Developed World ex-US 60/40 vs Marc Faber Portfolio Comparison

Last Update: 29 February 2024

The Developed World ex-US 60/40 Portfolio obtained a 5.29% compound annual return, with a 10.17% standard deviation, in the last 30 Years.

The Marc Faber Portfolio obtained a 7.25% compound annual return, with a 9.66% standard deviation, in the last 30 Years.

Summary

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Developed World ex-US 60/40 Portfolio Marc Faber Portfolio
Portfolio Risk High High
Asset Allocation Stocks 60% 50%
Fixed Income 40% 25%
Commodities 0% 25%
30 Years Stats Return +5.29% +7.25%
Std Dev 10.17% 9.66%
Max Drawdown -37.49% -28.82%
All time Stats
(Since Jan 1985)
Return +7.90% +8.22%
Std Dev 10.99% 9.13%
Max Drawdown -37.49% -28.82%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Developed World ex-US 60/40 Portfolio +1.43 +6.56 +11.02 +4.28 +3.79 +5.29 +7.90
Marc Faber Portfolio +1.33 +6.13 +10.11 +6.35 +5.34 +7.25 +8.22
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Developed World ex-US 60/40 Portfolio: an investment of 1$, since March 1994, now would be worth 4.70$, with a total return of 370.02% (5.29% annualized).

Marc Faber Portfolio: an investment of 1$, since March 1994, now would be worth 8.17$, with a total return of 716.82% (7.25% annualized).

Developed World ex-US 60/40 Portfolio: an investment of 1$, since January 1985, now would be worth 19.67$, with a total return of 1867.49% (7.90% annualized).

Marc Faber Portfolio: an investment of 1$, since January 1985, now would be worth 22.06$, with a total return of 2105.85% (8.22% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Developed World ex-US 60/40 Portfolio
Marc Faber Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-37.49% Nov 2007 Feb 2009 (16) Apr 2011 (42) 16.83
-28.82% Jun 2008 Feb 2009 (9) Mar 2010 (22) 15.08
-22.54% Apr 2000 Sep 2002 (30) Dec 2003 (45) 13.10
-22.40% Sep 2021 Sep 2022 (13) In progress (30) 10.46
-19.93% Jan 2022 Sep 2022 (9) In progress (26) 10.76
-14.56% Jan 2020 Mar 2020 (3) Nov 2020 (11) 6.33
-13.28% May 2011 Sep 2011 (5) Nov 2012 (19) 6.34
-11.30% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.97
-10.47% May 1998 Aug 1998 (4) Apr 1999 (12) 4.24
-10.09% Feb 2018 Dec 2018 (11) Sep 2019 (20) 4.26
-9.44% May 2015 Feb 2016 (10) Feb 2017 (22) 4.41
-7.96% Sep 2011 Sep 2011 (1) Jan 2012 (5) 3.66
-7.74% Feb 2015 Sep 2015 (8) Apr 2016 (15) 4.66
-7.73% Aug 2016 Nov 2016 (4) Jul 2017 (12) 3.60
-7.35% Apr 2004 Apr 2004 (1) Sep 2004 (6) 4.13
-7.33% Nov 1994 Feb 1995 (4) Jul 1995 (9) 3.33
-7.32% May 2013 Jun 2013 (2) Feb 2014 (10) 4.24
-7.06% Jul 1997 Dec 1997 (6) Mar 1998 (9) 3.90
-6.93% Jun 1998 Aug 1998 (3) Oct 1998 (5) 3.66
-6.80% Jun 2002 Oct 2002 (5) May 2003 (12) 3.88

Drawdown comparison chart since January 1985.

