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Faber Tactical Asset Allocation w/ Relative Strength



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
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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
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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
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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
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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
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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
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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
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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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