Dynamic 60/40 Income vs Marc Faber Portfolio Comparison

Last Update: 31 March 2024

The Dynamic 60/40 Income Portfolio obtained a 7.13% compound annual return, with a 9.33% 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

Swipe left to see all data
Dynamic 60/40 Income Portfolio Marc Faber Portfolio
Portfolio Risk High High
Asset Allocation Stocks 60% 50%
Fixed Income 40% 25%
Commodities 0% 25%
30 Years Stats Return +7.13% +7.47%
Std Dev 9.33% 9.66%
Max Drawdown -41.44% -28.82%
All time Stats
(Since Jan 1992)		 Return +7.42% +7.55%
Std Dev 9.10% 9.47%
Max Drawdown -41.44% -28.82%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1992

Swipe left to see all data
1M 6M 1Y 5Y 10Y 30Y MAX
Dynamic 60/40 Income Portfolio +1.24 +12.08 +11.69 +5.17 +5.47 +7.13 +7.42
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 60/40 Income Portfolio: an investment of 1$, since April 1994, now would be worth 7.90$, with a total return of 690.39% (7.13% 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 60/40 Income Portfolio: an investment of 1$, since January 1992, now would be worth 10.05$, with a total return of 905.43% (7.42% 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 60/40 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
-41.44% Jun 2007 Feb 2009 (21) Sep 2010 (40) 16.67
-28.82% Jun 2008 Feb 2009 (9) Mar 2010 (22) 15.08
-19.93% Jan 2022 Sep 2022 (9) In progress (27) 10.56
-18.21% Jan 2022 Sep 2022 (9) In progress (27) 11.22
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-11.30% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.97
-10.47% May 1998 Aug 1998 (4) Apr 1999 (12) 4.24
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-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
-7.02% Jul 1998 Aug 1998 (2) Dec 1998 (6) 3.48
-6.80% Jun 2002 Oct 2002 (5) May 2003 (12) 3.88
-6.80% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.15
-6.19% Apr 2002 Oct 2002 (7) Apr 2003 (13) 2.86
-5.23% Feb 2018 Dec 2018 (11) Jan 2019 (12) 3.03
-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 60/40 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
-41.44% Jun 2007 Feb 2009 (21) Sep 2010 (40) 16.67
-28.82% Jun 2008 Feb 2009 (9) Mar 2010 (22) 15.08
-19.93% Jan 2022 Sep 2022 (9) In progress (27) 10.56
-18.21% Jan 2022 Sep 2022 (9) In progress (27) 11.22
-14.24% Feb 2020 Mar 2020 (2) Nov 2020 (10) 5.81
-11.30% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.97
-10.47% May 1998 Aug 1998 (4) Apr 1999 (12) 4.24
-10.41% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.57
-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
-7.02% Jul 1998 Aug 1998 (2) Dec 1998 (6) 3.48
-6.80% Feb 1994 Nov 1994 (10) Apr 1995 (15) 3.87
-6.80% Jun 2002 Oct 2002 (5) May 2003 (12) 3.88
-6.80% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.15
-6.45% Feb 1994 Nov 1994 (10) May 1995 (16) 3.79
-6.19% Apr 2002 Oct 2002 (7) Apr 2003 (13) 2.86
-5.23% Feb 2018 Dec 2018 (11) Jan 2019 (12) 3.03

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.
Swipe left to see all data
Year Return Drawdown Return Drawdown
2024
+2.73%
 -0.14%
+3.00%
 -1.70%
2023
+12.28%
 -6.45%
+12.80%
 -6.81%
2022
-15.89%
 -18.21%
-14.67%
 -19.93%
2021
+15.27%
 -2.58%
+12.98%
 -3.70%
2020
+6.26%
 -14.24%
+11.15%
 -11.30%
2019
+18.59%
 -1.55%
+20.49%
 -0.76%
2018
-3.28%
 -6.80%
-4.39%
 -5.23%
2017
+8.11%
 -0.39%
+11.79%
 -0.53%
2016
+7.39%
 -2.92%
+6.97%
 -7.73%
2015
+0.49%
 -4.42%
-2.47%
 -7.74%
2014
+11.87%
 -2.32%
+9.60%
 -4.12%
2013
+8.15%
 -3.78%
-1.18%
 -7.32%
2012
+12.84%
 -3.09%
+11.20%
 -4.70%
2011
+3.16%
 -10.41%
+4.97%
 -7.96%
2010
+14.75%
 -5.96%
+19.36%
 -3.86%
2009
+25.31%
 -19.50%
+22.95%
 -12.23%
2008
-21.78%
 -30.14%
-16.28%
 -24.88%
2007
-3.54%
 -7.01%
+8.25%
 -4.55%
2006
+14.28%
 -1.89%
+20.89%
 -2.23%
2005
+5.27%
 -2.10%
+11.20%
 -3.43%
2004
+12.11%
 -4.29%
+13.91%
 -7.35%
2003
+22.26%
 0.00%
+23.98%
 -1.74%
2002
-0.78%
 -6.19%
+4.97%
 -6.80%
2001
+5.55%
 -3.29%
+1.95%
 -4.37%
2000
+5.79%
 -3.60%
+4.65%
 -3.12%
1999
+4.89%
 -3.30%
+7.25%
 -3.69%
1998
+5.13%
 -7.02%
+2.17%
 -10.47%
1997
+16.74%
 -0.91%
+5.23%
 -3.45%
1996
+16.21%
 -0.78%
+12.19%
 -0.80%
1995
+20.42%
 -0.12%
+13.03%
 -1.18%
1994
-3.20%
 -6.80%
-3.18%
 -6.45%
1993
+14.00%
 -1.75%
+19.45%
 -2.71%
1992
+13.92%
 -0.48%
+3.34%
 -3.05%