Dynamic 40/60 Income vs Mebane Faber GAA Global Asset Allocation Portfolio Comparison

Last Update: 31 March 2024

The Dynamic 40/60 Income Portfolio obtained a 7.11% compound annual return, with a 8.10% standard deviation, in the last 30 Years.

The Mebane Faber GAA Global Asset Allocation Portfolio obtained a 7.02% compound annual return, with a 8.02% standard deviation, in the last 30 Years.

Summary

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Dynamic 40/60 Income Portfolio Mebane Faber GAA Global Asset Allocation Portfolio
Portfolio Risk Medium High
Asset Allocation Stocks 40% 40.5%
Fixed Income 60% 49.5%
Commodities 0% 10%
30 Years Stats Return +7.11% +7.02%
Std Dev 8.10% 8.02%
Max Drawdown -29.84% -24.91%
All time Stats
(Since Jan 1992)		 Return +7.38% +7.12%
Std Dev 7.89% 7.94%
Max Drawdown -29.84% -24.91%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1992

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1M 6M 1Y 5Y 10Y 30Y MAX
Dynamic 40/60 Income Portfolio +1.42 +11.29 +12.01 +4.34 +4.62 +7.11 +7.38
Mebane Faber GAA Global Asset Allocation Portfolio +2.40 +12.53 +9.38 +5.07 +4.83 +7.02 +7.12
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Dynamic 40/60 Income Portfolio: an investment of 1$, since April 1994, now would be worth 7.86$, with a total return of 685.75% (7.11% annualized).

Mebane Faber GAA Global Asset Allocation Portfolio: an investment of 1$, since April 1994, now would be worth 7.67$, with a total return of 666.52% (7.02% annualized).

Dynamic 40/60 Income Portfolio: an investment of 1$, since January 1992, now would be worth 9.93$, with a total return of 893.32% (7.38% annualized).

Mebane Faber GAA Global Asset Allocation Portfolio: an investment of 1$, since January 1992, now would be worth 9.19$, with a total return of 818.54% (7.12% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Dynamic 40/60 Income Portfolio
Mebane Faber GAA Global Asset Allocation Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-29.84% Nov 2007 Feb 2009 (16) Dec 2009 (26) 13.01
-24.91% Jun 2008 Feb 2009 (9) Mar 2010 (22) 12.59
-20.65% Jan 2022 Sep 2022 (9) In progress (27) 11.72
-17.33% Jan 2022 Sep 2022 (9) In progress (27) 10.24
-12.42% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.88
-9.38% May 1998 Aug 1998 (4) Dec 1998 (8) 4.16
-9.35% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.11
-7.19% Jun 2011 Sep 2011 (4) Jan 2012 (8) 2.89
-6.74% Mar 2015 Jan 2016 (11) Jun 2016 (16) 3.79
-6.73% May 2002 Jul 2002 (3) Jan 2003 (9) 3.81
-6.46% Feb 2018 Dec 2018 (11) Mar 2019 (14) 3.04
-6.25% May 1998 Aug 1998 (4) Oct 1998 (6) 2.57
-5.98% Feb 2001 Sep 2001 (8) Apr 2003 (27) 3.04
-5.48% May 2013 Jun 2013 (2) Dec 2013 (8) 2.83
-5.09% Oct 2018 Dec 2018 (3) Feb 2019 (5) 2.70
-4.46% Aug 2016 Nov 2016 (4) Apr 2017 (9) 2.01
-4.36% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.72
-4.21% May 2011 Sep 2011 (5) Oct 2011 (6) 1.83
-4.13% Sep 2000 Nov 2000 (3) Jan 2001 (5) 2.13
-4.06% Jun 2015 Sep 2015 (4) Apr 2016 (11) 2.27

Drawdown comparison chart since January 1992.

