| Updated | 4 days, 12 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $551,164.50 |
| CAGR % | 7.11% |
| Max % Drawdown | (7.81%) |
| Standard Deviation | 1.63% |
| Annualized Sharpe | 0.72 |
| Win Rate % | 49.4% |
| Longest Drawdown | 26.6 months |
| Avg Trades Per Year | 10.41 |
| Updated | 4 days, 12 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $630,958.34 |
| CAGR % | 7.69% |
| Max % Drawdown | (11.97%) |
| Standard Deviation | 1.74% |
| Annualized Sharpe | 0.77 |
| Win Rate % | 60.8% |
| Longest Drawdown | 29.3 months |
| Avg Trades Per Year | 17.93 |
| Updated | 4 days, 12 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $667,778.68 |
| CAGR % | 7.94% |
| Max % Drawdown | (11.48%) |
| Standard Deviation | 2.04% |
| Annualized Sharpe | 0.70 |
| Win Rate % | 48.9% |
| Longest Drawdown | 26.6 months |
| Avg Trades Per Year | 10.53 |
| Updated | 4 days, 12 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $844,519.20 |
| CAGR % | 8.96% |
| Max % Drawdown | (12.51%) |
| Standard Deviation | 2.14% |
| Annualized Sharpe | 0.80 |
| Win Rate % | 61.1% |
| Longest Drawdown | 28.2 months |
| Avg Trades Per Year | 17.49 |
| Updated | 4 days, 12 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $16,085,819.76 |
| CAGR % | 10.29% |
| Max % Drawdown | (12.76%) |
| Standard Deviation | 1.90% |
| Annualized Sharpe | 1.07 |
| Win Rate % | 52.6% |
| Longest Drawdown | 26.8 months |
| Avg Trades Per Year | 9.75 |
| Updated | 4 days, 12 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $26,531,861.25 |
| CAGR % | 11.36% |
| Max % Drawdown | (15.34%) |
| Standard Deviation | 2.12% |
| Annualized Sharpe | 1.10 |
| Win Rate % | 67.2% |
| Longest Drawdown | 29.4 months |
| Avg Trades Per Year | 17.33 |
| Updated | 4 days, 12 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $24,136,491.05 |
| CAGR % | 11.16% |
| Max % Drawdown | (15.88%) |
| Standard Deviation | 2.23% |
| Annualized Sharpe | 1.03 |
| Win Rate % | 52.6% |
| Longest Drawdown | 26.7 months |
| Avg Trades Per Year | 9.75 |
| Updated | 4 days, 12 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $44,850,376.84 |
| CAGR % | 12.49% |
| Max % Drawdown | (16.92%) |
| Standard Deviation | 2.40% |
| Annualized Sharpe | 1.11 |
| Win Rate % | 66.9% |
| Longest Drawdown | 29.4 months |
| Avg Trades Per Year | 17.18 |
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