Mebane Faber Ivy Portfolio: ETF allocation and returns

Data Source: from January 1970 to January 2024 (~54 years)
Consolidated Returns as of 31 January 2024
Live Update: Feb 27 2024, 03:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.24%
1 Day
Feb 27 2024, 03:00PM Eastern Time
1.68%
Current Month
February 2024

The Mebane Faber Ivy Portfolio is a Very High Risk portfolio and can be implemented with 5 ETFs.

It's exposed for 60% on the Stock Market and for 20% on Commodities.

In the last 30 Years, the Mebane Faber Ivy Portfolio obtained a 6.78% compound annual return, with a 11.58% standard deviation.

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Asset Allocation and ETFs

The Mebane Faber Ivy Portfolio has the following asset allocation:

60% Stocks
20% Fixed Income
20% Commodities

The Mebane Faber Ivy Portfolio can be implemented with the following ETFs:

Weight (%) Ticker Currency ETF Name Investment Themes
20.00
VTI
USD Vanguard Total Stock Market Equity, U.S., Large Cap
20.00
VEU
USD Vanguard FTSE All-World ex-US Equity, Global ex-US, Large Cap
20.00
VNQ
USD Vanguard Real Estate Real Estate, U.S.
20.00
BND
USD Vanguard Total Bond Market Bond, U.S., All-Term
20.00
GSG
USD iShares S&P GSCI Commodity Indexed Trust Commodity, Broad Diversified

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 Jan 31, 2024

The Mebane Faber Ivy Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming: February 2024 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
MEBANE FABER IVY PORTFOLIO
Consolidated returns as of 31 January 2024
Live Update: Feb 27 2024, 03:00PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Jan 31, 2024
  1 Day Time ET(*) Feb 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~54Y)
Mebane Faber Ivy Portfolio 0.24 1.68 -0.27 1.51 4.31 6.95 4.87 6.78 9.51
US Inflation Adjusted return -0.58 -0.14 1.17 2.68 2.03 4.14 5.33
Components
VTI
USD Vanguard Total Stock Market 0.24 03:00PM, Feb 27 2024 4.99 1.12 5.88 19.21 13.44 11.92 9.95 10.59
VEU
USD Vanguard FTSE All-World ex-US 0.16 02:59PM, Feb 27 2024 3.71 -1.66 -0.15 4.82 5.56 4.55 4.70 8.07
VNQ
USD Vanguard Real Estate 0.10 03:00PM, Feb 27 2024 0.08 -5.06 0.56 -3.87 3.85 6.36 8.40 10.32
BND
USD Vanguard Total Bond Market -0.14 02:59PM, Feb 27 2024 -1.73 -0.16 3.11 1.86 0.79 1.57 4.18 6.51
GSG
USD iShares S&P GSCI Commodity Indexed Trust 0.83 02:55PM, Feb 27 2024 1.36 4.39 -3.06 -1.27 6.63 -3.99 1.66 6.82
Returns over 1 year are annualized | Available data source: since Jan 1970
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Current inflation (annualized) is 1Y: 3.11% , 5Y: 4.16% , 10Y: 2.79% , 30Y: 2.53%

In 2023, the Mebane Faber Ivy Portfolio granted a 2.61% dividend yield. If you are interested in getting periodic income, please refer to the Mebane Faber Ivy Portfolio: Dividend Yield page.

Capital Growth as of Jan 31, 2024

An investment of 1$, since February 1994, now would be worth 7.15$, with a total return of 615.02% (6.78% annualized).

The Inflation Adjusted Capital now would be 3.38$, with a net total return of 237.79% (4.14% annualized).
An investment of 1$, since January 1970, now would be worth 136.18$, with a total return of 13518.16% (9.51% annualized).

The Inflation Adjusted Capital now would be 16.58$, with a net total return of 1557.83% (5.33% annualized).

Portfolio Metrics as of Jan 31, 2024

Metrics of Mebane Faber Ivy Portfolio, updated as of 31 January 2024.