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Developed World ex-US 60/40 Portfolio
Marc Faber Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-37.49% Nov 2007 Feb 2009 (16) Apr 2011 (42) 16.83
-28.82% Jun 2008 Feb 2009 (9) Mar 2010 (22) 15.08
-22.54% Apr 2000 Sep 2002 (30) Dec 2003 (45) 13.10
-22.40% Sep 2021 Sep 2022 (13) In progress (30) 10.46
-19.93% Jan 2022 Sep 2022 (9) In progress (26) 10.76
-18.51% Jan 1990 Sep 1990 (9) Dec 1991 (24) 8.68
-14.56% Jan 2020 Mar 2020 (3) Nov 2020 (11) 6.33
-13.28% May 2011 Sep 2011 (5) Nov 2012 (19) 6.34
-11.30% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.97
-10.47% May 1998 Aug 1998 (4) Apr 1999 (12) 4.24
-10.09% Feb 2018 Dec 2018 (11) Sep 2019 (20) 4.26
-9.44% May 2015 Feb 2016 (10) Feb 2017 (22) 4.41
-9.04% Sep 1987 Oct 1987 (2) Jan 1989 (17) 3.76
-8.82% Sep 1987 Oct 1987 (2) Feb 1988 (6) 5.47
-8.78% Jan 1992 Apr 1992 (4) Mar 1993 (15) 5.11
-8.47% Jan 1990 Oct 1990 (10) Feb 1991 (14) 4.83
-7.96% Sep 2011 Sep 2011 (1) Jan 2012 (5) 3.66
-7.74% Feb 2015 Sep 2015 (8) Apr 2016 (15) 4.66
-7.73% Aug 2016 Nov 2016 (4) Jul 2017 (12) 3.60
-7.55% Feb 1994 Feb 1995 (13) Jul 1995 (18) 2.81

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
+0.53%
-0.89%
-0.39%
-1.70%
2023
+14.28%
-7.32%
+12.80%
-6.81%
2022
-14.32%
-21.67%
-14.67%
-19.93%
2021
+6.09%
-3.26%
+12.98%
-3.70%
2020
+7.71%
-14.56%
+11.15%
-11.30%
2019
+16.72%
-2.77%
+20.49%
-0.76%
2018
-7.73%
-10.09%
-4.39%
-5.23%
2017
+16.81%
0.00%
+11.79%
-0.53%
2016
+3.45%
-4.03%
+6.97%
-7.73%
2015
+0.25%
-7.87%
-2.47%
-7.74%
2014
-0.09%
-4.31%
+9.60%
-4.12%
2013
+12.77%
-5.09%
-1.18%
-7.32%
2012
+14.95%
-7.61%
+11.20%
-4.70%
2011
-3.94%
-13.28%
+4.97%
-7.96%
2010
+8.42%
-7.69%
+19.36%
-3.86%
2009
+22.61%
-13.44%
+22.95%
-12.23%
2008
-25.33%
-29.87%
-16.28%
-24.88%
2007
+8.69%
-3.28%
+8.25%
-4.55%
2006
+16.94%
-2.26%
+20.89%
-2.23%
2005
+10.15%
-2.01%
+11.20%
-3.43%
2004
+14.59%
-2.01%
+13.91%
-7.35%
2003
+24.77%
-4.07%
+23.98%
-1.74%
2002
-5.65%
-12.16%
+4.97%
-6.80%
2001
-8.83%
-13.08%
+1.95%
-4.37%
2000
-4.89%
-7.85%
+4.65%
-3.12%
1999
+22.89%
-3.20%
+7.25%
-3.69%
1998
+16.75%
-6.93%
+2.17%
-10.47%
1997
-2.77%
-7.06%
+5.23%
-3.45%
1996
+4.67%
-1.39%
+12.19%
-0.80%
1995
+10.88%
-4.80%
+13.03%
-1.18%
1994
+2.94%
-3.27%
-3.18%
-6.45%
1993
+24.52%
-6.35%
+19.45%
-2.71%
1992
-4.11%
-8.78%
+3.34%
-3.05%
1991
+14.26%
-5.21%
+19.75%
-1.89%
1990
-11.99%
-18.51%
-4.94%
-8.47%
1989
+12.15%
-3.14%
+13.95%
-0.81%
1988
+18.91%
-5.35%
+7.03%
-1.66%
1987
+19.68%
-8.82%
+6.79%
-9.04%
1986
+44.57%
-5.90%
+21.19%
-0.55%
1985
+43.60%
-0.36%
+21.48%
-1.50%