Marc Faber vs Stocks/Bonds 60/40 Momentum Portfolio Comparison

Last Update: 29 February 2024

The Marc Faber Portfolio obtained a 7.25% compound annual return, with a 9.66% standard deviation, in the last 30 Years.

The Stocks/Bonds 60/40 Momentum Portfolio obtained a 9.77% compound annual return, with a 9.60% standard deviation, in the last 30 Years.

Summary

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Marc Faber Portfolio Stocks/Bonds 60/40 Momentum Portfolio
Portfolio Risk High High
Asset Allocation Stocks 50% 60%
Fixed Income 25% 40%
Commodities 25% 0%
30 Years Stats Return +7.25% +9.77%
Std Dev 9.66% 9.60%
Max Drawdown -28.82% -32.52%
All time Stats
(Since Jan 1982)
Return +8.44% +11.21%
Std Dev 9.24% 9.90%
Max Drawdown -28.82% -32.52%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1982

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1M 6M 1Y 5Y 10Y 30Y MAX
Marc Faber Portfolio +1.33 +6.13 +10.11 +6.35 +5.34 +7.25 +8.44
Stocks/Bonds 60/40 Momentum Portfolio +5.60 +15.48 +20.57 +7.54 +8.28 +9.77 +11.21
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Marc Faber Portfolio: an investment of 1$, since March 1994, now would be worth 8.17$, with a total return of 716.82% (7.25% annualized).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since March 1994, now would be worth 16.39$, with a total return of 1539.44% (9.77% annualized).

Marc Faber Portfolio: an investment of 1$, since January 1982, now would be worth 30.50$, with a total return of 2949.92% (8.44% annualized).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 88.14$, with a total return of 8713.62% (11.21% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Marc Faber Portfolio
Stocks/Bonds 60/40 Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-32.52% Nov 2007 Feb 2009 (16) Feb 2011 (40) 15.23
-28.82% Jun 2008 Feb 2009 (9) Mar 2010 (22) 15.08
-24.21% Nov 2021 Sep 2022 (11) In progress (28) 16.52
-21.14% Sep 2000 Sep 2002 (25) Jan 2004 (41) 12.11
-19.93% Jan 2022 Sep 2022 (9) In progress (26) 10.76
-11.30% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.97
-10.73% Feb 2020 Mar 2020 (2) Jun 2020 (5) 4.89
-10.47% May 1998 Aug 1998 (4) Apr 1999 (12) 4.24
-9.29% Oct 2018 Dec 2018 (3) Jun 2019 (9) 4.52
-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
-7.14% May 2011 Sep 2011 (5) Jan 2012 (9) 2.68
-6.80% Jun 2002 Oct 2002 (5) May 2003 (12) 3.88
-6.78% Aug 1998 Aug 1998 (1) Oct 1998 (3) 3.54
-5.28% Mar 1994 Nov 1994 (9) May 1995 (15) 2.84
-5.23% Feb 2018 Dec 2018 (11) Jan 2019 (12) 3.03
-5.20% Sep 2020 Oct 2020 (2) Nov 2020 (3) 2.87

Drawdown comparison chart since January 1982.

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Marc Faber Portfolio
Stocks/Bonds 60/40 Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-32.52% Nov 2007 Feb 2009 (16) Feb 2011 (40) 15.23
-28.82% Jun 2008 Feb 2009 (9) Mar 2010 (22) 15.08
-24.21% Nov 2021 Sep 2022 (11) In progress (28) 16.52
-21.14% Sep 2000 Sep 2002 (25) Jan 2004 (41) 12.11
-20.08% Sep 1987 Nov 1987 (3) May 1989 (21) 11.04
-19.93% Jan 2022 Sep 2022 (9) In progress (26) 10.76
-11.30% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.97
-10.73% Feb 2020 Mar 2020 (2) Jun 2020 (5) 4.89
-10.47% May 1998 Aug 1998 (4) Apr 1999 (12) 4.24
-9.29% Oct 2018 Dec 2018 (3) Jun 2019 (9) 4.52
-9.04% Sep 1987 Oct 1987 (2) Jan 1989 (17) 3.76
-8.89% Jan 1982 Jun 1982 (6) Aug 1982 (8) 5.42
-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
-7.66% Aug 1990 Sep 1990 (2) Jan 1991 (6) 4.58
-7.54% Dec 1983 May 1984 (6) Aug 1984 (9) 3.90
-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
-0.39%
-1.70%
+9.07%
0.00%
2023
+12.80%
-6.81%
+7.66%
-5.48%
2022
-14.67%
-19.93%
-16.20%
-21.97%
2021
+12.98%
-3.70%
+7.27%
-2.88%
2020
+11.15%
-11.30%
+20.99%
-10.73%
2019
+20.49%
-0.76%
+19.89%
-0.92%
2018
-4.39%
-5.23%
-1.04%
-9.29%
2017
+11.79%
-0.53%
+23.93%
0.00%
2016
+6.97%
-7.73%
+4.01%
-3.57%
2015
-2.47%
-7.74%
+5.58%
-4.61%
2014
+9.60%
-4.12%
+11.10%
-2.40%
2013
-1.18%
-7.32%
+19.91%
-2.13%
2012
+11.20%
-4.70%
+10.22%
-3.51%
2011
+4.97%
-7.96%
+6.73%
-7.14%
2010
+19.36%
-3.86%
+13.29%
-6.43%
2009
+22.95%
-12.23%
+11.92%
-12.79%
2008
-16.28%
-24.88%
-21.83%
-24.08%
2007
+8.25%
-4.55%
+13.35%
-1.41%
2006
+20.89%
-2.23%
+8.04%
-2.23%
2005
+11.20%
-3.43%
+12.44%
-0.99%
2004
+13.91%
-7.35%
+11.72%
-2.06%
2003
+23.98%
-1.74%
+17.18%
-1.95%
2002
+4.97%
-6.80%
-4.07%
-11.25%
2001
+1.95%
-4.37%
-7.04%
-13.57%
2000
+4.65%
-3.12%
-1.21%
-6.50%
1999
+7.25%
-3.69%
+23.95%
-1.65%
1998
+2.17%
-10.47%
+32.69%
-6.78%
1997
+5.23%
-3.45%
+25.89%
-3.48%
1996
+12.19%
-0.80%
+19.33%
-2.32%
1995
+13.03%
-1.18%
+32.67%
0.00%
1994
-3.18%
-6.45%
-1.72%
-6.35%
1993
+19.45%
-2.71%
+11.81%
-0.99%
1992
+3.34%
-3.05%
+5.45%
-2.52%
1991
+19.75%
-1.89%
+28.24%
-2.57%
1990
-4.94%
-8.47%
+4.36%
-7.66%
1989
+13.95%
-0.81%
+31.11%
-1.20%
1988
+7.03%
-1.66%
+7.18%
-3.36%
1987
+6.79%
-9.04%
+2.02%
-20.08%
1986
+21.19%
-0.55%
+19.66%
-5.55%
1985
+21.48%
-1.50%
+28.33%
-1.52%
1984
+6.21%
-3.99%
+5.51%
-7.11%
1983
+10.11%
-3.68%
+12.26%
-3.09%
1982
+18.23%
-8.89%
+30.72%
-2.23%