TAA.For The Masses
Strategy Library
Static benchmarksby Marc Faber

Marc Faber Portfolio

Stocks, bonds, gold and property in equal parts.

Holding now

Signal from Dec 2025 close
  • VTI25%
  • BND25%
  • GLD25%
  • VNQ25%
  • VTIUS Total Market25.0%
  • BNDUS Aggregate Bonds25.0%
  • GLDGold25.0%
  • VNQUS REITs25.0%

Trailing returns

Through Sep 25, 2026 · 3Y+ annualised

1M

-2.5%

YTD

+4.3%

1Y

+8.2%

3Y

+17.8%

5Y

+8.9%

10Y

+8.7%

Growth of $100

Backtest from Dec 1, 2004 to Sep 25, 2026 (21.7 years)

Marc Faber Portfolio+487%
60/40+436%
S&P 500+849%

Growth of $100, rebased to the start of the selected range. Month-end prices, dividends reinvested, no taxes or trading costs.

Risk & return, full backtest

CAGR

+8.7%

Volatility

11.8%

Max drawdown

-33.0%

Sharpe

0.63

Sortino

0.89

Calmar

0.26

Best year

+22.7%

Worst year

-15.6%

Drawdowns

Percent below the prior peak, vs the S&P 500

Calendar-year returns

Faded bars are partial years · 64% of months positive

Strategy Lab

Stress-test the implementation: trade on the signal day's close or later, split the portfolio into tranches that rebalance on different days (reduces timing luck), or swap a fund for a same-asset-class alternative.

The idea

The Gloom, Boom & Doom editor's long-standing suggestion. Large gold and REIT sleeves make it behave very differently from a 60/40.

The rules

  1. 125% each: US stocks, aggregate bonds, gold, REITs.
  2. 2Rebalance annually.

Funds used

  • BND US Aggregate Bonds
  • GLD Gold
  • VNQ US REITs
  • VTI US Total Market

Early history uses proxy funds: AGG, SHY.

Recent allocations

Decided at each month-end, held the following month

  • Dec 2025
  • Dec 2024
  • Dec 2023
  • Dec 2022
  • Dec 2021
  • Dec 2020
  • Dec 2019
  • Dec 2018
  • Dec 2017
  • Dec 2016
  • Dec 2015
  • Dec 2014

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