Portfolio vs. 60/40 vs. S&P 500
All Data
10 Years
**S&P 500 backtest to 1972 and 60/40 backtest to 1970
Ivy Portfolio by Meb Faber
Details
The Ivy Portfolio was created by Meb Faber and profiled in his book The Ivy Portfolio.
Meb Faber is a co-founder and the Chief Investment Officer of Cambria Investment Management.
The Ivy Portfolio is designed to mimic the investment strategies of highly successful Harvard and Yale endowments.
The portfolio invests 40% in stocks, 20% in bonds, and 40% in REITs and commodities.
Asset Allocation & Recommended ETFs
Performance Metrics
All Data
10 Years
Annual Return
7.0%
Sharpe Ratio
0.47
10 Year Annual Return
5.2%
Volatility (annualized)
11.2%
Max Drawdown
-44.4%
Positive Periods
65.9%
Dot Com Annual Return
-0.3%
Great Financial Crisis Return
-1.5%
Trade Frequency
Static
Ulcer Performance Index
0.6
How to Invest in the Ivy Portfolio
M1 Finance is the recommended platform to invest in this portfolio. Find out why.
