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Faber Tactical Asset Allocation w/ Relative Strength



Updated 6 days, 18 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-10-10
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $585,981.40
CAGR % 7.10%
Max % Drawdown (8.14%)
Standard Deviation 1.63%
Annualized Sharpe 0.72
Win Rate % 48.2%
Longest Drawdown 26.7 months
Avg Trades Per Year 10.63
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Updated 6 days, 18 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-10-10
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $678,765.14
CAGR % 7.72%
Max % Drawdown (12.00%)
Standard Deviation 1.73%
Annualized Sharpe 0.78
Win Rate % 60.7%
Longest Drawdown 29.4 months
Avg Trades Per Year 18.16
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Updated 6 days, 18 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-10-10
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $764,664.31
CAGR % 8.21%
Max % Drawdown (11.50%)
Standard Deviation 2.04%
Annualized Sharpe 0.73
Win Rate % 48.0%
Longest Drawdown 26.7 months
Avg Trades Per Year 10.67
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Updated 6 days, 18 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-10-10
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $947,652.20
CAGR % 9.12%
Max % Drawdown (12.51%)
Standard Deviation 2.10%
Annualized Sharpe 0.83
Win Rate % 60.6%
Longest Drawdown 28.2 months
Avg Trades Per Year 17.62
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Updated 6 days, 18 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-10-10
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $17,119,584.77
CAGR % 10.24%
Max % Drawdown (12.78%)
Standard Deviation 1.88%
Annualized Sharpe 1.08
Win Rate % 52.1%
Longest Drawdown 26.8 months
Avg Trades Per Year 9.85
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Updated 6 days, 18 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-10-10
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $28,663,346.94
CAGR % 11.32%
Max % Drawdown (15.18%)
Standard Deviation 2.11%
Annualized Sharpe 1.11
Win Rate % 67.0%
Longest Drawdown 29.4 months
Avg Trades Per Year 17.53
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Updated 6 days, 18 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-10-10
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $25,986,180.88
CAGR % 11.11%
Max % Drawdown (15.87%)
Standard Deviation 2.21%
Annualized Sharpe 1.03
Win Rate % 52.1%
Longest Drawdown 26.8 months
Avg Trades Per Year 9.85
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Updated 6 days, 18 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-10-10
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $49,052,690.47
CAGR % 12.46%
Max % Drawdown (16.88%)
Standard Deviation 2.38%
Annualized Sharpe 1.11
Win Rate % 66.9%
Longest Drawdown 29.4 months
Avg Trades Per Year 17.36
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