| Updated | 5 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $504,922.16 |
| CAGR % | 7.85% |
| Max % Drawdown | (7.82%) |
| Standard Deviation | 1.62% |
| Annualized Sharpe | 0.85 |
| Win Rate % | 52.8% |
| Longest Drawdown | 20.2 months |
| Avg Trades Per Year | 10.17 |
| Updated | 5 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $611,282.18 |
| CAGR % | 8.81% |
| Max % Drawdown | (8.22%) |
| Standard Deviation | 1.68% |
| Annualized Sharpe | 0.97 |
| Win Rate % | 64.5% |
| Longest Drawdown | 16.0 months |
| Avg Trades Per Year | 17.49 |
| Updated | 5 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $597,212.71 |
| CAGR % | 8.69% |
| Max % Drawdown | (11.30%) |
| Standard Deviation | 2.04% |
| Annualized Sharpe | 0.80 |
| Win Rate % | 52.8% |
| Longest Drawdown | 23.5 months |
| Avg Trades Per Year | 10.17 |
| Updated | 6 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $766,986.34 |
| CAGR % | 9.97% |
| Max % Drawdown | (10.41%) |
| Standard Deviation | 2.08% |
| Annualized Sharpe | 0.95 |
| Win Rate % | 65.0% |
| Longest Drawdown | 21.0 months |
| Avg Trades Per Year | 17.30 |
| Updated | 5 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $14,990,104.07 |
| CAGR % | 10.90% |
| Max % Drawdown | (12.76%) |
| Standard Deviation | 1.90% |
| Annualized Sharpe | 1.16 |
| Win Rate % | 54.6% |
| Longest Drawdown | 20.1 months |
| Avg Trades Per Year | 9.56 |
| Updated | 5 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $25,629,260.89 |
| CAGR % | 12.13% |
| Max % Drawdown | (15.32%) |
| Standard Deviation | 2.11% |
| Annualized Sharpe | 1.20 |
| Win Rate % | 69.4% |
| Longest Drawdown | 16.0 months |
| Avg Trades Per Year | 17.13 |
| Updated | 5 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $21,822,030.41 |
| CAGR % | 11.76% |
| Max % Drawdown | (15.88%) |
| Standard Deviation | 2.24% |
| Annualized Sharpe | 1.10 |
| Win Rate % | 54.6% |
| Longest Drawdown | 23.1 months |
| Avg Trades Per Year | 9.56 |
| Updated | 5 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $41,841,175.66 |
| CAGR % | 13.27% |
| Max % Drawdown | (16.91%) |
| Standard Deviation | 2.40% |
| Annualized Sharpe | 1.19 |
| Win Rate % | 69.3% |
| Longest Drawdown | 20.2 months |
| Avg Trades Per Year | 16.99 |
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