Marc Faber Portfolio: ETF allocation and returns

Data Source: from January 1976 to November 2023 (~48 years)
Consolidated Returns as of 30 November 2023
Live Update: Dec 01 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
1.43%
1 Day
Dec 01 2023
1.43%
Current Month
December 2023

The Marc Faber Portfolio is a High Risk portfolio and can be implemented with 6 ETFs.

It's exposed for 50% on the Stock Market and for 25% on Commodities.

In the last 30 Years, the Marc Faber Portfolio obtained a 7.22% compound annual return, with a 9.65% standard deviation.

Table of contents

Asset Allocation and ETFs

The Marc Faber Portfolio has the following asset allocation:

50% Stocks
25% Fixed Income
25% Commodities

The Marc Faber Portfolio can be implemented with the following ETFs:

Weight (%) Ticker Currency ETF Name Investment Themes
25.00
VNQ
USD Vanguard Real Estate Real Estate, U.S.
13.00
VV
USD Vanguard Large-Cap Equity, U.S., Large Cap
8.00
VEA
USD Vanguard FTSE Developed Markets Equity, EAFE, Large Cap
4.00
EEM
USD iShares MSCI Emerging Markets Equity, Emerging Markets, Large Cap
25.00
BND
USD Vanguard Total Bond Market Bond, U.S., All-Term
25.00
GLD
USD SPDR Gold Trust Commodity, Gold

Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

Portfolio and ETF Returns as of Nov 30, 2023

The Marc Faber Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming: December 2023 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
MARC FABER PORTFOLIO
Consolidated returns as of 30 November 2023
Live Update: Dec 01 2023
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Nov 30, 2023
  1 Day Time ET(*) Dec 2023 1M 6M 1Y 5Y 10Y 30Y MAX
(~48Y)
Marc Faber Portfolio 1.43 1.43 6.88 3.79 6.11 6.36 5.43 7.22 9.33
US Inflation Adjusted return 6.88 2.60 2.68 2.20 2.54 4.59 5.49
Components
VNQ
USD Vanguard Real Estate 2.46 Dec 01 2023 2.46 12.08 4.30 -2.99 3.66 6.41 8.34 11.72
VV
USD Vanguard Large-Cap 0.60 Dec 01 2023 0.60 9.48 10.62 14.57 12.47 11.69 10.07 11.45
VEA
USD Vanguard FTSE Developed Markets 1.02 Dec 01 2023 1.02 8.81 4.66 9.27 6.03 4.14 5.23 8.45
EEM
USD iShares MSCI Emerging Markets 0.43 Dec 01 2023 0.43 7.79 4.40 2.42 1.46 1.42 4.65 7.38
BND
USD Vanguard Total Bond Market 0.82 Dec 01 2023 0.82 4.54 -0.60 0.97 0.72 1.33 4.12 6.31
GLD
USD SPDR Gold Trust 1.73 Dec 01 2023 1.73 2.53 3.53 14.53 10.31 4.57 5.55 5.56
Returns over 1 year are annualized | Available data source: since Jan 1976
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Oct 2023. Waiting for updates, inflation of Nov 2023 is set to 0%. Current inflation (annualized) is 1Y: 3.35% , 5Y: 4.07% , 10Y: 2.82% , 30Y: 2.52%

In 2022, the Marc Faber Portfolio granted a 1.71% dividend yield. If you are interested in getting periodic income, please refer to the Marc Faber Portfolio: Dividend Yield page.

Capital Growth as of Nov 30, 2023

An investment of 1$, since December 1993, now would be worth 8.10$, with a total return of 710.33% (7.22% annualized).

The Inflation Adjusted Capital now would be 3.84$, with a net total return of 284.00% (4.59% annualized).
An investment of 1$, since January 1976, now would be worth 71.77$, with a total return of 7077.18% (9.33% annualized).

The Inflation Adjusted Capital now would be 12.95$, with a net total return of 1194.67% (5.49% annualized).

Portfolio Metrics as of Nov 30, 2023

Metrics of Marc Faber Portfolio, updated as of 30 November 2023.

