Mebane Faber Ivy Portfolio: ETF allocation and returns

Last Update: 31 December 2020

The Mebane Faber Ivy Portfolio is exposed for 60% on the Stock Market and for 20% on Commodities.

It's a Very High Risk portfolio and it can be replicated with 5 ETFs.

In the last 10 years, the portfolio obtained a 4.76% compound annual return, with a 11.01% standard deviation.

In 2020, the portfolio granted a 2.02% dividend yield. If you are interested in getting periodic income, please refer to the Mebane Faber Ivy Portfolio: Dividend Yield page.

Asset Allocation and ETFs

The Mebane Faber Ivy Portfolio has the following asset allocation:

        60% Stocks
      
        20% Fixed Income
      
        20% Commodities

The Mebane Faber Ivy Portfolio can be replicated with the following ETFs:

Weight	Ticker	ETF Name	Investment Themes
20.00 %	VTI	Vanguard Total Stock Market	Equity, U.S., Large Cap
20.00 %	VEU	Vanguard FTSE All-World ex-US	Equity, Global ex-US, Large Cap
20.00 %	VNQ	Vanguard Real Estate	Real Estate, U.S.
20.00 %	BND	Vanguard Total Bond Market	Bond, U.S., All-Term
20.00 %	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 Ivy Portfolio guaranteed the following returns.

MEBANE FABER IVY PORTFOLIO RETURNS (%)

Last Update: 31 December 2020

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	1M	3M	6M	1Y	*3Y^()**	*5Y^()**	*10Y^()**
Mebane Faber Ivy Portfolio	+3.71	+10.86	+15.57	+2.25	+4.50	+6.66	+4.76
*Components*
VTI - Vanguard Total Stock Market	+4.68	+14.75	+25.36	+21.03	+14.45	+15.44	+13.77
VEU - Vanguard FTSE All-World ex-US	+5.72	+16.59	+24.39	+11.12	+5.12	+9.20	+5.12
VNQ - Vanguard Real Estate	+2.72	+9.28	+10.71	-4.68	+4.91	+5.63	+8.66
BND - Vanguard Total Bond Market	+0.15	+0.80	+1.21	+7.71	+5.40	+4.45	+3.73
GSG - iShares S&P GSCI Commodity Indexed Trust	+5.84	+14.70	+18.90	-23.94	-8.85	-2.83	-9.67

(*) 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 Mebane Faber Ivy Portfolio: Dividend Yield page.

Historical Returns

Mebane Faber Ivy Portfolio - Historical returns and stats.

MEBANE FABER IVY PORTFOLIO

Last Update: 31 December 2020

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Period	Returns Dec 2020	Standard Deviation *	Max Drawdown	Months Pos - Neg
1M	+3.71%		0.00%	1 - 0
3M	+10.86%		-2.06% Oct 2020 - Oct 2020	2 - 1
6M	+15.57%		-4.36% Sep 2020 - Oct 2020	4 - 2
YTD	+2.25%	21.34%	-21.77% Jan 2020 - Mar 2020	7 - 5
1Y	+2.25%	21.34%	-21.77% Jan 2020 - Mar 2020	7 - 5
3Y	+4.50% annualized	14.68%	-21.77% Jan 2020 - Mar 2020	25 - 11
5Y	+6.66% annualized	12.06%	-21.77% Jan 2020 - Mar 2020	44 - 16
10Y	+4.76% annualized	11.01%	-21.77% Jan 2020 - Mar 2020	78 - 42
MAX 01 Jan 2007	+3.68% annualized	13.71%	-47.40% Jun 2008 - Feb 2009	106 - 62

* Annualized St.Dev. of monthly returns

Best Very High Risk Porftolios, ordered by 10Y annualized return.

Portfolio	10Y Return ▾	Stocks	Bonds
Technology	+20.35%	100	0	Compare
US Stocks	+13.77%	100	0	Compare
Warren Buffett	+12.76%	90	10	Compare
Stocks/Bonds 80/20	+11.86%	80	20	Compare
Second Grader's Starter Paul Farrell	+10.28%	90	10	Compare

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Capital Growth

Time Range:

Drawdowns

Time Range:

Worst drawdowns since December 2010.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-21.77%	Jan 2020	Mar 2020	3	Dec 2020	9	12
-15.88%	Jul 2014	Feb 2016	20	Jul 2017	17	37
-15.74%	May 2011	Sep 2011	5	Sep 2012	12	17
-11.00%	Oct 2018	Dec 2018	3	Apr 2019	4	7
-4.27%	Feb 2018	Feb 2018	1	Jul 2018	5	6
-3.82%	May 2019	May 2019	1	Jun 2019	1	2
-3.80%	May 2013	Jun 2013	2	Oct 2013	4	6
-1.19%	Oct 2012	Oct 2012	1	Dec 2012	2	3
-1.07%	Jan 2014	Jan 2014	1	Feb 2014	1	2
-0.70%	Feb 2013	Feb 2013	1	Mar 2013	1	2
-0.55%	Aug 2019	Aug 2019	1	Sep 2019	1	2
-0.48%	Nov 2013	Nov 2013	1	Dec 2013	1	2