Metrics are calculated based on monthly returns, assuming:
MEBANE FABER IVY PORTFOLIO
Advanced Metrics
Data Source: 1 January 1970 - 31 January 2024 (~54 years)
Swipe left to see all data
Metrics as of Jan 31, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~54Y)
Investment Return (%) -0.27 10.00 1.51 4.31 6.40 6.95 4.87 5.59 6.78 9.51
Infl. Adjusted Return (%) details -0.58 9.24 -0.14 1.17 0.70 2.68 2.03 2.94 4.14 5.33
US Inflation (%) 0.31 0.70 1.66 3.11 5.66 4.16 2.79 2.57 2.53 3.97
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -7.72 -16.46 -21.77 -21.77 -47.39 -47.39 -47.39
Start to Recovery (# months) details 5 22* 12 12 56 56 56
Start (yyyy mm) 2023 08 2022 04 2020 01 2020 01 2008 06 2008 06 2008 06
Start to Bottom (# months) 3 6 3 3 9 9 9
Bottom (yyyy mm) 2023 10 2022 09 2020 03 2020 03 2009 02 2009 02 2009 02
Bottom to End (# months) 2 16 9 9 47 47 47
End (yyyy mm) 2023 12 - 2020 12 2020 12 2013 01 2013 01 2013 01
Longest Drawdown Depth (%) -5.10
same as
deepest
-16.46 -15.89
same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details 6 22* 37
Start (yyyy mm) 2023 02 2022 04 2022 04 2014 07 2008 06 2008 06 2008 06
Start to Bottom (# months) 4 6 6 20 9 9 9
Bottom (yyyy mm) 2023 05 2022 09 2022 09 2016 02 2009 02 2009 02 2009 02
Bottom to End (# months) 2 16 16 17 47 47 47
End (yyyy mm) 2023 07 - - 2017 07 2013 01 2013 01 2013 01
Longest negative period (# months) details 9 30 30 73 93 93 93
Period Start (yyyy mm) 2023 02 2021 05 2021 05 2014 03 2008 06 2008 06 2008 06
Period End (yyyy mm) 2023 10 2023 10 2023 10 2020 03 2016 02 2016 02 2016 02
Annualized Return (%) -6.84 -0.29 -0.29 -0.44 -0.13 -0.13 -0.13
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -8.59 -19.91 -21.63 -21.63 -46.78 -46.78 -46.78
Start to Recovery (# months) details 5 27* 12 12 67 67 67
Start (yyyy mm) 2023 08 2021 11 2020 01 2020 01 2008 06 2008 06 2008 06
Start to Bottom (# months) 3 11 3 3 9 9 9
Bottom (yyyy mm) 2023 10 2022 09 2020 03 2020 03 2009 02 2009 02 2009 02
Bottom to End (# months) 2 16 9 9 58 58 58
End (yyyy mm) 2023 12 - 2020 12 2020 12 2013 12 2013 12 2013 12
Longest Drawdown Depth (%) -6.04
same as
deepest
-19.91 -15.92
same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details 6 27* 41
Start (yyyy mm) 2023 02 2021 11 2021 11 2014 07 2008 06 2008 06 2008 06
Start to Bottom (# months) 4 11 11 20 9 9 9
Bottom (yyyy mm) 2023 05 2022 09 2022 09 2016 02 2009 02 2009 02 2009 02
Bottom to End (# months) 2 16 16 21 58 58 58
End (yyyy mm) 2023 07 - - 2017 11 2013 12 2013 12 2013 12
Longest negative period (# months) details 10 35* 54 77 160 160 160
Period Start (yyyy mm) 2023 02 2021 03 2019 05 2014 06 2006 12 2006 12 2006 12
Period End (yyyy mm) 2023 11 2024 01 2023 10 2020 10 2020 03 2020 03 2020 03
Annualized Return (%) -2.48 -0.34 -0.07 -0.11 -0.13 -0.13 -0.13
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 11.39 12.75 14.06 11.58 12.85 11.58 10.71
Sharpe Ratio -0.07 0.33 0.37 0.32 0.33 0.39 0.52
Sortino Ratio -0.10 0.44 0.46 0.42 0.42 0.50 0.67
Ulcer Index 3.40 6.72 7.15 6.58 10.95 9.26 7.24
Ratio: Return / Standard Deviation 0.38 0.50 0.49 0.42 0.43 0.59 0.89
Ratio: Return / Deepest Drawdown 0.56 0.39 0.32 0.22 0.12 0.14 0.20
% Positive Months details 50% 61% 65% 64% 64% 64% 67%
Positive Months 6 22 39 77 154 233 437
Negative Months 6 14 21 43 86 127 212
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 4.87 9.17 11.24 17.53
Worst 10 Years Return (%) - Annualized 2.23 2.23 2.23
Best 10 Years Return (%) - Annualized 2.03 7.28 8.57 12.06
Worst 10 Years Return (%) - Annualized 0.40 0.40 0.40
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 47.92 22.45 17.70 11.24 8.41 6.78
Worst Rolling Return (%) - Annualized -42.92 -11.80 -2.73 2.23 4.71
% Positive Periods 77% 88% 98% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 71.38 25.51 16.33 8.99 6.89 6.48
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.38 2.88 4.56
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 44.81 19.59 14.37 8.57 5.95 4.14
Worst Rolling Return (%) - Annualized -42.92 -13.68 -5.23 0.40 2.57
% Positive Periods 71% 80% 89% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 71.38 25.51 16.33 8.99 6.89 6.48
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.38 2.88 4.56
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1970 - Jan 2024)
Best Rolling Return (%) - Annualized 47.92 27.90 24.05 17.53 14.41 13.11
Worst Rolling Return (%) - Annualized -42.92 -11.80 -2.73 2.23 4.71 6.49
% Positive Periods 83% 94% 99% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 71.38 25.51 16.33 8.99 6.89 5.99
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.38 2.88 4.40
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 44.81 24.16 20.27 12.06 8.84 8.20
Worst Rolling Return (%) - Annualized -42.92 -13.68 -5.23 0.40 2.57 3.87
% Positive Periods 75% 85% 94% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 71.38 25.51 16.33 8.99 6.89 5.99
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 0.38 2.88 4.40
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
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 initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

