Mebane Faber GAA Global Asset Allocation vs Tyler Golden Butterfly Portfolio Comparison

Last Update: 31 March 2024

The Mebane Faber GAA Global Asset Allocation Portfolio obtained a 7.02% compound annual return, with a 8.02% standard deviation, in the last 30 Years.

The Tyler Golden Butterfly Portfolio obtained a 7.76% compound annual return, with a 7.72% standard deviation, in the last 30 Years.

Summary

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Mebane Faber GAA Global Asset Allocation Portfolio Tyler Golden Butterfly Portfolio
Portfolio Risk High High
Asset Allocation Stocks 40.5% 40%
Fixed Income 49.5% 40%
Commodities 10% 20%
30 Years Stats Return +7.02% +7.76%
Std Dev 8.02% 7.72%
Max Drawdown -24.91% -17.79%
All time Stats
(Since Jan 1985)		 Return +8.69% +8.64%
Std Dev 8.14% 7.64%
Max Drawdown -24.91% -17.79%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Mebane Faber GAA Global Asset Allocation Portfolio +2.40 +12.53 +9.38 +5.07 +4.83 +7.02 +8.69
Tyler Golden Butterfly Portfolio +3.22 +13.99 +9.26 +6.61 +5.77 +7.76 +8.64
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Mebane Faber GAA Global Asset Allocation Portfolio: an investment of 1$, since April 1994, now would be worth 7.67$, with a total return of 666.52% (7.02% annualized).

Tyler Golden Butterfly Portfolio: an investment of 1$, since April 1994, now would be worth 9.42$, with a total return of 841.59% (7.76% annualized).

Mebane Faber GAA Global Asset Allocation Portfolio: an investment of 1$, since January 1985, now would be worth 26.36$, with a total return of 2535.69% (8.69% annualized).

Tyler Golden Butterfly Portfolio: an investment of 1$, since January 1985, now would be worth 25.83$, with a total return of 2483.31% (8.64% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Mebane Faber GAA Global Asset Allocation Portfolio
Tyler Golden Butterfly Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-24.91% Jun 2008 Feb 2009 (9) Mar 2010 (22) 12.59
-20.65% Jan 2022 Sep 2022 (9) In progress (27) 11.72
-17.79% Jan 2022 Sep 2022 (9) In progress (27) 9.39
-14.81% Mar 2008 Feb 2009 (12) Sep 2009 (19) 7.24
-9.44% May 1998 Aug 1998 (4) Dec 1998 (8) 3.99
-9.35% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.11
-7.16% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.10
-6.86% Jun 2002 Jul 2002 (2) May 2003 (12) 4.25
-6.74% Mar 2015 Jan 2016 (11) Jun 2016 (16) 3.79
-6.46% Feb 2018 Dec 2018 (11) Mar 2019 (14) 3.04
-6.37% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.17
-6.25% Feb 2015 Sep 2015 (8) Mar 2016 (14) 3.60
-6.25% May 1998 Aug 1998 (4) Oct 1998 (6) 2.57
-5.98% Feb 2001 Sep 2001 (8) Apr 2003 (27) 3.04
-5.48% May 2013 Jun 2013 (2) Dec 2013 (8) 2.83
-4.99% Feb 2001 Mar 2001 (2) Dec 2001 (11) 2.05
-4.46% Aug 2016 Nov 2016 (4) Apr 2017 (9) 2.01
-4.36% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.66
-4.36% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.72
-4.21% May 2011 Sep 2011 (5) Oct 2011 (6) 1.83

Drawdown comparison chart since January 1985.

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Mebane Faber GAA Global Asset Allocation Portfolio
Tyler Golden Butterfly Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-24.91% Jun 2008 Feb 2009 (9) Mar 2010 (22) 12.59
-20.65% Jan 2022 Sep 2022 (9) In progress (27) 11.72
-17.79% Jan 2022 Sep 2022 (9) In progress (27) 9.39
-14.81% Mar 2008 Feb 2009 (12) Sep 2009 (19) 7.24
-10.93% Sep 1987 Nov 1987 (3) Jan 1989 (17) 5.04
-9.44% May 1998 Aug 1998 (4) Dec 1998 (8) 3.99
-9.35% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.11
-9.34% Sep 1987 Nov 1987 (3) Jun 1988 (10) 4.59
-7.94% Jan 1990 Oct 1990 (10) Feb 1991 (14) 3.88
-7.50% Jan 1990 Apr 1990 (4) Jul 1990 (7) 3.96
-7.16% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.10
-6.86% Jun 2002 Jul 2002 (2) May 2003 (12) 4.25
-6.74% Mar 2015 Jan 2016 (11) Jun 2016 (16) 3.79
-6.46% Feb 2018 Dec 2018 (11) Mar 2019 (14) 3.04
-6.39% Feb 1994 Nov 1994 (10) May 1995 (16) 4.42
-6.37% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.17
-6.25% Feb 2015 Sep 2015 (8) Mar 2016 (14) 3.60
-6.25% May 1998 Aug 1998 (4) Oct 1998 (6) 2.57
-6.16% Aug 1990 Sep 1990 (2) Jan 1991 (6) 3.42
-5.98% Feb 2001 Sep 2001 (8) Apr 2003 (27) 3.04

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
+2.71%
 -0.58%
+2.76%
 -1.54%
2023
+12.13%
 -7.93%
+11.98%
 -8.07%
2022
-16.44%
 -20.65%
-13.35%
 -17.79%
2021
+8.69%
 -2.47%
+9.35%
 -2.45%
2020
+11.18%
 -9.35%
+13.93%
 -7.16%
2019
+19.10%
 -1.28%
+18.03%
 -1.83%
2018
-5.13%
 -6.46%
-4.03%
 -6.37%
2017
+13.30%
 0.00%
+10.96%
 -0.32%
2016
+6.40%
 -4.46%
+10.82%
 -3.36%
2015
-3.07%
 -6.44%
-3.71%
 -6.25%
2014
+7.67%
 -2.74%
+9.13%
 -3.27%
2013
+4.79%
 -5.48%
+6.26%
 -3.84%
2012
+11.31%
 -3.02%
+8.84%
 -2.43%
2011
+6.44%
 -4.21%
+8.86%
 -3.00%
2010
+12.24%
 -3.58%
+16.54%
 -2.77%
2009
+15.95%
 -12.21%
+10.77%
 -10.16%
2008
-13.28%
 -21.38%
-4.18%
 -13.53%
2007
+9.54%
 -1.32%
+9.58%
 -2.06%
2006
+11.66%
 -1.77%
+12.44%
 -2.71%
2005
+8.99%
 -2.35%
+8.04%
 -1.76%
2004
+11.55%
 -4.36%
+9.88%
 -4.36%
2003
+19.76%
 -1.64%
+18.85%
 -2.72%
2002
+3.07%
 -3.96%
+3.15%
 -6.86%
2001
-2.12%
 -5.98%
+2.71%
 -4.99%
2000
+5.03%
 -2.40%
+6.88%
 -3.64%
1999
+12.08%
 -2.46%
+4.24%
 -3.38%
1998
+10.04%
 -6.25%
+8.03%
 -9.44%
1997
+7.28%
 -3.30%
+13.09%
 -2.50%
1996
+9.53%
 -1.45%
+8.18%
 -2.60%
1995
+20.68%
 -0.02%
+21.86%
 -0.40%
1994
-2.55%
 -6.39%
-1.98%
 -4.64%
1993
+18.89%
 -2.72%
+14.50%
 -1.37%
1992
+3.70%
 -3.77%
+9.15%
 -1.58%
1991
+22.21%
 -2.63%
+19.14%
 -1.63%
1990
-0.08%
 -7.50%
-2.51%
 -7.94%
1989
+21.05%
 -0.43%
+14.78%
 -0.89%
1988
+13.71%
 -2.08%
+9.18%
 -1.64%
1987
+5.70%
 -9.34%
+5.10%
 -10.93%
1986
+24.35%
 -3.30%
+17.75%
 -2.42%
1985
+29.87%
 -1.43%
+25.09%
 -1.93%