Mebane Faber Ivy vs US Stocks 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 US Stocks Portfolio obtained a 10.22% compound annual return, with a 15.55% standard deviation, in the last 30 Years.

Summary

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Mebane Faber Ivy Portfolio US Stocks Portfolio
Portfolio Risk Very High Very High
Asset Allocation Stocks 60% 100%
Fixed Income 20% 0%
Commodities 20% 0%
30 Years Stats Return +6.89% +10.22%
Std Dev 11.58% 15.55%
Max Drawdown -47.39% -50.84%
All time Stats
(Since Jan 1970)
Return +9.54% +10.68%
Std Dev 10.70% 15.76%
Max Drawdown -47.39% -50.84%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1970

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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 +9.54
US Stocks Portfolio +5.30 +13.69 +28.61 +13.82 +11.96 +10.22 +10.68
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).

US Stocks Portfolio: an investment of 1$, since March 1994, now would be worth 18.52$, with a total return of 1752.12% (10.22% annualized).

Mebane Faber Ivy Portfolio: an investment of 1$, since January 1970, now would be worth 138.88$, with a total return of 13788.23% (9.54% annualized).

US Stocks Portfolio: an investment of 1$, since January 1970, now would be worth 243.44$, with a total return of 24243.62% (10.68% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Mebane Faber Ivy Portfolio
US Stocks Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-50.84% Nov 2007 Feb 2009 (16) Mar 2012 (53) 23.06
-47.39% Jun 2008 Feb 2009 (9) Jan 2013 (56) 20.27
-43.94% Sep 2000 Sep 2002 (25) Mar 2006 (67) 23.71
-24.81% Jan 2022 Sep 2022 (9) Dec 2023 (24) 13.14
-21.77% Jan 2020 Mar 2020 (3) Dec 2020 (12) 10.50
-20.84% Jan 2020 Mar 2020 (3) Jul 2020 (7) 9.03
-17.57% Jul 1998 Aug 1998 (2) Nov 1998 (5) 9.03
-16.46% Apr 2022 Sep 2022 (6) In progress (23) 8.29
-15.89% Jul 2014 Feb 2016 (20) Jul 2017 (37) 7.01
-14.20% Oct 2018 Dec 2018 (3) Apr 2019 (7) 6.63
-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
-8.84% Jun 2015 Sep 2015 (4) May 2016 (12) 4.72
-8.44% Apr 2000 May 2000 (2) Aug 2000 (5) 5.11
-6.82% Apr 2012 May 2012 (2) Aug 2012 (5) 3.19
-6.45% May 2019 May 2019 (1) Jun 2019 (2) 3.72
-6.42% Jul 1999 Sep 1999 (3) Nov 1999 (5) 3.38
-6.17% Jun 1996 Jul 1996 (2) Sep 1996 (4) 3.14
-6.08% Nov 2007 Jan 2008 (3) Apr 2008 (6) 3.80

Drawdown comparison chart since January 1970.

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Mebane Faber Ivy Portfolio
US Stocks Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-50.84% Nov 2007 Feb 2009 (16) Mar 2012 (53) 23.06
-47.39% Jun 2008 Feb 2009 (9) Jan 2013 (56) 20.27
-45.86% Jan 1973 Sep 1974 (21) Dec 1976 (48) 20.53
-43.94% Sep 2000 Sep 2002 (25) Mar 2006 (67) 23.71
-29.34% Sep 1987 Nov 1987 (3) May 1989 (21) 14.96
-24.81% Jan 2022 Sep 2022 (9) Dec 2023 (24) 13.14
-21.77% Jan 2020 Mar 2020 (3) Dec 2020 (12) 10.50
-20.84% Jan 2020 Mar 2020 (3) Jul 2020 (7) 9.03
-19.06% Jan 1970 Jun 1970 (6) Dec 1970 (12) 9.01
-17.85% Dec 1980 Jul 1982 (20) Oct 1982 (23) 9.42
-17.57% Jul 1998 Aug 1998 (2) Nov 1998 (5) 9.03
-16.46% Apr 2022 Sep 2022 (6) In progress (23) 8.29
-16.20% Jun 1990 Oct 1990 (5) Feb 1991 (9) 8.96
-15.89% Jul 2014 Feb 2016 (20) Jul 2017 (37) 7.01
-14.20% Oct 2018 Dec 2018 (3) Apr 2019 (7) 6.63
-13.25% Apr 1998 Aug 1998 (5) Apr 1999 (13) 5.92
-12.61% Mar 1974 Aug 1974 (6) Mar 1975 (13) 7.33
-11.98% Mar 1980 Mar 1980 (1) Jun 1980 (4) 6.35
-11.64% Sep 1978 Oct 1978 (2) Mar 1979 (7) 6.03
-11.43% Feb 2001 Oct 2001 (9) May 2003 (28) 6.71