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 31 January 2024
Swipe left to see all data
Asset
VTI
VEU
VNQ
BND
GSG
VTI
-
0.93
0.91
0.81
0.05
VEU
0.93
-
0.91
0.84
0.15
VNQ
0.91
0.91
-
0.82
-0.06
BND
0.81
0.84
0.82
-
-0.16
GSG
0.05
0.15
-0.06
-0.16
-
Asset
VTI
VEU
VNQ
BND
GSG
VTI
-
0.89
0.86
0.53
0.44
VEU
0.89
-
0.81
0.57
0.53
VNQ
0.86
0.81
-
0.61
0.39
BND
0.53
0.57
0.61
-
-0.10
GSG
0.44
0.53
0.39
-0.10
-
Asset
VTI
VEU
VNQ
BND
GSG
VTI
-
0.86
0.76
0.40
0.42
VEU
0.86
-
0.68
0.45
0.51
VNQ
0.76
0.68
-
0.58
0.23
BND
0.40
0.45
0.58
-
-0.13
GSG
0.42
0.51
0.23
-0.13
-
Asset
VTI
VEU
VNQ
BND
GSG
VTI
-
0.84
0.63
0.16
0.35
VEU
0.84
-
0.60
0.17
0.45
VNQ
0.63
0.60
-
0.32
0.25
BND
0.16
0.17
0.32
-
-0.01
GSG
0.35
0.45
0.25
-0.01
-
Asset
VTI
VEU
VNQ
BND
GSG
VTI
-
0.79
0.65
0.23
0.19
VEU
0.79
-
0.56
0.20
0.26
VNQ
0.65
0.56
-
0.24
0.15
BND
0.23
0.20
0.24
-
-0.05
GSG
0.19
0.26
0.15
-0.05
-

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.

MEBANE FABER IVY PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1970 - 31 January 2024 (~54 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-47.39% Jun 2008 Feb 2009 9 Jan 2013 47 56 20.27
-21.77% Jan 2020 Mar 2020 3 Dec 2020 9 12 10.50
-16.46% Apr 2022 Sep 2022 6 in progress 16 22 8.47
-15.89% Jul 2014 Feb 2016 20 Jul 2017 17 37 7.01
-13.25% Apr 1998 Aug 1998 5 Apr 1999 8 13 5.92
-11.43% Feb 2001 Oct 2001 9 May 2003 19 28 6.71
-11.00% Oct 2018 Dec 2018 3 Apr 2019 4 7 5.09
-6.49% Feb 1994 Nov 1994 10 May 1995 6 16 3.30
-6.08% Nov 2007 Jan 2008 3 Apr 2008 3 6 3.80
-5.89% Apr 2004 Apr 2004 1 Sep 2004 5 6 3.24
-4.27% Feb 2018 Feb 2018 1 Jul 2018 5 6 2.31
-4.02% Nov 2021 Nov 2021 1 Dec 2021 1 2 2.32
-3.82% May 2019 May 2019 1 Jun 2019 1 2 2.21
-3.80% May 2013 Jun 2013 2 Oct 2013 4 6 1.90
-3.60% Oct 2005 Oct 2005 1 Dec 2005 2 3 1.93
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 114 3.2 Months 31.58%
 
