Last Update: 31 August 2020
The Mebane Faber Ivy Portfolio obtained a 5.33% compound annual return, with a 10.86% standard deviation, in the last 10 years.
The US Stocks Portfolio obtained a 14.92% compound annual return, with a 13.88% standard deviation, in the last 10 years.
Summary
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| Mebane Faber Ivy Portfolio | US Stocks Portfolio | ||
|---|---|---|---|
| Risk | Very High | Very High | |
| Asset Allocation | Stocks | 60% | 100% |
| Fixed Income | 20% | 0% | |
| Commodities | 20% | 0% | |
| 10 Years Stats | Return | +5.33% | +14.92% |
| Std Dev | 10.86% | 13.88% | |
| Max Drawdown | -21.77% | -20.84% | |
Last Update: 31 August 2020
Historical Returns
The examinated historical serie starts from January 2007
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| 1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | MAX(*) | |
|---|---|---|---|---|---|---|---|---|
| Mebane Faber Ivy Portfolio | +3.01 | +9.74 | +2.14 | +0.86 | +3.72 | +4.67 | +5.33 | +3.17 |
| US Stocks Portfolio | +7.10 | +15.85 | +18.93 | +21.25 | +13.89 | +13.82 | +14.92 | +9.13 |
(*) annualized
Capital Growth
Drawdowns
Yearly Returns
Yearly return comparison. Common historical serie start from January 2007.
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| Year | Mebane Faber Ivy Portfolio | US Stocks Portfolio |
|---|---|---|
| 2020 |
-5.55% | +9.35% |
| 2019 |
+21.16% | +30.67% |
| 2018 |
-7.88% | -5.21% |
| 2017 |
+12.20% | +21.21% |
| 2016 |
+7.80% | +12.83% |
| 2015 |
-7.10% | +0.36% |
| 2014 |
+2.25% | +12.54% |
| 2013 |
+9.20% | +33.45% |
| 2012 |
+11.11% | +16.45% |
| 2011 |
+0.04% | +0.97% |
| 2010 |
+14.19% | +17.42% |
| 2009 |
+22.28% | +28.89% |
| 2008 |
-31.26% | -36.98% |
| 2007 |
+8.59% | +5.37% |