Mebane Faber Ivy Portfolio: ETF allocation and returns

Data Source: from January 1994 to September 2021

Last Update: 30 September 2021

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 7.17% compound annual return, with a 10.55% standard deviation.

In the last 25 years, a 7% compound annual return, with a 11.78% 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: 30 September 2021

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	1M	3M	6M	1Y	*3Y^()**	*5Y^()**	*10Y^()**	*20Y^()**	*25Y^()**
Mebane Faber Ivy Portfolio	-1.65	+0.58	+9.30	+28.25	+8.45	+8.25	+7.17	+7.11	+7.00
*Components*
VTI Vanguard Total Stock Market	-4.46	-0.03	+8.10	+32.16	+16.05	+16.88	+16.60	+10.07	+9.79
VEU Vanguard FTSE All-World ex-US	-3.33	-3.26	+1.87	+23.82	+8.34	+9.04	+7.99	+7.18	+5.40
VNQ Vanguard Real Estate	-5.68	+0.62	+12.29	+33.49	+11.96	+7.52	+11.52	+10.37	+10.07
BND Vanguard Total Bond Market	-1.01	-0.05	+1.88	-1.04	+5.36	+2.88	+2.88	+4.09	+4.86
GSG iShares S&P GSCI Commodity Indexed Trust	+5.97	+4.79	+20.69	+56.84	-2.36	+2.61	-5.66	-0.31	-0.35

(*) 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.

Readings that may interest you

The ETF Cookbook: Commission-Free Investing at TD Ameritrade

How To Start Investing Your Money?: Guidance For Dummies To Invest Smartly: ...

The ETF Investor: How to Crush It With Exchange-Traded Funds

Historical Returns

Mebane Faber Ivy Portfolio - Historical returns and stats.

MEBANE FABER IVY PORTFOLIO

Last Update: 30 September 2021

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Period	Returns Sep 2021	Standard Deviation *	Max Drawdown	Months Pos - Neg
1M	-1.65%		-1.65% Sep 2021 - Sep 2021	0 - 1
3M	+0.58%		-1.65% Sep 2021 - Sep 2021	2 - 1
6M	+9.30%		-1.65% Sep 2021 - Sep 2021	5 - 1
YTD	+15.69%		-1.65% Sep 2021 - Sep 2021	8 - 1
1Y	+28.25%	9.95%	-2.06% Oct 2020 - Oct 2020	10 - 2
3Y	+8.45% annualized	14.80%	-21.77% Jan 2020 - Mar 2020	25 - 11
5Y	+8.25% annualized	11.89%	-21.77% Jan 2020 - Mar 2020	46 - 14
10Y	+7.17% annualized	10.55%	-21.77% Jan 2020 - Mar 2020	81 - 39
20Y	+7.11% annualized	12.27%	-47.40% Jun 2008 - Feb 2009	158 - 82
25Y	+7.00% annualized	11.78%	-47.40% Jun 2008 - Feb 2009	194 - 106
MAX 01 Jan 1994	+7.35% annualized	11.37%	-47.40% Jun 2008 - Feb 2009	219 - 114

* Annualized St.Dev. of monthly returns

Best Classic Portfolios, with Very High Risk, ordered by 25 Years annualized return.

	25 Years Stats		% Allocation
Portfolio	Return▾	Drawdown	Stocks	Bonds	Comm.
Technology	+13.30%	-81.08%	100	0	0	Compare
US Stocks	+9.79%	-50.84%	100	0	0	Compare
Warren Buffett	+9.32%	-45.53%	90	10	0	Compare
Aggressive Global Income	+9.18%	-52.62%	80	20	0	Compare
Stocks/Bonds 80/20	+9.12%	-41.09%	80	20	0	Compare

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Worst drawdowns since October 1996 - Chart and Data

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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
-13.26%	Apr 1998	Aug 1998	5	Apr 1999	8	13
-11.43%	Feb 2001	Oct 2001	9	May 2003	19	28
-11.00%	Oct 2018	Dec 2018	3	Apr 2019	4	7
-6.08%	Nov 2007	Jan 2008	3	Apr 2008	3	6
-5.89%	Apr 2004	Apr 2004	1	Sep 2004	5	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
-3.60%	Oct 2005	Oct 2005	1	Dec 2005	2	3
-3.23%	Oct 1997	Nov 1997	2	Mar 1998	4	6
-2.94%	Sep 2000	Oct 2000	2	Jan 2001	3	5
-2.75%	Jun 2007	Jul 2007	2	Sep 2007	2	4
-2.51%	Aug 1997	Aug 1997	1	Sep 1997	1	2
-2.33%	May 1999	May 1999	1	Jun 1999	1	2
-2.25%	Jan 2005	Jan 2005	1	Feb 2005	1	2
-2.05%	May 2006	May 2006	1	Jul 2006	2	3
-1.82%	Feb 1997	Mar 1997	2	May 1997	2	4

