Mebane Faber Ivy vs Gretchen Tai Portfolio Comparison

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 Gretchen Tai Portfolio obtained a 7.37% compound annual return, with a 11.61% standard deviation, in the last 30 Years.

Summary

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Mebane Faber Ivy Portfolio Gretchen Tai Portfolio
Portfolio Risk Very High High
Asset Allocation Stocks 60% 70%
Fixed Income 20% 30%
Commodities 20% 0%
30 Years Stats Return +7.10% +7.37%
Std Dev 11.56% 11.61%
Max Drawdown -47.39% -41.80%
All time Stats
(Since Jan 1986)		 Return +8.20% +8.83%
Std Dev 10.97% 11.86%
Max Drawdown -47.39% -41.80%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1986

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1M 6M 1Y 5Y 10Y 30Y MAX
Mebane Faber Ivy Portfolio +2.57 +11.64 +12.46 +7.09 +4.89 +7.10 +8.20
Gretchen Tai Portfolio +2.48 +14.59 +13.30 +6.51 +5.99 +7.37 +8.83
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).

Gretchen Tai Portfolio: an investment of 1$, since April 1994, now would be worth 8.44$, with a total return of 743.65% (7.37% annualized).

Mebane Faber Ivy Portfolio: an investment of 1$, since January 1986, now would be worth 20.40$, with a total return of 1940.32% (8.20% annualized).

Gretchen Tai Portfolio: an investment of 1$, since January 1986, now would be worth 25.49$, with a total return of 2448.56% (8.83% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Mebane Faber Ivy Portfolio
Gretchen Tai 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
-41.80% Nov 2007 Feb 2009 (16) Feb 2011 (40) 18.94
-23.59% Jan 2022 Sep 2022 (9) In progress (27) 12.34
-22.92% Apr 2000 Sep 2002 (30) Nov 2003 (44) 12.59
-21.77% Jan 2020 Mar 2020 (3) Dec 2020 (12) 10.50
-16.46% Apr 2022 Sep 2022 (6) Mar 2024 (24) 8.12
-16.24% Jan 2020 Mar 2020 (3) Aug 2020 (8) 7.25
-15.89% Jul 2014 Feb 2016 (20) Jul 2017 (37) 7.01
-14.25% May 2011 Sep 2011 (5) Sep 2012 (17) 5.39
-13.25% Apr 1998 Aug 1998 (5) Apr 1999 (13) 5.92
-12.86% May 1998 Aug 1998 (4) Dec 1998 (8) 5.93
-11.43% Feb 2001 Oct 2001 (9) May 2003 (28) 6.71
-11.00% Oct 2018 Dec 2018 (3) Apr 2019 (7) 5.09
-10.37% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.33
-10.09% May 2015 Feb 2016 (10) Jul 2016 (15) 5.43
-6.08% Nov 2007 Jan 2008 (3) Apr 2008 (6) 3.80
-5.89% Apr 2004 Apr 2004 (1) Sep 2004 (6) 3.24
-5.27% Sep 1994 Jan 1995 (5) Apr 1995 (8) 3.35
-5.03% Sep 1994 Nov 1994 (3) Apr 1995 (8) 2.56
-4.43% Aug 1997 Aug 1997 (1) Feb 1998 (7) 2.78

Drawdown comparison chart since January 1986.

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Mebane Faber Ivy Portfolio
Gretchen Tai 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
-41.80% Nov 2007 Feb 2009 (16) Feb 2011 (40) 18.94
-23.59% Jan 2022 Sep 2022 (9) In progress (27) 12.34
-22.92% Apr 2000 Sep 2002 (30) Nov 2003 (44) 12.59
-21.77% Jan 2020 Mar 2020 (3) Dec 2020 (12) 10.50
-17.50% Sep 1987 Nov 1987 (3) Nov 1988 (15) 8.27
-16.46% Apr 2022 Sep 2022 (6) Mar 2024 (24) 8.12
-16.24% Jan 2020 Mar 2020 (3) Aug 2020 (8) 7.25
-16.12% Jan 1990 Sep 1990 (9) Feb 1991 (14) 7.89
-15.89% Jul 2014 Feb 2016 (20) Jul 2017 (37) 7.01
-14.25% May 2011 Sep 2011 (5) Sep 2012 (17) 5.39
-13.25% Apr 1998 Aug 1998 (5) Apr 1999 (13) 5.92
-12.86% May 1998 Aug 1998 (4) Dec 1998 (8) 5.93
-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
-10.37% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.33
-10.09% May 2015 Feb 2016 (10) Jul 2016 (15) 5.43
-7.21% Jan 1990 Apr 1990 (4) Jan 1991 (13) 3.38
-7.04% Feb 1994 Mar 1994 (2) May 1995 (16) 4.43

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
+4.31%
 -0.27%
+3.99%
 -0.85%
2023
+10.72%
 -7.72%
+15.12%
 -9.19%
2022
-10.08%
 -16.46%
-17.30%
 -23.59%
2021
+22.27%
 -4.02%
+12.15%
 -3.19%
2020
+2.25%
 -21.77%
+12.24%
 -16.24%
2019
+21.16%
 -3.82%
+20.82%
 -3.77%
2018
-7.88%
 -11.00%
-7.59%
 -10.37%
2017
+12.20%
 -0.65%
+18.32%
 0.00%
2016
+7.80%
 -4.52%
+7.93%
 -3.80%
2015
-7.10%
 -9.47%
-2.21%
 -8.93%
2014
+2.25%
 -5.17%
+4.44%
 -3.36%
2013
+9.20%
 -3.80%
+14.58%
 -4.17%
2012
+11.11%
 -6.84%
+14.85%
 -6.38%
2011
+0.04%
 -15.74%
-1.45%
 -14.25%
2010
+14.19%
 -9.36%
+12.51%
 -8.38%
2009
+22.28%
 -18.34%
+26.58%
 -15.87%
2008
-31.26%
 -38.00%
-27.67%
 -32.64%
2007
+8.59%
 -3.39%
+9.39%
 -4.36%
2006
+15.77%
 -2.05%
+17.39%
 -3.34%
2005
+11.34%
 -3.60%
+10.26%
 -3.11%
2004
+17.00%
 -5.89%
+15.60%
 -4.14%
2003
+28.11%
 -2.13%
+29.40%
 -2.98%
2002
+3.82%
 -5.15%
-7.43%
 -14.03%
2001
-8.45%
 -11.43%
-6.29%
 -15.42%
2000
+12.26%
 -2.94%
-4.67%
 -9.28%
1999
+17.97%
 -2.78%
+22.01%
 -2.31%
1998
-0.93%
 -13.25%
+10.02%
 -12.86%
1997
+8.87%
 -3.23%
+11.39%
 -4.43%
1996
+19.40%
 -2.64%
+10.62%
 -3.29%
1995
+18.09%
 -1.03%
+17.98%
 -1.12%
1994
+0.77%
 -6.49%
-0.51%
 -7.04%
1993
+11.51%
 -5.04%
+26.87%
 -4.15%
1992
+4.09%
 -3.09%
+0.50%
 -4.36%
1991
+17.33%
 -3.31%
+30.31%
 -4.13%
1990
-1.70%
 -7.21%
-8.54%
 -16.12%
1989
+20.35%
 -1.48%
+25.15%
 -2.12%
1988
+18.35%
 -1.99%
+19.39%
 -3.11%
1987
+10.95%
 -11.40%
+4.96%
 -17.50%
1986
+22.86%
 -3.01%
+29.74%
 -4.54%