5.0 1986 |
7.8 2009 |
5.9 2009 |
8.4 1980 |
5.8 2009 |
9.7 1982 |
6.6 1979 |
8.1 1982 |
6.9 2022 |
9.4 1979 |
Worst |
-6.1 2009 |
-6.6 2009 |
-11.8 1980 |
-7.3 2004 |
-4.7 2012 |
-4.5 2022 |
-4.4 2002 |
-7.1 1998 |
-8.0 2011 |
-17.5 2008 |
-4.6 1978 |
-2.5 1981 |
Monthly/Yearly Returns
Marc Faber Portfolio data source starts from January 1976: let's focus on monthly and yearly returns.
- Histogram: it shows the distribution of the returns recorded so far
- Plain Table: it shows the detailed monthly and yearly returns
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
2022 |
-14.67 | -19.84 | -4.1 | -0.3 | 1.5 | -4.5 | -1.7 | -4.5 | 3.3 | -3.9 | -7.2 | 1.3 | 6.9 | -1.5 |
2021 |
+12.98 | +5.55 | -1.1 | -0.5 | 1.5 | 4.2 | 2.4 | -0.4 | 2.2 | 1.1 | -3.7 | 3.7 | -1.4 | 4.5 |
2020 |
+11.15 | +9.66 | 1.5 | -3.3 | -8.3 | 7.0 | 2.4 | 2.2 | 5.5 | 1.2 | -2.5 | -1.5 | 3.5 | 3.8 |
2019 |
+20.49 | +17.80 | 6.0 | 0.6 | 1.5 | 0.7 | -0.8 | 4.2 | 0.4 | 3.0 | 0.1 | 1.7 | -0.6 | 2.0 |
2018 |
-4.39 | -6.18 | 0.9 | -3.8 | 0.9 | -0.2 | 0.8 | -0.1 | 0.4 | 0.5 | -0.9 | -2.5 | 1.9 | -2.2 |
2017 |
+11.79 | +9.48 | 2.2 | 2.5 | -0.3 | 1.1 | 0.6 | 0.2 | 1.8 | 1.4 | -0.5 | 0.2 | 1.2 | 1.1 |
2016 |
+6.97 | +4.80 | -0.5 | 2.7 | 4.3 | 1.1 | -1.2 | 4.7 | 2.7 | -1.9 | 0.0 | -2.9 | -3.2 | 1.2 |
2015 |
-2.47 | -3.18 | 4.1 | -1.5 | -0.3 | -0.9 | -0.1 | -2.4 | 0.1 | -2.6 | -0.3 | 3.8 | -2.0 | -0.2 |
2014 |
+9.60 | +8.78 | 1.1 | 4.2 | -0.5 | 1.4 | 0.7 | 2.3 | -1.3 | 1.8 | -4.1 | 2.5 | 1.0 | 0.4 |
2013 |
-1.18 | -2.64 | 1.6 | -0.8 | 1.5 | 1.0 | -3.6 | -3.9 | 3.1 | -1.7 | 1.6 | 2.5 | -2.0 | -0.2 |
2012 |
+11.20 | +9.30 | 6.1 | 0.1 | 1.2 | 0.6 | -4.7 | 3.3 | 1.2 | 1.8 | 1.4 | -1.2 | 0.2 | 0.9 |
2011 |
+4.97 | +1.95 | -0.4 | 3.5 | 0.0 | 5.0 | -0.3 | -1.9 | 2.4 | 0.5 | -8.0 | 7.5 | -0.8 | -1.8 |
2010 |
+19.36 | +17.60 | -2.6 | 2.8 | 3.9 | 3.6 | -2.7 | -1.2 | 3.3 | 0.5 | 4.6 | 3.2 | -0.5 | 3.3 |
2009 |
+22.95 | +19.69 | -6.1 | -6.6 | 2.5 | 7.8 | 5.9 | -2.2 | 5.8 | 4.4 | 4.7 | -0.9 | 6.8 | 0.1 |
2008 |
-16.28 | -16.36 | 1.1 | 0.4 | -0.3 | 1.7 | 0.4 | -3.6 | -0.2 | -2.1 | -1.5 | -17.5 | -1.9 | 8.0 |
2007 |
+8.25 | +4.00 | 3.2 | -0.1 | -0.3 | 1.6 | 0.0 | -2.9 | -1.7 | 2.3 | 5.3 | 3.7 | -3.3 | 0.4 |
2006 |
