Data Source: from January 1976 to December 2022 (~47 years)
Consolidated Returns as of 31 December 2022
Live Update: Jan 30 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.77%
1 Day
Jan 30 2023
5.76%
Current Month
January 2023

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:

50% Stocks
25% Fixed Income
25% Commodities

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
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 as of Dec 31, 2022

The Marc Faber Portfolio guaranteed the following returns.

Portfolio returns are calculated in USD, assuming: January 2023 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
MARC FABER PORTFOLIO RETURNS
Consolidated returns as of 31 December 2022
Live Update: Jan 30 2023
Swipe left to see all data
  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
Returns over 1 year are annualized | Available data source: since Jan 1976
(*) Eastern Time (ET - America/New York)

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.

Portfolio metrics are calculated based on monthly returns, assuming:
MARC FABER PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1976 - 31 December 2022 (~47 years)
Swipe left to see all data
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
Terms and Definitions
  • 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.

Correlation coefficient is a numerical value between -1 and +1.

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.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 31 December 2022
Swipe left to see all data
 
 
 
 
 
 
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

An investment of 1000$, since January 1993, now would be worth 8704.95$, with a total return of 770.50% (7.48% annualized).

The Inflation Adjusted Capital now would be 4161.88$, with a net total return of 316.19% (4.87% annualized).
An investment of 1000$, since January 1976, now would be worth 66598.40$, with a total return of 6559.84% (9.34% annualized).

The Inflation Adjusted Capital now would be 12453.67$, with a net total return of 1145.37% (5.51% annualized).

Drawdowns

Swipe left to see all data
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
Swipe left to see all data
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

Swipe left to see all data
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%
(*) Annualized rolling and average returns over full calendar month periods

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?

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
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 Seasonality over the period Jan 2018 - Dec 2022
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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 Seasonality over the period Jan 2013 - Dec 2022
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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 Seasonality over the period Jan 1976 - Dec 2022

Monthly/Yearly Returns

Marc Faber Portfolio data source starts from January 1976: let's focus on monthly and yearly returns.

We are providing two different views:
  • Histogram: it shows the distribution of the returns recorded so far
  • Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 1976 - Dec 2022
370 Positive Months (66%) - 194 Negative Months (34%)
MONTHLY RETURNS TABLE
Jan 1976 - Dec 2022
(Scroll down to see all data)
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
-14.67 -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.

Swipe left to see all data
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.

Swipe left to see all data
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
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