Last Update: 31 March 2024
The Mebane Faber Ivy Portfolio obtained a 7.10% compound annual return, with a 11.56% standard deviation, in the last 30 Years.
The Alexander Green Gone Fishin' Portfolio obtained a 7.59% compound annual return, with a 12.02% standard deviation, in the last 30 Years.
Summary
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| Mebane Faber Ivy Portfolio | Alexander Green Gone Fishin' Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | High | |
| Asset Allocation | Stocks | 60% | 65% |
| Fixed Income | 20% | 30% | |
| Commodities | 20% | 5% | |
| 30 Years Stats | Return | +7.10% | +7.59% |
| Std Dev | 11.56% | 12.02% | |
| Max Drawdown | -47.39% | -43.02% | |
| All time Stats (Since Jan 1985) |
Return | +8.64% | +9.53% |
| Std Dev | 10.90% | 12.06% | |
| Max Drawdown | -47.39% | -43.02% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1985
Swipe left to see all data
| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Mebane Faber Ivy Portfolio | +2.57 | +11.64 | +12.46 | +7.09 | +4.89 | +7.10 | +8.64 |
| Alexander Green Gone Fishin' Portfolio | +2.63 | +13.90 | +12.02 | +6.38 | +5.77 | +7.59 | +9.53 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Mebane Faber Ivy Portfolio: an investment of 1$, since April 1994,
now would be worth 7.83$, with a total return of 682.92%
(7.10% annualized).
Alexander Green Gone Fishin' Portfolio: an investment of 1$, since April 1994, now would be worth 8.98$, with a total return of 798.36% (7.59% annualized).
Alexander Green Gone Fishin' Portfolio: an investment of 1$, since April 1994, now would be worth 8.98$, with a total return of 798.36% (7.59% annualized).
Mebane Faber Ivy Portfolio: an investment of 1$, since January 1985,
now would be worth 25.84$, with a total return of 2484.03%
(8.64% annualized).
Alexander Green Gone Fishin' Portfolio: an investment of 1$, since January 1985, now would be worth 35.59$, with a total return of 3459.04% (9.53% annualized).
Alexander Green Gone Fishin' Portfolio: an investment of 1$, since January 1985, now would be worth 35.59$, with a total return of 3459.04% (9.53% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Mebane Faber Ivy Portfolio
|
Alexander Green Gone Fishin' Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -47.39% | Jun 2008 | Feb 2009 (9) | Jan 2013 (56) | 20.27 | |||||
| -43.02% | Nov 2007 | Feb 2009 (16) | Dec 2010 (38) | 19.52 | |||||
| -21.98% | Jan 2022 | Sep 2022 (9) | In progress (27) | 11.41 | |||||
| -21.77% | Jan 2020 | Mar 2020 (3) | Dec 2020 (12) | 10.50 | |||||
| -17.18% | Jan 2020 | Mar 2020 (3) | Aug 2020 (8) | 7.88 | |||||
| -16.46% | Apr 2022 | Sep 2022 (6) | Mar 2024 (24) | 8.12 | |||||
| -16.22% | May 1998 | Aug 1998 (4) | Apr 1999 (12) | 6.69 | |||||
| -15.89% | Jul 2014 | Feb 2016 (20) | Jul 2017 (37) | 7.01 | |||||
| -15.69% | Sep 2000 | Sep 2002 (25) | Aug 2003 (36) | 8.92 | |||||
| -15.05% | May 2011 | Sep 2011 (5) | Sep 2012 (17) | 5.61 | |||||
| -13.25% | Apr 1998 | Aug 1998 (5) | Apr 1999 (13) | 5.92 | |||||
| -11.43% | Feb 2001 | Oct 2001 (9) | May 2003 (28) | 6.71 | |||||
| -11.00% | Oct 2018 | Dec 2018 (3) | Apr 2019 (7) | 5.09 | |||||
| -9.95% | May 2015 | Jan 2016 (9) | Jul 2016 (15) | 5.34 | |||||
| -9.79% | Feb 2018 | Dec 2018 (11) | Apr 2019 (15) | 3.82 | |||||
| -6.10% | Apr 2000 | May 2000 (2) | Aug 2000 (5) | 3.24 | |||||
| -6.08% | Nov 2007 | Jan 2008 (3) | Apr 2008 (6) | 3.80 | |||||
| -5.89% | Apr 2004 | Apr 2004 (1) | Sep 2004 (6) | 3.24 | |||||
| -5.84% | Sep 1994 | Jan 1995 (5) | Apr 1995 (8) | 3.25 | |||||
| -5.14% | Oct 1997 | Nov 1997 (2) | Feb 1998 (5) | 3.51 | |||||
Drawdown comparison chart since January 1985.
