Marc Faber vs Stocks/Bonds 40/60 Momentum Portfolio Comparison

Last Update: 29 February 2024

The Marc Faber Portfolio obtained a 7.25% compound annual return, with a 9.66% standard deviation, in the last 30 Years.

The Stocks/Bonds 40/60 Momentum Portfolio obtained a 8.06% compound annual return, with a 7.02% standard deviation, in the last 30 Years.

Summary

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Marc Faber Portfolio Stocks/Bonds 40/60 Momentum Portfolio
Portfolio Risk High Medium
Asset Allocation Stocks 50% 40%
Fixed Income 25% 60%
Commodities 25% 0%
30 Years Stats Return +7.25% +8.06%
Std Dev 9.66% 7.02%
Max Drawdown -28.82% -21.11%
All time Stats
(Since Jan 1982)
Return +8.44% +9.74%
Std Dev 9.24% 7.44%
Max Drawdown -28.82% -21.11%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1982

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1M 6M 1Y 5Y 10Y 30Y MAX
Marc Faber Portfolio +1.33 +6.13 +10.11 +6.35 +5.34 +7.25 +8.44
Stocks/Bonds 40/60 Momentum Portfolio +3.33 +11.07 +14.70 +5.25 +6.03 +8.06 +9.74
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Marc Faber Portfolio: an investment of 1$, since March 1994, now would be worth 8.17$, with a total return of 716.82% (7.25% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since March 1994, now would be worth 10.24$, with a total return of 923.96% (8.06% annualized).

Marc Faber Portfolio: an investment of 1$, since January 1982, now would be worth 30.50$, with a total return of 2949.92% (8.44% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 50.38$, with a total return of 4937.68% (9.74% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Marc Faber Portfolio
Stocks/Bonds 40/60 Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-28.82% Jun 2008 Feb 2009 (9) Mar 2010 (22) 15.08
-21.11% Nov 2021 Sep 2022 (11) In progress (28) 14.51
-20.54% Nov 2007 Feb 2009 (16) Apr 2010 (30) 9.31
-19.93% Jan 2022 Sep 2022 (9) In progress (26) 10.76
-11.30% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.97
-10.47% May 1998 Aug 1998 (4) Apr 1999 (12) 4.24
-8.48% Feb 2001 Sep 2002 (20) May 2003 (28) 4.78
-7.96% Sep 2011 Sep 2011 (1) Jan 2012 (5) 3.66
-7.74% Feb 2015 Sep 2015 (8) Apr 2016 (15) 4.66
-7.73% Aug 2016 Nov 2016 (4) Jul 2017 (12) 3.60
-7.35% Apr 2004 Apr 2004 (1) Sep 2004 (6) 4.13
-7.32% May 2013 Jun 2013 (2) Feb 2014 (10) 4.24
-7.10% Feb 2020 Mar 2020 (2) May 2020 (4) 3.36
-6.80% Jun 2002 Oct 2002 (5) May 2003 (12) 3.88
-5.89% Oct 2018 Dec 2018 (3) Mar 2019 (6) 3.46
-5.28% Mar 1994 Nov 1994 (9) May 1995 (15) 2.84
-5.23% Feb 2018 Dec 2018 (11) Jan 2019 (12) 3.03
-4.70% May 2012 May 2012 (1) Aug 2012 (4) 2.22
-4.55% Jun 2007 Jul 2007 (2) Sep 2007 (4) 2.63
-4.37% Feb 2001 Mar 2001 (2) Jun 2001 (5) 2.13

Drawdown comparison chart since January 1982.