DD = 0% 31.58%
 
0% < DD <= -5% 129 2.8 Months 35.73%
 
DD <= -5% 67.31%
 
-5% < DD <= -10% 65 5.6 Months 18.01%
 
DD <= -10% 85.32%
 
-10% < DD <= -15% 23 15.7 Months 6.37%
 
DD <= -15% 91.69%
 
-15% < DD <= -20% 9 40.1 Months 2.49%
 
DD <= -20% 94.18%
 
-20% < DD <= -25% 8 45.1 Months 2.22%
 
DD <= -25% 96.40%
 
-25% < DD <= -30% 3 120.3 Months 0.83%
 
DD <= -30% 97.23%
 
-30% < DD <= -35% 4 90.3 Months 1.11%
 
DD <= -35% 98.34%
 
-35% < DD <= -40% 3 120.3 Months 0.83%
 
DD <= -40% 99.17%
 
-40% < DD <= -45% 2 180.5 Months 0.55%
 
DD <= -45% 99.72%
 
-45% < DD <= -50% 1 361.0 Months 0.28%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-46.78% Jun 2008 Feb 2009 9 Dec 2013 58 67 19.43
-21.63% Jan 2020 Mar 2020 3 Dec 2020 9 12 10.33
-19.91% Nov 2021 Sep 2022 11 in progress 16 27 12.07
-15.92% Jul 2014 Feb 2016 20 Nov 2017 21 41 7.25
-13.99% Apr 1998 Aug 1998 5 Apr 1999 8 13 6.75
-13.84% Sep 2000 Oct 2001 14 Aug 2003 22 36 8.77
-11.20% Oct 2018 Dec 2018 3 Apr 2019 4 7 5.26
-8.67% Feb 1994 Nov 1994 10 Jul 1995 8 18 4.77
-7.40% Nov 2007 Jan 2008 3 May 2008 4 7 4.64
-6.04% Apr 2004 Apr 2004 1 Oct 2004 6 7 3.53
-4.53% Feb 2018 Feb 2018 1 Aug 2018 6 7 2.46
-3.84% May 2019 May 2019 1 Jun 2019 1 2 2.22
-3.75% Oct 2005 Oct 2005 1 Dec 2005 2 3 1.94
-3.53% Oct 1997 Nov 1997 2 Mar 1998 4 6 2.53
-3.15% Jun 2007 Jul 2007 2 Sep 2007 2 4 1.91
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 92 3.9 Months 25.48%
 
DD = 0% 25.48%
 
0% < DD <= -5% 113 3.2 Months 31.30%
 
DD <= -5% 56.79%
 
-5% < DD <= -10% 71 5.1 Months 19.67%
 
DD <= -10% 76.45%
 
-10% < DD <= -15% 45 8.0 Months 12.47%
 
DD <= -15% 88.92%
 
-15% < DD <= -20% 17 21.2 Months 4.71%
 
DD <= -20% 93.63%
 
-20% < DD <= -25% 8 45.1 Months 2.22%
 
DD <= -25% 95.84%
 
-25% < DD <= -30% 5 72.2 Months 1.39%
 
DD <= -30% 97.23%
 
-30% < DD <= -35% 5 72.2 Months 1.39%
 
DD <= -35% 98.61%
 
-35% < DD <= -40% 2 180.5 Months 0.55%
 
DD <= -40% 99.17%
 
-40% < DD <= -45% 2 180.5 Months 0.55%
 
DD <= -45% 99.72%
 
-45% < DD <= -50% 1 361.0 Months 0.28%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-47.39% Jun 2008 Feb 2009 9 Jan 2013 47 56 20.27
-21.77% Jan 2020 Mar 2020 3 Dec 2020 9 12 10.50
-16.46% Apr 2022 Sep 2022 6 in progress 16 22 8.47
-15.89% Jul 2014 Feb 2016 20 Jul 2017 17 37 7.01
-13.25% Apr 1998 Aug 1998 5 Apr 1999 8 13 5.92
-12.61% Mar 1974 Aug 1974 6 Mar 1975 7 13 7.33
-11.43% Feb 2001 Oct 2001 9 May 2003 19 28 6.71
-11.40% Sep 1987 Nov 1987 3 Jun 1988 7 10 5.94
-11.16% Apr 1970 Jun 1970 3 Nov 1970 5 8 6.27
-11.00% Oct 2018 Dec 2018 3 Apr 2019 4 7 5.09
-10.97% Feb 1980 Mar 1980 2 Jun 1980 3 5 5.39
-10.82% Dec 1980 Sep 1981 10 Oct 1982 13 23 5.85
-7.21% Jan 1990 Apr 1990 4 Jan 1991 9 13 3.38
-6.97% Oct 1979 Oct 1979 1 Jan 1980 3 4 3.27
-6.49% Feb 1994 Nov 1994 10 May 1995 6 16 3.30
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 256 2.5 Months 39.38%
 
