Marvin Appel One-Decision vs Mebane Faber GAA Global Asset Allocation Portfolio Comparison

Last Update: 29 February 2024

The Marvin Appel One-Decision Portfolio obtained a 6.99% compound annual return, with a 8.42% standard deviation, in the last 30 Years.

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.

Summary

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Marvin Appel One-Decision Portfolio Mebane Faber GAA Global Asset Allocation Portfolio
Portfolio Risk Medium High
Asset Allocation Stocks 50% 40.5%
Fixed Income 50% 49.5%
Commodities 0% 10%
30 Years Stats Return +6.99% +6.82%
Std Dev 8.42% 8.05%
Max Drawdown -31.96% -24.91%
All time Stats
(Since Jan 1985)
Return +8.02% +8.65%
Std Dev 8.21% 8.15%
Max Drawdown -31.96% -24.91%
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
Marvin Appel One-Decision Portfolio +1.43 +6.03 +9.54 +5.81 +5.66 +6.99 +8.02
Mebane Faber GAA Global Asset Allocation Portfolio +0.89 +5.56 +10.27 +5.04 +4.60 +6.82 +8.65
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Marvin Appel One-Decision Portfolio: an investment of 1$, since March 1994, now would be worth 7.59$, with a total return of 658.76% (6.99% annualized).

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).

Marvin Appel One-Decision Portfolio: an investment of 1$, since January 1985, now would be worth 20.55$, with a total return of 1954.90% (8.02% 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).

Drawdowns

Drawdown comparison chart since March 1994.

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Marvin Appel One-Decision 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
-31.96% Jun 2007 Feb 2009 (21) Oct 2010 (41) 13.28
-24.91% Jun 2008 Feb 2009 (9) Mar 2010 (22) 12.59
-20.65% Jan 2022 Sep 2022 (9) In progress (26) 11.92
-16.74% Jan 2022 Sep 2022 (9) In progress (26) 9.35
-13.04% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.40
-9.35% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.11
-8.52% Jun 2011 Sep 2011 (4) Jan 2012 (8) 3.61
-8.13% Jul 1998 Aug 1998 (2) Dec 1998 (6) 3.91
-7.23% Apr 2002 Sep 2002 (6) May 2003 (14) 4.72
-6.99% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.10
-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
-5.98% Feb 2001 Sep 2001 (8) Apr 2003 (27) 3.04
-5.48% May 2013 Jun 2013 (2) Dec 2013 (8) 2.83
-4.76% Apr 2015 Sep 2015 (6) Mar 2016 (12) 2.77
-4.65% Apr 2004 Apr 2004 (1) Aug 2004 (5) 2.49
-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

Drawdown comparison chart since January 1985.

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Marvin Appel One-Decision 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
-31.96% Jun 2007 Feb 2009 (21) Oct 2010 (41) 13.28
-24.91% Jun 2008 Feb 2009 (9) Mar 2010 (22) 12.59
-20.65% Jan 2022 Sep 2022 (9) In progress (26) 11.92
-16.74% Jan 2022 Sep 2022 (9) In progress (26) 9.35
-13.04% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.40
-12.38% Sep 1987 Nov 1987 (3) Sep 1988 (13) 5.77
-9.35% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.11
-9.34% Sep 1987 Nov 1987 (3) Jun 1988 (10) 4.59
-8.52% Jun 2011 Sep 2011 (4) Jan 2012 (8) 3.61
-8.13% Jul 1998 Aug 1998 (2) Dec 1998 (6) 3.91
-7.50% Jul 1990 Oct 1990 (4) Jan 1991 (7) 4.35
-7.50% Jan 1990 Apr 1990 (4) Jul 1990 (7) 3.96
-7.23% Apr 2002 Sep 2002 (6) May 2003 (14) 4.72
-6.99% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.10
-6.74% Mar 2015 Jan 2016 (11) Jun 2016 (16) 3.79
-6.46% Feb 2018 Dec 2018 (11) Mar 2019 (14) 3.04
-6.39% Feb 1994 Nov 1994 (10) May 1995 (16) 4.42
-6.25% May 1998 Aug 1998 (4) Oct 1998 (6) 2.57
-6.16% Aug 1990 Sep 1990 (2) Jan 1991 (6) 3.42
-5.98% Feb 2001 Sep 2001 (8) Apr 2003 (27) 3.04

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
+0.21%
-1.20%
+0.30%
-0.58%
2023
+12.43%
-7.22%
+12.13%
-7.93%
2022
-13.18%
-16.74%
-16.44%
-20.65%
2021
+16.51%
-2.73%
+8.69%
-2.47%
2020
+5.32%
-13.04%
+11.18%
-9.35%
2019
+18.51%
-2.02%
+19.10%
-1.28%
2018
-3.64%
-6.99%
-5.13%
-6.46%
2017
+8.07%
-0.59%
+13.30%
0.00%
2016
+8.52%
-3.21%
+6.40%
-4.46%
2015
-0.25%
-4.76%
-3.07%
-6.44%
2014
+11.14%
-2.54%
+7.67%
-2.74%
2013
+10.43%
-2.72%
+4.79%
-5.48%
2012
+10.65%
-2.81%
+11.31%
-3.02%
2011
+3.87%
-8.52%
+6.44%
-4.21%
2010
+13.01%
-6.14%
+12.24%
-3.58%
2009
+15.30%
-14.35%
+15.95%
-12.21%
2008
-16.74%
-22.59%
-13.28%
-21.38%
2007
-0.68%
-5.17%
+9.54%
-1.32%
2006
+14.45%
-1.98%
+11.66%
-1.77%
2005
+5.08%
-2.36%
+8.99%
-2.35%
2004
+12.05%
-4.65%
+11.55%
-4.36%
2003
+18.87%
-1.57%
+19.76%
-1.64%
2002
-2.42%
-7.23%
+3.07%
-3.96%
2001
+4.32%
-3.58%
-2.12%
-5.98%
2000
+9.42%
-2.13%
+5.03%
-2.40%
1999
+4.70%
-3.16%
+12.08%
-2.46%
1998
+5.32%
-8.13%
+10.04%
-6.25%
1997
+17.36%
-1.24%
+7.28%
-3.30%
1996
+15.52%
-1.31%
+9.53%
-1.45%
1995
+19.02%
-0.66%
+20.68%
-0.02%
1994
-1.28%
-5.02%
-2.55%
-6.39%
1993
+11.41%
-1.82%
+18.89%
-2.72%
1992
+9.68%
-0.89%
+3.70%
-3.77%
1991
+23.01%
-1.99%
+22.21%
-2.63%
1990
-1.89%
-7.50%
-0.08%
-7.50%
1989
+15.28%
-0.97%
+21.05%
-0.43%
1988
+12.57%
-1.14%
+13.71%
-2.08%
1987
+2.00%
-12.38%
+5.70%
-9.34%
1986
+13.98%
-2.95%
+24.35%
-3.30%
1985
+20.92%
-1.32%
+29.87%
-1.43%