Portfolio vs. 60/40 vs. S&P 500
All Data
10 Years
**S&P 500 backtest to 1972 and 60/40 backtest to 1970
Global Asset Allocation (GAA) Portfolio by Meb Faber
Details
The Global Asset Allocation (GAA) Portfolio was developed by Meb Faber and profiled in his book Global Asset Allocation.
The premise behind the portfolio is US investors have a strong home country bias and that prevents them from investing in the global economy.
The portfolio is intended to correct that mistake by allocating to global ETFs.
It invests 36% in equities, 49.5% in bonds, and 14.5% in gold, REITs, and commodities.
Asset Allocation & Recommended ETFs
Performance Metrics
All Data
10 Years
Annual Return
7.2%
Sharpe Ratio
0.65
10 Year Annual Return
4.7%
Volatility (annualized)
7.8%
Max Drawdown
-23.5%
Positive Periods
67.6%
Dot Com Annual Return
2.4%
Great Financial Crisis Return
3.3%
Trade Frequency
Static
Ulcer Performance Index
1.1
How to Invest in the Global Asset Allocation (GAA) Portfolio
M1 Finance is the recommended platform to invest in this portfolio. Find out why.
