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Faber Tactical Asset Allocation w/ Relative Strength



Period 2000-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $403,005.45
CAGR % 7.52%
Max % Drawdown (8.04%)
Standard Deviation 1.64%
Annualized Sharpe 0.79
Win Rate % 56.0%
Longest Drawdown 20.2 months
Avg Trades Per Year 10.04
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Period 2000-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $466,662.21
CAGR % 8.35%
Max % Drawdown (8.20%)
Standard Deviation 1.70%
Annualized Sharpe 0.89
Win Rate % 67.0%
Longest Drawdown 16.0 months
Avg Trades Per Year 17.01
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Period 2000-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $461,377.95
CAGR % 8.28%
Max % Drawdown (11.54%)
Standard Deviation 2.05%
Annualized Sharpe 0.74
Win Rate % 56.0%
Longest Drawdown 21.6 months
Avg Trades Per Year 10.04
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Period 2000-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $570,153.06
CAGR % 9.48%
Max % Drawdown (10.37%)
Standard Deviation 2.09%
Annualized Sharpe 0.88
Win Rate % 67.4%
Longest Drawdown 19.0 months
Avg Trades Per Year 16.60
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Period 1973-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $11,687,204.26
CAGR % 10.85%
Max % Drawdown (12.77%)
Standard Deviation 1.92%
Annualized Sharpe 1.14
Win Rate % 56.1%
Longest Drawdown 20.1 months
Avg Trades Per Year 9.45
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Period 1973-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $19,697,586.53
CAGR % 12.11%
Max % Drawdown (15.33%)
Standard Deviation 2.14%
Annualized Sharpe 1.19
Win Rate % 70.9%
Longest Drawdown 16.0 months
Avg Trades Per Year 16.85
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Period 1973-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $16,530,094.32
CAGR % 11.68%
Max % Drawdown (15.93%)
Standard Deviation 2.25%
Annualized Sharpe 1.08
Win Rate % 56.1%
Longest Drawdown 20.8 months
Avg Trades Per Year 9.45
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Period 1973-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $30,795,781.68
CAGR % 13.20%
Max % Drawdown (16.91%)
Standard Deviation 2.41%
Annualized Sharpe 1.18
Win Rate % 70.5%
Longest Drawdown 20.2 months
Avg Trades Per Year 16.75
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