| 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 |
| Updated | 4 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| 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 |
| 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 |
| Updated | 4 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| 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 |
| 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 |
| Updated | 4 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| 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 |
| 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 |
| Updated | 4 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| 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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