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:

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

Portfolio and ETF Returns

The Mebane Faber Ivy Portfolio guaranteed the following returns.

MEBANE FABER IVY PORTFOLIO RETURNS (%)
Last Update: 31 May 2020
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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
(*) 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 May 2020
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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.

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Technology
+18.99% 1 100 0 0 Compare
US Stocks
+12.78% 1 100 0 0 Compare
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+12.02% 2 90 10 0 Compare
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+9.60% 3 90 10 0 Compare
Edge Select Aggressive
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+9.18% 12 84 16 0 Compare

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Capital Growth

Time Range:

Drawdowns

Time Range:

Rolling Returns

Mebane Faber Ivy Portfolio: annualized rolling and average returns

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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

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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

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