Mebane Faber GAA Global Asset Allocation vs Burton Malkiel Late Sixties and Beyond Portfolio Comparison

Last Update: 29 February 2024

The Mebane Faber GAA Global Asset Allocation Portfolio obtained a 6.82% compound annual return, with a 8.05% standard deviation, in the last 30 Years.

The Burton Malkiel Late Sixties and Beyond Portfolio obtained a 8.20% compound annual return, with a 11.68% standard deviation, in the last 30 Years.

Summary

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Mebane Faber GAA Global Asset Allocation Portfolio Burton Malkiel Late Sixties and Beyond Portfolio
Portfolio Risk High High
Asset Allocation Stocks 40.5% 71%
Fixed Income 49.5% 29%
Commodities 10% 0%
30 Years Stats Return +6.82% +8.20%
Std Dev 8.05% 11.68%
Max Drawdown -24.91% -41.80%
All time Stats
(Since Jan 1985)
Return +8.65% +9.78%
Std Dev 8.15% 11.64%
Max Drawdown -24.91% -41.80%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Mebane Faber GAA Global Asset Allocation Portfolio +0.89 +5.56 +10.27 +5.04 +4.60 +6.82 +8.65
Burton Malkiel Late Sixties and Beyond Portfolio +2.56 +7.85 +13.56 +6.84 +6.62 +8.20 +9.78
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Mebane Faber GAA Global Asset Allocation Portfolio: an investment of 1$, since March 1994, now would be worth 7.23$, with a total return of 623.49% (6.82% annualized).

Burton Malkiel Late Sixties and Beyond Portfolio: an investment of 1$, since March 1994, now would be worth 10.62$, with a total return of 962.39% (8.20% annualized).

Mebane Faber GAA Global Asset Allocation Portfolio: an investment of 1$, since January 1985, now would be worth 25.74$, with a total return of 2473.87% (8.65% annualized).

Burton Malkiel Late Sixties and Beyond Portfolio: an investment of 1$, since January 1985, now would be worth 38.68$, with a total return of 3767.53% (9.78% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Mebane Faber GAA Global Asset Allocation Portfolio
Burton Malkiel Late Sixties and Beyond Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-41.80% Nov 2007 Feb 2009 (16) Dec 2010 (38) 18.91
-24.91% Jun 2008 Feb 2009 (9) Mar 2010 (22) 12.59
-22.44% Jan 2022 Sep 2022 (9) In progress (26) 12.14
-20.65% Jan 2022 Sep 2022 (9) In progress (26) 11.92
-16.82% Jan 2020 Mar 2020 (3) Aug 2020 (8) 7.53
-16.48% May 1998 Aug 1998 (4) Apr 1999 (12) 6.57
-13.38% May 2011 Sep 2011 (5) Feb 2012 (10) 5.60
-12.20% May 2002 Sep 2002 (5) May 2003 (13) 8.08
-9.35% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.11
-9.27% Feb 2001 Sep 2001 (8) Feb 2002 (13) 3.95
-8.08% Feb 2018 Dec 2018 (11) Feb 2019 (13) 3.63
-7.72% Mar 2015 Sep 2015 (7) Jun 2016 (16) 3.95
-7.04% Apr 2004 Apr 2004 (1) Oct 2004 (7) 3.88
-6.74% Mar 2015 Jan 2016 (11) Jun 2016 (16) 3.79
-6.46% Feb 2018 Dec 2018 (11) Mar 2019 (14) 3.04
-6.25% May 1998 Aug 1998 (4) Oct 1998 (6) 2.57
-6.12% Sep 2000 Nov 2000 (3) Jan 2001 (5) 3.15
-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% May 2012 May 2012 (1) Aug 2012 (4) 2.39

Drawdown comparison chart since January 1985.

