Mebane Faber Ivy vs Tim Maurer Simple Money Portfolio Comparison

Last Update: 29 February 2024

The Mebane Faber Ivy Portfolio obtained a 6.89% compound annual return, with a 11.58% standard deviation, in the last 30 Years.

The Tim Maurer Simple Money Portfolio obtained a 7.04% compound annual return, with a 9.11% standard deviation, in the last 30 Years.

Summary

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Mebane Faber Ivy Portfolio Tim Maurer Simple Money Portfolio
Portfolio Risk Very High High
Asset Allocation Stocks 60% 60%
Fixed Income 20% 40%
Commodities 20% 0%
30 Years Stats Return +6.89% +7.04%
Std Dev 11.58% 9.11%
Max Drawdown -47.39% -32.39%
All time Stats
(Since Jan 1975)
Return +9.61% +10.26%
Std Dev 10.69% 9.79%
Max Drawdown -47.39% -32.39%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1975

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1M 6M 1Y 5Y 10Y 30Y MAX
Mebane Faber Ivy Portfolio +1.98 +5.69 +10.79 +6.97 +4.65 +6.89 +9.61
Tim Maurer Simple Money Portfolio +0.91 +5.50 +8.17 +4.82 +4.61 +7.04 +10.26
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Mebane Faber Ivy Portfolio: an investment of 1$, since March 1994, now would be worth 7.38$, with a total return of 638.39% (6.89% annualized).

Tim Maurer Simple Money Portfolio: an investment of 1$, since March 1994, now would be worth 7.69$, with a total return of 669.18% (7.04% annualized).

Mebane Faber Ivy Portfolio: an investment of 1$, since January 1975, now would be worth 91.11$, with a total return of 9011.39% (9.61% annualized).

Tim Maurer Simple Money Portfolio: an investment of 1$, since January 1975, now would be worth 121.97$, with a total return of 12097.16% (10.26% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Mebane Faber Ivy Portfolio
Tim Maurer Simple Money 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
-32.39% Nov 2007 Feb 2009 (16) Oct 2010 (36) 14.00
-21.77% Jan 2020 Mar 2020 (3) Dec 2020 (12) 10.50
-18.44% Sep 2021 Sep 2022 (13) In progress (30) 8.21
-16.46% Apr 2022 Sep 2022 (6) In progress (23) 8.29
-15.89% Jul 2014 Feb 2016 (20) Jul 2017 (37) 7.01
-14.55% Jan 2020 Mar 2020 (3) Nov 2020 (11) 6.58
-13.25% Apr 1998 Aug 1998 (5) Apr 1999 (13) 5.92
-11.43% Feb 2001 Oct 2001 (9) May 2003 (28) 6.71
-11.27% May 2011 Sep 2011 (5) Mar 2012 (11) 5.07
-11.00% Oct 2018 Dec 2018 (3) Apr 2019 (7) 5.09
-9.50% May 1998 Aug 1998 (4) Dec 1998 (8) 4.41
-8.98% Jun 2002 Sep 2002 (4) May 2003 (12) 6.17
-8.67% Sep 2018 Dec 2018 (4) Jun 2019 (10) 3.88
-6.83% Feb 2001 Sep 2001 (8) Mar 2002 (14) 2.98
-6.66% Jun 2015 Feb 2016 (9) Jul 2016 (14) 3.39
-6.08% Nov 2007 Jan 2008 (3) Apr 2008 (6) 3.80
-5.89% Apr 2004 Apr 2004 (1) Sep 2004 (6) 3.24
-5.80% Apr 2012 May 2012 (2) Sep 2012 (6) 2.67
-5.31% Mar 1994 Nov 1994 (9) Apr 1995 (14) 2.48

Drawdown comparison chart since January 1975.

