| Updated | 5 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $777,498.58 |
| CAGR % | 8.79% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.64% |
| Annualized Sharpe | 0.42 |
| Win Rate % | 59.8% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.78 |
| Updated | 5 hours ago |
|---|---|
| Portfolio | Faber Ivy5 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 | $785,662.42 |
| CAGR % | 8.83% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.64% |
| Annualized Sharpe | 0.42 |
| Win Rate % | 60.2% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.82 |
| Updated | 5 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,034,770.30 |
| CAGR % | 10.07% |
| Max % Drawdown | (21.02%) |
| Standard Deviation | 2.80% |
| Annualized Sharpe | 0.73 |
| Win Rate % | 58.9% |
| Longest Drawdown | 23.9 months |
| Avg Trades Per Year | 4.39 |
| Updated | 5 hours ago |
|---|---|
| Portfolio | Faber Ivy5 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 | $1,161,833.35 |
| CAGR % | 10.60% |
| Max % Drawdown | (20.56%) |
| Standard Deviation | 2.88% |
| Annualized Sharpe | 0.76 |
| Win Rate % | 62.9% |
| Longest Drawdown | 23.4 months |
| Avg Trades Per Year | 5.87 |
| Updated | 5 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $83,499,071.49 |
| CAGR % | 14.00% |
| Max % Drawdown | (34.45%) |
| Standard Deviation | 5.01% |
| Annualized Sharpe | 0.67 |
| Win Rate % | 61.1% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.41 |
| Updated | 5 hours ago |
|---|---|
| Portfolio | Faber Ivy5 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 | $98,762,206.14 |
| CAGR % | 14.37% |
| Max % Drawdown | (34.46%) |
| Standard Deviation | 5.04% |
| Annualized Sharpe | 0.69 |
| Win Rate % | 61.5% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.49 |
| Updated | 5 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $47,121,561.90 |
| CAGR % | 12.73% |
| Max % Drawdown | (21.22%) |
| Standard Deviation | 2.98% |
| Annualized Sharpe | 0.93 |
| Win Rate % | 59.6% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 4.34 |
| Updated | 5 hours ago |
|---|---|
| Portfolio | Faber Ivy5 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 | $71,284,404.76 |
| CAGR % | 13.65% |
| Max % Drawdown | (20.83%) |
| Standard Deviation | 3.06% |
| Annualized Sharpe | 0.98 |
| Win Rate % | 64.6% |
| Longest Drawdown | 27.6 months |
| Avg Trades Per Year | 5.72 |
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