Frank Armstrong Ideal Index vs Mebane Faber GAA Global Asset Allocation Portfolio Comparison

Last Update: 31 May 2023

The Frank Armstrong Ideal Index Portfolio obtained a 6.58% compound annual return, with a 10.60% standard deviation, in the last 30 Years.

The Mebane Faber GAA Global Asset Allocation Portfolio obtained a 6.84% compound annual return, with a 7.93% standard deviation, in the last 30 Years.

Summary

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Frank Armstrong Ideal Index Portfolio Mebane Faber GAA Global Asset Allocation Portfolio
Risk High High
Asset Allocation Stocks 70% 40.5%
Fixed Income 30% 49.5%
Commodities 0% 10%
30 Years Stats Return +6.58% +6.84%
Std Dev 10.60% 7.93%
Max Drawdown -40.11% -24.91%

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(*)
Frank Armstrong Ideal Index Portfolio -2.17 -0.94 -2.80 +3.70 +5.25 +6.58 +8.39
Mebane Faber GAA Global Asset Allocation Portfolio -1.78 +1.49 -3.63 +3.72 +4.45 +6.84 +8.61
(*) Returns over 1 year are annualized

Capital Growth as of May 31, 2023

Frank Armstrong Ideal Index Portfolio: an investment of 1000$, since June 1993, now would be worth 6770.66$, with a total return of 577.07% (6.58% annualized).

Mebane Faber GAA Global Asset Allocation Portfolio: an investment of 1000$, since June 1993, now would be worth 7280.34$, with a total return of 628.03% (6.84% annualized).

Frank Armstrong Ideal Index Portfolio: an investment of 1000$, since January 1985, now would be worth 22110.33$, with a total return of 2111.03% (8.39% annualized).

Mebane Faber GAA Global Asset Allocation Portfolio: an investment of 1000$, since January 1985, now would be worth 23857.79$, with a total return of 2285.78% (8.61% annualized).

Drawdowns

Drawdown comparison chart since May 1993.

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Frank Armstrong Ideal Index Portfolio
Mebane Faber GAA Global Asset Allocation Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-40.11% Nov 2007 Feb 2009
-24.91% Jun 2008 Feb 2009
-20.65% Jan 2022 Sep 2022
-18.25% Jan 2022 Sep 2022
-17.16% Jan 2020 Mar 2020
-16.33% Feb 2001 Sep 2002
-15.51% May 2011 Sep 2011
-12.21% May 1998 Aug 1998
-9.48% Sep 2018 Dec 2018
-9.35% Feb 2020 Mar 2020
-8.72% Jun 2015 Feb 2016
-6.74% Mar 2015 Jan 2016
-6.46% Feb 2018 Dec 2018
-6.39% Feb 1994 Nov 1994
-6.25% May 1998 Aug 1998
-5.98% Feb 2001 Sep 2001
-5.59% Sep 2000 Nov 2000
-5.48% May 2013 Jun 2013
-4.46% Aug 2016 Nov 2016
-4.41% Nov 1993 Nov 1993

Drawdown comparison chart since January 1985.

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Frank Armstrong Ideal Index Portfolio
Mebane Faber GAA Global Asset Allocation Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-40.11% Nov 2007 Feb 2009
-24.91% Jun 2008 Feb 2009
-20.65% Jan 2022 Sep 2022
-18.25% Jan 2022 Sep 2022
-17.16% Jan 2020 Mar 2020
-16.33% Feb 2001 Sep 2002
-15.51% May 2011 Sep 2011
-14.90% Sep 1987 Nov 1987
-14.74% Jan 1990 Sep 1990
-12.21% May 1998 Aug 1998
-9.48% Sep 2018 Dec 2018
-9.35% Feb 2020 Mar 2020
-9.34% Sep 1987 Nov 1987
-8.72% Jun 2015 Feb 2016
-7.50% Jan 1990 Apr 1990
-6.74% Mar 2015 Jan 2016
-6.46% Feb 2018 Dec 2018
-6.39% Feb 1994 Nov 1994
-6.25% May 1998 Aug 1998
-6.16% Aug 1990 Sep 1990

Yearly Returns

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

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Year Frank Armstrong Ideal Index Portfolio Mebane Faber GAA Global Asset Allocation Portfolio
2023
 +1.79% +4.25%
2022
 -11.91% -16.44%
2021
 +13.98% +8.69%
2020
 +6.95% +11.18%
2019
 +17.96% +19.10%
2018
 -6.68% -5.13%
2017
 +13.88% +13.30%
2016
 +9.05% +6.40%
2015
 -1.66% -3.07%
2014
 +4.16% +7.67%
2013
 +16.03% +4.79%
2012
 +12.36% +11.31%
2011
 -2.98% +6.44%
2010
 +13.00% +12.24%
2009
 +21.58% +15.95%
2008
 -24.86% -13.28%
2007
 +5.91% +9.54%
2006
 +17.74% +11.66%
2005
 +8.40% +8.99%
2004
 +14.62% +11.55%
2003
 +26.78% +19.76%
2002
 -7.53% +3.07%
2001
 -3.80% -2.12%
2000
 +2.04% +5.03%
1999
 +13.53% +12.08%
1998
 +8.85% +10.04%
1997
 +12.22% +7.28%
1996
 +11.54% +9.53%
1995
 +16.29% +20.68%
1994
 +1.99% -2.55%
1993
 +17.70% +18.89%
1992
 +3.75% +3.70%
1991
 +20.38% +22.21%
1990
 -9.45% -0.08%
1989
 +15.59% +21.05%
1988
 +17.45% +13.71%
1987
 +10.19% +5.70%
1986
 +28.89% +24.35%
1985
 +31.78% +29.87%