Last Update: 31 July 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 4.75% compound annual return, with a 10.87% 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:
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.
| 1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | |
|---|---|---|---|---|---|---|---|
| Mebane Faber Ivy Portfolio | +3.64 | +11.47 | -6.27 | -2.63 | +2.73 | +3.16 | +4.75 |
| Components | |||||||
| VTI - Vanguard Total Stock Market | +5.74 | +14.00 | +2.15 | +10.85 | +11.37 | +10.87 | +13.59 |
| VEU - Vanguard FTSE All-World ex-US | +3.93 | +13.54 | -3.88 | +1.41 | +1.36 | +3.34 | +4.67 |
| VNQ - Vanguard Real Estate | +3.64 | +7.98 | -11.85 | -5.11 | +2.98 | +4.94 | +9.06 |
| BND - Vanguard Total Bond Market | +1.45 | +2.82 | +5.88 | +10.55 | +5.76 | +4.51 | +3.77 |
| GSG - iShares S&P GSCI Commodity Indexed Trust | +3.66 | +26.77 | -25.81 | -31.00 | -9.72 | -9.91 | -9.57 |
- 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.
| Period | Returns Jul 2020 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
+3.64%
|
0.00%
|
1 - 0 | |
|
3M
|
+11.47%
|
0.00%
|
3 - 0 | |
|
6M
|
-6.27%
|
-20.04%
Feb 2020 - Mar 2020
|
4 - 2 | |
|
YTD
|
-8.31%
|
-21.77%
Jan 2020 - Mar 2020
|
4 - 3 | |
|
1Y
|
-2.63%
|
18.83%
|
-21.77%
Jan 2020 - Mar 2020
|
8 - 4 |
|
3Y
|
+2.73%
annualized
|
13.45%
|
-21.77%
Jan 2020 - Mar 2020
|
27 - 9 |
|
5Y
|
+3.16%
annualized
|
11.59%
|
-21.77%
Jan 2020 - Mar 2020
|
42 - 18 |
|
10Y
|
+4.75%
annualized
|
10.87%
|
-21.77%
Jan 2020 - Mar 2020
|
78 - 42 |
|
MAX
01 Jan 2007
|
+2.97%
annualized
|
13.63%
|
-47.40%
Jun 2008 - Feb 2009
|
103 - 60 |
* Annualized St.Dev. of monthly returns
Best Very High Risk Porftolios, ordered by 10Y annualized return.
| Portfolio | 10Y Return ▾ | Stocks | Bonds | Comm. | ||
|---|---|---|---|---|---|---|
| Technology |
+20.47% | 100 | 0 | 0 | Compare | |
| US Stocks |
+13.59% | 100 | 0 | 0 | Compare | |
| Warren Buffett |
+12.68% | 90 | 10 | 0 | Compare | |
| Second Grader's Starter Paul Farrell |
+10.04% | 90 | 10 | 0 | Compare | |
| Edge Select Aggressive Merrill Lynch |
+9.65% | 84 | 16 | 0 | Compare |
Capital Growth
Drawdowns
Rolling Returns
Mebane Faber Ivy Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+3.89% |
+47.92% Mar 2009 - Feb 2010 |
-42.92% Mar 2008 - Feb 2009 |
26.97% |
| 2 Years |
+3.52% |
+33.83% Mar 2009 - Feb 2011 |
-22.66% Mar 2007 - Feb 2009 |
29.29% |
| 3 Years |
+4.44% |
+22.45% Mar 2009 - Feb 2012 |
-5.54% Jul 2007 - Jun 2010 |
17.19% |
| 5 Years |
+4.36% |
+16.42% Mar 2009 - Feb 2014 |
-0.49% Apr 2015 - Mar 2020 |
1.92% |
| 7 Years |
+4.52% |
+9.57% Apr 2009 - Mar 2016 |
+0.72% Apr 2013 - Mar 2020 |
0.00% |
| 10 Years |
+4.48% |
+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
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2020 |
-8.31% | -2.2 | -5.5 | -15.4 | 5.2 | 4.6 | 2.8 | 3.6 | |||||
| 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