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 6.21% compound annual return, with a 10.00% standard deviation (Last Update: October 2019).

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

Returns, capital growth, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at every January 1st).

Historical Returns

Mebane Faber Ivy Portfolio - Historical returns and stats:

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Range Returns
Oct 2019
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
+1.57%
0.00%
1 - 0
YTD
+16.99%
-3.82%
May 2019 - May 2019
8 - 2
1Y
+9.84%
11.20%
-6.12%
Nov 2018 - Dec 2018
8 - 4
3Y
+7.57%
annualized
8.17%
-11.00%
Oct 2018 - Dec 2018
29 - 7
5Y
+3.30%
annualized
8.32%
-13.85%
Nov 2014 - Feb 2016
38 - 22
10Y
+6.21%
annualized
10.00%
-15.88%
Jul 2014 - Feb 2016
78 - 42
MAX
Dec 2006
+3.56%
annualized
13.01%
-47.40%
Jun 2008 - Feb 2009
97 - 57

* Annualized St.Dev. of monthly returns

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

Portfolio 10Y Return ▾ #ETF Stocks Bonds Comm.
US Stocks
+13.64% 1 100 0 0
Warren Buffett
+12.48% 2 90 10 0
Second Grader's Starter
Paul Farrell
+10.24% 3 90 10 0
Ultimate Buy and Hold Strategy
Paul Merriman
+10.18% 10 100 0 0
Core Four
Rick Ferri
+9.81% 4 80 20 0

See all portfolios

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
+4.11% +47.92%
Mar 2009 - Feb 2010
-42.92%
Mar 2008 - Feb 2009
25.17%
2 Years
+3.74% +33.83%
Mar 2009 - Feb 2011
-22.66%
Mar 2007 - Feb 2009
28.24%
3 Years
+4.51% +22.45%
Mar 2009 - Feb 2012
-5.54%
Jul 2007 - Jun 2010
17.65%
5 Years
+4.55% +16.42%
Mar 2009 - Feb 2014
-0.06%
Jun 2007 - May 2012
1.05%
7 Years
+4.71% +9.57%
Apr 2009 - Mar 2016
+1.84%
Jun 2008 - May 2015
0.00%
10 Years
+4.39% +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
2019
+16.99% 7.5 1.9 2.0 1.9 -3.8 4.0 0.2 -0.6 1.5 1.6
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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