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Faber Tactical Asset Allocation w/ Relative Strength



Updated 6 days, 22 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-08-15
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $565,312.78
CAGR % 7.00%
Max % Drawdown (10.85%)
Standard Deviation 1.63%
Annualized Sharpe 0.70
Win Rate % 48.4%
Longest Drawdown 26.7 months
Avg Trades Per Year 10.73
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Updated 6 days, 22 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-08-15
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $653,686.00
CAGR % 7.61%
Max % Drawdown (11.99%)
Standard Deviation 1.73%
Annualized Sharpe 0.76
Win Rate % 60.7%
Longest Drawdown 29.4 months
Avg Trades Per Year 18.27
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Updated 6 days, 22 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-08-15
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $709,674.79
CAGR % 7.95%
Max % Drawdown (14.03%)
Standard Deviation 2.02%
Annualized Sharpe 0.71
Win Rate % 48.2%
Longest Drawdown 26.7 months
Avg Trades Per Year 10.77
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Updated 6 days, 22 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-08-15
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $906,558.86
CAGR % 8.99%
Max % Drawdown (15.89%)
Standard Deviation 2.10%
Annualized Sharpe 0.81
Win Rate % 60.3%
Longest Drawdown 28.2 months
Avg Trades Per Year 17.60
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Updated 6 days, 22 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-08-15
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $16,470,742.80
CAGR % 10.19%
Max % Drawdown (12.77%)
Standard Deviation 1.88%
Annualized Sharpe 1.07
Win Rate % 52.2%
Longest Drawdown 26.8 months
Avg Trades Per Year 9.90
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Updated 6 days, 22 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-08-15
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $27,551,864.77
CAGR % 11.27%
Max % Drawdown (15.18%)
Standard Deviation 2.11%
Annualized Sharpe 1.10
Win Rate % 67.0%
Longest Drawdown 29.4 months
Avg Trades Per Year 17.56
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Updated 6 days, 22 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-08-15
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $24,854,901.75
CAGR % 11.05%
Max % Drawdown (15.87%)
Standard Deviation 2.21%
Annualized Sharpe 1.03
Win Rate % 52.2%
Longest Drawdown 26.8 months
Avg Trades Per Year 9.90
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Updated 6 days, 22 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-08-15
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $46,928,758.01
CAGR % 12.40%
Max % Drawdown (16.87%)
Standard Deviation 2.38%
Annualized Sharpe 1.11
Win Rate % 66.9%
Longest Drawdown 29.4 months
Avg Trades Per Year 17.41
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