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Marc Faber Portfolio
Stocks/Bonds 40/60 Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-28.82% Jun 2008 Feb 2009 (9) Mar 2010 (22) 15.08
-21.11% Nov 2021 Sep 2022 (11) In progress (28) 14.51
-20.54% Nov 2007 Feb 2009 (16) Apr 2010 (30) 9.31
-19.93% Jan 2022 Sep 2022 (9) In progress (26) 10.76
-13.77% Sep 1987 Nov 1987 (3) Mar 1989 (19) 6.65
-11.30% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.97
-10.47% May 1998 Aug 1998 (4) Apr 1999 (12) 4.24
-9.04% Sep 1987 Oct 1987 (2) Jan 1989 (17) 3.76
-8.89% Jan 1982 Jun 1982 (6) Aug 1982 (8) 5.42
-8.48% Feb 2001 Sep 2002 (20) May 2003 (28) 4.78
-8.47% Jan 1990 Oct 1990 (10) Feb 1991 (14) 4.83
-7.96% Sep 2011 Sep 2011 (1) Jan 2012 (5) 3.66
-7.74% Feb 2015 Sep 2015 (8) Apr 2016 (15) 4.66
-7.73% Aug 2016 Nov 2016 (4) Jul 2017 (12) 3.60
-7.35% Apr 2004 Apr 2004 (1) Sep 2004 (6) 4.13
-7.32% May 2013 Jun 2013 (2) Feb 2014 (10) 4.24
-7.10% Feb 2020 Mar 2020 (2) May 2020 (4) 3.36
-6.80% Jun 2002 Oct 2002 (5) May 2003 (12) 3.88
-6.45% Feb 1994 Nov 1994 (10) May 1995 (16) 3.79
-6.28% Feb 1984 May 1984 (4) Aug 1984 (7) 3.29

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
-0.39%
-1.70%
+5.54%
0.00%
2023
+12.80%
-6.81%
+6.91%
-5.18%
2022
-14.67%
-19.93%
-15.17%
-19.48%
2021
+12.98%
-3.70%
+4.23%
-2.38%
2020
+11.15%
-11.30%
+16.57%
-7.10%
2019
+20.49%
-0.76%
+16.20%
-0.81%
2018
-4.39%
-5.23%
-0.73%
-5.89%
2017
+11.79%
-0.53%
+17.14%
0.00%
2016
+6.97%
-7.73%
+3.51%
-3.61%
2015
-2.47%
-7.74%
+3.91%
-2.95%
2014
+9.60%
-4.12%
+9.34%
-1.49%
2013
-1.18%
-7.32%
+12.57%
-1.74%
2012
+11.20%
-4.70%
+7.87%
-2.05%
2011
+4.97%
-7.96%
+7.13%
-3.62%
2010
+19.36%
-3.86%
+10.93%
-3.48%
2009
+22.95%
-12.23%
+9.16%
-9.41%
2008
-16.28%
-24.88%
-12.27%
-15.80%
2007
+8.25%
-4.55%
+11.21%
-0.82%
2006
+20.89%
-2.23%
+6.78%
-1.50%
2005
+11.20%
-3.43%
+9.09%
-0.93%
2004
+13.91%
-7.35%
+9.22%
-2.12%
2003
+23.98%
-1.74%
+12.78%
-1.27%
2002
+4.97%
-6.80%
+0.04%
-5.36%
2001
+1.95%
-4.37%
-1.88%
-6.89%
2000
+4.65%
-3.12%
+2.99%
-3.33%
1999
+7.25%
-3.69%
+15.71%
-1.69%
1998
+2.17%
-10.47%
+24.65%
-4.13%
1997
+5.23%
-3.45%
+20.41%
-2.69%
1996
+12.19%
-0.80%
+14.08%
-1.52%
1995
+13.03%
-1.18%
+27.84%
0.00%
1994
-3.18%
-6.45%
-2.03%
-5.91%
1993
+19.45%
-2.71%
+11.10%
-0.87%
1992
+3.34%
-3.05%
+6.01%
-2.11%
1991
+19.75%
-1.89%
+23.91%
-1.79%
1990
-4.94%
-8.47%
+5.79%
-5.29%
1989
+13.95%
-0.81%
+25.29%
-1.01%
1988
+7.03%
-1.66%
+7.24%
-2.95%
1987
+6.79%
-9.04%
+1.86%
-13.77%
1986
+21.19%
-0.55%
+18.14%
-4.37%
1985
+21.48%
-1.50%
+26.30%
-0.74%
1984
+6.21%
-3.99%
+8.68%
-6.28%
1983
+10.11%
-3.68%
+9.91%
-2.81%
1982
+18.23%
-8.89%
+30.86%
-1.48%