| Updated | 6 days, 16 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $907,240.45 |
| CAGR % | 9.49% |
| Max % Drawdown | (33.92%) |
| Standard Deviation | 5.59% |
| Annualized Sharpe | 0.41 |
| Win Rate % | 51.3% |
| Longest Drawdown | 82.0 months |
| Avg Trades Per Year | 4.89 |
| Updated | 6 days, 16 hours ago |
|---|---|
| Portfolio | Fabler Global13 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 | $894,990.70 |
| CAGR % | 9.43% |
| Max % Drawdown | (33.92%) |
| Standard Deviation | 5.59% |
| Annualized Sharpe | 0.41 |
| Win Rate % | 50.8% |
| Longest Drawdown | 82.0 months |
| Avg Trades Per Year | 4.93 |
| Updated | 6 days, 16 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,724,290.13 |
| CAGR % | 12.42% |
| Max % Drawdown | (24.24%) |
| Standard Deviation | 3.95% |
| Annualized Sharpe | 0.71 |
| Win Rate % | 56.1% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 10.11 |
| Updated | 6 days, 16 hours ago |
|---|---|
| Portfolio | Fabler Global13 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 | $1,704,581.98 |
| CAGR % | 12.36% |
| Max % Drawdown | (24.24%) |
| Standard Deviation | 3.96% |
| Annualized Sharpe | 0.70 |
| Win Rate % | 56.7% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 10.44 |
| Updated | 6 days, 16 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,854,721.12 |
| CAGR % | 12.75% |
| Max % Drawdown | (19.01%) |
| Standard Deviation | 3.31% |
| Annualized Sharpe | 0.85 |
| Win Rate % | 60.9% |
| Longest Drawdown | 28.3 months |
| Avg Trades Per Year | 11.14 |
| Updated | 6 days, 16 hours ago |
|---|---|
| Portfolio | Fabler Global13 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 | $1,889,611.66 |
| CAGR % | 12.84% |
| Max % Drawdown | (18.92%) |
| Standard Deviation | 3.33% |
| Annualized Sharpe | 0.85 |
| Win Rate % | 62.0% |
| Longest Drawdown | 25.8 months |
| Avg Trades Per Year | 11.00 |
| Updated | 6 days, 16 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,239,696.09 |
| CAGR % | 10.90% |
| Max % Drawdown | (15.08%) |
| Standard Deviation | 2.68% |
| Annualized Sharpe | 0.84 |
| Win Rate % | 56.2% |
| Longest Drawdown | 29.8 months |
| Avg Trades Per Year | 12.66 |
| Updated | 6 days, 16 hours ago |
|---|---|
| Portfolio | Fabler Global13 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 | $1,267,882.76 |
| CAGR % | 11.00% |
| Max % Drawdown | (18.21%) |
| Standard Deviation | 2.70% |
| Annualized Sharpe | 0.85 |
| Win Rate % | 58.7% |
| Longest Drawdown | 29.8 months |
| Avg Trades Per Year | 15.12 |
| Updated | 6 days, 16 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $142,076,861.73 |
| CAGR % | 15.19% |
| Max % Drawdown | (44.35%) |
| Standard Deviation | 6.30% |
| Annualized Sharpe | 0.62 |
| Win Rate % | 59.8% |
| Longest Drawdown | 82.1 months |
| Avg Trades Per Year | 4.79 |
| Updated | 6 days, 16 hours ago |
|---|---|
| Portfolio | Fabler Global13 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 | $149,107,032.03 |
| CAGR % | 15.30% |
| Max % Drawdown | (44.35%) |
| Standard Deviation | 6.31% |
| Annualized Sharpe | 0.63 |
| Win Rate % | 59.7% |
| Longest Drawdown | 82.1 months |
| Avg Trades Per Year | 4.83 |
| Updated | 6 days, 16 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $460,013,709.44 |
| CAGR % | 17.86% |
| Max % Drawdown | (32.72%) |
| Standard Deviation | 4.52% |
| Annualized Sharpe | 0.94 |
| Win Rate % | 63.3% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 9.54 |
| Updated | 6 days, 16 hours ago |
|---|---|
| Portfolio | Fabler Global13 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 | $514,476,927.20 |
| CAGR % | 18.11% |
| Max % Drawdown | (32.72%) |
| Standard Deviation | 4.54% |
| Annualized Sharpe | 0.95 |
| Win Rate % | 63.8% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 9.84 |
| Updated | 6 days, 16 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $329,810,609.42 |
| CAGR % | 17.09% |
| Max % Drawdown | (27.80%) |
| Standard Deviation | 3.72% |
| Annualized Sharpe | 1.07 |
| Win Rate % | 64.6% |
| Longest Drawdown | 28.9 months |
| Avg Trades Per Year | 10.50 |
| Updated | 6 days, 16 hours ago |
|---|---|
| Portfolio | Fabler Global13 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 | $408,177,753.57 |
| CAGR % | 17.58% |
| Max % Drawdown | (27.85%) |
| Standard Deviation | 3.76% |
| Annualized Sharpe | 1.09 |
| Win Rate % | 66.2% |
| Longest Drawdown | 25.8 months |
| Avg Trades Per Year | 11.30 |
| Updated | 6 days, 16 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $113,736,392.34 |
| CAGR % | 14.69% |
| Max % Drawdown | (20.49%) |
| Standard Deviation | 3.02% |
| Annualized Sharpe | 1.09 |
| Win Rate % | 61.0% |
| Longest Drawdown | 29.8 months |
| Avg Trades Per Year | 12.25 |
| Updated | 6 days, 16 hours ago |
|---|---|
| Portfolio | Fabler Global13 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 | $158,644,255.93 |
| CAGR % | 15.44% |
| Max % Drawdown | (20.37%) |
| Standard Deviation | 3.09% |
| Annualized Sharpe | 1.12 |
| Win Rate % | 64.1% |
| Longest Drawdown | 29.8 months |
| Avg Trades Per Year | 14.59 |
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