Andrew Tobias vs Marc Faber Portfolio Comparison

Last Update: 29 February 2024

The Andrew Tobias Portfolio obtained a 6.49% compound annual return, with a 9.95% standard deviation, in the last 30 Years.

The Marc Faber Portfolio obtained a 7.25% compound annual return, with a 9.66% standard deviation, in the last 30 Years.

Summary

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Andrew Tobias Portfolio Marc Faber Portfolio
Portfolio Risk High High
Asset Allocation Stocks 66.67% 50%
Fixed Income 33.33% 25%
Commodities 0% 25%
30 Years Stats Return +6.49% +7.25%
Std Dev 9.95% 9.66%
Max Drawdown -36.42% -28.82%
All time Stats
(Since Jan 1976)
Return +9.01% +9.37%
Std Dev 10.14% 9.61%
Max Drawdown -36.42% -28.82%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1976

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1M 6M 1Y 5Y 10Y 30Y MAX
Andrew Tobias Portfolio +2.64 +8.54 +15.82 +7.46 +5.94 +6.49 +9.01
Marc Faber Portfolio +1.33 +6.13 +10.11 +6.35 +5.34 +7.25 +9.37
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Andrew Tobias Portfolio: an investment of 1$, since March 1994, now would be worth 6.59$, with a total return of 558.84% (6.49% annualized).

Marc Faber Portfolio: an investment of 1$, since March 1994, now would be worth 8.17$, with a total return of 716.82% (7.25% annualized).

Andrew Tobias Portfolio: an investment of 1$, since January 1976, now would be worth 63.84$, with a total return of 6284.15% (9.01% annualized).

Marc Faber Portfolio: an investment of 1$, since January 1976, now would be worth 74.83$, with a total return of 7383.17% (9.37% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Andrew Tobias Portfolio
Marc Faber Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-36.42% Nov 2007 Feb 2009 (16) Apr 2011 (42) 16.59
-28.82% Jun 2008 Feb 2009 (9) Mar 2010 (22) 15.08
-25.91% Apr 2000 Sep 2002 (30) Oct 2004 (55) 13.82
-19.93% Jan 2022 Sep 2022 (9) In progress (26) 10.76
-18.85% Jan 2022 Sep 2022 (9) Dec 2023 (24) 9.07
-13.71% Jan 2020 Mar 2020 (3) Aug 2020 (8) 6.18
-13.69% May 2011 Sep 2011 (5) Dec 2012 (20) 5.66
-11.30% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.97
-10.47% May 1998 Aug 1998 (4) Apr 1999 (12) 4.24
-9.73% Jul 1998 Aug 1998 (2) Nov 1998 (5) 5.25
-8.88% Feb 2018 Dec 2018 (11) Apr 2019 (15) 3.57
-8.81% Jun 2015 Feb 2016 (9) Dec 2016 (19) 4.04
-7.96% Sep 2011 Sep 2011 (1) Jan 2012 (5) 3.66
-7.74% Feb 2015 Sep 2015 (8) Apr 2016 (15) 4.66
-7.73% Aug 2016 Nov 2016 (4) Jul 2017 (12) 3.60
-7.35% Apr 2004 Apr 2004 (1) Sep 2004 (6) 4.13
-7.32% May 2013 Jun 2013 (2) Feb 2014 (10) 4.24
-6.80% Jun 2002 Oct 2002 (5) May 2003 (12) 3.88
-5.28% Mar 1994 Nov 1994 (9) May 1995 (15) 2.84
-5.23% Feb 2018 Dec 2018 (11) Jan 2019 (12) 3.03

Drawdown comparison chart since January 1976.

