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 Bob Clyatt Sandwich Portfolio obtained a 7.24% compound annual return, with a 8.27% standard deviation, in the last 30 Years.
Summary
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| Mebane Faber Ivy Portfolio | Bob Clyatt Sandwich Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | High | |
| Asset Allocation | Stocks | 60% | 55% |
| Fixed Income | 20% | 45% | |
| Commodities | 20% | 0% | |
| 30 Years Stats | Return | +7.10% | +7.24% |
| Std Dev | 11.56% | 8.27% | |
| Max Drawdown | -47.39% | -28.96% | |
| All time Stats (Since Jan 1976) |
Return | +9.53% | +9.46% |
| Std Dev | 10.74% | 8.88% | |
| Max Drawdown | -47.39% | -28.96% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1976
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| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Mebane Faber Ivy Portfolio | +2.57 | +11.64 | +12.46 | +7.09 | +4.89 | +7.10 | +9.53 |
| Bob Clyatt Sandwich Portfolio | +1.75 | +11.38 | +10.32 | +5.25 | +5.22 | +7.24 | +9.46 |
| 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).
Bob Clyatt Sandwich Portfolio: an investment of 1$, since April 1994, now would be worth 8.15$, with a total return of 714.91% (7.24% annualized).
Bob Clyatt Sandwich Portfolio: an investment of 1$, since April 1994, now would be worth 8.15$, with a total return of 714.91% (7.24% annualized).
Mebane Faber Ivy Portfolio: an investment of 1$, since January 1976,
now would be worth 80.82$, with a total return of 7982.44%
(9.53% annualized).
Bob Clyatt Sandwich Portfolio: an investment of 1$, since January 1976, now would be worth 78.51$, with a total return of 7750.79% (9.46% annualized).
Bob Clyatt Sandwich Portfolio: an investment of 1$, since January 1976, now would be worth 78.51$, with a total return of 7750.79% (9.46% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Mebane Faber Ivy Portfolio
|
Bob Clyatt Sandwich 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 | |||||
| -28.96% | Nov 2007 | Feb 2009 (16) | Apr 2010 (30) | 12.89 | |||||
| -21.77% | Jan 2020 | Mar 2020 (3) | Dec 2020 (12) | 10.50 | |||||
| -19.10% | Jan 2022 | Sep 2022 (9) | In progress (27) | 10.58 | |||||
| -16.46% | Apr 2022 | Sep 2022 (6) | Mar 2024 (24) | 8.12 | |||||
| -15.89% | Jul 2014 | Feb 2016 (20) | Jul 2017 (37) | 7.01 | |||||
| -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 | |||||
| -10.75% | Jan 2020 | Mar 2020 (3) | Jul 2020 (7) | 4.85 | |||||
| -9.56% | May 2011 | Sep 2011 (5) | Feb 2012 (10) | 4.02 | |||||
| -9.04% | May 1998 | Aug 1998 (4) | Nov 1998 (7) | 4.01 | |||||
| -7.14% | Sep 2018 | Dec 2018 (4) | Apr 2019 (8) | 3.28 | |||||
| -6.93% | Feb 2001 | Sep 2001 (8) | Apr 2002 (15) | 3.21 | |||||
| -6.62% | Jun 2002 | Sep 2002 (4) | May 2003 (12) | 4.15 | |||||
| -6.08% | Nov 2007 | Jan 2008 (3) | Apr 2008 (6) | 3.80 | |||||
| -5.89% | Apr 2004 | Apr 2004 (1) | Sep 2004 (6) | 3.24 | |||||
| -5.67% | May 2010 | Jun 2010 (2) | Sep 2010 (5) | 3.16 | |||||
| -5.03% | Jun 2015 | Feb 2016 (9) | Jun 2016 (13) | 2.78 | |||||
| -5.03% | Sep 1994 | Nov 1994 (3) | Apr 1995 (8) | 2.56 | |||||
Drawdown comparison chart since January 1976.
