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.
Weight | Ticker | ETF Name | Sector | |
|---|---|---|---|---|
20% | VTI | Vanguard Total Stock Market ETF | Equity, U.S., Large Cap | |
20% | VEU | Vanguard FTSE All-World ex-US | Equity, Global ex-US, Large Cap | |
20% | VNQ | Vanguard Real Estate Index Fund ETF | Real Estate, U.S. | |
20% | AGG | iShares Core U.S. Aggregate Bond ETF | Bond, U.S., All-Term | |
20% | DBC | Invesco DB Commodity Index Tracking Fund | Commodity, Diversified |
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Low | Average | High | |
|---|---|---|---|
1-Year | -40.1% | 7.8% | 46.5% |
3-Year | -10.1% | 7.1% | 22.6% |
5-Year | -1.0% | 6.8% | 17.3% |
10-Year | 3.2% | 6.8% | 10.0% |
Portfolio | 60/40 | S&P 500 | |
|---|---|---|---|
Annual Return | 7.0% | 9.3% | 10.3% |
10Y Annual Return | 5.2% | 7.9% | 12.2% |
Sharpe Ratio | 0.47 | 0.51 | 0.43 |
Max Drawdown | -44.4% | -29.7% | -50.97% |
Volatility (annualized) | 11.2% | 9.9% | 15.4% |
Dot Com Annual Return | -0.3% | -4.2% | -14.60% |
Great Financial Crisis Annual Return | -1.5% | -0.3% | -5.66% |
Positive Periods | 65.9% | 65.8% | 63.3% |
**S&P 500 backtest to 1972 and 60/40 backtest to 1970
