Performance

Ivy Portfolio (Faber-style) +16.06%

Watchlist

Select an item

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe	Div. Yield
Ivy Portfolio (Faber-style)	+0.15%	+15.91%	+16.06%	+6.92%	-3.05%	1.46	2.69%

VTI	-0.50%	+11.86%	+11.81%	+10.61%	-8.92%	0.59	1.06%
VEU	-0.26%	+8.97%	+12.61%	+8.24%	-11.43%	0.52	2.43%
VNQ	+0.04%	+7.69%	+3.78%	+0.48%	-11.38%	0.02	3.67%
IEF	-0.16%	-2.36%	-2.87%	-1.73%	-6.81%	-1.47	4.08%
DBC	+1.58%	+52.30%	+54.60%	+13.19%	-16.54%	2.03	2.18%

Summary

Ivy Portfolio (Faber-style) at a glance

Ivy Portfolio (Faber-style) returned +16.06% over the past year and +6.92% a year over five years. Its worst drop in that year was -3.05%, smaller than 98% of portfolios on Redstone, and its Sharpe ratio of 1.46 beats 95% of portfolios on Redstone. It yields 2.69%.

Ranking

How Ivy Portfolio (Faber-style) ranks

1Y Return Rank

5Y Return Rank

Sharpe Ratio Rank

Max Drawdown Rank

Volatility Rank

Dividend Yield Rank

Current Drawdown

-0.87%

Rolling Volatility

+0.38%

METRICS

Correlation Matrix

	DBC	IEF	VEU	VNQ	VTI
DBC	1.00	-0.38	-0.25	-0.22	-0.25
IEF	-0.38	1.00	0.43	0.46	0.34
VEU	-0.25	0.43	1.00	0.29	0.84
VNQ	-0.22	0.46	0.29	1.00	0.29
VTI	-0.25	0.34	0.84	0.29	1.00

Actions

Portfolio

Allocation

5 Assets

VTI

VEU

VNQ

IEF

DBC

Metrics

Risk Indicators

Alpha7.59%

Beta0.41x

Sharpe1.46

Sortino2.04

Omega1.27

Calmar5.26

Martin9.96

Portfolios

Ivy Portfolio (Faber-style): returns, risk and holdings

Ivy Portfolio (Faber-style) at a glance

How Ivy Portfolio (Faber-style) ranks

More portfolios