Swipe left to see all data
|
Mebane Faber Ivy Portfolio
|
Bob Clyatt Sandwich 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 | |||||
| -28.96% | Nov 2007 | Feb 2009 (16) | Apr 2010 (30) | 12.89 | |||||
| -21.77% | Jan 2020 | Mar 2020 (3) | Dec 2020 (12) | 10.50 | |||||
| -19.10% | Jan 2022 | Sep 2022 (9) | In progress (27) | 10.58 | |||||
| -16.46% | Apr 2022 | Sep 2022 (6) | Mar 2024 (24) | 8.12 | |||||
| -15.89% | Jul 2014 | Feb 2016 (20) | Jul 2017 (37) | 7.01 | |||||
| -15.85% | Sep 1987 | Nov 1987 (3) | Dec 1988 (16) | 7.15 | |||||
| -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 | |||||
| -10.97% | Feb 1980 | Mar 1980 (2) | Jun 1980 (5) | 5.39 | |||||
| -10.82% | Dec 1980 | Sep 1981 (10) | Oct 1982 (23) | 5.85 | |||||
| -10.75% | Jan 2020 | Mar 2020 (3) | Jul 2020 (7) | 4.85 | |||||
| -10.22% | Aug 1990 | Sep 1990 (2) | Feb 1991 (7) | 5.82 | |||||
| -9.56% | May 2011 | Sep 2011 (5) | Feb 2012 (10) | 4.02 | |||||
| -9.04% | May 1998 | Aug 1998 (4) | Nov 1998 (7) | 4.01 | |||||
| -8.94% | Feb 1980 | Mar 1980 (2) | May 1980 (4) | 4.45 | |||||
| -7.72% | Dec 1981 | Jun 1982 (7) | Sep 1982 (10) | 4.97 | |||||
| -7.64% | Jun 1981 | Sep 1981 (4) | Nov 1981 (6) | 3.62 | |||||
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% |
+2.50%
|
-0.70% |
| 2023 |
+10.72%
|
-7.72% |
+12.05%
|
-7.10% |
| 2022 |
-10.08%
|
-16.46% |
-14.72%
|
-19.10% |
| 2021 |
+22.27%
|
-4.02% |
+9.88%
|
-2.74% |
| 2020 |
+2.25%
|
-21.77% |
+10.59%
|
-10.75% |
| 2019 |
+21.16%
|
-3.82% |
+16.81%
|
-2.79% |
| 2018 |
-7.88%
|
-11.00% |
-4.77%
|
-7.14% |
| 2017 |
+12.20%
|
-0.65% |
+13.38%
|
0.00% |
| 2016 |
+7.80%
|
-4.52% |
+6.63%
|
-2.20% |
| 2015 |
-7.10%
|
-9.47% |
+0.48%
|
-4.93% |
| 2014 |
+2.25%
|
-5.17% |
+4.84%
|
-2.58% |
| 2013 |
+9.20%
|
-3.80% |
+12.69%
|
-2.58% |
| 2012 |
+11.11%
|
-6.84% |
+10.59%
|
-4.32% |
| 2011 |
+0.04%
|
-15.74% |
+0.70%
|
-9.56% |
| 2010 |
+14.19%
|
-9.36% |
+13.17%
|
-5.67% |
| 2009 |
+22.28%
|
-18.34% |
+19.04%
|
-11.95% |
| 2008 |
-31.26%
|
-38.00% |
-16.79%
|
-19.50% |
| 2007 |
+8.59%
|
-3.39% |
+7.88%
|
-3.03% |
| 2006 |
+15.77%
|
-2.05% |
+13.86%
|
-2.63% |
| 2005 |
+11.34%
|
-3.60% |
+8.69%
|
-1.97% |
| 2004 |
+17.00%
|
-5.89% |
+13.13%
|
-3.88% |
| 2003 |
+28.11%
|
-2.13% |
+24.10%
|
-1.44% |
| 2002 |
+3.82%
|
-5.15% |
-0.29%
|
-6.62% |
| 2001 |
-8.45%
|
-11.43% |
+0.13%
|
-6.93% |
| 2000 |
+12.26%
|
-2.94% |
+2.38%
|
-4.69% |
| 1999 |
+17.97%
|
-2.78% |
+12.00%
|
-2.74% |
| 1998 |
-0.93%
|
-13.25% |
+9.62%
|
-9.04% |
| 1997 |
+8.87%
|
-3.23% |
+10.10%
|
-3.38% |
| 1996 |
+19.40%
|
-2.64% |
+10.04%
|
-2.63% |
| 1995 |
+18.09%
|
-1.03% |
+19.39%
|
-0.52% |
| 1994 |
+0.77%
|
-6.49% |
-2.75%
|
-6.91% |
| 1993 |
+11.51%
|
-5.04% |
+20.08%
|
-2.13% |
| 1992 |
+4.09%
|
-3.09% |
+6.13%
|
-1.86% |
| 1991 |
+17.33%
|
-3.31% |
+26.12%
|
-3.31% |
| 1990 |
-1.70%
|
-7.21% |
-2.55%
|
-10.22% |
| 1989 |
+20.35%
|
-1.48% |
+23.52%
|
-0.93% |
| 1988 |
+18.35%
|
-1.99% |
+14.83%
|
-2.22% |
| 1987 |
+10.95%
|
-11.40% |
+2.90%
|
-15.85% |
| 1986 |
+22.86%
|
-3.01% |
+22.03%
|
-4.12% |
| 1985 |
+26.65%
|
-0.47% |
+29.14%
|
-1.30% |
| 1984 |
+8.40%
|
-3.66% |
+10.00%
|
-5.21% |
| 1983 |
+19.70%
|
-1.57% |
+15.81%
|
-2.56% |
| 1982 |
+16.68%
|
-4.00% |
+18.57%
|
-5.28% |
| 1981 |
-3.14%
|
-8.21% |
+2.36%
|
-7.64% |
| 1980 |
+18.97%
|
-10.97% |
+16.30%
|
-8.94% |
| 1979 |
+21.71%
|
-6.97% |
+13.51%
|
-6.80% |
| 1978 |
+16.56%
|
-5.04% |
+10.15%
|
-6.22% |
| 1977 |
+9.30%
|
-1.92% |
+5.06%
|
-2.44% |
| 1976 |
+15.62%
|
-2.43% |
+17.59%
|
-1.99% |
