PortfoliosLab logo

Mebane Faber Ivy Portfolio

Expense Ratio
0.23%
Dividend Yield
1.50%

Mebane Faber Ivy PortfolioAsset Allocation


S&P 500

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 $20,392 for a total return of roughly 103.92%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


Mebane Faber Ivy Portfolio
Benchmark (S&P 500)
Portfolio components

Mebane Faber Ivy PortfolioReturns

As of Apr 18, 2021, the Mebane Faber Ivy Portfolio returned 9.47% Year-To-Date and 5.33% of annualized return in the last 10 years.


1MYTD6M1Y5Y10Y
Mebane Faber Ivy Portfolio4.27%9.47%18.71%35.71%8.38%5.33%
GSG
iShares S&P GSCI Commodity-Indexed Trust
5.19%18.25%32.18%56.10%0.53%-9.28%
IEF
iShares 7-10 Year Treasury Bond ETF
1.11%-4.54%-5.38%-5.28%2.47%3.97%
VEU
Vanguard FTSE All-World ex-US ETF
3.27%8.15%23.37%49.43%10.41%5.34%
VNQ
Vanguard Real Estate ETF
5.39%13.84%21.55%31.36%7.13%9.24%
VTI
Vanguard Total Stock Market ETF
6.28%11.94%23.21%54.15%17.44%14.36%

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 2.68. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


Mebane Faber Ivy Portfolio
Benchmark (S&P 500)
Portfolio components

Mebane Faber Ivy PortfolioDividends

Mebane Faber Ivy Portfolio granted a 1.50% dividend yield in the last twelve months, as of Apr 18, 2021.


PeriodTTM20202019201820172016201520142013201220112010
Dividend yield
1.50%1.69%2.07%2.46%2.08%2.30%2.15%2.19%2.10%2.08%2.29%2.11%

Mebane Faber Ivy PortfolioDrawdowns Chart

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


Mebane Faber Ivy Portfolio
Benchmark (S&P 500)
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 178 trading sessions for the portfolio to recover.


Depth
Start
To Bottom
Bottom
To Recover
End
Total
-27.66%Jan 21, 202044Mar 23, 2020178Dec 3, 2020222
-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
-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
-5.94%Sep 17, 201242Nov 15, 201237Jan 10, 201379

Mebane Faber Ivy PortfolioVolatility Chart

Current Mebane Faber Ivy Portfolio volatility is 13.54%. 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 (S&P 500)
Portfolio components

More Tools for Mebane Faber Ivy Portfolio