Last Update: 31 October 2021

The Mebane Faber GAA Global Asset Allocation Portfolio obtained a 7.53% compound annual return, with a 7.69% standard deviation, in the last 25 Years.

The Roger Gibson Talmud Portfolio obtained a 8.97% compound annual return, with a 10.69% standard deviation, in the last 25 Years.

Summary

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Mebane Faber GAA Global Asset Allocation Portfolio Roger Gibson Talmud Portfolio
Risk High High
Asset Allocation Stocks 40.5% 66.67%
Fixed Income 49.5% 33.33%
Commodities 10% 0%
25 Years Stats Return +7.53% +8.97%
Std Dev 7.69% 10.69%
Max Drawdown -24.92% -40.18%

Last Update: 31 October 2021

Historical Returns

Comparison period starts from January 1994

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1M 3M 6M 1Y 5Y(*) 10Y(*) 25Y(*) MAX(*)
Mebane Faber GAA Global Asset Allocation Portfolio +3.08 +1.16 +5.68 +16.69 +8.72 +7.12 +7.53 +7.60
Roger Gibson Talmud Portfolio +4.91 +2.52 +7.83 +29.20 +11.02 +10.17 +8.97 +9.06
(*) annualized

Capital Growth

Time Range:

Drawdowns

Time Range:

Yearly Returns

Yearly return comparison. Common historical serie start from January 1994.

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Year Mebane Faber GAA Global Asset Allocation Portfolio Roger Gibson Talmud Portfolio
2021
+7.81% +17.33%
2020
+11.18% +8.02%
2019
+19.10% +22.79%
2018
-5.13% -3.78%
2017
+13.30% +9.90%
2016
+6.40% +7.99%
2015
-3.07% +1.11%
2014
+7.67% +16.24%
2013
+4.79% +11.22%
2012
+11.31% +12.41%
2011
+6.44% +5.83%
2010
+12.24% +17.33%
2009
+15.95% +20.87%
2008
-13.28% -22.37%
2007
+9.54% -1.40%
2006
+11.66% +18.42%
2005
+8.99% +6.88%
2004
+11.55% +15.93%
2003
+19.76% +23.46%
2002
+3.07% -2.82%
2001
-2.12% +3.27%
2000
+5.03% +9.05%
1999
+12.08% +6.34%
1998
+10.04% +5.18%
1997
+7.28% +19.74%
1996
+9.53% +19.46%
1995
+20.68% +22.03%
1994
-2.55% -3.74%
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