Last Update: 31 March 2024
The Dynamic 40/60 Income Portfolio obtained a 7.11% compound annual return, with a 8.10% standard deviation, in the last 30 Years.
The Marc Faber Portfolio obtained a 7.47% compound annual return, with a 9.66% standard deviation, in the last 30 Years.
Summary
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| Dynamic 40/60 Income Portfolio | Marc Faber Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Medium | High | |
| Asset Allocation | Stocks | 40% | 50% |
| Fixed Income | 60% | 25% | |
| Commodities | 0% | 25% | |
| 30 Years Stats | Return | +7.11% | +7.47% |
| Std Dev | 8.10% | 9.66% | |
| Max Drawdown | -29.84% | -28.82% | |
| All time Stats (Since Jan 1992) |
Return | +7.38% | +7.55% |
| Std Dev | 7.89% | 9.47% | |
| Max Drawdown | -29.84% | -28.82% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1992
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| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Dynamic 40/60 Income Portfolio | +1.42 | +11.29 | +12.01 | +4.34 | +4.62 | +7.11 | +7.38 |
| Marc Faber Portfolio | +3.40 | +15.11 | +10.68 | +6.74 | +5.75 | +7.47 | +7.55 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Dynamic 40/60 Income Portfolio: an investment of 1$, since April 1994,
now would be worth 7.86$, with a total return of 685.75%
(7.11% annualized).
Marc Faber Portfolio: an investment of 1$, since April 1994, now would be worth 8.69$, with a total return of 769.22% (7.47% annualized).
Marc Faber Portfolio: an investment of 1$, since April 1994, now would be worth 8.69$, with a total return of 769.22% (7.47% annualized).
Dynamic 40/60 Income Portfolio: an investment of 1$, since January 1992,
now would be worth 9.93$, with a total return of 893.32%
(7.38% annualized).
Marc Faber Portfolio: an investment of 1$, since January 1992, now would be worth 10.45$, with a total return of 945.19% (7.55% annualized).
Marc Faber Portfolio: an investment of 1$, since January 1992, now would be worth 10.45$, with a total return of 945.19% (7.55% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Dynamic 40/60 Income Portfolio
|
Marc Faber Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -29.84% | Nov 2007 | Feb 2009 (16) | Dec 2009 (26) | 13.01 | |||||
| -28.82% | Jun 2008 | Feb 2009 (9) | Mar 2010 (22) | 15.08 | |||||
| -19.93% | Jan 2022 | Sep 2022 (9) | In progress (27) | 10.56 | |||||
| -17.33% | Jan 2022 | Sep 2022 (9) | In progress (27) | 10.24 | |||||
| -12.42% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 5.88 | |||||
| -11.30% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 4.97 | |||||
| -10.47% | May 1998 | Aug 1998 (4) | Apr 1999 (12) | 4.24 | |||||
| -9.38% | May 1998 | Aug 1998 (4) | Dec 1998 (8) | 4.16 | |||||
| -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 | |||||
| -7.19% | Jun 2011 | Sep 2011 (4) | Jan 2012 (8) | 2.89 | |||||
| -6.80% | Jun 2002 | Oct 2002 (5) | May 2003 (12) | 3.88 | |||||
| -6.73% | May 2002 | Jul 2002 (3) | Jan 2003 (9) | 3.81 | |||||
| -5.23% | Feb 2018 | Dec 2018 (11) | Jan 2019 (12) | 3.03 | |||||
| -5.09% | Oct 2018 | Dec 2018 (3) | Feb 2019 (5) | 2.70 | |||||
| -4.70% | May 2012 | May 2012 (1) | Aug 2012 (4) | 2.22 | |||||
| -4.55% | Jun 2007 | Jul 2007 (2) | Sep 2007 (4) | 2.63 | |||||
Drawdown comparison chart since January 1992.
