Last Update: 31 March 2024
The Mebane Faber Ivy Portfolio obtained a 7.10% compound annual return, with a 11.56% standard deviation, in the last 30 Years.
The Tyler Golden Butterfly Portfolio obtained a 7.76% compound annual return, with a 7.72% standard deviation, in the last 30 Years.
Summary
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| Mebane Faber Ivy Portfolio | Tyler Golden Butterfly Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | High | |
| Asset Allocation | Stocks | 60% | 40% |
| Fixed Income | 20% | 40% | |
| Commodities | 20% | 20% | |
| 30 Years Stats | Return | +7.10% | +7.76% |
| Std Dev | 11.56% | 7.72% | |
| Max Drawdown | -47.39% | -17.79% | |
| All time Stats (Since Jan 1970) |
Return | +9.57% | +9.95% |
| Std Dev | 10.69% | 8.60% | |
| Max Drawdown | -47.39% | -17.79% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1970
Swipe left to see all data
| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Mebane Faber Ivy Portfolio | +2.57 | +11.64 | +12.46 | +7.09 | +4.89 | +7.10 | +9.57 |
| Tyler Golden Butterfly Portfolio | +3.22 | +13.99 | +9.26 | +6.61 | +5.77 | +7.76 | +9.95 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Mebane Faber Ivy Portfolio: an investment of 1$, since April 1994,
now would be worth 7.83$, with a total return of 682.92%
(7.10% annualized).
Tyler Golden Butterfly Portfolio: an investment of 1$, since April 1994, now would be worth 9.42$, with a total return of 841.59% (7.76% annualized).
Tyler Golden Butterfly Portfolio: an investment of 1$, since April 1994, now would be worth 9.42$, with a total return of 841.59% (7.76% annualized).
Mebane Faber Ivy Portfolio: an investment of 1$, since January 1970,
now would be worth 142.45$, with a total return of 14144.86%
(9.57% annualized).
Tyler Golden Butterfly Portfolio: an investment of 1$, since January 1970, now would be worth 171.41$, with a total return of 17041.49% (9.95% annualized).
Tyler Golden Butterfly Portfolio: an investment of 1$, since January 1970, now would be worth 171.41$, with a total return of 17041.49% (9.95% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Mebane Faber Ivy Portfolio
|
Tyler Golden Butterfly 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 | |||||
| -21.77% | Jan 2020 | Mar 2020 (3) | Dec 2020 (12) | 10.50 | |||||
| -17.79% | Jan 2022 | Sep 2022 (9) | In progress (27) | 9.39 | |||||
| -16.46% | Apr 2022 | Sep 2022 (6) | Mar 2024 (24) | 8.12 | |||||
| -15.89% | Jul 2014 | Feb 2016 (20) | Jul 2017 (37) | 7.01 | |||||
| -14.81% | Mar 2008 | Feb 2009 (12) | Sep 2009 (19) | 7.24 | |||||
| -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 | |||||
| -9.44% | May 1998 | Aug 1998 (4) | Dec 1998 (8) | 3.99 | |||||
| -7.16% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 3.10 | |||||
| -6.86% | Jun 2002 | Jul 2002 (2) | May 2003 (12) | 4.25 | |||||
| -6.37% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 3.17 | |||||
| -6.25% | Feb 2015 | Sep 2015 (8) | Mar 2016 (14) | 3.60 | |||||
| -6.08% | Nov 2007 | Jan 2008 (3) | Apr 2008 (6) | 3.80 | |||||
| -5.89% | Apr 2004 | Apr 2004 (1) | Sep 2004 (6) | 3.24 | |||||
| -5.03% | Sep 1994 | Nov 1994 (3) | Apr 1995 (8) | 2.56 | |||||
| -4.99% | Feb 2001 | Mar 2001 (2) | Dec 2001 (11) | 2.05 | |||||
| -4.36% | Apr 2004 | Apr 2004 (1) | Sep 2004 (6) | 2.66 | |||||
| -4.27% | Feb 2018 | Feb 2018 (1) | Jul 2018 (6) | 2.31 | |||||
Drawdown comparison chart since January 1970.