Metrics are calculated based on monthly returns, assuming:
MARC FABER PORTFOLIO
Advanced Metrics
Data Source: 1 January 1976 - 30 November 2023 (~48 years)
Swipe left to see all data
Metrics as of Nov 30, 2023
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~48Y)
Investment Return (%) 6.88 1.79 3.79 6.11 2.56 6.36 5.43 7.37 7.22 9.33
Infl. Adjusted Return (%) details 6.88 1.57 2.60 2.68 -3.00 2.20 2.54 4.66 4.59 5.49
US Inflation (%) 0.00 0.21 1.17 3.35 5.74 4.07 2.82 2.59 2.52 3.64
Waiting for updates, inflation of Nov 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -6.81 -19.93 -19.93 -19.93 -28.82 -28.82 -28.82
Start to Recovery (# months) details 4* 23* 23* 23* 22 22 22
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2008 06 2008 06 2008 06
Start to Bottom (# months) 3 9 9 9 9 9 9
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 1 14 14 14 13 13 13
End (yyyy mm) - - - - 2010 03 2010 03 2010 03
Longest Drawdown Depth (%) -4.45
same as
deepest

same as
deepest

same as
deepest
-19.93 -19.93 -19.93
Start to Recovery (# months) details 6 23* 23* 23*
Start (yyyy mm) 2023 02 2022 01 2022 01 2022 01 2022 01 2022 01 2022 01
Start to Bottom (# months) 1 9 9 9 9 9 9
Bottom (yyyy mm) 2023 02 2022 09 2022 09 2022 09 2022 09 2022 09 2022 09
Bottom to End (# months) 5 14 14 14 14 14 14
End (yyyy mm) 2023 07 - - - - - -
Longest negative period (# months) details 11 34 34 34 41 41 41
Period Start (yyyy mm) 2022 12 2021 01 2021 01 2021 01 2005 10 2005 10 2005 10
Period End (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2009 02 2009 02 2009 02
Annualized Return (%) -0.79 -1.00 -1.00 -1.00 -0.01 -0.01 -0.01
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -8.20 -24.79 -24.79 -24.79 -29.75 -29.75 -29.75
Start to Recovery (# months) details 10* 23* 23* 23* 30 30 30
Start (yyyy mm) 2023 02 2022 01 2022 01 2022 01 2007 11 2007 11 2007 11
Start to Bottom (# months) 9 9 9 9 16 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 1 14 14 14 14 14 14
End (yyyy mm) - - - - 2010 04 2010 04 2010 04
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
-26.77
Start to Recovery (# months) details 39
Start (yyyy mm) 2023 02 2022 01 2022 01 2022 01 2007 11 2007 11 1980 02
Start to Bottom (# months) 9 9 9 9 16 16 29
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 1982 06
Bottom to End (# months) 1 14 14 14 14 14 10
End (yyyy mm) - - - - 2010 04 2010 04 1983 04
Longest negative period (# months) details 11 36* 55 75 75 75 75
Period Start (yyyy mm) 2022 12 2020 12 2019 04 2016 08 2016 08 2016 08 2016 08
Period End (yyyy mm) 2023 10 2023 11 2023 10 2022 10 2022 10 2022 10 2022 10
Annualized Return (%) -4.29 -3.00 -0.14 -0.18 -0.18 -0.18 -0.18
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 12.63 12.22 11.87 9.66 10.83 9.65 9.61
Sharpe Ratio 0.10 0.05 0.39 0.45 0.56 0.52 0.56
Sortino Ratio 0.15 0.07 0.54 0.63 0.74 0.68 0.75
Ulcer Index 3.17 9.13 7.34 5.70 6.35 5.40 4.87
Ratio: Return / Standard Deviation 0.48 0.21 0.54 0.56 0.68 0.75 0.97
Ratio: Return / Deepest Drawdown 0.90 0.13 0.32 0.27 0.26 0.25 0.32
% Positive Months details 50% 50% 58% 57% 60% 62% 65%
Positive Months 6 18 35 69 145 224 376
Negative Months 6 18 25 51 95 136 199
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 5.43 9.89 11.86 16.86
Worst 10 Years Return (%) - Annualized 3.88 3.88 3.88
Best 10 Years Return (%) - Annualized 2.54 7.75 9.27 9.53
Worst 10 Years Return (%) - Annualized 1.32 1.32 1.32
ROLLING PERIOD RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 42.34 23.08 17.27 11.86 9.06 7.22
Worst Rolling Return (%) - Annualized -27.56 -3.16 2.82 3.88 7.14
% Positive Periods 85% 98% 100% 100% 100% 100%
Best Rolling Return (%) - Annualized 39.12 20.23 13.98 9.27 6.67 4.59
Worst Rolling Return (%) - Annualized -27.73 -5.24 -0.26 1.32 4.45
% Positive Periods 77% 92% 99% 100% 100% 100%
Over all the available data source (Jan 1976 - Nov 2023)
Best Rolling Return (%) - Annualized 54.30 27.82 21.14 16.86 12.20 11.24
Worst Rolling Return (%) - Annualized -27.56 -3.16 2.82 3.88 6.91 6.89
% Positive Periods 86% 99% 100% 100% 100% 100%
Best Rolling Return (%) - Annualized 39.12 20.23 16.41 9.53 6.69 7.05
Worst Rolling Return (%) - Annualized -27.73 -5.24 -0.26 1.32 3.97 4.26
% Positive Periods 76% 92% 99% 100% 100% 100%
WITHDRAWAL RATES (WR)
1Y 3Y 5Y 10Y 20Y 30Y MAX
Safe WR (%) 33.18 22.90 11.92 8.77 6.28 7.52
Perpetual WR (%) 0.00 2.15 2.48 4.46 4.39 5.20
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed
  • Standard Deviation: it's a measure of the dispersion of returns around the mean
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation)
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
  • Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
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Portfolio Components Correlation

