Developed World ex-US Stocks vs Marc Faber Portfolio Comparison

Last Update: 29 February 2024

The Developed World ex-US Stocks Portfolio obtained a 4.92% compound annual return, with a 16.50% 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 Stocks Portfolio Marc Faber Portfolio
Portfolio Risk Very High High
Asset Allocation Stocks 100% 50%
Fixed Income 0% 25%
Commodities 0% 25%
30 Years Stats Return +4.92% +7.25%
Std Dev 16.50% 9.66%
Max Drawdown -57.00% -28.82%
All time Stats
(Since Jan 1976)
Return +8.56% +9.37%
Std Dev 17.02% 9.61%
Max Drawdown -57.00% -28.82%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1976

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1M 6M 1Y 5Y 10Y 30Y MAX
Developed World ex-US Stocks Portfolio +2.74 +8.53 +13.89 +6.75 +4.64 +4.92 +8.56
Marc Faber Portfolio +1.33 +6.13 +10.11 +6.35 +5.34 +7.25 +9.37
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Developed World ex-US Stocks Portfolio: an investment of 1$, since March 1994, now would be worth 4.23$, with a total return of 322.51% (4.92% 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 Stocks Portfolio: an investment of 1$, since January 1976, now would be worth 52.33$, with a total return of 5132.71% (8.56% annualized).

Marc Faber Portfolio: an investment of 1$, since January 1976, now would be worth 74.83$, with a total return of 7383.17% (9.37% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Developed World ex-US Stocks Portfolio
Marc Faber Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-57.00% Nov 2007 Feb 2009 (16) May 2014 (79) 27.54
-48.19% Jan 2000 Mar 2003 (39) Sep 2005 (69) 26.73
-28.82% Jun 2008 Feb 2009 (9) Mar 2010 (22) 15.08
-28.08% Sep 2021 Sep 2022 (13) Feb 2024 (30) 11.60
-24.14% Feb 2018 Mar 2020 (26) Nov 2020 (34) 10.04
-19.93% Jan 2022 Sep 2022 (9) In progress (26) 10.76
-17.94% Jul 2014 Feb 2016 (20) Apr 2017 (34) 8.32
-14.47% Jun 1998 Sep 1998 (4) Dec 1998 (7) 7.17
-13.15% Sep 1994 Feb 1995 (6) Mar 1996 (19) 5.48
-11.30% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.97
-11.23% Aug 1997 Dec 1997 (5) Mar 1998 (8) 6.96
-10.47% May 1998 Aug 1998 (4) Apr 1999 (12) 4.24
-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
-7.32% May 2013 Jun 2013 (2) Feb 2014 (10) 4.24
-6.80% Jun 2002 Oct 2002 (5) May 2003 (12) 3.88
-5.79% May 1996 Jan 1997 (9) May 1997 (13) 3.32
-5.28% Mar 1994 Nov 1994 (9) May 1995 (15) 2.84

Drawdown comparison chart since January 1976.

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Developed World ex-US Stocks Portfolio
Marc Faber Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-57.00% Nov 2007 Feb 2009 (16) May 2014 (79) 27.54
-48.19% Jan 2000 Mar 2003 (39) Sep 2005 (69) 26.73
-31.21% Jan 1990 Sep 1990 (9) Jan 1994 (49) 20.31
-28.82% Jun 2008 Feb 2009 (9) Mar 2010 (22) 15.08
-28.08% Sep 2021 Sep 2022 (13) Feb 2024 (30) 11.60
-27.77% Dec 1980 Jul 1982 (20) Mar 1983 (28) 12.17
-24.14% Feb 2018 Mar 2020 (26) Nov 2020 (34) 10.04
-19.93% Jan 2022 Sep 2022 (9) In progress (26) 10.76
-17.94% Jul 2014 Feb 2016 (20) Apr 2017 (34) 8.32
-16.06% Dec 1980 Jun 1982 (19) Oct 1982 (23) 9.14
-14.47% Jun 1998 Sep 1998 (4) Dec 1998 (7) 7.17
-13.66% Feb 1980 Mar 1980 (2) Jun 1980 (5) 7.25
-13.46% Sep 1987 Oct 1987 (2) Mar 1988 (7) 8.36
-13.15% Sep 1994 Feb 1995 (6) Mar 1996 (19) 5.48
-11.30% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.97
-11.28% Feb 1976 Nov 1976 (10) Jun 1977 (17) 6.60
-11.23% Aug 1997 Dec 1997 (5) Mar 1998 (8) 6.96
-11.03% Feb 1980 Mar 1980 (2) Jul 1980 (6) 5.29
-10.47% May 1998 Aug 1998 (4) Apr 1999 (12) 4.24
-9.43% May 1988 Aug 1988 (4) Nov 1988 (7) 4.81