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Mebane Faber GAA Global Asset Allocation Portfolio
Burton Malkiel Late Sixties and Beyond Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-41.80% Nov 2007 Feb 2009 (16) Dec 2010 (38) 18.91
-24.91% Jun 2008 Feb 2009 (9) Mar 2010 (22) 12.59
-22.44% Jan 2022 Sep 2022 (9) In progress (26) 12.14
-20.65% Jan 2022 Sep 2022 (9) In progress (26) 11.92
-19.08% Sep 1987 Nov 1987 (3) Jan 1989 (17) 9.05
-16.82% Jan 2020 Mar 2020 (3) Aug 2020 (8) 7.53
-16.48% May 1998 Aug 1998 (4) Apr 1999 (12) 6.57
-13.63% Aug 1990 Sep 1990 (2) Feb 1991 (7) 7.86
-13.38% May 2011 Sep 2011 (5) Feb 2012 (10) 5.60
-12.20% May 2002 Sep 2002 (5) May 2003 (13) 8.08
-9.35% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.11
-9.34% Sep 1987 Nov 1987 (3) Jun 1988 (10) 4.59
-9.27% Feb 2001 Sep 2001 (8) Feb 2002 (13) 3.95
-8.08% Feb 2018 Dec 2018 (11) Feb 2019 (13) 3.63
-7.72% Mar 2015 Sep 2015 (7) Jun 2016 (16) 3.95
-7.50% Jan 1990 Apr 1990 (4) Jul 1990 (7) 3.96
-7.20% Feb 1994 Mar 1994 (2) May 1995 (16) 5.16
-7.04% Apr 2004 Apr 2004 (1) Oct 2004 (7) 3.88
-6.88% Jan 1990 Apr 1990 (4) Jul 1990 (7) 3.86
-6.74% Mar 2015 Jan 2016 (11) Jun 2016 (16) 3.79

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
+0.30%
-0.58%
+1.58%
-0.95%
2023
+12.13%
-7.93%
+14.40%
-8.53%
2022
-16.44%
-20.65%
-16.23%
-22.44%
2021
+8.69%
-2.47%
+15.40%
-3.79%
2020
+11.18%
-9.35%
+10.03%
-16.82%
2019
+19.10%
-1.28%
+22.55%
-3.12%
2018
-5.13%
-6.46%
-5.90%
-8.08%
2017
+13.30%
0.00%
+16.49%
0.00%
2016
+6.40%
-4.46%
+8.48%
-3.07%
2015
-3.07%
-6.44%
-1.63%
-7.72%
2014
+7.67%
-2.74%
+9.01%
-3.10%
2013
+4.79%
-5.48%
+12.49%
-4.03%
2012
+11.31%
-3.02%
+14.20%
-5.09%
2011
+6.44%
-4.21%
+1.01%
-13.38%
2010
+12.24%
-3.58%
+14.47%
-8.21%
2009
+15.95%
-12.21%
+25.30%
-17.05%
2008
-13.28%
-21.38%
-26.02%
-31.57%
2007
+9.54%
-1.32%
+5.18%
-5.15%
2006
+11.66%
-1.77%
+20.06%
-2.71%
2005
+8.99%
-2.35%
+9.86%
-2.99%
2004
+11.55%
-4.36%
+14.78%
-7.04%
2003
+19.76%
-1.64%
+29.73%
-0.86%
2002
+3.07%
-3.96%
-5.70%
-12.20%
2001
-2.12%
-5.98%
+5.85%
-9.27%
2000
+5.03%
-2.40%
+2.46%
-6.12%
1999
+12.08%
-2.46%
+12.48%
-4.06%
1998
+10.04%
-6.25%
+5.92%
-16.48%
1997
+7.28%
-3.30%
+15.13%
-4.83%
1996
+9.53%
-1.45%
+18.95%
-2.65%
1995
+20.68%
-0.02%
+20.20%
-1.35%
1994
-2.55%
-6.39%
-3.17%
-7.20%
1993
+18.89%
-2.72%
+23.51%
-2.85%
1992
+3.70%
-3.77%
+4.84%
-2.71%
1991
+22.21%
-2.63%
+33.86%
-3.74%
1990
-0.08%
-7.50%
-5.42%
-13.63%
1989
+21.05%
-0.43%
+26.07%
-1.94%
1988
+13.71%
-2.08%
+16.73%
-2.39%
1987
+5.70%
-9.34%
-0.94%
-19.08%
1986
+24.35%
-3.30%
+18.93%
-4.58%
1985
+29.87%
-1.43%
+27.52%
-2.25%