Swipe left to see all data
|
Dynamic 40/60 Income Portfolio
|
Marc Faber Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -29.84% | Nov 2007 | Feb 2009 (16) | Dec 2009 (26) | 13.01 | |||||
| -28.82% | Jun 2008 | Feb 2009 (9) | Mar 2010 (22) | 15.08 | |||||
| -19.93% | Jan 2022 | Sep 2022 (9) | In progress (27) | 10.56 | |||||
| -17.33% | Jan 2022 | Sep 2022 (9) | In progress (27) | 10.24 | |||||
| -12.42% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 5.88 | |||||
| -11.30% | Feb 2020 | Mar 2020 (2) | Jul 2020 (6) | 4.97 | |||||
| -10.47% | May 1998 | Aug 1998 (4) | Apr 1999 (12) | 4.24 | |||||
| -9.38% | May 1998 | Aug 1998 (4) | Dec 1998 (8) | 4.16 | |||||
| -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 | |||||
| -7.19% | Jun 2011 | Sep 2011 (4) | Jan 2012 (8) | 2.89 | |||||
| -6.80% | Jun 2002 | Oct 2002 (5) | May 2003 (12) | 3.88 | |||||
| -6.73% | May 2002 | Jul 2002 (3) | Jan 2003 (9) | 3.81 | |||||
| -6.45% | Feb 1994 | Nov 1994 (10) | May 1995 (16) | 3.79 | |||||
| -5.36% | Feb 1994 | Jun 1994 (5) | Apr 1995 (15) | 3.57 | |||||
| -5.23% | Feb 2018 | Dec 2018 (11) | Jan 2019 (12) | 3.03 | |||||
| -5.09% | Oct 2018 | Dec 2018 (3) | Feb 2019 (5) | 2.70 | |||||
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.
The highlighted returns represent the highest values for that specific year.
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| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+3.47%
|
0.00% |
+3.00%
|
-1.70% |
| 2023 |
+11.97%
|
-4.99% |
+12.80%
|
-6.81% |
| 2022 |
-14.37%
|
-17.33% |
-14.67%
|
-19.93% |
| 2021 |
+6.72%
|
-1.83% |
+12.98%
|
-3.70% |
| 2020 |
+8.28%
|
-12.42% |
+11.15%
|
-11.30% |
| 2019 |
+15.91%
|
-1.51% |
+20.49%
|
-0.76% |
| 2018 |
-3.18%
|
-5.09% |
-4.39%
|
-5.23% |
| 2017 |
+9.18%
|
0.00% |
+11.79%
|
-0.53% |
| 2016 |
+7.53%
|
-1.95% |
+6.97%
|
-7.73% |
| 2015 |
+0.21%
|
-4.06% |
-2.47%
|
-7.74% |
| 2014 |
+7.01%
|
-1.44% |
+9.60%
|
-4.12% |
| 2013 |
+6.13%
|
-3.06% |
-1.18%
|
-7.32% |
| 2012 |
+12.70%
|
-2.72% |
+11.20%
|
-4.70% |
| 2011 |
+2.96%
|
-7.19% |
+4.97%
|
-7.96% |
| 2010 |
+11.25%
|
-3.72% |
+19.36%
|
-3.86% |
| 2009 |
+22.37%
|
-15.04% |
+22.95%
|
-12.23% |
| 2008 |
-14.80%
|
-23.51% |
-16.28%
|
-24.88% |
| 2007 |
+0.88%
|
-3.23% |
+8.25%
|
-4.55% |
| 2006 |
+9.18%
|
-1.29% |
+20.89%
|
-2.23% |
| 2005 |
+5.23%
|
-1.76% |
+11.20%
|
-3.43% |
| 2004 |
+8.41%
|
-3.31% |
+13.91%
|
-7.35% |
| 2003 |
+21.64%
|
-1.30% |
+23.98%
|
-1.74% |
| 2002 |
+1.03%
|
-6.73% |
+4.97%
|
-6.80% |
| 2001 |
+8.71%
|
-3.24% |
+1.95%
|
-4.37% |
| 2000 |
+3.43%
|
-4.13% |
+4.65%
|
-3.12% |
| 1999 |
+11.02%
|
-2.15% |
+7.25%
|
-3.69% |
| 1998 |
+6.04%
|
-9.38% |
+2.17%
|
-10.47% |
| 1997 |
+16.36%
|
-2.49% |
+5.23%
|
-3.45% |
| 1996 |
+16.81%
|
-1.12% |
+12.19%
|
-0.80% |
| 1995 |
+23.17%
|
0.00% |
+13.03%
|
-1.18% |
| 1994 |
-3.19%
|
-5.36% |
-3.18%
|
-6.45% |
| 1993 |
+14.73%
|
-0.57% |
+19.45%
|
-2.71% |
| 1992 |
+12.95%
|
-0.70% |
+3.34%
|
-3.05% |
