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Mebane Faber Ivy Portfolio

Expense Ratio

Rank 49 of 53

0.23%
0.00%0.94%
Dividend Yield

Rank 31 of 53

1.81%
0.00%3.82%
10Y Annualized Return

Rank 42 of 53

6.47%
3.33%30.85%
Sharpe Ratio

Rank 1 of 53

0.53
-1.840.53
Maximum Drawdown

Rank 31 of 53

-27.66%
-48.20%-10.21%

Mebane Faber Ivy PortfolioAsset Allocation


Mebane Faber Ivy PortfolioPerformance

The chart shows the growth of $10,000 invested in Mebane Faber Ivy Portfolio on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $21,943 for a total return of roughly 119.43%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


Mebane Faber Ivy Portfolio
Benchmark (^GSPC)
Portfolio components

Mebane Faber Ivy PortfolioReturns

As of May 18, 2022, the Mebane Faber Ivy Portfolio returned -3.07% Year-To-Date and 6.47% of annualized return in the last 10 years.


1MYTD6M1Y5Y10Y
Benchmark-6.91%-14.21%-12.68%-2.04%11.66%12.21%
Mebane Faber Ivy Portfolio-4.38%-3.07%-2.70%6.35%8.50%6.47%
VTI
Vanguard Total Stock Market ETF
-7.47%-15.17%-14.97%-4.04%12.93%14.00%
IEF
iShares 7-10 Year Treasury Bond ETF
-1.02%-10.70%-9.90%-9.52%0.66%1.23%
GSG
iShares S&P GSCI Commodity-Indexed Trust
1.66%42.96%38.35%60.19%11.37%-2.41%
VEU
Vanguard FTSE All-World ex-US ETF
-5.48%-12.80%-14.59%-12.46%4.34%6.36%
VNQ
Vanguard Real Estate ETF
-10.35%-15.51%-10.42%3.27%7.73%9.01%

Mebane Faber Ivy PortfolioSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Mebane Faber Ivy Portfolio Sharpe ratio is 0.53. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


Mebane Faber Ivy Portfolio
Benchmark (^GSPC)
Portfolio components

Mebane Faber Ivy PortfolioDividends

Mebane Faber Ivy Portfolio granted a 1.81% dividend yield in the last twelve months, as of May 18, 2022.


PeriodTTM202120202019201820172016201520142013201220112010

Dividend yield

1.81%1.54%1.73%2.18%2.67%2.34%2.67%2.57%2.69%2.68%2.72%3.06%2.88%

Mebane Faber Ivy PortfolioDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


Mebane Faber Ivy Portfolio
Benchmark (^GSPC)
Portfolio components

Mebane Faber Ivy PortfolioWorst Drawdowns

The table below shows the maximum drawdowns of the Mebane Faber Ivy Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Mebane Faber Ivy Portfolio is 27.66%, recorded on Mar 23, 2020. It took 174 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.66%Jan 21, 202044Mar 23, 2020174Nov 27, 2020218
-19.67%Jul 2, 2014407Feb 11, 2016393Sep 1, 2017800
-16.23%May 2, 2011108Oct 3, 201198Feb 23, 2012206
-13.12%Aug 30, 201880Dec 24, 201859Mar 21, 2019139
-10.97%Apr 15, 201037Jun 7, 201077Sep 24, 2010114
-9.51%Mar 31, 202228May 10, 2022
-8.47%May 2, 201223Jun 4, 201252Aug 16, 201275
-8.13%May 22, 201323Jun 24, 201382Oct 18, 2013105
-7.8%Jan 20, 201014Feb 8, 201021Mar 10, 201035
-7.39%Jan 29, 20189Feb 8, 2018138Aug 27, 2018147

Mebane Faber Ivy PortfolioVolatility Chart

Current Mebane Faber Ivy Portfolio volatility is 42.06%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


Mebane Faber Ivy Portfolio
Benchmark (^GSPC)
Portfolio components

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