DD = 0% 39.38%
 
0% < DD <= -5% 238 2.7 Months 36.62%
 
DD <= -5% 76.00%
 
-5% < DD <= -10% 94 6.9 Months 14.46%
 
DD <= -10% 90.46%
 
-10% < DD <= -15% 32 20.3 Months 4.92%
 
DD <= -15% 95.38%
 
-15% < DD <= -20% 9 72.2 Months 1.38%
 
DD <= -20% 96.77%
 
-20% < DD <= -25% 8 81.3 Months 1.23%
 
DD <= -25% 98.00%
 
-25% < DD <= -30% 3 216.7 Months 0.46%
 
DD <= -30% 98.46%
 
-30% < DD <= -35% 4 162.5 Months 0.62%
 
DD <= -35% 99.08%
 
-35% < DD <= -40% 3 216.7 Months 0.46%
 
DD <= -40% 99.54%
 
-40% < DD <= -45% 2 325.0 Months 0.31%
 
DD <= -45% 99.85%
 
-45% < DD <= -50% 1 650.0 Months 0.15%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-46.78% Jun 2008 Feb 2009 9 Dec 2013 58 67 19.43
-21.63% Jan 2020 Mar 2020 3 Dec 2020 9 12 10.33
-21.32% Aug 1973 Sep 1974 14 Apr 1978 43 57 10.07
-20.07% Dec 1980 Jul 1982 20 Mar 1983 8 28 12.03
-19.91% Nov 2021 Sep 2022 11 in progress 16 27 12.07
-15.92% Jul 2014 Feb 2016 20 Nov 2017 21 41 7.25
-14.15% Sep 1979 Mar 1980 7 Jul 1980 4 11 6.62
-13.99% Apr 1998 Aug 1998 5 Apr 1999 8 13 6.75
-13.84% Sep 2000 Oct 2001 14 Aug 2003 22 36 8.77
-13.63% Jan 1970 Jun 1970 6 Jan 1971 7 13 6.94
-12.25% Sep 1987 Nov 1987 3 Dec 1988 13 16 5.73
-11.20% Oct 2018 Dec 2018 3 Apr 2019 4 7 5.26
-9.08% Jan 1990 Apr 1990 4 Mar 1991 11 15 5.93
-8.67% Feb 1994 Nov 1994 10 Jul 1995 8 18 4.77
-7.40% Nov 2007 Jan 2008 3 May 2008 4 7 4.64
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 182 3.6 Months 28.00%
 
DD = 0% 28.00%
 
0% < DD <= -5% 214 3.0 Months 32.92%
 
DD <= -5% 60.92%
 
-5% < DD <= -10% 127 5.1 Months 19.54%
 
DD <= -10% 80.46%
 
-10% < DD <= -15% 72 9.0 Months 11.08%
 
DD <= -15% 91.54%
 
-15% < DD <= -20% 29 22.4 Months 4.46%
 
DD <= -20% 96.00%
 
-20% < DD <= -25% 11 59.1 Months 1.69%
 
DD <= -25% 97.69%
 
-25% < DD <= -30% 5 130.0 Months 0.77%
 
DD <= -30% 98.46%
 
-30% < DD <= -35% 5 130.0 Months 0.77%
 
DD <= -35% 99.23%
 
-35% < DD <= -40% 2 325.0 Months 0.31%
 
DD <= -40% 99.54%
 
-40% < DD <= -45% 2 325.0 Months 0.31%
 
DD <= -45% 99.85%
 
-45% < DD <= -50% 1 650.0 Months 0.15%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 

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.