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 30 November 2023
Swipe left to see all data
Asset
VNQ
VV
VEA
EEM
BND
GLD
VNQ
-
0.91
0.95
0.87
0.83
0.33
VV
0.91
-
0.90
0.85
0.81
0.30
VEA
0.95
0.90
-
0.93
0.88
0.41
EEM
0.87
0.85
0.93
-
0.82
0.48
BND
0.83
0.81
0.88
0.82
-
0.60
GLD
0.33
0.30
0.41
0.48
0.60
-
Asset
VNQ
VV
VEA
EEM
BND
GLD
VNQ
-
0.87
0.84
0.68
0.56
0.26
VV
0.87
-
0.91
0.73
0.49
0.22
VEA
0.84
0.91
-
0.86
0.53
0.27
EEM
0.68
0.73
0.86
-
0.52
0.35
BND
0.56
0.49
0.53
0.52
-
0.49
GLD
0.26
0.22
0.27
0.35
0.49
-
Asset
VNQ
VV
VEA
EEM
BND
GLD
VNQ
-
0.74
0.69
0.54
0.57
0.20
VV
0.74
-
0.88
0.70
0.38
0.10
VEA
0.69
0.88
-
0.83
0.42
0.17
EEM
0.54
0.70
0.83
-
0.41
0.29
BND
0.57
0.38
0.42
0.41
-
0.47
GLD
0.20
0.10
0.17
0.29
0.47
-
Asset
VNQ
VV
VEA
EEM
BND
GLD
VNQ
-
0.62
0.61
0.52
0.31
0.14
VV
0.62
-
0.84
0.73
0.17
0.04
VEA
0.61
0.84
-
0.81
0.17
0.18
EEM
0.52
0.73
0.81
-
0.15
0.27
BND
0.31
0.17
0.17
0.15
-
0.30
GLD
0.14
0.04
0.18
0.27
0.30
-
Asset
VNQ
VV
VEA
EEM
BND
GLD
VNQ
-
0.61
0.55
0.50
0.25
0.10
VV
0.61
-
0.76
0.71
0.24
0.03
VEA
0.55
0.76
-
0.69
0.20
0.15
EEM
0.50
0.71
0.69
-
0.18
0.12
BND
0.25
0.24
0.20
0.18
-
0.12
GLD
0.10
0.03
0.15
0.12
0.12
-

