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 US Stocks Value Portfolio obtained a 10.28% compound annual return, with a 15.35% standard deviation, in the last 30 Years.
Summary
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| Mebane Faber Ivy Portfolio | US Stocks Value Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | Very High | |
| Asset Allocation | Stocks | 60% | 100% |
| Fixed Income | 20% | 0% | |
| Commodities | 20% | 0% | |
| 30 Years Stats | Return | +7.10% | +10.28% |
| Std Dev | 11.56% | 15.35% | |
| Max Drawdown | -47.39% | -55.41% | |
| All time Stats (Since Jan 1975) |
Return | +9.65% | +12.24% |
| Std Dev | 10.69% | 15.30% | |
| Max Drawdown | -47.39% | -55.41% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1975
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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 | +9.65 |
| US Stocks Value Portfolio | +4.69 | +22.40 | +24.99 | +13.06 | +10.43 | +10.28 | +12.24 |
| 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).
US Stocks Value Portfolio: an investment of 1$, since April 1994, now would be worth 18.84$, with a total return of 1784.17% (10.28% annualized).
US Stocks Value Portfolio: an investment of 1$, since April 1994, now would be worth 18.84$, with a total return of 1784.17% (10.28% annualized).
Mebane Faber Ivy Portfolio: an investment of 1$, since January 1975,
now would be worth 93.45$, with a total return of 9245.36%
(9.65% annualized).
US Stocks Value Portfolio: an investment of 1$, since January 1975, now would be worth 295.43$, with a total return of 29442.57% (12.24% annualized).
US Stocks Value Portfolio: an investment of 1$, since January 1975, now would be worth 295.43$, with a total return of 29442.57% (12.24% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Mebane Faber Ivy Portfolio
|
US Stocks Value Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -55.41% | Jun 2007 | Feb 2009 (21) | Jan 2013 (68) | 25.46 | |||||
| -47.39% | Jun 2008 | Feb 2009 (9) | Jan 2013 (56) | 20.27 | |||||
| -32.49% | Sep 2000 | Sep 2002 (25) | Feb 2004 (42) | 17.09 | |||||
| -26.06% | Jan 2020 | Mar 2020 (3) | Dec 2020 (12) | 13.06 | |||||
| -21.77% | Jan 2020 | Mar 2020 (3) | Dec 2020 (12) | 10.50 | |||||
| -17.60% | Jul 1998 | Aug 1998 (2) | Dec 1998 (6) | 8.56 | |||||
| -16.63% | Jan 2022 | Sep 2022 (9) | Jan 2023 (13) | 6.87 | |||||
| -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 | |||||
| -12.56% | Feb 2018 | Dec 2018 (11) | Apr 2019 (15) | 5.22 | |||||
| -11.43% | Feb 2001 | Oct 2001 (9) | May 2003 (28) | 6.71 | |||||
| -11.00% | Oct 2018 | Dec 2018 (3) | Apr 2019 (7) | 5.09 | |||||
| -10.70% | Jun 2015 | Jan 2016 (8) | Jun 2016 (13) | 5.85 | |||||
| -9.27% | Aug 2023 | Oct 2023 (3) | Dec 2023 (5) | 4.98 | |||||
| -8.88% | Jul 1999 | Sep 1999 (3) | Dec 1999 (6) | 4.59 | |||||
| -7.76% | May 2019 | May 2019 (1) | Jul 2019 (3) | 3.88 | |||||
| -6.08% | Nov 2007 | Jan 2008 (3) | Apr 2008 (6) | 3.80 | |||||
| -5.89% | Apr 2004 | Apr 2004 (1) | Sep 2004 (6) | 3.24 | |||||
| -5.25% | Aug 1997 | Aug 1997 (1) | Nov 1997 (4) | 2.78 | |||||
Drawdown comparison chart since January 1975.
Swipe left to see all data
|
Mebane Faber Ivy Portfolio
|
US Stocks Value Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -55.41% | Jun 2007 | Feb 2009 (21) | Jan 2013 (68) | 25.46 | |||||
| -47.39% | Jun 2008 | Feb 2009 (9) | Jan 2013 (56) | 20.27 | |||||
| -32.49% | Sep 2000 | Sep 2002 (25) | Feb 2004 (42) | 17.09 | |||||
