Mebane Faber Ivy Portfolio: ETF allocation and returns

Last Update: 30 June 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 5.75% 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: 30 June 2021

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	1M	3M	6M	1Y	*3Y^()**	*5Y^()**	*10Y^()**
Mebane Faber Ivy Portfolio	+2.01	+8.67	+15.02	+32.93	+8.95	+8.33	+5.75
*Components*
VTI - Vanguard Total Stock Market	+2.48	+8.13	+15.21	+44.42	+18.73	+17.90	+14.70
VEU - Vanguard FTSE All-World ex-US	-0.49	+5.30	+9.78	+36.55	+9.88	+11.18	+5.65
VNQ - Vanguard Real Estate	+2.64	+11.60	+21.41	+34.41	+11.90	+7.07	+9.72
BND - Vanguard Total Bond Market	+0.90	+1.93	-1.78	-0.59	+5.41	+2.98	+3.29
GSG - iShares S&P GSCI Commodity Indexed Trust	+4.08	+15.18	+30.49	+55.16	-3.51	+0.72	-7.24

(*) 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

Smart Money: The Step-by-Step Personal Finance Plan to Crush Debt

How to Make Your Money Last - Completely Updated for Planning Today: The ...

The Richest Man in Babylon

Historical Returns

Mebane Faber Ivy Portfolio - Historical returns and stats.

MEBANE FABER IVY PORTFOLIO

Last Update: 30 June 2021

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Period	Returns Jun 2021	Standard Deviation *	Max Drawdown	Months Pos - Neg
1M	+2.01%		0.00%	1 - 0
3M	+8.67%		0.00%	3 - 0
6M	+15.02%		0.00%	6 - 0
YTD	+15.02%		0.00%	6 - 0
1Y	+32.93%	10.22%	-4.36% Sep 2020 - Oct 2020	10 - 2
3Y	+8.95% annualized	14.73%	-21.77% Jan 2020 - Mar 2020	26 - 10
5Y	+8.33% annualized	11.85%	-21.77% Jan 2020 - Mar 2020	46 - 14
10Y	+5.75% annualized	11.01%	-21.77% Jan 2020 - Mar 2020	80 - 40
MAX 01 Jul 2002	+7.07% annualized	12.51%	-47.40% Jun 2008 - Feb 2009	152 - 76

* Annualized St.Dev. of monthly returns

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

Portfolio	10Y Return ▾	Stocks	Bonds
Technology	+21.25%	100	0	Compare
US Stocks	+14.70%	100	0	Compare
Warren Buffett	+13.58%	90	10	Compare
Stocks/Bonds 80/20	+12.51%	80	20	Compare
Second Grader's Starter Paul Farrell	+10.95%	90	10	Compare

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Capital Growth

Time Range:

Drawdowns

Time Range:

Worst drawdowns since June 2011.

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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
-12.27%	Aug 2011	Sep 2011	2	Feb 2012	5	7
-11.00%	Oct 2018	Dec 2018	3	Apr 2019	4	7
-6.84%	May 2012	May 2012	1	Aug 2012	3	4
-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 June 2002.

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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
-5.89%	Apr 2004	Apr 2004	1	Sep 2004	5	6
-4.73%	Jul 2002	Sep 2002	3	Feb 2003	5	8
-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
-2.75%	Jun 2007	Jul 2007	2	Sep 2007	2	4
-2.25%	Jan 2005	Jan 2005	1	Feb 2005	1	2
-2.13%	Mar 2003	Mar 2003	1	Apr 2003	1	2
-2.05%	May 2006	May 2006	1	Jul 2006	2	3
-1.07%	Jan 2014	Jan 2014	1	Feb 2014	1	2
-1.07%	Mar 2005	Apr 2005	2	May 2005	1	3
-0.99%	Dec 2006	Dec 2006	1	Jan 2007	1	2
-0.94%	Feb 2006	Feb 2006	1	Mar 2006	1	2
-0.70%	Feb 2013	Feb 2013	1	Mar 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	+7.72%	+47.92% Mar 2009 - Feb 2010	-42.92% Mar 2008 - Feb 2009	19.82%
2 Years	+6.51%	+33.83% Mar 2009 - Feb 2011	-22.66% Mar 2007 - Feb 2009	21.46%
3 Years	+5.95%	+22.45% Mar 2009 - Feb 2012	-11.80% Mar 2006 - Feb 2009	18.65%
5 Years	+5.13%	+17.65% Nov 2002 - Oct 2007	-2.73% Mar 2004 - Feb 2009	2.96%
7 Years	+4.95%	+9.57% Apr 2009 - Mar 2016	+0.72% Apr 2013 - Mar 2020	0.00%
10 Years	+5.20%	+9.17% Mar 2009 - Feb 2019	+2.24% Dec 2006 - Nov 2016	0.00%
15 Years	+5.40%	+7.27% Feb 2003 - Jan 2018	+3.32% Apr 2005 - 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

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	Months
Return (%)	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Average	0.1	0.6	0.5	2.3	0.4	0.4	1.0	0.4	0.1	0.1	0.6	1.3
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	-5.9 2004	-7.2 2010	-2.7 2008	-4.0 2002	-4.2 2015	-8.6 2011	-21.0 2008	-8.8 2008	-5.5 2018
Gain Frequency	53	68	74	89	63	63	68	63	63	63	58	74

Detail of Monthly Returns

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		Months
Year	Return	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2021	+15.02%	0.8	3.6	1.4	5.0	1.4	2.0
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

* 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

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