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

MARC FABER PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1976 - 30 November 2023 (~48 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-28.82% Jun 2008 Feb 2009 9 Mar 2010 13 22 15.08
-19.93% Jan 2022 Sep 2022 9 in progress 14 23 11.30
-11.30% Feb 2020 Mar 2020 2 Jul 2020 4 6 4.97
-10.47% May 1998 Aug 1998 4 Apr 1999 8 12 4.24
-7.96% Sep 2011 Sep 2011 1 Jan 2012 4 5 3.66
-7.74% Feb 2015 Sep 2015 8 Apr 2016 7 15 4.66
-7.73% Aug 2016 Nov 2016 4 Jul 2017 8 12 3.60
-7.35% Apr 2004 Apr 2004 1 Sep 2004 5 6 4.13
-7.32% May 2013 Jun 2013 2 Feb 2014 8 10 4.24
-6.80% Jun 2002 Oct 2002 5 May 2003 7 12 3.88
-6.45% Feb 1994 Nov 1994 10 May 1995 6 16 3.79
-5.23% Feb 2018 Dec 2018 11 Jan 2019 1 12 3.03
-4.70% May 2012 May 2012 1 Aug 2012 3 4 2.22
-4.55% Jun 2007 Jul 2007 2 Sep 2007 2 4 2.63
-4.37% Feb 2001 Mar 2001 2 Jun 2001 3 5 2.13
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-29.75% Nov 2007 Feb 2009 16 Apr 2010 14 30 14.36
-24.79% Jan 2022 Sep 2022 9 in progress 14 23 16.97
-11.35% Feb 2020 Mar 2020 2 Jul 2020 4 6 4.89
-10.97% May 1998 Aug 1998 4 Dec 1999 16 20 4.24
-9.38% Feb 2015 Sep 2015 8 Jun 2016 9 17 5.66
-8.64% Feb 1994 Nov 1994 10 Nov 1995 12 22 4.92
-8.20% May 2011 Sep 2011 5 Jan 2012 4 9 2.99
-8.00% Aug 2016 Nov 2016 4 Aug 2017 9 13 4.01
-7.70% May 2013 Jun 2013 2 Jun 2014 12 14 3.96
-7.64% Apr 2004 Apr 2004 1 Oct 2004 6 7 4.46
-7.57% Jun 2002 Oct 2002 5 May 2003 7 12 4.67
-6.81% Feb 2018 Oct 2018 9 Mar 2019 5 14 3.96
-6.02% Feb 2007 Jul 2007 6 Sep 2007 2 8 2.89
-5.53% Sep 2000 Mar 2001 7 Feb 2002 11 18 2.55
-4.58% May 2012 May 2012 1 Jul 2012 2 3 2.38
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-28.82% Jun 2008 Feb 2009 9 Mar 2010 13 22 15.08
-19.93% Jan 2022 Sep 2022 9 in progress 14 23 11.30
-16.06% Dec 1980 Jun 1982 19 Oct 1982 4 23 9.14
-13.66% Feb 1980 Mar 1980 2 Jun 1980 3 5 7.25
-11.30% Feb 2020 Mar 2020 2 Jul 2020 4 6 4.97
-10.47% May 1998 Aug 1998 4 Apr 1999 8 12 4.24
-9.04% Sep 1987 Oct 1987 2 Jan 1989 15 17 3.76
-8.47% Jan 1990 Oct 1990 10 Feb 1991 4 14 4.83
-7.96% Sep 2011 Sep 2011 1 Jan 2012 4 5 3.66
-7.74% Feb 2015 Sep 2015 8 Apr 2016 7 15 4.66
-7.73% Aug 2016 Nov 2016 4 Jul 2017 8 12 3.60
-7.35% Apr 2004 Apr 2004 1 Sep 2004 5 6 4.13
-7.32% May 2013 Jun 2013 2 Feb 2014 8 10 4.24
-6.80% Jun 2002 Oct 2002 5 May 2003 7 12 3.88
-6.67% Oct 1979 Oct 1979 1 Dec 1979 2 3 3.41
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-29.75% Nov 2007 Feb 2009 16 Apr 2010 14 30 14.36
-26.77% Feb 1980 Jun 1982 29 Apr 1983 10 39 13.85
-24.79% Jan 2022 Sep 2022 9 in progress 14 23 16.97
-13.54% Jan 1990 Oct 1990 10 Dec 1991 14 24 6.66
-11.35% Feb 2020 Mar 2020 2 Jul 2020 4 6 4.89
-10.97% May 1998 Aug 1998 4 Dec 1999 16 20 4.24
-10.11% Aug 1987 Oct 1987 3 Sep 1989 23 26 5.35
-9.38% Feb 2015 Sep 2015 8 Jun 2016 9 17 5.66
-8.64% Feb 1994 Nov 1994 10 Nov 1995 12 22 4.92
-8.20% May 2011 Sep 2011 5 Jan 2012 4 9 2.99
-8.00% Aug 2016 Nov 2016 4 Aug 2017 9 13 4.01
-7.70% May 2013 Jun 2013 2 Jun 2014 12 14 3.96
-7.64% Apr 2004 Apr 2004 1 Oct 2004 6 7 4.46
-7.57% Jun 2002 Oct 2002 5 May 2003 7 12 4.67
-7.41% Oct 1979 Oct 1979 1 Dec 1979 2 3 4.01

Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

MARC FABER PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1976 - 30 November 2023 (~48 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -27.56 03/2008
02/2009
0.72$ 0.21 1.00$ 7.24 1.07$ 17.09 1.17$ 42.34 04/2009
03/2010
1.42$ 6.11 14.04%
2Y -12.17 03/2007
02/2009
0.77$ 2.54 1.05$ 6.58 1.13$ 14.57 1.31$ 31.23 03/2009
02/2011
1.72$ -1.96 7.72%
3Y -3.16 04/2006
03/2009
0.90$ 3.80 1.11$ 6.26 1.19$ 13.75 1.47$ 23.08 03/2009
02/2012
1.86$ 2.56 1.23%
5Y 2.82 10/1997
09/2002
1.14$ 4.63 1.25$ 7.37 1.42$ 10.93 1.67$ 17.27 11/2002
10/2007
2.21$ 6.36 0.00%
7Y 3.58 04/2013
03/2020
1.27$ 5.46 1.45$ 7.01 1.60$ 10.98 2.07$ 12.89 11/2000
10/2007
2.33$ 6.01 0.00%
10Y 3.88 10/2012
09/2022
1.46$ 6.05 1.79$ 8.29 2.21$ 10.02 2.59$ 11.86 10/2002
09/2012
3.06$ 5.43 0.00%
15Y 4.95 11/2007
10/2022
2.06$ 6.92 2.72$ 8.61 3.45$ 9.10 3.69$ 9.44 05/1996
04/2011
3.87$ 7.85 0.00%
20Y 7.14 11/2003
10/2023
3.97$ 7.68 4.39$ 8.11 4.75$ 8.60 5.20$ 9.06 11/2001
10/2021
5.66$ 7.37 0.00%
30Y 7.22 12/1993
11/2023
8.10$ 7.22 8.10$ 7.22 8.10$ 7.22 8.10$ 7.22 12/1993
11/2023
8.10$ 7.22 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -27.73 03/2008
02/2009
0.72$ -1.58 0.98$ 4.63 1.04$ 13.99 1.13$ 39.12 04/2009
03/2010
1.39$ 2.68 22.92%
2Y -13.99 03/2007
02/2009
0.73$ 0.45 1.00$ 4.32 1.08$ 11.29 1.23$ 28.50 03/2009
02/2011
1.65$ -6.82 12.17%
3Y -5.24 03/2006
02/2009
0.85$ 1.32 1.03$ 4.15 1.12$ 10.67 1.35$ 20.23 03/2009
02/2012
1.73$ -3.00 8.00%
5Y -0.26 10/2017
09/2022
0.98$ 2.55 1.13$ 4.94 1.27$ 8.38 1.49$ 13.98 11/2002
10/2007
1.92$ 2.20 0.66%
7Y 0.56 10/2016
09/2023
1.03$ 3.05 1.23$ 5.06 1.41$ 8.25 1.74$ 9.98 11/2000
10/2007
1.94$ 2.40 0.00%
10Y 1.32 10/2012
09/2022
1.14$ 4.12 1.49$ 5.90 1.77$ 7.39 2.03$ 9.27 04/2003
03/2013
2.42$ 2.54 0.00%
15Y 2.49 11/2007
10/2022
1.44$ 4.41 1.91$ 6.12 2.43$ 6.63 2.61$ 7.13 08/2001
07/2016
2.81$ 5.22 0.00%
20Y 4.45 11/2003
10/2023
2.38$ 5.35 2.83$ 5.72 3.04$ 6.25 3.35$ 6.67 11/2001
10/2021
3.63$ 4.66 0.00%
30Y 4.59 12/1993
11/2023
3.84$ 4.59 3.84$ 4.59 3.84$ 4.59 3.84$ 4.59 12/1993
11/2023
3.84$ 4.59 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -27.56 03/2008
02/2009
0.72$ 0.40 1.00$ 8.83 1.08$ 20.45 1.20$ 54.30 02/1979
01/1980
1.54$ 6.11 13.65%
2Y -12.17 03/2007
02/2009
0.77$ 3.18 1.06$ 8.44 1.17$ 16.98 1.36$ 36.20 02/1978
01/1980
1.85$ -1.96 5.98%
3Y -3.16 04/2006
03/2009
0.90$ 4.31 1.13$ 8.07 1.26$ 15.75 1.55$ 27.82 02/1977
01/1980
2.08$ 2.56 0.74%
5Y 2.82 10/1997
09/2002
1.14$ 5.29 1.29$ 8.48 1.50$ 13.78 1.90$ 21.14 01/1976
12/1980
2.60$ 6.36 0.00%
7Y 3.58 04/2013
03/2020
1.27$ 6.04 1.50$ 8.50 1.77$ 12.38 2.26$ 17.17 06/1976
05/1983
3.03$ 6.01 0.00%
10Y 3.88 10/2012
09/2022
1.46$ 6.43 1.86$ 8.63 2.28$ 11.44 2.95$ 16.86 09/1976
08/1986
4.74$ 5.43 0.00%
15Y 4.95 11/2007
