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Faber Tactical Asset Allocation w/ Relative Strength



Updated 4 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-12-20
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $548,262.28
CAGR % 7.05%
Max % Drawdown (7.81%)
Standard Deviation 1.64%
Annualized Sharpe 0.71
Win Rate % 49.2%
Longest Drawdown 26.6 months
Avg Trades Per Year 10.41
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Period 2000-01-01 — 2024-12-20
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $628,729.34
CAGR % 7.64%
Max % Drawdown (11.97%)
Standard Deviation 1.75%
Annualized Sharpe 0.76
Win Rate % 60.7%
Longest Drawdown 29.4 months
Avg Trades Per Year 17.94
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Updated 4 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-12-20
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $664,420.29
CAGR % 7.88%
Max % Drawdown (11.48%)
Standard Deviation 2.05%
Annualized Sharpe 0.69
Win Rate % 48.7%
Longest Drawdown 26.6 months
Avg Trades Per Year 10.53
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Period 2000-01-01 — 2024-12-20
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $840,481.53
CAGR % 8.90%
Max % Drawdown (12.51%)
Standard Deviation 2.15%
Annualized Sharpe 0.79
Win Rate % 61.1%
Longest Drawdown 28.2 months
Avg Trades Per Year 17.50
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Updated 4 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-12-20
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $15,980,068.70
CAGR % 10.26%
Max % Drawdown (12.76%)
Standard Deviation 1.91%
Annualized Sharpe 1.07
Win Rate % 52.5%
Longest Drawdown 26.8 months
Avg Trades Per Year 9.76
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Period 1973-01-01 — 2024-12-20
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $26,400,260.00
CAGR % 11.33%
Max % Drawdown (15.34%)
Standard Deviation 2.13%
Annualized Sharpe 1.10
Win Rate % 67.1%
Longest Drawdown 29.4 months
Avg Trades Per Year 17.34
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Updated 4 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-12-20
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $24,025,765.60
CAGR % 11.12%
Max % Drawdown (15.88%)
Standard Deviation 2.24%
Annualized Sharpe 1.02
Win Rate % 52.5%
Longest Drawdown 26.7 months
Avg Trades Per Year 9.76
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Period 1973-01-01 — 2024-12-20
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $44,644,087.60
CAGR % 12.46%
Max % Drawdown (16.92%)
Standard Deviation 2.41%
Annualized Sharpe 1.10
Win Rate % 66.9%
Longest Drawdown 29.4 months
Avg Trades Per Year 17.18
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