Worst drawdowns since January 1994 - Chart and Data

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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
-13.26%	Apr 1998	Aug 1998	5	Apr 1999	8	13
-11.43%	Feb 2001	Oct 2001	9	May 2003	19	28
-11.00%	Oct 2018	Dec 2018	3	Apr 2019	4	7
-6.51%	Feb 1994	Nov 1994	10	May 1995	6	16
-6.08%	Nov 2007	Jan 2008	3	Apr 2008	3	6
-5.89%	Apr 2004	Apr 2004	1	Sep 2004	5	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
-3.60%	Oct 2005	Oct 2005	1	Dec 2005	2	3
-3.23%	Oct 1997	Nov 1997	2	Mar 1998	4	6
-2.94%	Sep 2000	Oct 2000	2	Jan 2001	3	5
-2.75%	Jun 2007	Jul 2007	2	Sep 2007	2	4
-2.64%	Jul 1996	Jul 1996	1	Sep 1996	2	3
-2.51%	Aug 1997	Aug 1997	1	Sep 1997	1	2
-2.33%	May 1999	May 1999	1	Jun 1999	1	2
-2.25%	Jan 2005	Jan 2005	1	Feb 2005	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	+8.08%	+47.92% Mar 2009 - Feb 2010	-42.92% Mar 2008 - Feb 2009	21.43%
2 Years	+7.41%	+33.83% Mar 2009 - Feb 2011	-22.66% Mar 2007 - Feb 2009	17.10%
3 Years	+7.10%	+22.45% Mar 2009 - Feb 2012	-11.80% Mar 2006 - Feb 2009	12.08%
5 Years	+6.83%	+17.70% Nov 2002 - Oct 2007	-2.73% Mar 2004 - Feb 2009	1.82%
7 Years	+6.70%	+12.27% Sep 1998 - Aug 2005	+0.72% Apr 2013 - Mar 2020	0.00%
10 Years	+6.91%	+11.24% Mar 1995 - Feb 2005	+2.24% Dec 2006 - Nov 2016	0.00%
15 Years	+6.56%	+8.59% May 1995 - Apr 2010	+3.32% Apr 2005 - Mar 2020	0.00%
20 Years	+6.72%	+8.41% Dec 1994 - Nov 2014	+4.71% Apr 2000 - 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 Mebane Faber Ivy Portfolio: Rolling Returns page.

Seasonality and Yearly/Monthly Returns

Mebane Faber Ivy Portfolio Seasonality: in which months is it better to invest?

In the table below, the average monthly return is represented.

Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).

Both the Average Return and the Gain Frequency are useful to get an idea of what happened in the past.

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	Monthly Average Return (%) and Gain Frequency
Return (%)	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Average Win %	0.18 57%	0.29 64%	0.76 71%	2.04 82%	0.38 61%	0.58 64%	0.78 61%	0.18 64%	0.19 61%	-0.01 59%	0.79 63%	1.62 81%
Best Year	7.5 2019	4.1 2014	6.2 2016	9.6 2009	8.9 2009	4.2 2000	6.7 2010	4.4 2000	6.2 2010	9.2 2011	9.1 2020	5.4 2010
Worst Year	-10.2 2009	-9.1 2009	-15.4 2020	-5.9 2004	-7.2 2010	-2.7 2008	-3.8 2008	-8.9 1998	-8.6 2011	-21.0 2008	-8.8 2008	-5.5 2018

Statistics calculated for the period Jan 1994 - Sep 2021

For further information about the seasonality, check the Asset Class Seasonality page.

Monthly Returns of Mebane Faber Ivy Portfolio

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		Months
Year	Return	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2021	+15.69%	0.8	3.6	1.4	5.0	1.4	2.0	1.5	0.8	-1.7
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
2006	+15.77%	3.8	-0.9	1.8	1.7	-2.1	0.6	2.1	1.6	-0.2	3.8	3.7	-1.0
2005	+11.34%	-2.3	3.2	-0.6	-0.4	1.6	1.8	3.3	1.7	2.0	-3.6	2.3	2.1
2004	+17.00%	2.4	3.1	2.1	-5.9	2.3	0.6	-0.5	2.2	2.3	2.9	2.7	2.0
2003	+28.11%	-0.3	1.4	-2.1	4.3	5.9	0.6	0.7	2.4	2.2	3.7	1.8	4.7
2002	+3.82%	-1.6	1.3	5.5	-0.1	-0.6	-0.7	-3.6	2.2	-2.4	0.1	2.7	1.3
2001	-8.45%	0.4	-3.9	-3.2	4.4	-0.4	-1.0	-0.7	-0.4	-6.2	-0.3	2.1	0.8
2000	+12.26%	-0.6	2.3	2.5	-1.0	1.5	4.2	-1.0	4.4	-1.3	-1.7	0.6	2.1
1999	+17.97%	0.4	-2.8	5.1	4.7	-2.3	2.8	-0.1	1.3	0.4	0.3	2.2	5.0
1998	-0.93%	0.4	1.3	2.2	-0.7	-1.7	0.3	-2.8	-8.9	4.1	2.6	1.1	1.8
1997	+8.87%	0.4	-1.1	-0.8	1.1	3.7	2.3	3.9	-2.5	5.0	-2.4	-0.9	0.2
1996	+19.40%	0.9	1.1	1.8	2.4	0.5	1.3	-2.6	2.0	3.0	0.9	5.1	1.7
1995	+18.09%	-1.0	0.8	2.1	2.0	1.8	0.5	2.6	0.4	1.7	-0.9	2.5	4.4
1994	+0.77%	5.0	-1.3	-3.3	1.2	0.4	-0.1	1.5	0.1	-2.1	0.3	-3.3	2.7

* 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:

VTI - Vanguard Total Stock Market: simulated historical serie, up to December 2001
VEU - Vanguard FTSE All-World ex-US: simulated historical serie, up to December 2007
VNQ - Vanguard Real Estate: simulated historical serie, up to December 2004
BND - Vanguard Total Bond Market: simulated historical serie, up to December 2007
GSG - iShares S&P GSCI Commodity Indexed Trust: simulated historical serie, up to December 2006