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%
+6.47%
0.00%
2023
+10.72%
-7.72%
+26.05%
-9.10%
2022
-10.08%
-16.46%
-19.51%
-24.81%
2021
+22.27%
-4.02%
+25.67%
-4.46%
2020
+2.25%
-21.77%
+21.03%
-20.84%
2019
+21.16%
-3.82%
+30.67%
-6.45%
2018
-7.88%
-11.00%
-5.21%
-14.20%
2017
+12.20%
-0.65%
+21.21%
0.00%
2016
+7.80%
-4.52%
+12.83%
-5.73%
2015
-7.10%
-9.47%
+0.36%
-8.84%
2014
+2.25%
-5.17%
+12.54%
-3.17%
2013
+9.20%
-3.80%
+33.45%
-3.03%
2012
+11.11%
-6.84%
+16.45%
-6.82%
2011
+0.04%
-15.74%
+0.97%
-17.58%
2010
+14.19%
-9.36%
+17.42%
-13.26%
2009
+22.28%
-18.34%
+28.89%
-17.72%
2008
-31.26%
-38.00%
-36.98%
-38.08%
2007
+8.59%
-3.39%
+5.37%
-5.23%
2006
+15.77%
-2.05%
+15.69%
-3.22%
2005
+11.34%
-3.60%
+6.31%
-4.48%
2004
+17.00%
-5.89%
+12.79%
-3.56%
2003
+28.11%
-2.13%
+30.75%
-4.27%
2002
+3.82%
-5.15%
-20.47%
-27.18%
2001
-8.45%
-11.43%
-10.97%
-23.65%
2000
+12.26%
-2.94%
-10.57%
-15.87%
1999
+17.97%
-2.78%
+23.81%
-6.42%
1998
-0.93%
-13.25%
+23.26%
-17.57%
1997
+8.87%
-3.23%
+30.99%
-4.56%
1996
+19.40%
-2.64%
+20.96%
-6.17%
1995
+18.09%
-1.03%
+35.79%
-1.17%
1994
+0.77%
-6.49%
-0.17%
-7.43%
1993
+11.51%
-5.04%
+10.62%
-2.77%
1992
+4.09%
-3.09%
+9.11%
-2.40%
1991
+17.33%
-3.31%
+32.39%
-4.47%
1990
-1.70%
-7.21%
-6.08%
-16.20%
1989
+20.35%
-1.48%
+28.12%
-3.05%
1988
+18.35%
-1.99%
+17.32%
-3.42%
1987
+10.95%
-11.40%
+2.61%
-29.34%
1986
+22.86%
-3.01%
+14.57%
-7.92%
1985
+26.65%
-0.47%
+31.27%
-4.77%
1984
+8.40%
-3.66%
+2.19%
-9.02%
1983
+19.70%
-1.57%
+22.66%
-4.00%
1982
+16.68%
-4.00%
+20.50%
-11.21%
1981
-3.14%
-8.21%
-4.15%
-12.79%
1980
+18.97%
-10.97%
+33.15%
-11.98%
1979
+21.71%
-6.97%
+24.25%
-7.22%
1978
+16.56%
-5.04%
+8.45%
-11.64%
1977
+9.30%
-1.92%
-3.36%
-8.29%
1976
+15.62%
-2.43%
+26.47%
-2.10%
1975
+15.63%
-5.46%
+37.82%
-11.74%
1974
-4.73%
-12.61%
-27.81%
-34.15%
1973
+6.86%
-6.06%
-18.18%
-19.22%
1972
+21.95%
-0.17%
+17.62%
-2.45%
1971
+16.81%
-4.23%
+17.63%
-6.54%
1970
+5.11%
-11.16%
+4.79%
-19.06%