Mebane Faber Ivy vs Rick Ferri Core Four 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 Rick Ferri Core Four Portfolio obtained a 8.04% compound annual return, with a 12.21% standard deviation, in the last 30 Years.

Summary

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Mebane Faber Ivy Portfolio Rick Ferri Core Four Portfolio
Portfolio Risk Very High Very High
Asset Allocation Stocks 60% 80%
Fixed Income 20% 20%
Commodities 20% 0%
30 Years Stats Return +6.89% +8.04%
Std Dev 11.58% 12.21%
Max Drawdown -47.39% -44.44%
All time Stats
(Since Jan 1970)
Return +9.54% +9.69%
Std Dev 10.70% 12.31%
Max Drawdown -47.39% -44.44%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1970

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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 +9.54
Rick Ferri Core Four Portfolio +3.21 +9.42 +17.75 +8.65 +7.70 +8.04 +9.69
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).

Rick Ferri Core Four Portfolio: an investment of 1$, since March 1994, now would be worth 10.16$, with a total return of 916.38% (8.04% annualized).

Mebane Faber Ivy Portfolio: an investment of 1$, since January 1970, now would be worth 138.88$, with a total return of 13788.23% (9.54% annualized).

Rick Ferri Core Four Portfolio: an investment of 1$, since January 1970, now would be worth 149.73$, with a total return of 14872.56% (9.69% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Mebane Faber Ivy Portfolio
Rick Ferri Core Four 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
-44.44% Nov 2007 Feb 2009 (16) Feb 2011 (40) 20.80
-27.90% Sep 2000 Sep 2002 (25) Feb 2004 (42) 16.05
-23.46% Jan 2022 Sep 2022 (9) Feb 2024 (26) 12.38
-21.77% Jan 2020 Mar 2020 (3) Dec 2020 (12) 10.50
-17.12% Jan 2020 Mar 2020 (3) Jul 2020 (7) 7.75
-16.46% Apr 2022 Sep 2022 (6) In progress (23) 8.29
-15.89% Jul 2014 Feb 2016 (20) Jul 2017 (37) 7.01
-15.17% May 2011 Sep 2011 (5) Mar 2012 (11) 6.63
-13.25% Apr 1998 Aug 1998 (5) Apr 1999 (13) 5.92
-12.55% Jul 1998 Aug 1998 (2) Nov 1998 (5) 6.67
-11.43% Feb 2001 Oct 2001 (9) May 2003 (28) 6.71
-11.00% Oct 2018 Dec 2018 (3) Apr 2019 (7) 5.09
-10.12% Sep 2018 Dec 2018 (4) Apr 2019 (8) 4.43
-8.57% Jun 2015 Feb 2016 (9) Jul 2016 (14) 4.41
-6.30% Apr 2012 May 2012 (2) Aug 2012 (5) 2.87
-6.08% Nov 2007 Jan 2008 (3) Apr 2008 (6) 3.80
-5.89% Apr 2004 Apr 2004 (1) Sep 2004 (6) 3.24
-5.46% Apr 2000 May 2000 (2) Aug 2000 (5) 2.98
-5.31% Mar 1994 Nov 1994 (9) Apr 1995 (14) 2.48

Drawdown comparison chart since January 1970.

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Mebane Faber Ivy Portfolio
Rick Ferri Core Four 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
-44.44% Nov 2007 Feb 2009 (16) Feb 2011 (40) 20.80
-33.44% Jan 1973 Sep 1974 (21) Jan 1976 (37) 15.05
-27.90% Sep 2000 Sep 2002 (25) Feb 2004 (42) 16.05
-23.46% Jan 2022 Sep 2022 (9) Feb 2024 (26) 12.38
-21.77% Jan 2020 Mar 2020 (3) Dec 2020 (12) 10.50
-19.07% Sep 1987 Nov 1987 (3) Jan 1989 (17) 8.87
-17.12% Jan 2020 Mar 2020 (3) Jul 2020 (7) 7.75
-16.53% Jan 1970 Jun 1970 (6) Dec 1970 (12) 8.08
-16.46% Apr 2022 Sep 2022 (6) In progress (23) 8.29
-15.89% Jul 2014 Feb 2016 (20) Jul 2017 (37) 7.01
-15.17% May 2011 Sep 2011 (5) Mar 2012 (11) 6.63
-14.61% Jan 1990 Sep 1990 (9) Feb 1991 (14) 7.47
-13.25% Apr 1998 Aug 1998 (5) Apr 1999 (13) 5.92
-12.61% Mar 1974 Aug 1974 (6) Mar 1975 (13) 7.33
-12.55% Jul 1998 Aug 1998 (2) Nov 1998 (5) 6.67
-11.97% Dec 1980 Jul 1982 (20) Oct 1982 (23) 5.95
-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

