Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Mebane Faber Ivy Portfolio | 3.95% | 9.27% | 4.19% | 9.91% | 5.94% | 6.79% | NA | 4.80% |
Data as of 06/04/2025, AR inception is 04/10/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Mebane Faber Ivy Portfolio | 04/10/2007 | 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 (%) | 1.25 | 9.27 | 4.19 | 9.91 | 5.94 | 6.79 | NA | 4.80 | 3.95 | 8.93 | 10.55 | -9.86 | 22.17 | 3.76 | 20.99 | -7.47 | 12.01 | 8.20 | -6.87 | 1.72 | 9.34 | 11.08 | 0.42 | 14.71 | 24.16 | -30.37 | 4.58 |
| Sharpe Ratio | NA | 0.50 | 0.07 | 0.64 | 0.35 | NA | NA | 0.25 | 0.17 | 0.63 | 0.67 | -0.69 | 2.18 | 0.14 | 2.56 | -0.89 | 2.08 | 0.73 | -0.63 | 0.24 | 1.06 | 1.10 | 0.02 | 0.89 | 0.95 | -1.03 | 0.20 |
| Standard Deviation(%) | NA | 11.90 | 12.11 | 12.30 | 12.94 | NA | NA | 15.25 | 15.41 | 8.39 | 10.35 | 16.28 | 10.16 | 25.29 | 7.61 | 9.96 | 5.46 | 10.96 | 10.89 | 7.02 | 8.81 | 10.06 | 18.05 | 16.35 | 25.26 | 30.56 | 12.39 |
| Draw Down(%) | NA | 11.39 | 15.52 | 18.50 | 29.35 | NA | NA | 48.69 | 11.39 | 4.05 | 8.09 | 18.50 | 5.77 | 29.35 | 4.00 | 13.65 | 2.95 | 8.52 | 13.00 | 7.35 | 7.79 | 9.10 | 17.27 | 11.57 | 21.33 | 45.46 | 7.14 |
| Yield(%) | NA | 2.54 | 2.36 | 2.25 | 2.31 | NA | NA | 0.00 | 0.48 | 2.60 | 2.58 | 1.92 | 2.07 | 1.91 | 2.68 | 2.38 | 2.42 | 2.61 | 2.25 | 2.55 | 2.40 | 2.65 | 2.50 | 2.49 | 3.09 | 2.53 | 1.76 |
Data as of 06/04/2025, AR inception is 04/10/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Mebane Faber Ivy Portfolio |
-4.36%
Jun 2007 - Jun 2010 |
-0.43%
Mar 2015 - Mar 2020 |
2.69%
Oct 2007 - Oct 2017 |
3.46%
May 2008 - May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Mebane Faber Ivy Portfolio |
22.25%
Feb 2009 - Feb 2012 |
16.36%
Feb 2009 - Feb 2014 |
9.20%
Feb 2009 - Feb 2019 |
8.56%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart