by Meb Faber · rebalanced yearly
The 'global market portfolio' from Faber's GAA book: a ten-asset weighting of world stocks, bonds, and real assets roughly as the world actually holds them.
CAGR 6.7% |
Max Drawdown -24.9% |
Sharpe 0.80 |
| Holding | Weight |
|---|---|
| VV — US Large Cap | 18% |
| VEA — Intl Developed Markets | 13.5% |
| EEM — Emerging Markets (MSCI) | 4.5% |
| VNQ — US REITs | 4.5% |
| LQD — Investment-Grade Corporate Bonds | 19.8% |
| BNDX — Intl Bonds (hedged) | 14.4% |
| TLT — Long-Term Treasuries (20y+) | 13.5% |
| TIP — TIPS (Inflation-Protected) | 1.8% |
| GLD — Gold | 5% |
| GSG — Commodities (S&P GSCI) | 5% |