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%
+2.90%
-0.30%
2023
+10.72%
-7.72%
+18.34%
-8.99%
2022
-10.08%
-16.46%
-17.83%
-23.46%
2021
+22.27%
-4.02%
+17.18%
-3.72%
2020
+2.25%
-21.77%
+13.93%
-17.12%
2019
+21.16%
-3.82%
+24.04%
-4.20%
2018
-7.88%
-11.00%
-6.41%
-10.12%
2017
+12.20%
-0.65%
+17.86%
0.00%
2016
+7.80%
-4.52%
+8.53%
-4.54%
2015
-7.10%
-9.47%
-0.67%
-7.93%
2014
+2.25%
-5.17%
+8.52%
-2.80%
2013
+9.20%
-3.80%
+19.22%
-2.72%
2012
+11.11%
-6.84%
+14.47%
-6.30%
2011
+0.04%
-15.74%
-0.63%
-15.17%
2010
+14.19%
-9.36%
+14.71%
-9.66%
2009
+22.28%
-18.34%
+26.02%
-16.84%
2008
-31.26%
-38.00%
-29.77%
-33.12%
2007
+8.59%
-3.39%
+6.37%
-4.87%
2006
+15.77%
-2.05%
+17.60%
-2.92%
2005
+11.34%
-3.60%
+8.20%
-2.68%
2004
+17.00%
-5.89%
+14.45%
-3.58%
2003
+28.11%
-2.13%
+28.09%
-3.31%
2002
+3.82%
-5.15%
-11.49%
-17.29%
2001
-8.45%
-11.43%
-7.43%
-16.02%
2000
+12.26%
-2.94%
-4.44%
-9.70%
1999
+17.97%
-2.78%
+18.14%
-2.86%
1998
-0.93%
-13.25%
+15.32%
-12.55%
1997
+8.87%
-3.23%
+18.08%
-4.11%
1996
+19.40%
-2.64%
+14.61%
-3.35%
1995
+18.09%
-1.03%
+22.74%
-1.10%
1994
+0.77%
-6.49%
+1.06%
-5.04%
1993
+11.51%
-5.04%
+15.79%
-3.96%
1992
+4.09%
-3.09%
+3.42%
-3.82%
1991
+17.33%
-3.31%
+23.73%
-4.00%
1990
-1.70%
-7.21%
-8.36%
-14.61%
1989
+20.35%
-1.48%
+20.02%
-2.01%
1988
+18.35%
-1.99%
+17.02%
-2.82%
1987
+10.95%
-11.40%
+8.59%
-19.07%
1986
+22.86%
-3.01%
+26.76%
-4.50%
1985
+26.65%
-0.47%
+33.14%
-2.36%
1984
+8.40%
-3.66%
+6.41%
-6.59%
1983
+19.70%
-1.57%
+20.06%
-2.93%
1982
+16.68%
-4.00%
+17.46%
-9.28%
1981
-3.14%
-8.21%
-0.58%
-10.04%
1980
+18.97%
-10.97%
+24.04%
-10.43%
1979
+21.71%
-6.97%
+17.81%
-7.52%
1978
+16.56%
-5.04%
+12.62%
-7.80%
1977
+9.30%
-1.92%
+4.23%
-3.09%
1976
+15.62%
-2.43%
+19.80%
-2.37%
1975
+15.63%
-5.46%
+28.58%
-10.18%
1974
-4.73%
-12.61%
-18.64%
-25.28%
1973
+6.86%
-6.06%
-11.83%
-12.76%
1972
+21.95%
-0.17%
+18.99%
-0.46%
1971
+16.81%
-4.23%
+18.29%
-5.60%
1970
+5.11%
-11.16%
+2.93%
-16.53%