Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Mebane Faber GAA Global Asset Allocation Portfolio | 5.56% | 9.39% | 5.64% | 5.43% | 5.48% | NA | NA | 5.43% |
Data as of 06/04/2025, AR inception is 06/04/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Mebane Faber GAA Global Asset Allocation Portfolio | 06/04/2013 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.18 | 9.39 | 5.64 | 5.43 | 5.48 | NA | NA | 5.43 | 5.56 | 6.81 | 12.20 | -16.23 | 9.18 | 11.78 | 19.05 | -4.87 | 13.30 | 6.56 | -3.12 | 7.31 | 2.63 |
| Sharpe Ratio | NA | 0.66 | 0.22 | 0.37 | 0.47 | NA | NA | 0.51 | 0.38 | 0.43 | 0.99 | -1.37 | 1.35 | 0.78 | 3.56 | -0.94 | 3.30 | 0.99 | -0.47 | 1.58 | 0.34 |
| Standard Deviation(%) | NA | 9.22 | 9.93 | 9.32 | 8.75 | NA | NA | 8.36 | 11.23 | 7.40 | 8.60 | 12.85 | 6.81 | 14.84 | 4.93 | 6.66 | 3.83 | 6.42 | 6.68 | 4.62 | 7.65 |
| Draw Down(%) | NA | 7.30 | 13.23 | 21.95 | 21.95 | NA | NA | 21.95 | 7.30 | 3.81 | 8.17 | 21.42 | 3.59 | 19.29 | 1.67 | 9.19 | 1.90 | 5.62 | 8.44 | 3.57 | 4.50 |
| Yield(%) | NA | 2.92 | 2.73 | 2.46 | 2.47 | NA | NA | 0.00 | 0.42 | 3.12 | 3.15 | 1.91 | 2.21 | 1.86 | 2.99 | 2.52 | 2.48 | 2.54 | 2.27 | 2.54 | 1.67 |
Data as of 06/04/2025, AR inception is 06/04/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Mebane Faber GAA Global Asset Allocation Portfolio |
-0.07%
Apr 2021 - Apr 2024 |
2.63%
Sep 2017 - Sep 2022 |
3.85%
Oct 2013 - Oct 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Mebane Faber GAA Global Asset Allocation Portfolio |
13.26%
Dec 2018 - Dec 2021 |
9.38%
Dec 2016 - Dec 2021 |
5.48%
Sep 2014 - Sep 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart