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.

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:

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
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.

Swipe left to see all data
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
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