+20.89 | +17.89 | 5.7 | 0.1 | 2.5 | 2.9 | -2.2 | -0.1 | 2.4 | 1.4 | -0.2 | 3.1 | 4.1 | -0.5 |
2005 |
+11.20 | +7.53 | -3.4 | 2.4 | -1.7 | 1.5 | 0.8 | 2.7 | 2.3 | -0.3 | 2.7 | -1.8 | 3.5 | 2.3 |
2004 |
+13.91 | +10.32 | 0.7 | 1.0 | 3.1 | -7.3 | 2.2 | 1.5 | -0.8 | 3.7 | 1.1 | 2.8 | 4.0 | 1.6 |
2003 |
+23.98 | +21.70 | 0.1 | -1.2 | -0.5 | 3.5 | 5.1 | 0.1 | 1.9 | 2.4 | 2.5 | 1.8 | 2.3 | 3.9 |
2002 |
+4.97 | +2.53 | 0.1 | 1.9 | 2.7 | 0.4 | 2.1 | -1.3 | -4.4 | 1.3 | -1.8 | -0.7 | 2.4 | 2.3 |
2001 |
+1.95 | +0.39 | 0.6 | -2.2 | -2.2 | 2.8 | 1.0 | 1.3 | -0.9 | 0.9 | -1.1 | -1.2 | 2.1 | 1.0 |
2000 |
+4.65 | +1.22 | -1.9 | 0.9 | 1.2 | 0.3 | -0.6 | 3.4 | 1.0 | 0.1 | -0.5 | -2.4 | -0.2 | 3.4 |
1999 |
+7.25 | +4.45 | -0.1 | -1.2 | 0.7 | 4.7 | -2.1 | 0.3 | -1.6 | -0.3 | 2.8 | 0.9 | 0.2 | 2.9 |
1998 |
+2.17 | +0.55 | 1.4 | 0.8 | 2.1 | 0.3 | -2.1 | 0.6 | -2.2 | -7.1 | 4.7 | 1.7 | 2.2 | 0.2 |
1997 |
+5.23 | +3.47 | -0.8 | 1.2 | -1.6 | -0.2 | 3.0 | 2.0 | 2.2 | -2.5 | 4.6 | -3.4 | 0.1 | 0.8 |
1996 |
+12.19 | +8.58 | 2.5 | -0.4 | -0.1 | 0.2 | 0.7 | 0.3 | -0.8 | 1.4 | 1.5 | 1.4 | 2.6 | 2.2 |
1995 |
+13.03 | +10.23 | -1.2 | 1.2 | 2.0 | 0.9 | 2.3 | 1.0 | 1.0 | 0.1 | 1.5 | -0.9 | 1.9 | 2.5 |
1994 |
-3.18 | -5.70 | 1.5 | -1.2 | -2.8 | -0.4 | 0.9 | -0.8 | 0.9 | 1.6 | -1.3 | -1.1 | -2.2 | 2.0 |
1993 |
+19.45 | +16.26 | 2.6 | 2.2 | 4.6 | 0.8 | 1.6 | 1.6 | 2.7 | 0.3 | -0.1 | 1.5 | -2.7 | 3.2 |
1992 |
+3.34 | +0.43 | 0.6 | -0.9 | -2.2 | 0.2 | 2.9 | -0.8 | 3.2 | -1.0 | 1.3 | -1.3 | 0.7 | 0.8 |
1991 |
+19.75 | +16.19 | 2.7 | 2.9 | 1.9 | 1.4 | 1.8 | -1.9 | 1.6 | 0.3 | 2.0 | 1.0 | -0.9 | 5.7 |
1990 |
-4.94 | -10.41 | -1.9 | -0.9 | -2.8 | -1.3 | 2.8 | 0.2 | 2.2 | -4.1 | -2.3 | -0.6 | 2.8 | 1.0 |
1989 |
+13.95 | +8.88 | 1.4 | -0.6 | -0.2 | 2.1 | 0.6 | 1.4 | 3.5 | 0.1 | 1.4 | -0.5 | 2.9 | 1.1 |
1988 |
+7.03 | +2.50 | 2.5 | 1.0 | 1.2 | 0.0 | -0.5 | 1.7 | 0.1 | -1.7 | 0.1 | 2.0 | 0.1 | 0.4 |
1987 |
+6.79 | +2.25 | 5.7 | 2.3 | 1.2 | 1.7 | -0.6 | 1.1 | 2.1 | 0.1 | -1.0 | -8.2 | 0.9 | 1.8 |
1986 |
+21.19 | +19.87 | 3.3 | 2.4 | 5.0 | 0.7 | -0.5 | 3.2 | 0.5 | 5.4 | 0.1 | -0.4 | 0.3 | -0.5 |
1985 |
+21.48 | +17.03 | 3.7 | -0.8 | 4.3 | 0.3 | 3.3 | 1.5 | 1.2 | 0.2 | -1.5 | 2.4 | 2.4 | 2.9 |
1984 |
