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

Time Range:

Drawdowns

Time Range:

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%
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