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Mebane Faber GAA Global Asset Allocation Portfolio
Mebane Faber GAA Global Asset Allocation Portfolio (Static Portfolio)
live (public) 0.52% June 04
Mebane Faber GAA Global Asset Allocation Portfolio: ETF allocation and returns
Holdings (As of 06/04/2025)
| Asset | Fund in this portfolio | Price change* | Percentage |
|---|---|---|---|
| Equity, U.S., Large Cap (USD) | VV (Vanguard Large-Cap ETF) | 0.02% | 18.00% |
| Equity, EAFE, Large Cap (USD) | VEA (Vanguard FTSE Developed Markets ETF) | 0.52% | 13.50% |
| Equity, Emerging Markets, Large Cap (USD) | EEM (iShares MSCI Emerging Markets ETF) | 1.24% | 4.50% |
| Real Estate, U.S. (USD) | VNQ (Vanguard Real Estate ETF) | 0.28% | 4.50% |
| Bond, U.S., All-Term (USD) | LQD (iShares iBoxx $ Investment Grade Corporate Bond ETF) | 0.73% | 19.97% |
| Bond, U.S., All-Term (USD) | TIP (iShares TIPS Bond ETF) | 0.39% | 1.63% |
| Bond, Developed Markets Ex-US, All-Term (USD) | BNDX (Vanguard Total International Bond ETF) | 0.06% | 14.40% |
| Bond, U.S., Long-Term (USD) | TLT (iShares 20+ Year Treasury Bond ETF) | 1.62% | 13.50% |
| Commodity, Gold (USD) | GLD (SPDR Gold Shares) | 0.64% | 5.00% |
| Commodity, Broad Diversified (USD) | GSG (iShares S&P GSCI Commodity Indexed Trust) | 0.28% | 5.00% |
* Day change on 06/04/2025.
Previous
Performance (As of 06/04/2025)
Since 06/04/2013
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| Mebane Faber GAA Global Asset Allocation Portfolio | 5.6% | 9.4% | 5.5% | 5.4% | 5.5% | |
| VFINX (Vanguard (S&P 500) Index) | 2.2% | 11.3% | 18.4% | 16.2% | 12.9% | 14.0% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 2.4% | 8.8% | 11.8% | 8.8% | 8.1% | 9.1% |
* YTD: Year to Date
** AR: Annualized Return
| Last 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 06/04/2013 |
2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 1.2 | 5.6 | 9.4 | 5.5 | 5.4 | 5.5 | 0.0 | 0.0 | 5.4 | 6.8 | 12.2 | -16.2 | 9.2 | 11.8 | 19.0 | -4.9 | 13.3 | 6.6 | -3.1 | 7.3 | 2.6 |
| Sharpe Ratio | NA | 0.38 | 0.66 | 0.22 | 0.37 | 0.47 | NA | NA | 0.51 | 0.43 | 0.99 | -1.37 | 1.35 | 0.78 | 3.56 | -0.94 | 3.3 | 0.99 | -0.47 | 1.58 | 0.34 |
| Draw Down(%) | NA | 7.3 | 7.3 | 13.2 | 22.0 | 22.0 | NA | NA | 22.0 | 3.8 | 8.2 | 21.4 | 3.6 | 19.3 | 1.7 | 9.2 | 1.9 | 5.6 | 8.4 | 3.6 | 4.5 |
| Standard Deviation(%) | NA | 11.2 | 9.2 | 9.9 | 9.3 | 8.8 | NA | NA | 8.4 | 7.4 | 8.6 | 12.9 | 6.8 | 14.8 | 4.9 | 6.7 | 3.8 | 6.4 | 6.7 | 4.6 | 7.7 |
| Treynor Ratio | NA | 0.11 | 0.21 | 0.16 | 0.44 | 6.24 | NA | NA | 7.41 | 0.94 | 2.78 | -5.41 | -1.52 | -1.25 | -2.58 | -13.52 | -4.89 | -2.46 | -0.76 | -11.06 | 0.35 |
| Alpha | NA | 0.04 | 0.01 | 0.0 | 0.01 | 0.02 | NA | NA | 0.02 | 0.01 | 0.03 | -0.07 | 0.04 | 0.05 | 0.07 | -0.02 | 0.05 | 0.03 | -0.01 | 0.03 | 0.01 |
| Beta | NA | 0.38 | 0.29 | 0.14 | 0.08 | 0.01 | NA | NA | 0.01 | 0.03 | 0.03 | 0.03 | -0.06 | -0.09 | -0.07 | 0.0 | -0.03 | -0.03 | 0.04 | -0.01 | 0.07 |
| RSquared | NA | 0.75 | 0.38 | 0.06 | 0.02 | 0.0 | NA | NA | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.05 | 0.03 | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 | 0.01 |
| Sortino Ratio | NA | 0.56 | 0.95 | 0.32 | 0.52 | 0.63 | NA | NA | 0.7 | 0.59 | 1.49 | -1.85 | 1.9 | 0.97 | 5.76 | -1.2 | 5.39 | 1.42 | -0.63 | 2.24 | 0.49 |
| Yield(%) | N/A | 0.8 | 2.9 | 2.9 | 2.8 | 3.2 | 2.7 | 2.0 | 0.0 | 3.1 | 3.2 | 1.9 | 2.2 | 1.9 | 3.0 | 2.5 | 2.5 | 2.5 | 2.3 | 2.5 | 1.7 |
| Dividend Growth(%) | N/A | -73.3 | 0.6 | 41.2 | 34.1 | N/A | N/A | N/A | N/A | 10.1 | 39.7 | -5.8 | 31.4 | -25.5 | 12.7 | 14.9 | 5.0 | 7.7 | -3.5 | 55.7 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/04/2013
Strategies
| Asset Allocation Strategy | Rebalance for Static Portfolios |
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