Developed World ex-US Stocks vs Mebane Faber Ivy 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 Mebane Faber Ivy Portfolio obtained a 6.89% compound annual return, with a 11.58% standard deviation, in the last 30 Years.

Summary

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Developed World ex-US Stocks Portfolio Mebane Faber Ivy Portfolio
Portfolio Risk Very High Very High
Asset Allocation Stocks 100% 60%
Fixed Income 0% 20%
Commodities 0% 20%
30 Years Stats Return +4.92% +6.89%
Std Dev 16.50% 11.58%
Max Drawdown -57.00% -47.39%
All time Stats
(Since Jan 1970)
Return +8.21% +9.54%
Std Dev 17.13% 10.70%
Max Drawdown -57.00% -47.39%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1970

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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 +8.21
Mebane Faber Ivy Portfolio +1.98 +5.69 +10.79 +6.97 +4.65 +6.89 +9.54
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).

Mebane Faber Ivy Portfolio: an investment of 1$, since March 1994, now would be worth 7.38$, with a total return of 638.39% (6.89% annualized).

Developed World ex-US Stocks Portfolio: an investment of 1$, since January 1970, now would be worth 71.96$, with a total return of 7095.88% (8.21% annualized).

Mebane Faber Ivy Portfolio: an investment of 1$, since January 1970, now would be worth 138.88$, with a total return of 13788.23% (9.54% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Developed World ex-US Stocks Portfolio
Mebane Faber Ivy 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
-47.39% Jun 2008 Feb 2009 (9) Jan 2013 (56) 20.27
-28.08% Sep 2021 Sep 2022 (13) Feb 2024 (30) 11.60
-24.14% Feb 2018 Mar 2020 (26) Nov 2020 (34) 10.04
-21.77% Jan 2020 Mar 2020 (3) Dec 2020 (12) 10.50
-17.94% Jul 2014 Feb 2016 (20) Apr 2017 (34) 8.32
-16.46% Apr 2022 Sep 2022 (6) In progress (23) 8.29
-15.89% Jul 2014 Feb 2016 (20) Jul 2017 (37) 7.01
-14.47% Jun 1998 Sep 1998 (4) Dec 1998 (7) 7.17
-13.25% Apr 1998 Aug 1998 (5) Apr 1999 (13) 5.92
-13.15% Sep 1994 Feb 1995 (6) Mar 1996 (19) 5.48
-11.43% Feb 2001 Oct 2001 (9) May 2003 (28) 6.71
-11.23% Aug 1997 Dec 1997 (5) Mar 1998 (8) 6.96
-11.00% Oct 2018 Dec 2018 (3) Apr 2019 (7) 5.09
-6.08% Nov 2007 Jan 2008 (3) Apr 2008 (6) 3.80
-5.89% Apr 2004 Apr 2004 (1) Sep 2004 (6) 3.24
-5.79% May 1996 Jan 1997 (9) May 1997 (13) 3.32
-5.31% Mar 1994 Nov 1994 (9) Apr 1995 (14) 2.48
-4.28% May 1999 May 1999 (1) Jun 1999 (2) 2.47

Drawdown comparison chart since January 1970.

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Developed World ex-US Stocks Portfolio
Mebane Faber Ivy 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
-47.39% Jun 2008 Feb 2009 (9) Jan 2013 (56) 20.27
-41.73% Jan 1973 Sep 1974 (21) Sep 1977 (57) 16.13
-31.21% Jan 1990 Sep 1990 (9) Jan 1994 (49) 20.31
-28.08% Sep 2021 Sep 2022 (13) Feb 2024 (30) 11.60
-27.77% Dec 1980 Jul 1982 (20) Mar 1983 (28) 12.17
-27.31% Jan 1970 Jun 1970 (6) Mar 1971 (15) 15.11
-24.14% Feb 2018 Mar 2020 (26) Nov 2020 (34) 10.04
-21.77% Jan 2020 Mar 2020 (3) Dec 2020 (12) 10.50
-17.94% Jul 2014 Feb 2016 (20) Apr 2017 (34) 8.32
-16.46% Apr 2022 Sep 2022 (6) In progress (23) 8.29
-15.89% Jul 2014 Feb 2016 (20) Jul 2017 (37) 7.01
-14.47% Jun 1998 Sep 1998 (4) Dec 1998 (7) 7.17
-13.46% Sep 1987 Oct 1987 (2) Mar 1988 (7) 8.36
-13.25% Apr 1998 Aug 1998 (5) Apr 1999 (13) 5.92
-13.15% Sep 1994 Feb 1995 (6) Mar 1996 (19) 5.48
-12.61% Mar 1974 Aug 1974 (6) Mar 1975 (13) 7.33
-11.43% Feb 2001 Oct 2001 (9) May 2003 (28) 6.71
-11.40% Sep 1987 Nov 1987 (3) Jun 1988 (10) 5.94