10/2022
2.06$ 7.20 2.83$ 8.86 3.57$ 10.31 4.35$ 13.37 06/1976
05/1991
6.57$ 7.85 0.00%
20Y 6.91 03/1989
02/2009
3.80$ 7.90 4.57$ 8.64 5.24$ 9.50 6.13$ 12.20 01/1976
12/1995
10.00$ 7.37 0.00%
30Y 6.89 11/1993
10/2023
7.37$ 7.75 9.39$ 8.89 12.86$ 10.33 19.09$ 11.24 09/1976
08/2006
24.43$ 7.22 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -27.73 03/2008
02/2009
0.72$ -2.20 0.97$ 5.24 1.05$ 15.55 1.15$ 39.12 04/2009
03/2010
1.39$ 2.68 23.40%
2Y -13.99 03/2007
02/2009
0.73$ 0.29 1.00$ 5.40 1.11$ 11.93 1.25$ 28.50 03/2009
02/2011
1.65$ -6.82 13.41%
3Y -5.24 03/2006
02/2009
0.85$ 1.39 1.04$ 4.65 1.14$ 11.22 1.37$ 20.23 03/2009
02/2012
1.73$ -3.00 7.96%
5Y -0.26 10/2017
09/2022
0.98$ 2.76 1.14$ 5.34 1.29$ 8.77 1.52$ 16.41 08/1982
07/1987
2.13$ 2.20 0.39%
7Y 0.56 10/2016
09/2023
1.03$ 3.45 1.26$ 5.41 1.44$ 8.19 1.73$ 11.35 08/1982
07/1989
2.12$ 2.40 0.00%
10Y 1.32 10/2012
09/2022
1.14$ 4.00 1.47$ 5.71 1.74$ 7.70 2.09$ 9.53 09/1976
08/1986
2.48$ 2.54 0.00%
15Y 2.49 11/2007
10/2022
1.44$ 4.37 1.89$ 6.04 2.41$ 6.70 2.64$ 7.97 08/1982
07/1997
3.15$ 5.22 0.00%
20Y 3.97 03/1989
02/2009
2.17$ 5.17 2.73$ 5.72 3.04$ 6.39 3.44$ 6.69 11/1990
10/2010
3.65$ 4.66 0.00%
30Y 4.26 11/1993
10/2023
3.49$ 5.06 4.39$ 5.71 5.28$ 6.49 6.58$ 7.05 07/1982
06/2012
7.72$ 4.59 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Marc Faber Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Marc Faber Portfolio?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.82
60%
-1.59
20%
-0.18
80%
1.64
80%
0.09
40%
0.73
60%
2.70
100%
-0.14
60%
-3.60
20%
1.03
60%
3.05
60%
1.34
60%
Best 6.8
2023
0.6
2019
2.9
2023
7.0
2020
2.4
2020
4.2
2019
5.5
2020
3.0
2019
0.1
2019
3.7
2021
6.9
2023
4.5
2021
Worst -4.1
2022
-4.4
2023
-8.3
2020
-4.5
2022
-1.9
2023
-4.5
2022
0.4
2019
-3.9
2022
-7.2
2022
-1.5
2020
-1.4
2021
-2.2
2018
Monthly Seasonality over the period Feb 1976 - Nov 2023
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.69
70%
-0.38
40%
0.31
60%
1.07
70%
0.13
50%
0.82
60%
1.72
90%
-0.15
60%
-2.38
10%
0.62
60%
1.42
60%
0.89
60%
Best 6.8
2023
4.2
2014
4.3
2016
7.0
2020
2.4
2020
4.7
2016
5.5
2020
3.0
2019
0.1
2019
3.8
2015
6.9
2023
4.5
2021
Worst -4.1
2022
-4.4
2023
-8.3
2020
-4.5
2022
-1.9
2023
-4.5
2022
-1.3
2014
-3.9
2022
-7.2
2022
-2.9
2016
-3.2
2016
-2.2
2018
Monthly Seasonality over the period Feb 1976 - Nov 2023
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.28
67%
0.08
54%
0.56
60%
1.30
81%
0.44
58%
0.57
63%
1.13
71%
0.62
71%
0.34
56%
0.16
54%
1.25
71%
1.70
79%
Best 9.6
1980
4.2
2014
5.0
1986
7.8
2009
5.9
2009
8.4
1980
5.8
2009
9.7
1982
6.6
1979
8.1
1982
6.9
2023
9.4
1979
Worst -6.1
2009
-6.6
2009
-11.8
1980
-7.3
2004
-4.7
2012
-4.5
2022
-4.4
2002
-7.1
1998
-8.0
2011
-17.5
2008
-4.6
1978
-2.5
1981
Monthly Seasonality over the period Feb 1976 - Nov 2023

