Mebane Faber Ivy vs Mebane Faber GAA Global Asset Allocation Portfolio Comparison

Last Update: 29 February 2024

The Mebane Faber Ivy Portfolio obtained a 6.89% compound annual return, with a 11.58% 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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Mebane Faber Ivy Portfolio Mebane Faber GAA Global Asset Allocation Portfolio
Portfolio Risk Very High High
Asset Allocation Stocks 60% 40.5%
Fixed Income 20% 49.5%
Commodities 20% 10%
30 Years Stats Return +6.89% +6.82%
Std Dev 11.58% 8.05%
Max Drawdown -47.39% -24.91%
All time Stats
(Since Jan 1985)
Return +8.59% +8.65%
Std Dev 10.91% 8.15%
Max Drawdown -47.39% -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
Mebane Faber Ivy Portfolio +1.98 +5.69 +10.79 +6.97 +4.65 +6.89 +8.59
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

Mebane Faber Ivy Portfolio: an investment of 1$, since March 1994, now would be worth 7.38$, with a total return of 638.39% (6.89% 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).

Mebane Faber Ivy Portfolio: an investment of 1$, since January 1985, now would be worth 25.19$, with a total return of 2419.33% (8.59% 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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Mebane Faber Ivy 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
-47.39% Jun 2008 Feb 2009 (9) Jan 2013 (56) 20.27
-24.91% Jun 2008 Feb 2009 (9) Mar 2010 (22) 12.59
-21.77% Jan 2020 Mar 2020 (3) Dec 2020 (12) 10.50
-20.65% Jan 2022 Sep 2022 (9) In progress (26) 11.92
-16.46% Apr 2022 Sep 2022 (6) In progress (23) 8.29
-15.89% Jul 2014 Feb 2016 (20) Jul 2017 (37) 7.01
-13.25% Apr 1998 Aug 1998 (5) Apr 1999 (13) 5.92
-11.43% Feb 2001 Oct 2001 (9) May 2003 (28) 6.71
-11.00% Oct 2018 Dec 2018 (3) Apr 2019 (7) 5.09
-9.35% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.11
-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
-6.08% Nov 2007 Jan 2008 (3) Apr 2008 (6) 3.80
-5.98% Feb 2001 Sep 2001 (8) Apr 2003 (27) 3.04
-5.89% Apr 2004 Apr 2004 (1) Sep 2004 (6) 3.24
-5.48% May 2013 Jun 2013 (2) Dec 2013 (8) 2.83
-5.31% Mar 1994 Nov 1994 (9) Apr 1995 (14) 2.48
-4.46% Aug 2016 Nov 2016 (4) Apr 2017 (9) 2.01
-4.36% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.72

Drawdown comparison chart since January 1985.

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Mebane Faber Ivy 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
-47.39% Jun 2008 Feb 2009 (9) Jan 2013 (56) 20.27
-24.91% Jun 2008 Feb 2009 (9) Mar 2010 (22) 12.59
-21.77% Jan 2020 Mar 2020 (3) Dec 2020 (12) 10.50
-20.65% Jan 2022 Sep 2022 (9) In progress (26) 11.92
-16.46% Apr 2022 Sep 2022 (6) In progress (23) 8.29
-15.89% Jul 2014 Feb 2016 (20) Jul 2017 (37) 7.01
-13.25% Apr 1998 Aug 1998 (5) Apr 1999 (13) 5.92
-11.43% Feb 2001 Oct 2001 (9) May 2003 (28) 6.71
-11.40% Sep 1987 Nov 1987 (3) Jun 1988 (10) 5.94
-11.00% Oct 2018 Dec 2018 (3) Apr 2019 (7) 5.09
-9.35% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.11
-9.34% Sep 1987 Nov 1987 (3) Jun 1988 (10) 4.59
-7.50% Jan 1990 Apr 1990 (4) Jul 1990 (7) 3.96
-7.21% Jan 1990 Apr 1990 (4) Jan 1991 (13) 3.38
-6.74% Mar 2015 Jan 2016 (11) Jun 2016 (16) 3.79
-6.49% Feb 1994 Nov 1994 (10) May 1995 (16) 3.30
-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

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
+1.70%
-0.27%
+0.30%
-0.58%
2023
+10.72%
-7.72%
+12.13%
-7.93%
2022
-10.08%
-16.46%
-16.44%
-20.65%
2021
+22.27%
-4.02%
+8.69%
-2.47%
2020
+2.25%
-21.77%
+11.18%
-9.35%
2019
+21.16%
-3.82%
+19.10%
-1.28%
2018
-7.88%
-11.00%
-5.13%
-6.46%
2017
+12.20%
-0.65%
+13.30%
0.00%
2016
+7.80%
-4.52%
+6.40%
-4.46%
2015
-7.10%
-9.47%
-3.07%
-6.44%
2014
+2.25%
-5.17%
+7.67%
-2.74%
2013
+9.20%
-3.80%
+4.79%
-5.48%
2012
+11.11%
-6.84%
+11.31%
-3.02%
2011
+0.04%
-15.74%
+6.44%
-4.21%
2010
+14.19%
-9.36%
+12.24%
-3.58%
2009
+22.28%
-18.34%
+15.95%
-12.21%
2008
-31.26%
-38.00%
-13.28%
-21.38%
2007
+8.59%
-3.39%
+9.54%
-1.32%
2006
+15.77%
-2.05%
+11.66%
-1.77%
2005
+11.34%
-3.60%
+8.99%
-2.35%
2004
+17.00%
-5.89%
+11.55%
-4.36%
2003
+28.11%
-2.13%
+19.76%
-1.64%
2002
+3.82%
-5.15%
+3.07%
-3.96%
2001
-8.45%
-11.43%
-2.12%
-5.98%
2000
+12.26%
-2.94%
+5.03%
-2.40%
1999
+17.97%
-2.78%
+12.08%
-2.46%
1998
-0.93%
-13.25%
+10.04%
-6.25%
1997
+8.87%
-3.23%
+7.28%
-3.30%
1996
+19.40%
-2.64%
+9.53%
-1.45%
1995
+18.09%
-1.03%
+20.68%
-0.02%
1994
+0.77%
-6.49%
-2.55%
-6.39%
1993
+11.51%
-5.04%
+18.89%
-2.72%
1992
+4.09%
-3.09%
+3.70%
-3.77%
1991
+17.33%
-3.31%
+22.21%
-2.63%
1990
-1.70%
-7.21%
-0.08%
-7.50%
1989
+20.35%
-1.48%
+21.05%
-0.43%
1988
+18.35%
-1.99%
+13.71%
-2.08%
1987
+10.95%
-11.40%
+5.70%
-9.34%
1986
+22.86%
-3.01%
+24.35%
-3.30%
1985
+26.65%
-0.47%
+29.87%
-1.43%