+6.21 | +2.17 | 0.7 | 0.6 | -0.2 | -0.3 | -2.0 | 0.1 | -1.7 | 4.6 | 2.1 | 1.1 | 0.7 | 0.4 |
1983 |
+10.11 | +6.09 | 4.2 | -3.7 | 3.5 | 5.1 | 0.1 | 0.4 | -1.8 | 0.1 | 0.3 | -0.6 | 2.6 | -0.2 |
1982 |
+18.23 | +13.86 | -1.4 | -3.2 | -3.6 | 5.1 | -2.9 | -2.8 | 2.2 | 9.7 | 1.5 | 8.1 | 2.9 | 2.5 |
1981 |
-5.97 | -13.67 | -4.1 | -0.7 | 3.3 | -2.2 | 0.6 | -1.9 | -1.7 | -2.1 | -2.8 | 4.4 | 3.9 | -2.5 |
1980 |
+16.83 | +3.83 | 9.6 | -2.1 | -11.8 | 4.6 | 4.5 | 8.4 | 1.2 | 0.5 | 1.7 | 0.9 | 1.7 | -2.0 |
1979 |
+45.44 | +28.37 | 3.3 | 1.5 | 2.2 | 0.8 | 2.7 | 4.0 | 3.1 | 6.4 | 6.6 | -6.7 | 5.7 | 9.4 |
1978 |
+16.06 | +6.46 | -0.3 | 1.2 | 1.9 | 1.5 | 1.7 | -0.6 | 5.1 | 3.4 | 1.2 | -0.9 | -4.6 | 5.8 |
1977 |
+12.22 | +5.17 | -0.6 | 2.1 | 1.4 | 0.4 | -0.6 | 2.7 | -0.1 | 0.5 | 1.7 | 0.4 | 2.1 | 1.6 |
1976 |
+17.91 | +12.44 | 4.3 | 1.8 | 0.4 | 0.1 | -2.0 | 2.3 | -1.3 | 0.0 | 3.1 | 1.2 | 3.0 | 4.0 |
Portofolio Returns, up to December 2007, 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:
- VNQ - Vanguard Real Estate: simulated historical serie, up to December 2004
- 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
- BND - Vanguard Total Bond Market: simulated historical serie, up to December 2007
- GLD - SPDR Gold Trust: simulated historical serie, up to December 2004
Portfolio efficiency
Compared to the Marc Faber Portfolio, the following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.
30 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
Stocks/Bonds 40/60 Momentum |
+8.00 | 6.81 | -21.11 | 40 | 60 | 0 | ||
Couch Potato Scott Burns |
+7.89 | 8.62 | -27.04 | 50 | 50 | 0 | ||
Golden Butterfly |
+7.65 | 7.41 | -17.79 | 40 | 40 | 20 | ||
Marc Faber Portfolio Marc Faber |
+7.48 | 9.45 | -28.82 | 50 | 25 | 25 |
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and High Risk categorization.
30 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
Stocks/Bonds 60/40 Momentum |
+9.59 | 9.38 | -32.52 | 60 | 40 | 0 | ||
Simple Path to Wealth JL Collins |
+8.57 | 11.55 | -38.53 | 75 | 25 | 0 | ||
Late Sixties and Beyond Burton Malkiel |
+8.43 | 11.53 | -41.80 | 71 | 29 | 0 | ||
Seven Value Scott Burns |
+8.32 | 11.22 | -41.22 | 71.5 | 28.5 | 0 | ||
Yale Endowment David Swensen |
+8.32 | 10.75 | -39.48 | 70 | 30 | 0 |