All Country World 80/20 vs Marc Faber Portfolio Comparison

Last Update: 31 May 2023

The All Country World 80/20 Portfolio obtained a 6.32% compound annual return, with a 12.69% standard deviation, in the last 30 Years.

The Marc Faber Portfolio obtained a 7.20% compound annual return, with a 9.54% standard deviation, in the last 30 Years.

Summary

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All Country World 80/20 Portfolio Marc Faber Portfolio
Risk Very High High
Asset Allocation Stocks 80% 50%
Fixed Income 20% 25%
Commodities 0% 25%
30 Years Stats Return +6.32% +7.20%
Std Dev 12.69% 9.54%
Max Drawdown -47.32% -28.82%

Last Update: 31 May 2023

Historical Returns as of May 31, 2023

Comparison period starts from January 1985

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1M 6M 1Y 5Y(*) 10Y(*) 30Y(*) MAX(*)
All Country World 80/20 Portfolio -1.11 +2.37 +0.29 +5.56 +6.85 +6.32 +8.16
Marc Faber Portfolio -1.89 +2.23 -2.69 +5.41 +4.97 +7.20 +8.16
(*) Returns over 1 year are annualized

Capital Growth as of May 31, 2023

All Country World 80/20 Portfolio: an investment of 1000$, since June 1993, now would be worth 6285.17$, with a total return of 528.52% (6.32% annualized).

Marc Faber Portfolio: an investment of 1000$, since June 1993, now would be worth 8057.54$, with a total return of 705.75% (7.20% annualized).

All Country World 80/20 Portfolio: an investment of 1000$, since January 1985, now would be worth 20324.20$, with a total return of 1932.42% (8.16% annualized).

Marc Faber Portfolio: an investment of 1000$, since January 1985, now would be worth 20383.09$, with a total return of 1938.31% (8.16% annualized).

Drawdowns

Drawdown comparison chart since May 1993.

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All Country World 80/20 Portfolio
Marc Faber Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-47.32% Nov 2007 Feb 2009
-36.69% Apr 2000 Sep 2002
-28.82% Jun 2008 Feb 2009
-23.52% Jan 2022 Sep 2022
-19.93% Jan 2022 Sep 2022
-17.97% Jan 2020 Mar 2020
-12.27% May 1998 Aug 1998
-11.51% Feb 2018 Dec 2018
-11.30% Feb 2020 Mar 2020
-10.78% Jun 2015 Feb 2016
-10.47% May 1998 Aug 1998
-7.96% Sep 2011 Sep 2011
-7.74% Feb 2015 Sep 2015
-7.73% Aug 2016 Nov 2016
-7.35% Apr 2004 Apr 2004
-7.32% May 2013 Jun 2013
-6.80% Jun 2002 Oct 2002
-6.57% Aug 1997 Oct 1997
-6.45% Feb 1994 Nov 1994
-5.88% Feb 1994 Mar 1994

Drawdown comparison chart since January 1985.

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All Country World 80/20 Portfolio
Marc Faber Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-47.32% Nov 2007 Feb 2009
-36.69% Apr 2000 Sep 2002
-28.82% Jun 2008 Feb 2009
-23.52% Jan 2022 Sep 2022
-22.19% Sep 1987 Nov 1987
-19.99% Jan 1990 Sep 1990
-19.93% Jan 2022 Sep 2022
-17.97% Jan 2020 Mar 2020
-12.27% May 1998 Aug 1998
-11.51% Feb 2018 Dec 2018
-11.30% Feb 2020 Mar 2020
-10.78% Jun 2015 Feb 2016
-10.47% May 1998 Aug 1998
-9.04% Sep 1987 Oct 1987
-8.47% Jan 1990 Oct 1990
-7.96% Sep 2011 Sep 2011
-7.74% Feb 2015 Sep 2015
-7.73% Aug 2016 Nov 2016
-7.35% Apr 2004 Apr 2004
-7.32% May 2013 Jun 2013

Yearly Returns

Yearly return comparison. Common historical serie start from January 1985.

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Year All Country World 80/20 Portfolio Marc Faber Portfolio
2023
 +6.47% +3.83%
2022
 -17.17% -14.67%
2021
 +14.21% +12.98%
2020
 +14.55% +11.15%
2019
 +23.35% +20.49%
2018
 -7.79% -4.39%
2017
 +20.43% +11.79%
2016
 +7.66% +6.97%
2015
 -1.32% -2.47%
2014
 +4.31% +9.60%
2013
 +17.86% -1.18%
2012
 +15.19% +11.20%
2011
 -4.38% +4.97%
2010
 +12.00% +19.36%
2009
 +28.02% +22.95%
2008
 -34.37% -16.28%
2007
 +8.92% +8.25%
2006
 +15.95% +20.89%
2005
 +8.00% +11.20%
2004
 +11.86% +13.91%
2003
 +26.95% +23.98%
2002
 -14.55% +4.97%
2001
 -11.36% +1.95%
2000
 -9.84% +4.65%
1999
 +20.74% +7.25%
1998
 +17.65% +2.17%
1997
 +11.46% +5.23%
1996
 +10.54% +12.19%
1995
 +17.60% +13.03%
1994
 +1.26% -3.18%
1993
 +20.51% +19.45%
1992
 -3.52% +3.34%
1991
 +17.30% +19.75%
1990
 -13.44% -4.94%
1989
 +14.69% +13.95%
1988
 +18.54% +7.03%
1987
 +13.56% +6.79%
1986
 +37.13% +21.19%
1985
 +37.92% +21.48%