MEBANE FABER IVY PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1970 - 31 January 2024 (~54 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 -42.92 03/2008
02/2009
0.57$ -4.13 0.95$ 8.50 1.08$ 19.40 1.19$ 47.92 03/2009
02/2010
1.47$ 4.31 22.92%
2Y -22.66 03/2007
02/2009
0.59$ -1.02 0.97$ 7.95 1.16$ 15.72 1.33$ 33.83 03/2009
02/2011
1.79$ 0.37 17.21%
3Y -11.80 03/2006
02/2009
0.68$ 0.55 1.01$ 7.73 1.25$ 13.86 1.47$ 22.45 03/2009
02/2012
1.83$ 6.40 11.08%
5Y -2.73 03/2004
02/2009
0.87$ 2.38 1.12$ 5.74 1.32$ 11.77 1.74$ 17.70 11/2002
10/2007
2.25$ 6.95 1.66%
7Y 0.72 04/2013
03/2020
1.05$ 3.91 1.30$ 6.36 1.53$ 9.63 1.90$ 12.27 09/1998
08/2005
2.24$ 6.37 0.00%
10Y 2.23 12/2006
11/2016
1.24$ 3.50 1.41$ 6.41 1.86$ 10.20 2.64$ 11.24 03/1995
02/2005
2.90$ 4.87 0.00%
15Y 3.10 06/2008
05/2023
1.58$ 4.41 1.91$ 6.56 2.59$ 7.83 3.09$ 8.59 05/1995
04/2010
3.44$ 7.61 0.00%
20Y 4.71 04/2000
03/2020
2.50$ 6.05 3.23$ 6.50 3.52$ 7.59 4.31$ 8.41 12/1994
11/2014
5.02$ 5.59 0.00%
30Y 6.78 02/1994
01/2024
7.15$ 6.78 7.15$ 6.78 7.15$ 6.78 7.15$ 6.78 02/1994
01/2024
7.15$ 6.78 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 -42.92 03/2008
02/2009
0.57$ -5.83 0.94$ 6.06 1.06$ 15.53 1.15$ 44.81 03/2009
02/2010
1.44$ 1.17 28.37%
2Y -24.22 03/2007
02/2009
0.57$ -3.49 0.93$ 5.33 1.10$ 12.28 1.26$ 31.03 03/2009
02/2011
1.71$ -4.16 25.52%
3Y -13.68 03/2006
02/2009
0.64$ -0.67 0.97$ 5.05 1.15$ 10.89 1.36$ 19.59 03/2009
02/2012
1.71$ 0.70 19.08%
5Y -5.23 03/2004
02/2009
0.76$ 0.56 1.02$ 3.30 1.17$ 9.01 1.53$ 14.37 11/2002
10/2007
1.95$ 2.68 10.96%
7Y -0.79 04/2013
03/2020
0.94$ 1.93 1.14$ 3.89 1.30$ 7.06 1.61$ 9.38 09/1998
08/2005
1.87$ 2.79 0.72%
10Y 0.40 12/2006
11/2016
1.04$ 1.62 1.17$ 4.11 1.49$ 7.36 2.03$ 8.57 03/1995
02/2005
2.27$ 2.03 0.00%
15Y 0.75 10/2007
09/2022
1.11$ 2.19 1.38$ 4.27 1.87$ 5.28 2.16$ 6.02 05/1995
04/2010
2.40$ 4.92 0.00%
20Y 2.57 04/2000
03/2020
1.66$ 3.58 2.01$ 4.22 2.28$ 5.21 2.76$ 5.95 12/1994
11/2014
3.17$ 2.94 0.00%
30Y 4.14 02/1994
01/2024
3.37$ 4.14 3.37$ 4.14 3.37$ 4.14 3.37$ 4.14 02/1994
01/2024
3.37$ 4.14 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 -42.92 03/2008
02/2009
0.57$ -0.85 0.99$ 10.84 1.10$ 20.73 1.20$ 47.92 03/2009
02/2010
1.47$ 4.31 16.30%
2Y -22.66 03/2007
02/2009
0.59$ 2.57 1.05$ 10.42 1.21$ 17.69 1.38$ 33.83 03/2009
02/2011
1.79$ 0.37 9.42%
3Y -11.80 03/2006
02/2009
0.68$ 3.82 1.11$ 9.59 1.31$ 16.37 1.57$ 27.90 08/1984
07/1987
2.09$ 6.40 5.86%
5Y -2.73 03/2004
02/2009
0.87$ 3.75 1.20$ 9.93 1.60$ 14.94 2.00$ 24.05 08/1982
07/1987
2.93$ 6.95 0.85%
7Y 0.72 04/2013
03/2020
1.05$ 4.84 1.39$ 9.74 1.91$ 14.31 2.54$ 20.24 08/1982
07/1989
3.63$ 6.37 0.00%
10Y 2.23 12/2006
11/2016
1.24$ 5.27 1.67$ 10.19 2.63$ 14.35 3.82$ 17.53 09/1977
08/1987
5.02$ 4.87 0.00%
15Y 3.10 06/2008
05/2023
1.58$ 5.93 2.37$ 9.90 4.12$ 14.12 7.25$ 15.77 10/1974
09/1989
8.98$ 7.61 0.00%
20Y 4.71 04/2000
03/2020
2.50$ 6.52 3.53$ 10.61 7.51$ 13.18 11.89$ 14.41 07/1970
06/1990
14.76$ 5.59 0.00%
30Y 6.49 11/1993
10/2023
6.59$ 7.36 8.41$ 10.18 18.30$ 12.27 32.18$ 13.11 07/1970
06/2000
40.25$ 6.78 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 -42.92 03/2008
02/2009
0.57$ -3.97 0.96$ 6.67 1.06$ 16.07 1.16$ 44.81 03/2009
02/2010
1.44$ 1.17 24.61%
2Y -24.22 03/2007
02/2009
0.57$ -1.67 0.96$ 5.85 1.12$ 12.98 1.27$ 31.03 03/2009
02/2011
1.71$ -4.16 19.65%
3Y -13.68 03/2006
02/2009
0.64$ 0.23 1.00$ 5.48 1.17$ 11.87 1.40$ 24.16 08/1984
07/1987
1.91$ 0.70 14.50%
5Y -5.23 03/2004
02/2009
0.76$ 1.26 1.06$ 5.15 1.28$ 9.79 1.59$ 20.27 08/1982
07/1987
2.51$ 2.68 5.76%
7Y -0.79 04/2013
03/2020
0.94$ 2.42 1.18$ 5.38 1.44$ 8.71 1.79$ 16.12 08/1982
07/1989
2.84$ 2.79 0.35%
10Y 0.40 12/2006
11/2016
1.04$ 2.73 1.30$ 5.87 1.76$ 9.12 2.39$ 12.06 08/1982
07/1992
3.12$ 2.03 0.00%
15Y 0.75 10/2007
09/2022
1.11$ 3.69 1.72$ 6.25 2.48$ 8.33 3.31$ 11.15 08/1982
07/1997
4.88$ 4.92 0.00%
20Y 2.57 04/2000
03/2020
1.66$ 4.19 2.27$ 6.68 3.64$ 8.11 4.75$ 8.84 04/1980
03/2000
5.44$ 2.94 0.00%
30Y 3.87 11/1993
10/2023
3.12$ 4.84 4.12$ 6.53 6.67$ 7.51 8.77$ 8.20 11/1977
10/2007
10.64$ 4.14 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 Mebane Faber Ivy Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Mebane Faber Ivy 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.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.55
40%
-0.79
60%
-1.53
80%
1.89
80%
0.12
60%
1.27
80%
2.63
100%
-0.54
40%
-2.77
20%
1.08
60%
3.28
80%
2.57
80%
Best 5.8
2023
3.6
2021
3.3
2022
5.2
2020
4.6
2020
4.2
2023
3.9
2022
3.0
2020
1.5
2019
4.7
2021
9.1
2020
5.1
2021
Worst -2.2
2020
-5.5
2020
-15.4
2020
-3.2
2022
-3.8
2019
-6.7
2022
0.2
2019
-3.9
2022
-8.5
2022
-3.0
2023
-4.0
2021
-2.9
2022
Monthly Seasonality over the period Feb 1970 - Jan 2024
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.87
50%
-0.07
60%
-0.24
70%
1.63
90%
0.43
70%
0.89
80%
1.34
80%
-0.44
50%
-1.72
40%
0.51
60%
1.50
60%
0.74
60%
Best 7.5
2019
4.1
2014
6.2
2016
5.2
2020
4.6
2020
4.2
2023
3.9
2022
3.0
2020
1.5
2019
4.7
2021
9.1
2020
5.1
2021
Worst -3.8
2016
-5.5
2020
-15.4
2020
-3.2
2022
-3.8
2019
-6.7
2022
-1.8
2014
-4.2
2015
-8.5
2022
-5.2
2018
-4.0
2021
-5.5
2018
Monthly Seasonality over the period Feb 1970 - Jan 2024
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.98
64%
0.46
65%
1.05
74%
1.49
80%
0.36
57%
0.64
63%
1.07
69%
0.60
69%
0.11
65%
0.20
54%
1.10
69%
1.64
81%
Best 7.5
2019
4.5
1970
6.2
2016
9.6
2009
8.9
2009
4.2
1986
8.5
1973
7.4
1979
6.2
2010
9.2
2011
9.1
2020
6.1
1971
Worst -10.2
2009
-9.1
2009
-15.4
2020
-6.5
1970
-7.2
2010
-6.7
2022
-3.8
2008
-8.9
1998
-8.6
2011
-21.0
2008
-8.8
2008
-5.5
2018
Monthly Seasonality over the period Feb 1970 - Jan 2024

