Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Marc Faber Portfolio | 10.01% | 18.39% | 9.45% | 8.12% | 7.24% | 7.50% | NA | 7.51% |
Data as of 06/04/2025, AR inception is 07/26/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Marc Faber Portfolio | 07/26/2007 | 06/04/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.44 | 18.39 | 9.45 | 8.12 | 7.24 | 7.50 | NA | 7.51 | 10.01 | 11.91 | 13.28 | -14.74 | 11.81 | 11.83 | 20.69 | -3.99 | 11.57 | 7.51 | -2.17 | 9.12 | -2.45 | 11.55 | 5.95 | 20.04 | 24.97 | -16.49 | 7.47 |
| Sharpe Ratio | NA | 1.43 | 0.54 | 0.57 | 0.56 | NA | NA | 0.47 | 0.71 | 0.91 | 1.00 | -1.17 | 1.49 | 0.59 | 3.25 | -0.73 | 2.26 | 0.93 | -0.26 | 1.51 | -0.26 | 1.42 | 0.43 | 1.58 | 1.08 | -0.62 | 0.44 |
| Standard Deviation(%) | NA | 10.54 | 11.21 | 10.68 | 10.48 | NA | NA | 13.15 | 12.32 | 9.12 | 9.61 | 13.88 | 7.91 | 19.65 | 5.91 | 7.32 | 4.84 | 7.82 | 8.60 | 6.02 | 9.71 | 8.08 | 13.70 | 12.64 | 23.13 | 28.09 | 14.53 |
| Draw Down(%) | NA | 7.42 | 14.54 | 21.61 | 21.61 | NA | NA | 36.34 | 7.42 | 4.78 | 9.08 | 21.61 | 4.46 | 21.32 | 1.94 | 7.79 | 2.98 | 7.98 | 9.82 | 4.40 | 9.57 | 5.25 | 9.57 | 6.62 | 17.27 | 36.34 | 6.02 |
| Yield(%) | NA | 2.55 | 2.33 | 2.20 | 2.28 | NA | NA | 0.00 | 0.16 | 2.58 | 2.55 | 1.78 | 1.82 | 2.09 | 2.51 | 2.32 | 2.40 | 2.61 | 2.16 | 2.42 | 2.24 | 2.50 | 2.52 | 2.66 | 3.28 | 3.02 | 1.67 |
Data as of 06/04/2025, AR inception is 07/26/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Marc Faber Portfolio |
0.64%
Jan 2013 - Jan 2016 |
3.45%
Apr 2013 - Apr 2018 |
3.78%
Sep 2012 - Sep 2022 |
5.10%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Marc Faber Portfolio |
24.75%
Feb 2009 - Feb 2012 |
15.93%
Feb 2009 - Feb 2014 |
10.05%
Feb 2009 - Feb 2019 |
8.85%
Mar 2009 - Mar 2024 |
Annualized Rolling Returns Comparison Chart