Swipe left to see all data
|
Mebane Faber Ivy Portfolio
|
Alexander Green Gone Fishin' Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -47.39% | Jun 2008 | Feb 2009 (9) | Jan 2013 (56) | 20.27 | |||||
| -43.02% | Nov 2007 | Feb 2009 (16) | Dec 2010 (38) | 19.52 | |||||
| -21.98% | Jan 2022 | Sep 2022 (9) | In progress (27) | 11.41 | |||||
| -21.77% | Jan 2020 | Mar 2020 (3) | Dec 2020 (12) | 10.50 | |||||
| -18.93% | Sep 1987 | Nov 1987 (3) | Jan 1989 (17) | 9.48 | |||||
| -17.18% | Jan 2020 | Mar 2020 (3) | Aug 2020 (8) | 7.88 | |||||
| -16.46% | Apr 2022 | Sep 2022 (6) | Mar 2024 (24) | 8.12 | |||||
| -16.22% | May 1998 | Aug 1998 (4) | Apr 1999 (12) | 6.69 | |||||
| -15.89% | Jul 2014 | Feb 2016 (20) | Jul 2017 (37) | 7.01 | |||||
| -15.69% | Sep 2000 | Sep 2002 (25) | Aug 2003 (36) | 8.92 | |||||
| -15.45% | Aug 1990 | Sep 1990 (2) | Feb 1991 (7) | 9.51 | |||||
| -15.05% | May 2011 | Sep 2011 (5) | Sep 2012 (17) | 5.61 | |||||
| -13.25% | Apr 1998 | Aug 1998 (5) | Apr 1999 (13) | 5.92 | |||||
| -11.43% | Feb 2001 | Oct 2001 (9) | May 2003 (28) | 6.71 | |||||
| -11.40% | Sep 1987 | Nov 1987 (3) | Jun 1988 (10) | 5.94 | |||||
| -11.00% | Oct 2018 | Dec 2018 (3) | Apr 2019 (7) | 5.09 | |||||
| -9.95% | May 2015 | Jan 2016 (9) | Jul 2016 (15) | 5.34 | |||||
| -9.79% | Feb 2018 | Dec 2018 (11) | Apr 2019 (15) | 3.82 | |||||
| -7.96% | Jan 1990 | Apr 1990 (4) | Jul 1990 (7) | 4.24 | |||||
| -7.83% | Feb 1994 | Jan 1995 (12) | May 1995 (16) | 5.16 | |||||
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.
The highlighted returns represent the highest values for that specific year.
Swipe left to see all data
| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+4.31%
|
-0.27% |
+3.32%
|
-1.46% |
| 2023 |
+10.72%
|
-7.72% |
+13.45%
|
-9.00% |
| 2022 |
-10.08%
|
-16.46% |
-15.58%
|
-21.98% |
| 2021 |
+22.27%
|
-4.02% |
+11.58%
|
-2.98% |
| 2020 |
+2.25%
|
-21.77% |
+12.37%
|
-17.18% |
| 2019 |
+21.16%
|
-3.82% |
+19.76%
|
-4.09% |
| 2018 |
-7.88%
|
-11.00% |
-7.32%
|
-9.79% |
| 2017 |
+12.20%
|
-0.65% |
+16.62%
|
0.00% |
| 2016 |
+7.80%
|
-4.52% |
+10.50%
|
-3.34% |
| 2015 |
-7.10%
|
-9.47% |
-3.07%
|
-8.79% |
| 2014 |
+2.25%
|
-5.17% |
+3.43%
|
-4.02% |
| 2013 |
+9.20%
|
-3.80% |
+13.26%
|
-3.99% |
| 2012 |
+11.11%
|
-6.84% |
+13.95%
|
-6.38% |
| 2011 |
+0.04%
|
-15.74% |
-1.05%
|
-15.05% |
| 2010 |
+14.19%
|
-9.36% |
+16.13%
|
-8.77% |
| 2009 |
+22.28%
|
-18.34% |
+29.72%
|
-15.87% |
| 2008 |
-31.26%
|
-38.00% |
-28.75%
|
-34.82% |
| 2007 |
+8.59%
|
-3.39% |
+8.90%
|
-4.95% |
| 2006 |
+15.77%
|
-2.05% |
+16.96%
|
-3.73% |
| 2005 |
+11.34%
|
-3.60% |
+12.08%
|
-4.01% |
| 2004 |
+17.00%
|
-5.89% |
+15.76%
|
-5.09% |
| 2003 |
+28.11%
|
-2.13% |
+31.54%
|
-3.02% |
| 2002 |
+3.82%
|
-5.15% |
-4.17%
|
-14.14% |
| 2001 |
-8.45%
|
-11.43% |
-2.20%
|
-12.57% |
| 2000 |
+12.26%
|
-2.94% |
-4.37%
|
-9.26% |
| 1999 |
+17.97%
|
-2.78% |
+21.54%
|
-2.85% |
| 1998 |
-0.93%
|
-13.25% |
+5.75%
|
-16.22% |
| 1997 |
+8.87%
|
-3.23% |
+8.91%
|
-5.14% |
| 1996 |
+19.40%
|
-2.64% |
+11.89%
|
-4.35% |
| 1995 |
+18.09%
|
-1.03% |
+18.66%
|
-1.90% |
| 1994 |
+0.77%
|
-6.49% |
-2.38%
|
-7.67% |
| 1993 |
+11.51%
|
-5.04% |
+30.92%
|
-3.31% |
| 1992 |
+4.09%
|
-3.09% |
+3.63%
|
-2.99% |
| 1991 |
+17.33%
|
-3.31% |
+33.42%
|
-3.66% |
| 1990 |
-1.70%
|
-7.21% |
-8.26%
|
-15.45% |
| 1989 |
+20.35%
|
-1.48% |
+25.58%
|
-2.55% |
| 1988 |
+18.35%
|
-1.99% |
+16.97%
|
-2.94% |
| 1987 |
+10.95%
|
-11.40% |
+1.97%
|
-18.93% |
| 1986 |
+22.86%
|
-3.01% |
+25.77%
|
-3.25% |
| 1985 |
+26.65%
|
-0.47% |
+31.99%
|
-1.97% |