Worst drawdowns since December 2006.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-47.40%	Jun 2008	Feb 2009	9	Dec 2012	46	55
-21.77%	Jan 2020	Mar 2020	3	Dec 2020	9	12
-15.88%	Jul 2014	Feb 2016	20	Jul 2017	17	37
-11.00%	Oct 2018	Dec 2018	3	Apr 2019	4	7
-6.08%	Nov 2007	Jan 2008	3	Apr 2008	3	6
-4.27%	Feb 2018	Feb 2018	1	Jul 2018	5	6
-3.82%	May 2019	May 2019	1	Jun 2019	1	2
-3.80%	May 2013	Jun 2013	2	Oct 2013	4	6
-2.75%	Jun 2007	Jul 2007	2	Sep 2007	2	4
-1.07%	Jan 2014	Jan 2014	1	Feb 2014	1	2
-0.70%	Feb 2013	Feb 2013	1	Mar 2013	1	2
-0.55%	Aug 2019	Aug 2019	1	Sep 2019	1	2
-0.48%	Nov 2013	Nov 2013	1	Dec 2013	1	2

Rolling Returns ( more details)

Mebane Faber Ivy Portfolio: annualized rolling and average returns

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	*Return ()**			Negative Periods
Rolling Period	Average	Best	Worst	Negative Periods
1 Year	+3.74%	+47.92% Mar 2009 - Feb 2010	-42.92% Mar 2008 - Feb 2009	27.39%
2 Years	+3.54%	+33.83% Mar 2009 - Feb 2011	-22.66% Mar 2007 - Feb 2009	28.97%
3 Years	+4.39%	+22.45% Mar 2009 - Feb 2012	-5.54% Jul 2007 - Jun 2010	16.54%
5 Years	+4.39%	+16.42% Mar 2009 - Feb 2014	-0.49% Apr 2015 - Mar 2020	1.83%
7 Years	+4.45%	+9.57% Apr 2009 - Mar 2016	+0.72% Apr 2013 - Mar 2020	0.00%
10 Years	+4.50%	+9.17% Mar 2009 - Feb 2019	+2.30% Nov 2007 - Oct 2017	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 Ivy Portfolio: Rolling Returns page.

Seasonality and Yearly/Monthly Returns

Mebane Faber Ivy Portfolio Seasonality

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	Months
Return (%)	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Average	-0.3	0.0	0.5	2.8	-0.1	0.1	1.3	-0.2	-0.1	-0.4	-0.1	1.1
Best	7.5 2019	4.1 2014	6.2 2016	9.6 2009	8.9 2009	4.0 2019	6.7 2010	4.3 2009	6.2 2010	9.2 2011	9.1 2020	5.4 2010
Worst	-10.2 2009	-9.1 2009	-15.4 2020	0.2 2012	-7.2 2010	-2.7 2008	-3.8 2008	-4.2 2015	-8.6 2011	-21.0 2008	-8.8 2008	-5.5 2018
Gain Frequency	50	64	79	100	57	50	71	50	64	57	43	71

Detail of Monthly Returns

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		Months
Year	Return	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2020	+2.25%	-2.2	-5.5	-15.4	5.2	4.6	2.8	3.6	3.0	-2.4	-2.1	9.1	3.7
2019	+21.16%	7.5	1.9	2.0	1.9	-3.8	4.0	0.2	-0.6	1.5	1.6	0.8	2.8
2018	-7.88%	1.8	-4.3	0.8	1.2	1.3	0.8	0.6	1.1	0.3	-5.2	-0.6	-5.5
2017	+12.20%	0.9	1.9	-0.7	0.4	0.7	0.5	2.2	0.1	1.3	1.4	1.5	1.5
2016	+7.80%	-3.8	-0.8	6.2	2.1	0.9	1.9	0.5	-0.4	0.8	-2.5	0.1	2.8
2015	-7.10%	-0.4	2.3	-1.3	1.8	-0.5	-2.1	-1.2	-4.2	-1.7	4.1	-1.9	-1.9
2014	+2.25%	-1.1	4.1	0.3	1.4	1.4	1.6	-1.8	1.6	-4.0	1.9	-0.6	-2.3
2013	+9.20%	3.1	-0.7	1.8	1.7	-2.1	-1.8	3.5	-2.1	2.6	2.4	-0.5	1.1
2012	+11.11%	4.3	2.9	0.7	0.2	-6.8	3.4	2.0	2.4	0.4	-1.2	0.8	1.8
2011	+0.04%	1.9	2.8	0.4	4.0	-1.8	-2.5	0.3	-4.1	-8.6	9.2	-1.1	0.6
2010	+14.19%	-4.3	3.3	4.7	2.4	-7.2	-2.3	6.7	-2.5	6.2	3.2	-1.1	5.4
2009	+22.28%	-10.2	-9.1	5.4	9.6	8.9	-0.9	6.2	4.3	3.2	-1.3	4.1	2.3
2008	-31.26%	-2.8	1.2	1.0	5.0	2.3	-2.7	-3.8	-1.8	-6.4	-21.0	-8.8	3.9
2007	+8.59%	1.8	0.1	0.8	1.8	0.9	-1.5	-1.3	0.9	4.9	3.5	-3.3	-0.1

* Note:
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:

VEU - Vanguard FTSE All-World ex-US: simulated historical serie, up to December 2007

BND - Vanguard Total Bond Market: simulated historical serie, up to December 2007