Monthly Returns

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

MEBANE FABER IVY PORTFOLIO
Monthly Returns Distribution
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1970 - 31 January 2024 (~54 years)
233 Positive Months (65%) - 127 Negative Months (35%)
437 Positive Months (67%) - 212 Negative Months (33%)
Swipe left to see all data
(Scroll down to see all data)
Investment Returns, up to December 2007, have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can find additional information on extended Data Sources here.

In particular, the series derived from equivalent datasets are:
  • VTI - Vanguard Total Stock Market (VTI), up to December 2001
  • VEU - Vanguard FTSE All-World ex-US (VEU), up to December 2007
  • VNQ - Vanguard Real Estate (VNQ), up to December 2004
  • BND - Vanguard Total Bond Market (BND), up to December 2007
  • GSG - iShares S&P GSCI Commodity Indexed Trust (GSG), up to December 2006

Portfolio efficiency

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

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
US Stocks Quality +11.44 15.06 -46.25 100 0 0
Stocks/Bonds 80/20 Momentum +10.93 12.38 -43.61 80 20 0
Warren Buffett Portfolio Warren Buffett +9.59 13.65 -45.52 90 10 0
US Stocks Minimum Volatility +9.58 13.72 -43.27 100 0 0
Stocks/Bonds 60/40 Momentum +9.48 9.58 -32.52 60 40 0
Stocks/Bonds 80/20 +9.07 12.50 -41.09 80 20 0
Simple Path to Wealth JL Collins +8.83 11.77 -38.53 75 25 0
Robust Alpha Architect +8.69 11.10 -44.20 70 20 10
Shield Strategy Aim Ways +8.63 8.85 -19.36 42 38 20
Dedalo Four Dedalo Invest +8.25 12.41 -43.94 80 20 0
Aim Bold Strategy Aim Ways +8.16 9.93 -30.09 45 40 15
Edge Select Aggressive Merrill Lynch +8.14 13.26 -45.65 84 16 0
Mid-Fifties Burton Malkiel +8.08 13.00 -46.21 80 20 0
Talmud Portfolio Roger Gibson +8.07 10.85 -40.17 66.7 33.3 0
Stocks/Bonds 60/40 +8.05 9.63 -30.55 60 40 0
Sheltered Sam 80/20 Bill Bernstein +8.04 12.21 -45.06 77.6 20 2.4
Weird Portfolio Value Stock Geek +8.02 10.84 -32.97 60 20 20
Late Sixties and Beyond Burton Malkiel +8.00 11.69 -41.80 71 29 0
Dedalo Eleven Dedalo Invest +7.99 12.75 -44.63 80 20 0
Yale Endowment David Swensen +7.91 11.02 -39.48 70 30 0
Seven Value Scott Burns +7.88 11.32 -41.22 71.5 28.5 0
Core Four Rick Ferri +7.87 12.21 -44.44 80 20 0
Stocks/Bonds 40/60 Momentum +7.86 7.02 -21.11 40 60 0
Couch Potato Scott Burns +7.86 8.77 -27.04 50 50 0
Edge Select Moderately Aggressive Merrill Lynch +7.71 11.15 -38.23 69 31 0
Four Funds Bogleheads +7.69 12.44 -44.08 80 20 0
Robo Advisor 80 Betterment +7.65 13.07 -45.47 80 20 0
Jane Bryant Quinn Portfolio Jane Bryant Quinn +7.65 10.79 -39.55 70 30 0
Six Ways from Sunday Scott Burns +7.62 10.92 -39.14 66.7 33.3 0
Lazy Portfolio David Swensen +7.61 10.89 -40.89 70 30 0
Three Funds Bogleheads +7.61 12.38 -43.68 80 20 0
Sheltered Sam 70/30 Bill Bernstein +7.60 10.72 -39.73 67.9 30 2.1
In Saecula Saeculorum Fulvio Marchese +7.58 7.84 -20.39 45 45 10
LifeStrategy Growth Fund Vanguard +7.53 12.40 -44.18 80 20 0
Golden Butterfly Tyler +7.47 7.74 -17.79 40 40 20
Coffeehouse Bill Schultheis +7.40 9.73 -33.93 60 40 0
Family Taxable Portfolio Ted Aronson +7.37 11.65 -38.46 70 30 0
No Brainer Portfolio Bill Bernstein +7.35 11.75 -40.40 75 25 0
Aim comfortable trip Aim Ways +7.34 7.60 -20.15 40 45 15
Tilt Toward Value Time Inc +7.26 9.44 -34.63 60 40 0
Long Term Portfolio Ben Stein +7.23 12.44 -45.92 80 20 0
All Weather Portfolio Ray Dalio +7.22 7.43 -20.58 30 55 15
Five Asset Roger Gibson +7.20 11.29 -44.75 60 20 20
Perfect Portfolio Ben Stein +7.19 12.36 -44.81 80 20 0
Marc Faber Portfolio Marc Faber +7.16 9.67 -28.82 50 25 25
Gone Fishin' Portfolio Alexander Green +7.14 12.08 -43.02 65 30 5
Sheltered Sam 60/40 Bill Bernstein +7.14 9.25 -34.12 58.2 40 1.8
Edge Select Moderate Merrill Lynch +7.12 8.97 -29.58 53 47 0
Five Fold Scott Burns +7.12 9.76 -37.94 60 40 0
Pinwheel +7.06 10.51 -36.89 65 25 10
Margaritaville Scott Burns +7.05 10.83 -38.70 67 33 0
Simple and Cheap Time Inc +7.04 9.42 -34.84 60 40 0
Nano Portfolio John Wasik +7.03 9.68 -36.66 60 40 0
Robo Advisor 50 Betterment +7.01 9.31 -30.72 49.9 50.1 0
Gretchen Tai Portfolio Gretchen Tai +6.94 11.66 -41.80 70 30 0
Simple Money Portfolio Tim Maurer +6.93 9.13 -32.39 60 40 0
LifeStrategy Moderate Growth Vanguard +6.93 9.53 -33.52 60 40 0
PISI Portfolio Davide Pisicchio +6.90 6.50 -18.36 30 60 10
One-Decision Portfolio Marvin Appel +6.90 8.43 -31.96 50 50 0
Dynamic 60/40 Income +6.90 9.36 -41.44 60 40 0
Sandwich Portfolio Bob Clyatt +6.89 8.33 -28.96 55 45 0
Stocks/Bonds 40/60 +6.88 7.01 -19.17 40 60 0
Dynamic 40/60 Income +6.87 8.12 -29.84 40 60 0
Coward's Portfolio Bill Bernstein +6.84 9.12 -32.68 60 40 0
Ivy Portfolio Mebane Faber +6.78 11.58 -47.39 60 20 20

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

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Technology +13.76 24.01 -81.08 100 0 0
US Stocks Momentum +12.21 15.32 -53.85 100 0 0
US Stocks Quality +11.44 15.06 -46.25 100 0 0
Stocks/Bonds 80/20 Momentum +10.93 12.38 -43.61 80 20 0
US Stocks +9.95 15.54 -50.84 100 0 0
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