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
+1.63%
-1.09%
-0.39%
-1.70%
2023
+17.94%
-10.71%
+12.80%
-6.81%
2022
-15.36%
-27.52%
-14.67%
-19.93%
2021
+11.67%
-4.89%
+12.98%
-3.70%
2020
+9.74%
-23.99%
+11.15%
-11.30%
2019
+22.62%
-5.21%
+20.49%
-0.76%
2018
-14.75%
-18.62%
-4.39%
-5.23%
2017
+26.42%
0.00%
+11.79%
-0.53%
2016
+2.67%
-8.44%
+6.97%
-7.73%
2015
-0.38%
-12.39%
-2.47%
-7.74%
2014
-5.98%
-10.04%
+9.60%
-4.12%
2013
+21.83%
-5.66%
-1.18%
-7.32%
2012
+18.56%
-13.28%
+11.20%
-4.70%
2011
-12.30%
-23.95%
+4.97%
-7.96%
2010
+8.35%
-15.54%
+19.36%
-3.86%
2009
+27.49%
-22.68%
+22.95%
-12.23%
2008
-40.65%
-45.54%
-16.28%
-24.88%
2007
+11.15%
-6.29%
+8.25%
-4.55%
2006
+26.27%
-3.73%
+20.89%
-2.23%
2005
+13.60%
-4.72%
+11.20%
-3.43%
2004
+20.25%
-3.59%
+13.91%
-7.35%
2003
+38.67%
-8.24%
+23.98%
-1.74%
2002
-15.62%
-23.19%
+4.97%
-6.80%
2001
-21.94%
-26.63%
+1.95%
-4.37%
2000
-14.29%
-17.14%
+4.65%
-3.12%
1999
+37.96%
-4.28%
+7.25%
-3.69%
1998
+16.51%
-14.47%
+2.17%
-10.47%
1997
-1.39%
-11.23%
+5.23%
-3.45%
1996
+4.68%
-4.13%
+12.19%
-0.80%
1995
+3.98%
-8.89%
+13.03%
-1.18%
1994
+9.76%
-5.55%
-3.18%
-6.45%
1993
+29.92%
-10.94%
+19.45%
-2.71%
1992
-14.79%
-15.85%
+3.34%
-3.05%
1991
+9.48%
-9.97%
+19.75%
-1.89%
1990
-24.79%
-31.21%
-4.94%
-8.47%
1989
+12.85%
-7.94%
+13.95%
-0.81%
1988
+25.66%
-9.43%
+7.03%
-1.66%
1987
+30.48%
-13.46%
+6.79%
-9.04%
1986
+63.38%
-8.70%
+21.19%
-0.55%
1985
+56.04%
-1.19%
+21.48%
-1.50%
1984
+7.32%
-6.40%
+6.21%
-3.99%
1983
+23.61%
-3.06%
+10.11%
-3.68%
1982
-1.94%
-22.97%
+18.23%
-8.89%
1981
-2.36%
-10.87%
-5.97%
-11.09%
1980
+22.48%
-11.03%
+16.83%
-13.66%
1979
+4.69%
-8.91%
+45.44%
-6.67%
1978
+32.52%
-5.86%
+16.06%
-5.46%
1977
+17.99%
-2.80%
+12.22%
-0.63%
1976
+2.46%
-11.28%
+17.91%
-2.03%