| Updated | 1 day ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| 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 |
| Updated | 1 day ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| 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 |
| Updated | 1 day ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| 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 |
| Updated | 1 day ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| 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 |
| Updated | 1 day ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| 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 |
| Updated | 1 day ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| 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 |
| Updated | 1 day ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| 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 |
| Updated | 1 day ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| 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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