| Updated | 6 days, 15 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $498,646.92 |
| CAGR % | 7.68% |
| Max % Drawdown | (7.80%) |
| Standard Deviation | 1.61% |
| Annualized Sharpe | 0.82 |
| Win Rate % | 53.0% |
| Longest Drawdown | 20.2 months |
| Avg Trades Per Year | 9.00 |
| Updated | 6 days, 15 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $602,518.18 |
| CAGR % | 8.63% |
| Max % Drawdown | (8.19%) |
| Standard Deviation | 1.67% |
| Annualized Sharpe | 0.95 |
| Win Rate % | 64.6% |
| Longest Drawdown | 16.0 months |
| Avg Trades Per Year | 17.18 |
| Updated | 6 days, 15 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $601,910.05 |
| CAGR % | 8.62% |
| Max % Drawdown | (11.48%) |
| Standard Deviation | 2.04% |
| Annualized Sharpe | 0.79 |
| Win Rate % | 53.0% |
| Longest Drawdown | 23.5 months |
| Avg Trades Per Year | 9.00 |
| Updated | 6 days, 15 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $789,801.36 |
| CAGR % | 9.99% |
| Max % Drawdown | (10.67%) |
| Standard Deviation | 2.10% |
| Annualized Sharpe | 0.94 |
| Win Rate % | 65.6% |
| Longest Drawdown | 19.2 months |
| Avg Trades Per Year | 16.86 |
| Updated | 6 days, 15 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $14,941,090.51 |
| CAGR % | 10.83% |
| Max % Drawdown | (12.77%) |
| Standard Deviation | 1.90% |
| Annualized Sharpe | 1.15 |
| Win Rate % | 54.9% |
| Longest Drawdown | 20.1 months |
| Avg Trades Per Year | 9.46 |
| Updated | 6 days, 15 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $25,490,444.59 |
| CAGR % | 12.05% |
| Max % Drawdown | (15.25%) |
| Standard Deviation | 2.11% |
| Annualized Sharpe | 1.19 |
| Win Rate % | 69.5% |
| Longest Drawdown | 16.0 months |
| Avg Trades Per Year | 17.04 |
| Updated | 6 days, 15 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $21,787,323.43 |
| CAGR % | 11.69% |
| Max % Drawdown | (15.88%) |
| Standard Deviation | 2.23% |
| Annualized Sharpe | 1.09 |
| Win Rate % | 54.9% |
| Longest Drawdown | 23.1 months |
| Avg Trades Per Year | 9.46 |
| Updated | 6 days, 15 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $41,659,836.80 |
| CAGR % | 13.18% |
| Max % Drawdown | (16.92%) |
| Standard Deviation | 2.39% |
| Annualized Sharpe | 1.19 |
| Win Rate % | 69.3% |
| Longest Drawdown | 20.2 months |
| Avg Trades Per Year | 16.88 |
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