Last Update: 31 August 2021

The Mebane Faber Ivy Portfolio obtained a 6.39% compound annual return, with a 10.92% standard deviation, in the last 10 years.

The US Stocks Portfolio obtained a 16.21% compound annual return, with a 13.83% 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 +6.39% +16.21%
Std Dev 10.92% 13.83%
Max Drawdown -21.77% -20.84%

Last Update: 31 August 2021

Historical Returns

The examinated historical serie starts from January 1994

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1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*) MAX(*)
Mebane Faber Ivy Portfolio +0.75 +4.33 +12.71 +27.34 +9.16 +8.78 +6.39 +7.43
US Stocks Portfolio +2.86 +7.24 +17.28 +33.44 +17.90 +18.00 +16.21 +10.68
(*) annualized

Capital Growth

Time Range:

Drawdowns

Time Range:

Yearly Returns

Yearly return comparison. Common historical serie start from January 1994.

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Year Mebane Faber Ivy Portfolio US Stocks Portfolio
2021
+17.63% +20.56%
2020
+2.25% +21.03%
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%
2006
+15.77% +15.69%
2005
+11.34% +6.31%
2004
+17.00% +12.79%
2003
+28.11% +30.75%
2002
+3.82% -20.47%
2001
-8.45% -10.97%
2000
+12.26% -10.57%
1999
+17.97% +23.81%
1998
-0.93% +23.26%
1997
+8.87% +30.99%
1996
+19.40% +20.96%
1995
+18.09% +35.79%
1994
+0.77% -0.17%
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