Last Update: 31 May 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 4.52% compound annual return, with a 11.01% standard deviation.
In 2019, the portfolio granted a 2.63% 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:
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 |
Portfolio and ETF Returns
The Mebane Faber Ivy Portfolio guaranteed the following returns.
| 1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | |
|---|---|---|---|---|---|---|---|
| Mebane Faber Ivy Portfolio | +4.63 | -6.92 | -11.55 | -4.73 | +1.47 | +1.18 | +4.52 |
| Components | |||||||
| VTI - Vanguard Total Stock Market | +5.40 | +2.65 | -2.97 | +11.28 | +9.52 | +9.14 | +12.78 |
| VEU - Vanguard FTSE All-World ex-US | +4.68 | -5.11 | -10.83 | -2.79 | -0.08 | +1.04 | +4.75 |
| VNQ - Vanguard Real Estate | +1.73 | -10.67 | -15.29 | -7.67 | +2.11 | +3.86 | +8.83 |
| BND - Vanguard Total Bond Market | +0.67 | +1.97 | +5.64 | +9.75 | +5.18 | +4.02 | +3.79 |
| GSG - iShares S&P GSCI Commodity Indexed Trust | +15.80 | -26.50 | -35.52 | -34.58 | -11.69 | -14.23 | -9.87 |
- 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.
| Period | Returns May 2020 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
+4.63%
|
0.00%
|
1 - 0 | |
|
3M
|
-6.92%
|
-15.41%
Mar 2020 - Mar 2020
|
2 - 1 | |
|
6M
|
-11.55%
|
-21.77%
Jan 2020 - Mar 2020
|
3 - 3 | |
|
YTD
|
-13.93%
|
-21.77%
Jan 2020 - Mar 2020
|
2 - 3 | |
|
1Y
|
-4.73%
|
18.67%
|
-21.77%
Jan 2020 - Mar 2020
|
8 - 4 |
|
3Y
|
+1.47%
annualized
|
13.27%
|
-21.77%
Jan 2020 - Mar 2020
|
27 - 9 |
|
5Y
|
+1.18%
annualized
|
11.50%
|
-21.77%
Jan 2020 - Mar 2020
|
40 - 20 |
|
10Y
|
+4.52%
annualized
|
11.01%
|
-21.77%
Jan 2020 - Mar 2020
|
77 - 43 |
|
MAX
01 Jan 2007
|
+2.52%
annualized
|
13.67%
|
-47.40%
Jun 2008 - Feb 2009
|
101 - 60 |
* Annualized St.Dev. of monthly returns
Best Very High Risk Porftolios, ordered by 10Y annualized return.
| Portfolio | 10Y Return ▾ | #ETF | Stocks | Bonds | Comm. | ||
|---|---|---|---|---|---|---|---|
| Technology |
+18.99% | 1 | 100 | 0 | 0 | Compare | |
| US Stocks |
+12.78% | 1 | 100 | 0 | 0 | Compare | |
| Warren Buffett |
+12.02% | 2 | 90 | 10 | 0 | Compare | |
| Second Grader's Starter Paul Farrell |
+9.60% | 3 | 90 | 10 | 0 | Compare | |
| Edge Select Aggressive Merrill Lynch |
+9.18% | 12 | 84 | 16 | 0 | Compare |
Capital Growth
Drawdowns
Rolling Returns
Mebane Faber Ivy Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+4.00% |
+47.92% Mar 2009 - Feb 2010 |
-42.92% Mar 2008 - Feb 2009 |
26.00% |
| 2 Years |
+3.58% |
+33.83% Mar 2009 - Feb 2011 |
-22.66% Mar 2007 - Feb 2009 |
28.99% |
| 3 Years |
+4.47% |
+22.45% Mar 2009 - Feb 2012 |
-5.54% Jul 2007 - Jun 2010 |
17.46% |
| 5 Years |
+4.40% |
+16.42% Mar 2009 - Feb 2014 |
-0.49% Apr 2015 - Mar 2020 |
1.96% |
| 7 Years |
+4.57% |
+9.57% Apr 2009 - Mar 2016 |
+0.72% Apr 2013 - Mar 2020 |
0.00% |
| 10 Years |
+4.47% |
+9.17% Mar 2009 - Feb 2019 |
+2.30% Nov 2007 - Oct 2017 |
0.00% |
* Annualized rolling and average returns over full calendar month periods
Yearly Returns - Monthly Returns Heatmap
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2020 |
-13.93% | -2.2 | -5.5 | -15.4 | 5.2 | 4.6 | |||||||
| 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