Lemoney
Portfolios

Ivy Portfolio

by ElderLemon · shared 16 Sept 2026 · Published by Mebane Faber and Eric Richardson, 1 Mar 2009 · source

Open in the Lab

Weights

VTIVanguard Total Stock Market ETF20.0%EFAiShares MSCI EAFE ETF20.0%IEFiShares 7-10 Year Treasury Bond ETF20.0%VNQVanguard Real Estate ETF20.0%DBCInvesco DB Commodity Index Tracking Fund20.0%
  • VTIVanguard Total Stock Market ETF20.0%
  • EFAiShares MSCI EAFE ETF20.0%
  • IEFiShares 7-10 Year Treasury Bond ETF20.0%
  • VNQVanguard Real Estate ETF20.0%
  • DBCInvesco DB Commodity Index Tracking Fund20.0%

Performance

CAGR
+6.6%
Final value
$37k
Max drawdown
−45.7%
Volatility
12.8%
Sharpe
0.56
Sortino
0.78

Correlation

weekly returns
VTIEFAIEFVNQDBC
VTI·0.88−0.210.750.40
EFA0.88·−0.170.670.43
IEF−0.21−0.17·−0.03−0.22
VNQ0.750.67−0.03·0.27
DBC0.400.43−0.220.27·

Growth of $10K

Long only · Fixed weights · annually · 2006-02-17 to 2026-10-09
$10k$20k200920122015201820212024$37k
$37,400Oct 9, 2026
−22%−43%200920122015201820212024−43.4% · 2009-02
−1.3%Oct 9, 2026

Annual returns

* partial
through 2026-10-09