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Dynamic 40/60 Income Portfolio
Mebane Faber GAA Global Asset Allocation Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-29.84% Nov 2007 Feb 2009 (16) Dec 2009 (26) 13.01
-24.91% Jun 2008 Feb 2009 (9) Mar 2010 (22) 12.59
-20.65% Jan 2022 Sep 2022 (9) In progress (27) 11.72
-17.33% Jan 2022 Sep 2022 (9) In progress (27) 10.24
-12.42% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.88
-9.38% May 1998 Aug 1998 (4) Dec 1998 (8) 4.16
-9.35% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.11
-7.19% Jun 2011 Sep 2011 (4) Jan 2012 (8) 2.89
-6.74% Mar 2015 Jan 2016 (11) Jun 2016 (16) 3.79
-6.73% May 2002 Jul 2002 (3) Jan 2003 (9) 3.81
-6.46% Feb 2018 Dec 2018 (11) Mar 2019 (14) 3.04
-6.39% Feb 1994 Nov 1994 (10) May 1995 (16) 4.42
-6.25% May 1998 Aug 1998 (4) Oct 1998 (6) 2.57
-5.98% Feb 2001 Sep 2001 (8) Apr 2003 (27) 3.04
-5.48% May 2013 Jun 2013 (2) Dec 2013 (8) 2.83
-5.36% Feb 1994 Jun 1994 (5) Apr 1995 (15) 3.57
-5.09% Oct 2018 Dec 2018 (3) Feb 2019 (5) 2.70
-4.46% Aug 2016 Nov 2016 (4) Apr 2017 (9) 2.01
-4.36% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.72
-4.21% May 2011 Sep 2011 (5) Oct 2011 (6) 1.83

Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
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Year Return Drawdown Return Drawdown
2024
+3.47%
 0.00%
+2.71%
 -0.58%
2023
+11.97%
 -4.99%
+12.13%
 -7.93%
2022
-14.37%
 -17.33%
-16.44%
 -20.65%
2021
+6.72%
 -1.83%
+8.69%
 -2.47%
2020
+8.28%
 -12.42%
+11.18%
 -9.35%
2019
+15.91%
 -1.51%
+19.10%
 -1.28%
2018
-3.18%
 -5.09%
-5.13%
 -6.46%
2017
+9.18%
 0.00%
+13.30%
 0.00%
2016
+7.53%
 -1.95%
+6.40%
 -4.46%
2015
+0.21%
 -4.06%
-3.07%
 -6.44%
2014
+7.01%
 -1.44%
+7.67%
 -2.74%
2013
+6.13%
 -3.06%
+4.79%
 -5.48%
2012
+12.70%
 -2.72%
+11.31%
 -3.02%
2011
+2.96%
 -7.19%
+6.44%
 -4.21%
2010
+11.25%
 -3.72%
+12.24%
 -3.58%
2009
+22.37%
 -15.04%
+15.95%
 -12.21%
2008
-14.80%
 -23.51%
-13.28%
 -21.38%
2007
+0.88%
 -3.23%
+9.54%
 -1.32%
2006
+9.18%
 -1.29%
+11.66%
 -1.77%
2005
+5.23%
 -1.76%
+8.99%
 -2.35%
2004
+8.41%
 -3.31%
+11.55%
 -4.36%
2003
+21.64%
 -1.30%
+19.76%
 -1.64%
2002
+1.03%
 -6.73%
+3.07%
 -3.96%
2001
+8.71%
 -3.24%
-2.12%
 -5.98%
2000
+3.43%
 -4.13%
+5.03%
 -2.40%
1999
+11.02%
 -2.15%
+12.08%
 -2.46%
1998
+6.04%
 -9.38%
+10.04%
 -6.25%
1997
+16.36%
 -2.49%
+7.28%
 -3.30%
1996
+16.81%
 -1.12%
+9.53%
 -1.45%
1995
+23.17%
 0.00%
+20.68%
 -0.02%
1994
-3.19%
 -5.36%
-2.55%
 -6.39%
1993
+14.73%
 -0.57%
+18.89%
 -2.72%
1992
+12.95%
 -0.70%
+3.70%
 -3.77%