by Meb Faber · rebalanced yearly
Faber's endowment-style five-way split across US stocks, foreign stocks, bonds, commodities, and real estate — the buy-and-hold version of the Ivy timing model.
CAGR 7.8% |
Max Drawdown -43.1% |
Sharpe 0.73 |
| Holding | Weight |
|---|---|
| VTI — US Total Stock Market | 20% |
| VEU — All-World ex-US | 20% |
| IEF — Intermediate Treasuries (7-10y) | 20% |
| DBC — Broad Commodities | 20% |
| VNQ — US REITs | 20% |