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Mebane Faber Ivy Portfolio

Last updated Aug 13, 2022
Expense Ratio

Rank 50 of 54

0.22%
0.00%0.94%
Dividend Yield

Rank 31 of 54

1.83%
0.00%4.34%
10Y Annualized Return

Rank 42 of 54

7.02%
4.13%64.70%
Sharpe Ratio

Rank 12 of 54

-0.27
-0.980.14
Maximum Drawdown

Rank 29 of 54

-30.71%
-91.88%-17.74%

Mebane Faber Ivy PortfolioAsset Allocation


Mebane Faber Ivy PortfolioPerformance

The chart shows the growth of $10,000 invested in Mebane Faber Ivy Portfolio in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $22,165 for a total return of roughly 121.65%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-15.00%-10.00%-5.00%0.00%5.00%MarchAprilMayJuneJulyAugust
-0.17%
-2.76%
Mebane Faber Ivy Portfolio
Benchmark (^GSPC)
Portfolio components

Mebane Faber Ivy PortfolioReturns

As of Aug 13, 2022, the Mebane Faber Ivy Portfolio returned -9.18% Year-To-Date and 7.02% of annualized return in the last 10 years.


1M6MYTD1Y5Y10Y
Benchmark12.08%-4.97%-10.20%-3.65%11.89%11.81%
Mebane Faber Ivy Portfolio7.55%-0.61%-2.09%2.28%8.30%5.87%
VTI
Vanguard Total Stock Market ETF
12.82%-4.78%-10.34%-4.99%13.37%13.68%
IEF
iShares 7-10 Year Treasury Bond ETF
1.28%-5.03%-9.07%-10.05%0.86%1.31%
GSG
iShares S&P GSCI Commodity-Indexed Trust
4.59%15.74%31.91%42.31%9.75%-3.71%
VEU
Vanguard FTSE All-World ex-US ETF
7.95%-11.91%-12.82%-14.30%3.63%5.38%
VNQ
Vanguard Real Estate ETF
11.15%-1.24%-11.28%-1.33%8.37%8.67%

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 -0.27. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-0.500.000.501.001.502.00MarchAprilMayJuneJulyAugust
0.17
-0.20
Mebane Faber Ivy Portfolio
Benchmark (^GSPC)
Portfolio components

Mebane Faber Ivy PortfolioDividends

Mebane Faber Ivy Portfolio granted a 1.83% dividend yield in the last twelve months.


PeriodTTM202120202019201820172016201520142013201220112010

Dividend yield

1.83%1.55%1.74%2.19%2.69%2.36%2.69%2.59%2.71%2.70%2.74%3.08%2.90%

Mebane Faber Ivy PortfolioDrawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-5.28%
-10.77%
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
-12.58%Mar 31, 202272Jul 14, 2022
-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

Mebane Faber Ivy PortfolioVolatility Chart

Current Mebane Faber Ivy Portfolio volatility is 19.04%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%MarchAprilMayJuneJulyAugust
11.78%
16.68%
Mebane Faber Ivy Portfolio
Benchmark (^GSPC)
Portfolio components

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