Consolidated Returns as of 30 September 2024
Managing the Marc Faber Portfolio with a yearly rebalancing, you would have obtained a 8.66% compound annual return in the last 30 Years.
With a quarterly rebalancing, over the same period, the return would have been 7.74%.
How do returns and drawdowns change, implementing different rebalancing strategies?
Rebalancing Strategies
In order to keep risk under control, you should rebalance assets quotes from time to time, so to keep them at the original percentage of the asset allocation.
At fixed time intervals:
- Yearly: Jan 1st
- Half Yearly: Jan 1st, Jul 1st
- Quarterly: Jan 1st, Apr 1st, Jul 1st, Oct 1st
Portfolio Returns as of Sep 30, 2024
Implementing different rebalancing strategies, the Marc Faber Portfolio guaranteed the following returns.
Portfolio returns are calculated in USD, assuming:
- No fees or capital gain taxes
- the reinvestment of dividends, if existing
| Return (%) and number of rebalances as of Sep 30, 2024 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Rebalancing Strategy | 1Y | 5Y | 10Y | 30Y |
MAX (~49Y) |
|||||
| No Rebalancing | 33.24 | (0) | 7.35 | (0) | 8.11 | (0) | 8.66 | (0) | 10.08 | (0) |
| Yearly Rebalancing | 29.35 | (1) | 7.62 | (5) | 6.92 | (10) | 7.86 | (30) | 9.59 | (49) |
| Half Yearly Rebalancing | 29.42 | (2) | 7.59 | (10) | 6.94 | (20) | 7.74 | (60) | 9.42 | (98) |
| Quarterly Rebalancing | 29.39 | (4) | 7.60 | (20) | 6.97 | (40) | 7.81 | (120) | 9.41 | (195) |
| 5% Tolerance per asset | 29.96 | (1) | 7.92 | (3) | 7.17 | (5) | 7.97 | (19) | 9.72 | (36) |
| 10% Tolerance per asset | 30.54 | (0) | 7.45 | (1) | 6.95 | (1) | 7.96 | (5) | 9.84 | (11) |
In order to have complete information about the portfolio, please refer to the Marc Faber Portfolio: ETF allocation and returns page.
Performances as of Sep 30, 2024
Historical returns and stats of Marc Faber Portfolio, after implementing different rebalancing strategies.
|
Standard Deviation
|
Max Drawdown (%)
|
|||||
|---|---|---|---|---|---|---|
| Rebalancing Strategy | Return % | Std Dev(%) | Ret. / Std Dev | MaxDD(%) | Ret. / MaxDD | |
| No Rebalancing | 10.08 | (0) | 13.27 | 0.76 | -53.96 | 0.19 |
| Yearly Rebalancing | 9.59 | (49) | 9.60 | 1.00 | -28.82 | 0.33 |
| Half Yearly Rebalancing | 9.42 | (98) | 9.59 | 0.98 | -29.57 | 0.32 |
| Quarterly Rebalancing | 9.41 | (195) | 9.60 | 0.98 | -29.54 | 0.32 |
| 5% Tolerance per asset | 9.72 | (36) | 9.62 | 1.01 | -30.09 | 0.32 |
| 10% Tolerance per asset | 9.84 | (11) | 9.82 | 1.00 | -26.95 | 0.36 |
Drawdowns as of Sep 30, 2024
Historical Drawdowns of Marc Faber Portfolio, after implementing different rebalancing strategies.
|
Rebalancing
|
Tolerance per asset
|
||||
|---|---|---|---|---|---|
| No Rebalancing | Yearly | Half Yearly | Quarterly | 5% | 10% |
|
-53.96
Feb 2007 - Apr 2011
|
-28.82
Jun 2008 - Mar 2010
|
-29.57
Jun 2008 - Mar 2010
|
-29.54
Jun 2008 - Nov 2009
|
-30.09
Jun 2008 - Dec 2009
|
-26.95
Jun 2008 - Nov 2009
|
|
-26.95
Jan 2022 - Aug 2024
|
-19.93
Jan 2022 - Jun 2024
|
-19.99
Jan 2022 - Jun 2024
|
-20.08
Jan 2022 - Jun 2024
|
-20.36
Jan 2022 - Jun 2024
|
-21.07
Jan 2022 - Jun 2024
|
|
-21.86
Dec 1980 - Dec 1982
|
-16.06
Dec 1980 - Oct 1982
|
-16.34
Dec 1980 - Oct 1982
|
-16.71
Dec 1980 - Oct 1982
|
-16.11
Dec 1980 - Oct 1982
|
-14.96
Dec 1980 - Oct 1982
|
|
-21.30
Feb 2020 - Dec 2020
|
-13.66
Feb 1980 - Jun 1980
|
-13.66
Feb 1980 - Jun 1980
|
-13.66
Feb 1980 - Jun 1980
|
-12.98
Feb 1980 - Jun 1980
|
-13.72
Feb 2020 - Jul 2020
|
|
-16.34
Feb 1980 - Jun 1980
|
-11.30
Feb 2020 - Jul 2020
|
-11.30
Feb 2020 - Jul 2020
|
-11.30
Feb 2020 - Jul 2020
|
-11.17
Feb 2020 - Jul 2020
|
-13.66
Feb 1980 - Jun 1980
|
| 5 Worst Drawdowns - Average | |||||
| -28.08 | -17.95 | -18.17 | -18.26 | -18.14 | -18.07 |
| 10 Worst Drawdowns - Average | |||||
| -20.46 | -13.34 | -13.42 | -13.37 | -13.33 | -13.50 |
For a deeper insight, please refer to the Marc Faber Portfolio: ETF allocation and returns page.
