Roger Gibson Five Asset vs Marc Faber Portfolio Comparison

Last Update: 31 March 2024

The Roger Gibson Five Asset Portfolio obtained a 7.51% compound annual return, with a 11.27% 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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Roger Gibson Five Asset Portfolio Marc Faber Portfolio
Portfolio Risk Very High High
Asset Allocation Stocks 60% 50%
Fixed Income 20% 25%
Commodities 20% 25%
30 Years Stats Return +7.51% +7.47%
Std Dev 11.27% 9.66%
Max Drawdown -44.75% -28.82%
All time Stats
(Since Jan 1985)		 Return +8.98% +8.29%
Std Dev 10.67% 9.13%
Max Drawdown -44.75% -28.82%
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
Roger Gibson Five Asset Portfolio +2.56 +11.33 +10.96 +7.37 +5.49 +7.51 +8.98
Marc Faber Portfolio +3.40 +15.11 +10.68 +6.74 +5.75 +7.47 +8.29
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Roger Gibson Five Asset Portfolio: an investment of 1$, since April 1994, now would be worth 8.77$, with a total return of 777.02% (7.51% 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).

Roger Gibson Five Asset Portfolio: an investment of 1$, since January 1985, now would be worth 29.24$, with a total return of 2824.00% (8.98% annualized).

Marc Faber Portfolio: an investment of 1$, since January 1985, now would be worth 22.81$, with a total return of 2180.89% (8.29% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Roger Gibson Five Asset Portfolio
Marc Faber Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-44.75% Jun 2008 Feb 2009 (9) Feb 2011 (33) 23.07
-28.82% Jun 2008 Feb 2009 (9) Mar 2010 (22) 15.08
-19.93% Jan 2022 Sep 2022 (9) In progress (27) 10.56
-19.30% Jan 2020 Mar 2020 (3) Nov 2020 (11) 8.97
-16.29% Apr 2022 Sep 2022 (6) Mar 2024 (24) 7.96
-15.14% May 2011 Sep 2011 (5) Aug 2012 (16) 5.99
-13.25% Apr 1998 Aug 1998 (5) Apr 1999 (13) 5.68
-13.03% Sep 2014 Feb 2016 (18) Jan 2017 (29) 5.79
-11.36% Feb 2001 Oct 2001 (9) May 2003 (28) 6.61
-11.30% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.97
-10.47% May 1998 Aug 1998 (4) Apr 1999 (12) 4.24
-10.00% Oct 2018 Dec 2018 (3) Apr 2019 (7) 4.59
-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
-5.79% Apr 2004 Apr 2004 (1) Sep 2004 (6) 3.17
-5.25% Nov 2007 Jan 2008 (3) Apr 2008 (6) 3.31

Drawdown comparison chart since January 1985.

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Roger Gibson Five Asset Portfolio
Marc Faber Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-44.75% Jun 2008 Feb 2009 (9) Feb 2011 (33) 23.07
-28.82% Jun 2008 Feb 2009 (9) Mar 2010 (22) 15.08
-19.93% Jan 2022 Sep 2022 (9) In progress (27) 10.56
-19.30% Jan 2020 Mar 2020 (3) Nov 2020 (11) 8.97
-16.29% Apr 2022 Sep 2022 (6) Mar 2024 (24) 7.96
-15.14% May 2011 Sep 2011 (5) Aug 2012 (16) 5.99
-13.25% Apr 1998 Aug 1998 (5) Apr 1999 (13) 5.68
-13.03% Sep 2014 Feb 2016 (18) Jan 2017 (29) 5.79
-11.38% Sep 1987 Nov 1987 (3) Jun 1988 (10) 5.93
-11.36% Feb 2001 Oct 2001 (9) May 2003 (28) 6.61
-11.30% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.97
-10.47% May 1998 Aug 1998 (4) Apr 1999 (12) 4.24
-10.00% Oct 2018 Dec 2018 (3) Apr 2019 (7) 4.59
-9.04% Sep 1987 Oct 1987 (2) Jan 1989 (17) 3.76
-8.47% Jan 1990 Oct 1990 (10) Feb 1991 (14) 4.83
-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

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
+3.20%
 -0.91%
+3.00%
 -1.70%
2023
+10.78%
 -7.73%
+12.80%
 -6.81%
2022
-11.00%
 -16.29%
-14.67%
 -19.93%
2021
+22.77%
 -3.55%
+12.98%
 -3.70%
2020
+5.29%
 -19.30%
+11.15%
 -11.30%
2019
+20.35%
 -3.32%
+20.49%
 -0.76%
2018
-7.26%
 -10.00%
-4.39%
 -5.23%
2017
+12.32%
 -0.50%
+11.79%
 -0.53%
2016
+9.61%
 -3.95%
+6.97%
 -7.73%
2015
-5.77%
 -8.86%
-2.47%
 -7.74%
2014
+3.39%
 -4.13%
+9.60%
 -4.12%
2013
+8.12%
 -4.34%
-1.18%
 -7.32%
2012
+12.31%
 -6.55%
+11.20%
 -4.70%
2011
+0.22%
 -15.14%
+4.97%
 -7.96%
2010
+15.28%
 -9.00%
+19.36%
 -3.86%
2009
+23.98%
 -16.95%
+22.95%
 -12.23%
2008
-29.02%
 -36.68%
-16.28%
 -24.88%
2007
+8.47%
 -3.75%
+8.25%
 -4.55%
2006
+15.69%
 -2.03%
+20.89%
 -2.23%
2005
+11.50%
 -3.59%
+11.20%
 -3.43%
2004
+17.11%
 -5.79%
+13.91%
 -7.35%
2003
+28.11%
 -2.15%
+23.98%
 -1.74%
2002
+3.88%
 -5.15%
+4.97%
 -6.80%
2001
-8.31%
 -11.36%
+1.95%
 -4.37%
2000
+12.13%
 -2.94%
+4.65%
 -3.12%
1999
+18.03%
 -2.76%
+7.25%
 -3.69%
1998
-0.41%
 -13.25%
+2.17%
 -10.47%
1997
+8.02%
 -3.37%
+5.23%
 -3.45%
1996
+19.46%
 -2.51%
+12.19%
 -0.80%
1995
+18.27%
 -1.10%
+13.03%
 -1.18%
1994
+0.49%
 -6.61%
-3.18%
 -6.45%
1993
+11.92%
 -4.90%
+19.45%
 -2.71%
1992
+4.38%
 -3.09%
+3.34%
 -3.05%
1991
+17.71%
 -3.33%
+19.75%
 -1.89%
1990
-1.78%
 -7.29%
-4.94%
 -8.47%
1989
+20.20%
 -1.50%
+13.95%
 -0.81%
1988
+18.43%
 -1.97%
+7.03%
 -1.66%
1987
+11.07%
 -11.38%
+6.79%
 -9.04%
1986
+22.93%
 -2.98%
+21.19%
 -0.55%
1985
+26.81%
 -0.45%
+21.48%
 -1.50%