| -30.17% | Sep 1987 | Nov 1987 (3) | Apr 1989 (20) | 15.87 | |||||
| -26.06% | Jan 2020 | Mar 2020 (3) | Dec 2020 (12) | 13.06 | |||||
| -21.77% | Jan 2020 | Mar 2020 (3) | Dec 2020 (12) | 10.50 | |||||
| -17.60% | Jul 1998 | Aug 1998 (2) | Dec 1998 (6) | 8.56 | |||||
| -16.63% | Jan 2022 | Sep 2022 (9) | Jan 2023 (13) | 6.87 | |||||
| -16.46% | Apr 2022 | Sep 2022 (6) | Mar 2024 (24) | 8.12 | |||||
| -16.02% | Jun 1990 | Oct 1990 (5) | Feb 1991 (9) | 9.06 | |||||
| -15.89% | Jul 2014 | Feb 2016 (20) | Jul 2017 (37) | 7.01 | |||||
| -13.50% | Jan 1977 | Feb 1978 (14) | Jul 1978 (19) | 7.20 | |||||
| -13.25% | Apr 1998 | Aug 1998 (5) | Apr 1999 (13) | 5.92 | |||||
| -12.56% | Feb 2018 | Dec 2018 (11) | Apr 2019 (15) | 5.22 | |||||
| -11.43% | Feb 2001 | Oct 2001 (9) | May 2003 (28) | 6.71 | |||||
| -11.40% | Sep 1987 | Nov 1987 (3) | Jun 1988 (10) | 5.94 | |||||
| -11.39% | Jul 1975 | Sep 1975 (3) | Jan 1976 (7) | 6.02 | |||||
| -11.12% | Dec 1981 | Jul 1982 (8) | Sep 1982 (10) | 6.41 | |||||
| -11.00% | Oct 2018 | Dec 2018 (3) | Apr 2019 (7) | 5.09 | |||||
| -10.97% | Feb 1980 | Mar 1980 (2) | Jun 1980 (5) | 5.39 | |||||
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% |
+7.77%
|
0.00% |
| 2023 |
+10.72%
|
-7.72% |
+21.75%
|
-9.27% |
| 2022 |
-10.08%
|
-16.46% |
-5.39%
|
-16.63% |
| 2021 |
+22.27%
|
-4.02% |
+25.21%
|
-3.32% |
| 2020 |
+2.25%
|
-21.77% |
+1.55%
|
-26.06% |
| 2019 |
+21.16%
|
-3.82% |
+31.48%
|
-7.76% |
| 2018 |
-7.88%
|
-11.00% |
-9.18%
|
-12.56% |
| 2017 |
+12.20%
|
-0.65% |
+15.08%
|
-1.63% |
| 2016 |
+7.80%
|
-4.52% |
+18.48%
|
-5.38% |
| 2015 |
-7.10%
|
-9.47% |
-4.32%
|
-10.50% |
| 2014 |
+2.25%
|
-5.17% |
+12.75%
|
-3.59% |
| 2013 |
+9.20%
|
-3.80% |
+32.19%
|
-3.90% |
| 2012 |
+11.11%
|
-6.84% |
+17.36%
|
-6.74% |
| 2011 |
+0.04%
|
-15.74% |
-0.29%
|
-19.14% |
| 2010 |
+14.19%
|
-9.36% |
+15.81%
|
-13.77% |
| 2009 |
+22.28%
|
-18.34% |
+19.61%
|
-23.38% |
| 2008 |
-31.26%
|
-38.00% |
-36.01%
|
-37.37% |
| 2007 |
+8.59%
|
-3.39% |
-1.38%
|
-9.05% |
| 2006 |
+15.77%
|
-2.05% |
+21.90%
|
-2.74% |
| 2005 |
+11.34%
|
-3.60% |
+6.59%
|
-3.67% |
| 2004 |
+17.00%
|
-5.89% |
+16.71%
|
-3.14% |
| 2003 |
+28.11%
|
-2.13% |
+31.72%
|
-5.06% |
| 2002 |
+3.82%
|
-5.15% |
-16.07%
|
-25.33% |
| 2001 |
-8.45%
|
-11.43% |
-4.82%
|
-13.49% |
| 2000 |
+12.26%
|
-2.94% |
+3.67%
|
-8.97% |
| 1999 |
+17.97%
|
-2.78% |
+8.54%
|
-8.88% |
| 1998 |
-0.93%
|
-13.25% |
+17.96%
|
-17.60% |
| 1997 |
+8.87%
|
-3.23% |
+32.64%
|
-5.25% |
| 1996 |
+19.40%
|
-2.64% |
+23.15%
|
-4.43% |
| 1995 |
+18.09%
|
-1.03% |
+39.35%
|
-0.21% |
| 1994 |
+0.77%
|
-6.49% |
+0.35%
|
-6.99% |
| 1993 |
+11.51%
|
-5.04% |
+10.42%
|
-2.38% |
| 1992 |
+4.09%
|
-3.09% |
+8.69%
|
-2.26% |
| 1991 |
+17.33%
|
-3.31% |
+29.07%
|
-4.66% |
| 1990 |
-1.70%
|
-7.21% |
-6.16%
|
-16.02% |
| 1989 |
+20.35%
|
-1.48% |
+28.73%
|
-3.12% |
| 1988 |
+18.35%
|
-1.99% |
+19.63%
|
-3.20% |
| 1987 |
+10.95%
|
-11.40% |
+3.51%
|
-30.17% |
| 1986 |
+22.86%
|
-3.01% |
+17.17%
|
-8.41% |
| 1985 |
+26.65%
|
-0.47% |
+32.40%
|
-3.74% |
| 1984 |
+8.40%
|
-3.66% |
+8.57%
|
-5.86% |
| 1983 |
+19.70%
|
-1.57% |
+24.55%
|
-2.99% |
| 1982 |
+16.68%
|
-4.00% |
+21.31%
|
-9.40% |
| 1981 |
-3.14%
|
-8.21% |
+3.13%
|
-8.38% |
| 1980 |
+18.97%
|
-10.97% |
+28.37%
|
-10.15% |
| 1979 |
+21.71%
|
-6.97% |
+16.21%
|
-6.74% |
| 1978 |
+16.56%
|
-5.04% |
+5.15%
|
-9.56% |
| 1977 |
+9.30%
|
-1.92% |
-6.25%
|
-10.08% |
| 1976 |
+15.62%
|
-2.43% |
+31.05%
|
-1.56% |
| 1975 |
+15.63%
|
-5.46% |
+39.03%
|
-11.39% |
