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
Drawdowns
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% |