| Updated | 2 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $525,903.35 |
| CAGR % | 7.05% |
| Max % Drawdown | (7.81%) |
| Standard Deviation | 1.63% |
| Annualized Sharpe | 0.71 |
| Win Rate % | 49.0% |
| Longest Drawdown | 24.6 months |
| Avg Trades Per Year | 10.55 |
| Updated | 2 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $602,493.04 |
| CAGR % | 7.65% |
| Max % Drawdown | (11.97%) |
| Standard Deviation | 1.74% |
| Annualized Sharpe | 0.76 |
| Win Rate % | 60.4% |
| Longest Drawdown | 26.0 months |
| Avg Trades Per Year | 18.15 |
| Updated | 2 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $631,377.12 |
| CAGR % | 7.86% |
| Max % Drawdown | (11.48%) |
| Standard Deviation | 2.04% |
| Annualized Sharpe | 0.69 |
| Win Rate % | 48.5% |
| Longest Drawdown | 24.6 months |
| Avg Trades Per Year | 10.68 |
| Updated | 2 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $802,072.39 |
| CAGR % | 8.93% |
| Max % Drawdown | (12.53%) |
| Standard Deviation | 2.14% |
| Annualized Sharpe | 0.79 |
| Win Rate % | 60.8% |
| Longest Drawdown | 26.0 months |
| Avg Trades Per Year | 17.70 |
| Updated | 2 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $15,299,179.19 |
| CAGR % | 10.29% |
| Max % Drawdown | (12.76%) |
| Standard Deviation | 1.90% |
| Annualized Sharpe | 1.08 |
| Win Rate % | 52.4% |
| Longest Drawdown | 24.6 months |
| Avg Trades Per Year | 9.81 |
| Updated | 2 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $25,252,525.30 |
| CAGR % | 11.37% |
| Max % Drawdown | (15.34%) |
| Standard Deviation | 2.12% |
| Annualized Sharpe | 1.10 |
| Win Rate % | 67.0% |
| Longest Drawdown | 26.0 months |
| Avg Trades Per Year | 17.43 |
| Updated | 2 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $22,757,057.11 |
| CAGR % | 11.15% |
| Max % Drawdown | (15.88%) |
| Standard Deviation | 2.23% |
| Annualized Sharpe | 1.03 |
| Win Rate % | 52.4% |
| Longest Drawdown | 24.6 months |
| Avg Trades Per Year | 9.81 |
| Updated | 2 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $42,360,591.17 |
| CAGR % | 12.50% |
| Max % Drawdown | (16.92%) |
| Standard Deviation | 2.40% |
| Annualized Sharpe | 1.11 |
| Win Rate % | 66.7% |
| Longest Drawdown | 26.0 months |
| Avg Trades Per Year | 17.27 |
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