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Faber Tactical Asset Allocation w/ Relative Strength



Updated 10 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $405,290.32
CAGR % 7.46%
Max % Drawdown (8.04%)
Standard Deviation 1.64%
Annualized Sharpe 0.78
Win Rate % 54.5%
Longest Drawdown 20.2 months
Avg Trades Per Year 10.18
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Period 2000-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $470,357.67
CAGR % 8.29%
Max % Drawdown (8.20%)
Standard Deviation 1.69%
Annualized Sharpe 0.88
Win Rate % 66.2%
Longest Drawdown 16.0 months
Avg Trades Per Year 17.17
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Updated 10 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $459,916.96
CAGR % 8.16%
Max % Drawdown (11.54%)
Standard Deviation 2.05%
Annualized Sharpe 0.72
Win Rate % 54.5%
Longest Drawdown 21.6 months
Avg Trades Per Year 10.18
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Period 2000-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $570,311.05
CAGR % 9.37%
Max % Drawdown (10.37%)
Standard Deviation 2.08%
Annualized Sharpe 0.87
Win Rate % 66.6%
Longest Drawdown 19.0 months
Avg Trades Per Year 16.76
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Updated 10 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $11,788,380.41
CAGR % 10.81%
Max % Drawdown (12.77%)
Standard Deviation 1.92%
Annualized Sharpe 1.14
Win Rate % 55.4%
Longest Drawdown 20.1 months
Avg Trades Per Year 9.52
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Period 1973-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $19,883,004.51
CAGR % 12.07%
Max % Drawdown (15.33%)
Standard Deviation 2.14%
Annualized Sharpe 1.18
Win Rate % 70.5%
Longest Drawdown 16.0 months
Avg Trades Per Year 16.92
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Updated 10 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $16,507,827.55
CAGR % 11.62%
Max % Drawdown (15.93%)
Standard Deviation 2.25%
Annualized Sharpe 1.08
Win Rate % 55.4%
Longest Drawdown 20.8 months
Avg Trades Per Year 9.52
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Period 1973-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $30,810,373.44
CAGR % 13.13%
Max % Drawdown (16.91%)
Standard Deviation 2.41%
Annualized Sharpe 1.17
Win Rate % 70.2%
Longest Drawdown 20.2 months
Avg Trades Per Year 16.81
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