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Faber Tactical Asset Allocation w/ Relative Strength



Updated 1 day, 17 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2023-01-31
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $525,192.77
CAGR % 7.45%
Max % Drawdown (7.81%)
Standard Deviation 1.61%
Annualized Sharpe 0.79
Win Rate % 51.9%
Longest Drawdown 20.2 months
Avg Trades Per Year 10.27
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Updated 1 day, 17 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2023-01-31
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $593,977.12
CAGR % 8.03%
Max % Drawdown (10.06%)
Standard Deviation 1.70%
Annualized Sharpe 0.84
Win Rate % 61.7%
Longest Drawdown 16.0 months
Avg Trades Per Year 17.55
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Updated 1 day, 17 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2023-01-31
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $627,914.03
CAGR % 8.29%
Max % Drawdown (11.48%)
Standard Deviation 2.03%
Annualized Sharpe 0.75
Win Rate % 51.7%
Longest Drawdown 23.5 months
Avg Trades Per Year 10.31
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Updated 1 day, 17 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2023-01-31
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $779,113.42
CAGR % 9.30%
Max % Drawdown (10.37%)
Standard Deviation 2.10%
Annualized Sharpe 0.86
Win Rate % 62.4%
Longest Drawdown 19.2 months
Avg Trades Per Year 17.16
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Updated 1 day, 17 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2023-01-31
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $15,457,689.43
CAGR % 10.59%
Max % Drawdown (12.76%)
Standard Deviation 1.90%
Annualized Sharpe 1.12
Win Rate % 54.1%
Longest Drawdown 20.1 months
Avg Trades Per Year 9.62
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Updated 1 day, 17 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2023-01-31
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $25,111,801.31
CAGR % 11.67%
Max % Drawdown (15.34%)
Standard Deviation 2.12%
Annualized Sharpe 1.14
Win Rate % 68.0%
Longest Drawdown 16.0 months
Avg Trades Per Year 17.11
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Updated 1 day, 17 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2023-01-31
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $22,727,848.62
CAGR % 11.44%
Max % Drawdown (15.88%)
Standard Deviation 2.23%
Annualized Sharpe 1.06
Win Rate % 54.1%
Longest Drawdown 23.1 months
Avg Trades Per Year 9.62
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Updated 1 day, 17 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2023-01-31
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $41,744,662.14
CAGR % 12.80%
Max % Drawdown (16.92%)
Standard Deviation 2.40%
Annualized Sharpe 1.14
Win Rate % 67.8%
Longest Drawdown 20.2 months
Avg Trades Per Year 16.97
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