| Updated | 8 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 2000-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $492,186.18 |
| CAGR % | 6.76% |
| Max % Drawdown | (10.05%) |
| Standard Deviation | 1.94% |
| Annualized Sharpe | 0.57 |
| Win Rate % | 50.5% |
| Longest Drawdown | 28.1 months |
| Avg Trades Per Year | 3.90 |
| Updated | 8 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 2000-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $105,649.37 |
| CAGR % | 0.23% |
| Max % Drawdown | (42.03%) |
| Standard Deviation | 2.35% |
| Annualized Sharpe | (0.29) |
| Win Rate % | 77.1% |
| Longest Drawdown | 278.8 months |
| Avg Trades Per Year | 3.94 |
| Updated | 8 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1980-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,093,615.45 |
| CAGR % | 9.27% |
| Max % Drawdown | (12.87%) |
| Standard Deviation | 2.05% |
| Annualized Sharpe | 0.87 |
| Win Rate % | 50.0% |
| Longest Drawdown | 27.1 months |
| Avg Trades Per Year | 3.74 |
| Updated | 8 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1973-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $10,539,409.98 |
| CAGR % | 9.49% |
| Max % Drawdown | (12.87%) |
| Standard Deviation | 2.10% |
| Annualized Sharpe | 0.88 |
| Win Rate % | 51.1% |
| Longest Drawdown | 27.1 months |
| Avg Trades Per Year | 3.70 |
| Updated | 8 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1973-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $167,371.31 |
| CAGR % | 1.01% |
| Max % Drawdown | (45.26%) |
| Standard Deviation | 2.00% |
| Annualized Sharpe | (0.25) |
| Win Rate % | 79.9% |
| Longest Drawdown | 284.2 months |
| Avg Trades Per Year | 3.68 |
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