Swipe left to see all data
|
Mebane Faber Ivy Portfolio
|
Tyler Golden Butterfly 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 | |||||
| -21.77% | Jan 2020 | Mar 2020 (3) | Dec 2020 (12) | 10.50 | |||||
| -17.79% | Jan 2022 | Sep 2022 (9) | In progress (27) | 9.39 | |||||
| -16.46% | Apr 2022 | Sep 2022 (6) | Mar 2024 (24) | 8.12 | |||||
| -15.89% | Jul 2014 | Feb 2016 (20) | Jul 2017 (37) | 7.01 | |||||
| -14.87% | Apr 1974 | Sep 1974 (6) | Jan 1975 (10) | 8.03 | |||||
| -14.81% | Mar 2008 | Feb 2009 (12) | Sep 2009 (19) | 7.24 | |||||
| -13.73% | Feb 1980 | Mar 1980 (2) | Jun 1980 (5) | 6.54 | |||||
| -13.25% | Apr 1998 | Aug 1998 (5) | Apr 1999 (13) | 5.92 | |||||
| -12.61% | Mar 1974 | Aug 1974 (6) | Mar 1975 (13) | 7.33 | |||||
| -11.43% | Feb 2001 | Oct 2001 (9) | May 2003 (28) | 6.71 | |||||
| -11.40% | Sep 1987 | Nov 1987 (3) | Jun 1988 (10) | 5.94 | |||||
| -11.16% | Apr 1970 | Jun 1970 (3) | Nov 1970 (8) | 6.27 | |||||
| -11.00% | Oct 2018 | Dec 2018 (3) | Apr 2019 (7) | 5.09 | |||||
| -10.97% | Feb 1980 | Mar 1980 (2) | Jun 1980 (5) | 5.39 | |||||
| -10.93% | Sep 1987 | Nov 1987 (3) | Jan 1989 (17) | 5.04 | |||||
| -10.82% | Dec 1980 | Sep 1981 (10) | Oct 1982 (23) | 5.85 | |||||
| -9.44% | May 1998 | Aug 1998 (4) | Dec 1998 (8) | 3.99 | |||||
| -9.09% | Dec 1980 | Sep 1981 (10) | Nov 1981 (12) | 4.19 | |||||
| -8.68% | Jul 1975 | Sep 1975 (3) | Jan 1976 (7) | 4.40 | |||||
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.
The highlighted returns represent the highest values for that specific year.
Swipe left to see all data
| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+4.31%
|
-0.27% |
+2.76%
|
-1.54% |
| 2023 |
+10.72%
|
-7.72% |
+11.98%
|
-8.07% |
| 2022 |
-10.08%
|
-16.46% |
-13.35%
|
-17.79% |
| 2021 |
+22.27%
|
-4.02% |
+9.35%
|
-2.45% |
| 2020 |
+2.25%
|
-21.77% |
+13.93%
|
-7.16% |
| 2019 |
+21.16%
|
-3.82% |
+18.03%
|
-1.83% |
| 2018 |
-7.88%
|
-11.00% |
-4.03%
|
-6.37% |
| 2017 |
+12.20%
|
-0.65% |
+10.96%
|
-0.32% |
| 2016 |
+7.80%
|
-4.52% |
+10.82%
|
-3.36% |
| 2015 |
-7.10%
|
-9.47% |
-3.71%
|
-6.25% |