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Mebane Faber Ivy Portfolio
Tim Maurer Simple Money 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
-32.39% Nov 2007 Feb 2009 (16) Oct 2010 (36) 14.00
-21.77% Jan 2020 Mar 2020 (3) Dec 2020 (12) 10.50
-18.44% Sep 2021 Sep 2022 (13) In progress (30) 8.21
-17.06% Sep 1987 Nov 1987 (3) Sep 1988 (13) 8.03
-16.46% Apr 2022 Sep 2022 (6) In progress (23) 8.29
-15.89% Jul 2014 Feb 2016 (20) Jul 2017 (37) 7.01
-14.55% Jan 2020 Mar 2020 (3) Nov 2020 (11) 6.58
-13.25% Apr 1998 Aug 1998 (5) Apr 1999 (13) 5.92
-11.99% Jan 1990 Oct 1990 (10) Feb 1991 (14) 6.16
-11.43% Feb 2001 Oct 2001 (9) May 2003 (28) 6.71
-11.40% Sep 1987 Nov 1987 (3) Jun 1988 (10) 5.94
-11.27% May 2011 Sep 2011 (5) Mar 2012 (11) 5.07
-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
-10.06% Feb 1980 Mar 1980 (2) May 1980 (4) 5.01
-9.50% May 1998 Aug 1998 (4) Dec 1998 (8) 4.41
-8.98% Jun 2002 Sep 2002 (4) May 2003 (12) 6.17
-8.67% Sep 2018 Dec 2018 (4) Jun 2019 (10) 3.88

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
+1.70%
-0.27%
-0.03%
-0.93%
2023
+10.72%
-7.72%
+11.54%
-7.51%
2022
-10.08%
-16.46%
-11.48%
-18.42%
2021
+22.27%
-4.02%
+10.46%
-2.79%
2020
+2.25%
-21.77%
+6.87%
-14.55%
2019
+21.16%
-3.82%
+16.14%
-3.66%
2018
-7.88%
-11.00%
-6.64%
-8.67%
2017
+12.20%
-0.65%
+13.36%
-0.06%
2016
+7.80%
-4.52%
+8.15%
-3.04%
2015
-7.10%
-9.47%
+0.47%
-5.71%
2014
+2.25%
-5.17%
+2.33%
-3.17%
2013
+9.20%
-3.80%
+17.81%
-2.16%
2012
+11.11%
-6.84%
+11.70%
-5.80%
2011
+0.04%
-15.74%
-0.69%
-11.27%
2010
+14.19%
-9.36%
+12.55%
-7.06%
2009
+22.28%
-18.34%
+17.16%
-14.10%
2008
-31.26%
-38.00%
-18.42%
-21.26%
2007
+8.59%
-3.39%
+5.07%
-3.51%
2006
+15.77%
-2.05%
+15.49%
-2.64%
2005
+11.34%
-3.60%
+8.71%
-2.47%
2004
+17.00%
-5.89%
+16.23%
-3.15%
2003
+28.11%
-2.13%
+28.83%
-2.44%
2002
+3.82%
-5.15%
-0.10%
-8.98%
2001
-8.45%
-11.43%
-0.39%
-6.83%
2000
+12.26%
-2.94%
+6.34%
-2.93%
1999
+17.97%
-2.78%
+8.40%
-3.42%
1998
-0.93%
-13.25%
+10.11%
-9.50%
1997
+8.87%
-3.23%
+8.93%
-2.66%
1996
+19.40%
-2.64%
+8.40%
-2.89%
1995
+18.09%
-1.03%
+20.10%
-0.83%
1994
+0.77%
-6.49%
-1.91%
-6.44%
1993
+11.51%
-5.04%
+18.40%
-1.79%
1992
+4.09%
-3.09%
+9.26%
-1.70%
1991
+17.33%
-3.31%
+19.48%
-3.59%
1990
-1.70%
-7.21%
-6.46%
-11.99%
1989
+20.35%
-1.48%
+18.70%
-1.68%
1988
+18.35%
-1.99%
+17.54%
-1.71%
1987
+10.95%
-11.40%
+9.10%
-17.06%
1986
+22.86%
-3.01%
+29.42%
-4.06%
1985
+26.65%
-0.47%
+35.92%
-1.27%
1984
+8.40%
-3.66%
+8.33%
-6.36%
1983
+19.70%
-1.57%
+19.04%
-2.19%
1982
+16.68%
-4.00%
+20.34%
-5.31%
1981
-3.14%
-8.21%
+5.26%
-7.35%
1980
+18.97%
-10.97%
+16.99%
-10.06%
1979
+21.71%
-6.97%
+12.42%
-7.65%
1978
+16.56%
-5.04%
+14.64%
-7.08%
1977
+9.30%
-1.92%
+8.65%
-2.11%
1976
+15.62%
-2.43%
+18.42%
-2.41%
1975
+15.63%
-5.46%
+27.95%
-7.97%