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Andrew Tobias Portfolio
Marc Faber Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-36.42% Nov 2007 Feb 2009 (16) Apr 2011 (42) 16.59
-28.82% Jun 2008 Feb 2009 (9) Mar 2010 (22) 15.08
-25.91% Apr 2000 Sep 2002 (30) Oct 2004 (55) 13.82
-19.93% Jan 2022 Sep 2022 (9) In progress (26) 10.76
-18.85% Jan 2022 Sep 2022 (9) Dec 2023 (24) 9.07
-16.06% Dec 1980 Jun 1982 (19) Oct 1982 (23) 9.14
-14.68% Sep 1987 Nov 1987 (3) Nov 1988 (15) 6.82
-13.71% Jan 2020 Mar 2020 (3) Aug 2020 (8) 6.18
-13.69% May 2011 Sep 2011 (5) Dec 2012 (20) 5.66
-13.66% Feb 1980 Mar 1980 (2) Jun 1980 (5) 7.25
-12.76% Jan 1990 Sep 1990 (9) Feb 1991 (14) 6.48
-11.30% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.97
-10.47% May 1998 Aug 1998 (4) Apr 1999 (12) 4.24
-10.17% Dec 1981 Jul 1982 (8) Oct 1982 (11) 6.08
-9.73% Jul 1998 Aug 1998 (2) Nov 1998 (5) 5.25
-9.04% Sep 1987 Oct 1987 (2) Jan 1989 (17) 3.76
-8.88% Feb 2018 Dec 2018 (11) Apr 2019 (15) 3.57
-8.81% Jun 2015 Feb 2016 (9) Dec 2016 (19) 4.04
-8.62% Feb 1980 Mar 1980 (2) May 1980 (4) 4.21
-8.47% Jan 1990 Oct 1990 (10) Feb 1991 (14) 4.83

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
+2.98%
0.00%
-0.39%
-1.70%
2023
+16.14%
-6.52%
+12.80%
-6.81%
2022
-12.58%
-18.85%
-14.67%
-19.93%
2021
+12.14%
-2.75%
+12.98%
-3.70%
2020
+10.55%
-13.71%
+11.15%
-11.30%
2019
+18.69%
-3.79%
+20.49%
-0.76%
2018
-5.85%
-8.88%
-4.39%
-5.23%
2017
+15.52%
0.00%
+11.79%
-0.53%
2016
+5.01%
-4.55%
+6.97%
-7.73%
2015
-0.07%
-7.19%
-2.47%
-7.74%
2014
+2.26%
-2.72%
+9.60%
-4.12%
2013
+18.36%
-1.78%
-1.18%
-7.32%
2012
+11.85%
-6.75%
+11.20%
-4.70%
2011
-3.28%
-13.69%
+4.97%
-7.96%
2010
+9.28%
-8.62%
+19.36%
-3.86%
2009
+18.73%
-13.67%
+22.95%
-12.23%
2008
-23.80%
-25.97%
-16.28%
-24.88%
2007
+7.55%
-3.36%
+8.25%
-4.55%
2006
+15.13%
-2.38%
+20.89%
-2.23%
2005
+7.05%
-2.58%
+11.20%
-3.43%
2004
+10.80%
-2.56%
+13.91%
-7.35%
2003
+24.42%
-3.85%
+23.98%
-1.74%
2002
-9.29%
-13.73%
+4.97%
-6.80%
2001
-8.37%
-14.61%
+1.95%
-4.37%
2000
-5.34%
-8.80%
+4.65%
-3.12%
1999
+21.21%
-2.27%
+7.25%
-3.69%
1998
+15.71%
-9.73%
+2.17%
-10.47%
1997
+12.04%
-3.41%
+5.23%
-3.45%
1996
+10.01%
-2.86%
+12.19%
-0.80%
1995
+17.29%
-0.92%
+13.03%
-1.18%
1994
+3.04%
-3.64%
-3.18%
-6.45%
1993
+15.62%
-4.17%
+19.45%
-2.71%
1992
+0.36%
-4.79%
+3.34%
-3.05%
1991
+17.79%
-3.72%
+19.75%
-1.89%
1990
-6.98%
-12.76%
-4.94%
-8.47%
1989
+17.49%
-1.63%
+13.95%
-0.81%
1988
+16.22%
-2.96%
+7.03%
-1.66%
1987
+12.63%
-14.68%
+6.79%
-9.04%
1986
+29.43%
-4.56%
+21.19%
-0.55%
1985
+33.71%
-1.51%
+21.48%
-1.50%
1984
+7.84%
-4.83%
+6.21%
-3.99%
1983
+18.09%
-2.37%
+10.11%
-3.68%
1982
+13.56%
-8.27%
+18.23%
-8.89%
1981
+2.58%
-7.29%
-5.97%
-11.09%
1980
+21.48%
-8.62%
+16.83%
-13.66%
1979
+12.34%
-6.12%
+45.44%
-6.67%
1978
+14.77%
-6.05%
+16.06%
-5.46%
1977
+5.85%
-2.57%
+12.22%
-0.63%
1976
+12.36%
-3.09%
+17.91%
-2.03%