| 2014 |
+2.25%
|
-5.17% |
+9.13%
|
-3.27% |
| 2013 |
+9.20%
|
-3.80% |
+6.26%
|
-3.84% |
| 2012 |
+11.11%
|
-6.84% |
+8.84%
|
-2.43% |
| 2011 |
+0.04%
|
-15.74% |
+8.86%
|
-3.00% |
| 2010 |
+14.19%
|
-9.36% |
+16.54%
|
-2.77% |
| 2009 |
+22.28%
|
-18.34% |
+10.77%
|
-10.16% |
| 2008 |
-31.26%
|
-38.00% |
-4.18%
|
-13.53% |
| 2007 |
+8.59%
|
-3.39% |
+9.58%
|
-2.06% |
| 2006 |
+15.77%
|
-2.05% |
+12.44%
|
-2.71% |
| 2005 |
+11.34%
|
-3.60% |
+8.04%
|
-1.76% |
| 2004 |
+17.00%
|
-5.89% |
+9.88%
|
-4.36% |
| 2003 |
+28.11%
|
-2.13% |
+18.85%
|
-2.72% |
| 2002 |
+3.82%
|
-5.15% |
+3.15%
|
-6.86% |
| 2001 |
-8.45%
|
-11.43% |
+2.71%
|
-4.99% |
| 2000 |
+12.26%
|
-2.94% |
+6.88%
|
-3.64% |
| 1999 |
+17.97%
|
-2.78% |
+4.24%
|
-3.38% |
| 1998 |
-0.93%
|
-13.25% |
+8.03%
|
-9.44% |
| 1997 |
+8.87%
|
-3.23% |
+13.09%
|
-2.50% |
| 1996 |
+19.40%
|
-2.64% |
+8.18%
|
-2.60% |
| 1995 |
+18.09%
|
-1.03% |
+21.86%
|
-0.40% |
| 1994 |
+0.77%
|
-6.49% |
-1.98%
|
-4.64% |
| 1993 |
+11.51%
|
-5.04% |
+14.50%
|
-1.37% |
| 1992 |
+4.09%
|
-3.09% |
+9.15%
|
-1.58% |
| 1991 |
+17.33%
|
-3.31% |
+19.14%
|
-1.63% |
| 1990 |
-1.70%
|
-7.21% |
-2.51%
|
-7.94% |
| 1989 |
+20.35%
|
-1.48% |
+14.78%
|
-0.89% |
| 1988 |
+18.35%
|
-1.99% |
+9.18%
|
-1.64% |
| 1987 |
+10.95%
|
-11.40% |
+5.10%
|
-10.93% |
| 1986 |
+22.86%
|
-3.01% |
+17.75%
|
-2.42% |
| 1985 |
+26.65%
|
-0.47% |
+25.09%
|
-1.93% |
| 1984 |
+8.40%
|
-3.66% |
+3.75%
|
-4.68% |
| 1983 |
+19.70%
|
-1.57% |
+11.13%
|
-2.46% |
| 1982 |
+16.68%
|
-4.00% |
+28.31%
|
-5.34% |
| 1981 |
-3.14%
|
-8.21% |
-1.23%
|
-8.50% |
| 1980 |
+18.97%
|
-10.97% |
+15.59%
|
-13.73% |
| 1979 |
+21.71%
|
-6.97% |
+38.92%
|
-6.53% |
| 1978 |
+16.56%
|
-5.04% |
+13.30%
|
-7.41% |
| 1977 |
+9.30%
|
-1.92% |
+7.87%
|
-1.53% |
| 1976 |
+15.62%
|
-2.43% |
+20.55%
|
-2.29% |
| 1975 |
+15.63%
|
-5.46% |
+16.99%
|
-8.68% |
| 1974 |
-4.73%
|
-12.61% |
+5.51%
|
-14.87% |
| 1973 |
+6.86%
|
-6.06% |
+7.22%
|
-5.95% |
| 1972 |
+21.95%
|
-0.17% |
+17.32%
|
-1.70% |
| 1971 |
+16.81%
|
-4.23% |
+14.13%
|
-3.04% |
| 1970 |
+5.11%
|
-11.16% |
+8.32%
|
-8.47% |
