| Updated | 6 days, 8 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $465,678.20 |
| CAGR % | 6.53% |
| Max % Drawdown | (14.90%) |
| Standard Deviation | 1.98% |
| Annualized Sharpe | 0.52 |
| Win Rate % | 46.2% |
| Longest Drawdown | 30.5 months |
| Avg Trades Per Year | 4.27 |
| Updated | 6 days, 8 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $563,954.74 |
| CAGR % | 7.37% |
| Max % Drawdown | (14.64%) |
| Standard Deviation | 2.06% |
| Annualized Sharpe | 0.62 |
| Win Rate % | 63.4% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 8.42 |
| Updated | 6 days, 8 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $465,678.20 |
| CAGR % | 6.53% |
| Max % Drawdown | (14.90%) |
| Standard Deviation | 1.98% |
| Annualized Sharpe | 0.52 |
| Win Rate % | 46.2% |
| Longest Drawdown | 30.5 months |
| Avg Trades Per Year | 4.27 |
| Updated | 6 days, 8 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $10,025,535.13 |
| CAGR % | 9.39% |
| Max % Drawdown | (15.12%) |
| Standard Deviation | 2.15% |
| Annualized Sharpe | 0.85 |
| Win Rate % | 48.5% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 3.97 |
| Updated | 6 days, 8 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $19,747,229.52 |
| CAGR % | 10.84% |
| Max % Drawdown | (14.83%) |
| Standard Deviation | 2.36% |
| Annualized Sharpe | 0.94 |
| Win Rate % | 68.3% |
| Longest Drawdown | 28.2 months |
| Avg Trades Per Year | 8.16 |
| Updated | 6 days, 8 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $10,025,535.13 |
| CAGR % | 9.39% |
| Max % Drawdown | (15.12%) |
| Standard Deviation | 2.15% |
| Annualized Sharpe | 0.85 |
| Win Rate % | 48.5% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 3.97 |
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