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%
+1.70%
-0.27%
2023
+17.94%
-10.71%
+10.72%
-7.72%
2022
-15.36%
-27.52%
-10.08%
-16.46%
2021
+11.67%
-4.89%
+22.27%
-4.02%
2020
+9.74%
-23.99%
+2.25%
-21.77%
2019
+22.62%
-5.21%
+21.16%
-3.82%
2018
-14.75%
-18.62%
-7.88%
-11.00%
2017
+26.42%
0.00%
+12.20%
-0.65%
2016
+2.67%
-8.44%
+7.80%
-4.52%
2015
-0.38%
-12.39%
-7.10%
-9.47%
2014
-5.98%
-10.04%
+2.25%
-5.17%
2013
+21.83%
-5.66%
+9.20%
-3.80%
2012
+18.56%
-13.28%
+11.11%
-6.84%
2011
-12.30%
-23.95%
+0.04%
-15.74%
2010
+8.35%
-15.54%
+14.19%
-9.36%
2009
+27.49%
-22.68%
+22.28%
-18.34%
2008
-40.65%
-45.54%
-31.26%
-38.00%
2007
+11.15%
-6.29%
+8.59%
-3.39%
2006
+26.27%
-3.73%
+15.77%
-2.05%
2005
+13.60%
-4.72%
+11.34%
-3.60%
2004
+20.25%
-3.59%
+17.00%
-5.89%
2003
+38.67%
-8.24%
+28.11%
-2.13%
2002
-15.62%
-23.19%
+3.82%
-5.15%
2001
-21.94%
-26.63%
-8.45%
-11.43%
2000
-14.29%
-17.14%
+12.26%
-2.94%
1999
+37.96%
-4.28%
+17.97%
-2.78%
1998
+16.51%
-14.47%
-0.93%
-13.25%
1997
-1.39%
-11.23%
+8.87%
-3.23%
1996
+4.68%
-4.13%
+19.40%
-2.64%
1995
+3.98%
-8.89%
+18.09%
-1.03%
1994
+9.76%
-5.55%
+0.77%
-6.49%
1993
+29.92%
-10.94%
+11.51%
-5.04%
1992
-14.79%
-15.85%
+4.09%
-3.09%
1991
+9.48%
-9.97%
+17.33%
-3.31%
1990
-24.79%
-31.21%
-1.70%
-7.21%
1989
+12.85%
-7.94%
+20.35%
-1.48%
1988
+25.66%
-9.43%
+18.35%
-1.99%
1987
+30.48%
-13.46%
+10.95%
-11.40%
1986
+63.38%
-8.70%
+22.86%
-3.01%
1985
+56.04%
-1.19%
+26.65%
-0.47%
1984
+7.32%
-6.40%
+8.40%
-3.66%
1983
+23.61%
-3.06%
+19.70%
-1.57%
1982
-1.94%
-22.97%
+16.68%
-4.00%
1981
-2.36%
-10.87%
-3.14%
-8.21%
1980
+22.48%
-11.03%
+18.97%
-10.97%
1979
+4.69%
-8.91%
+21.71%
-6.97%
1978
+32.52%
-5.86%
+16.56%
-5.04%
1977
+17.99%
-2.80%
+9.30%
-1.92%
1976
+2.46%
-11.28%
+15.62%
-2.43%
1975
+35.29%
-12.20%
+15.63%
-5.46%
1974
-23.23%
-31.46%
-4.73%
-12.61%
1973
-14.99%
-16.30%
+6.86%
-6.06%
1972
+36.24%
-0.55%
+21.95%
-0.17%
1971
+29.49%
-3.82%
+16.81%
-4.23%
1970
-11.71%
-27.31%
+5.11%
-11.16%