Data Source: from January 1970 to June 2026
Consolidated Returns as of 30 June 2026

Managing the Mebane Faber Ivy Portfolio To EUR with a yearly rebalancing, you would have obtained a 7.30% compound annual return in the last 30 Years.

With a quarterly rebalancing, over the same period, the return would have been 7.65%.

How do returns and drawdowns change, implementing different rebalancing strategies?

Rebalancing Strategies

In order to keep risk under control, you should rebalance assets quotes from time to time, so to keep them at the original percentage of the asset allocation.

Portfolio Returns as of Jun 30, 2026

Implementing different rebalancing strategies, the Mebane Faber Ivy Portfolio To EUR guaranteed the following returns.

MEBANE FABER IVY PORTFOLIO TO EUR RETURNS
Period: January 1970 - June 2026
Annualized Returns
Swipe left to see all data
Return (%) and number of rebalances as of Jun 30, 2026
Rebalancing Strategy 1Y 5Y 10Y 30Y MAX
(~57Y)
No Rebalancing 24.11 (0) 8.86 (0) 7.83 (0) 7.30 (0) 9.02 (0)
Yearly Rebalancing 21.87 (1) 8.63 (5) 7.87 (10) 7.75 (30) 9.54 (57)
Half Yearly Rebalancing 21.69 (2) 8.49 (10) 7.85 (20) 7.65 (60) 9.44 (113)
Quarterly Rebalancing 22.13 (4) 8.57 (20) 7.92 (40) 7.66 (120) 9.47 (226)
5% Tolerance per asset 21.92 (0) 8.51 (2) 7.82 (4) 7.69 (20) 9.53 (37)
10% Tolerance per asset 23.12 (0) 8.77 (0) 8.20 (2) 7.96 (7) 9.73 (12)

In order to have complete information about the portfolio, please refer to the Mebane Faber Ivy Portfolio To EUR: ETF allocation and returns page.

Performances as of Jun 30, 2026

Historical returns and stats of Mebane Faber Ivy Portfolio To EUR, after implementing different rebalancing strategies.

MEBANE FABER IVY PORTFOLIO TO EUR PERFORMANCES
Period: January 1970 - June 2026
Swipe left to see all data
Standard Deviation
Max Drawdown (%)
Rebalancing Strategy Return % Std Dev(%) Ret. / Std Dev MaxDD(%) Ret. / MaxDD
No Rebalancing 9.02 (0) 12.91 0.70 -43.27 0.21
Yearly Rebalancing 9.54 (57) 12.00 0.79 -36.66 0.26
Half Yearly Rebalancing 9.44 (113) 11.97 0.79 -35.39 0.27
Quarterly Rebalancing 9.47 (226) 12.00 0.79 -36.57 0.26
5% Tolerance per asset 9.53 (37) 12.05 0.79 -36.86 0.26
10% Tolerance per asset 9.73 (12) 12.16 0.80 -36.25 0.27
(*) Since Jan 1970 (~57 yrs) | Annualized Returns (and number of rebalances)

Drawdowns as of Jun 30, 2026

Historical Drawdowns of Mebane Faber Ivy Portfolio To EUR, after implementing different rebalancing strategies.

MEBANE FABER IVY PORTFOLIO TO EUR DRAWDOWNS
Period: January 1970 - June 2026
Swipe left to see all data
Rebalancing
Tolerance per asset
No Rebalancing Yearly Half Yearly Quarterly 5% 10%
-43.27
Feb 2007 - Feb 2012
-36.66
Jun 2007 - Dec 2010
-35.39
Jun 2007 - Nov 2010
-36.57
Jun 2007 - Nov 2010
-36.86
Jun 2007 - Dec 2010
-36.25
Jun 2007 - Nov 2010
-28.11
Nov 2000 - May 2005
-25.17
Nov 2000 - May 2005
-26.90
Nov 2000 - Jun 2005
-27.00
Nov 2000 - Jun 2005
-26.11
Nov 2000 - May 2005
-27.66
Nov 2000 - Jun 2005
-23.78
Aug 1987 - Jul 1988
-23.96
Sep 1989 - May 1991
-24.19
Sep 1989 - May 1991
-23.84
Sep 1989 - May 1991
-24.78
Sep 1989 - May 1991
-23.91
Aug 1987 - Jul 1988
-21.48
Feb 2020 - Mar 2021
-23.60
Aug 1987 - Jul 1988
-23.03
Aug 1987 - Jul 1988
-22.71
Aug 1987 - Jul 1988
-23.33
Aug 1987 - Jul 1988
-23.84
Sep 1989 - May 1991
-21.38
Sep 1989 - May 1991
-18.05
Feb 1974 - Aug 1975
-18.90
Feb 1974 - Aug 1975
-18.32
Feb 1974 - Aug 1975
-18.29
Feb 1974 - Aug 1975
-17.56
Feb 1974 - Aug 1975
5 Worst Drawdowns - Average
-27.61 -25.49 -25.68 -25.69 -25.87 -25.84
10 Worst Drawdowns - Average
-22.56 -20.65 -20.76 -20.84 -20.85 -20.68

For a deeper insight, please refer to the Mebane Faber Ivy Portfolio To EUR: ETF allocation and returns page.