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Marc Faber Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

MARC FABER PORTFOLIO
Monthly Returns Distribution
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1976 - 30 November 2023 (~48 years)
224 Positive Months (62%) - 136 Negative Months (38%)
376 Positive Months (65%) - 199 Negative Months (35%)
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(Scroll down to see all data)
Investment Returns, up to December 2007, are simulated.
They have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.

In particular, the series derived from equivalent datasets are:
  • VNQ - Vanguard Real Estate, up to December 2004
  • VV - Vanguard Large-Cap, up to December 2004
  • VEA - Vanguard FTSE Developed Markets, up to December 2007
  • EEM - iShares MSCI Emerging Markets, up to December 2003
  • BND - Vanguard Total Bond Market, up to December 2007
  • GLD - SPDR Gold Trust, up to December 2004

Portfolio efficiency

The following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.

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30 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Couch Potato Scott Burns +7.83 8.76 -27.04 50 50 0
Stocks/Bonds 40/60 Momentum +7.75 6.99 -21.11 40 60 0
Golden Butterfly Tyler +7.46 7.68 -17.79 40 40 20
Marc Faber Portfolio Marc Faber +7.22 9.65 -28.82 50 25 25

Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and High Risk categorization.

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30 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 60/40 Momentum +9.34 9.56 -32.52 60 40 0
Simple Path to Wealth JL Collins +8.78 11.75 -38.53 75 25 0
Aim Bold Strategy Aim Ways +8.24 9.93 -30.09 45 40 15
Late Sixties and Beyond Burton Malkiel +8.13 11.69 -41.80 71 29 0
Talmud Portfolio Roger Gibson +8.01 10.81 -40.17 66.7 33.3 0
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