Updated | 2 days, 13 hours ago |
---|---|
Portfolio | Faber Global13 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2024-10-11 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $559,861.46 |
CAGR % | 7.20% |
Max % Drawdown | (7.81%) |
Standard Deviation | 1.63% |
Annualized Sharpe | 0.74 |
Win Rate % | 49.2% |
Longest Drawdown | 26.6 months |
Avg Trades Per Year | 10.41 |
Updated | 2 days, 12 hours ago |
---|---|
Portfolio | Fabler Global13 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2024-10-11 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $642,384.16 |
CAGR % | 7.80% |
Max % Drawdown | (11.97%) |
Standard Deviation | 1.74% |
Annualized Sharpe | 0.79 |
Win Rate % | 60.7% |
Longest Drawdown | 29.3 months |
Avg Trades Per Year | 17.96 |
Updated | 2 days, 12 hours ago |
---|---|
Portfolio | Faber Global13 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2024-10-11 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $677,344.88 |
CAGR % | 8.03% |
Max % Drawdown | (11.48%) |
Standard Deviation | 2.04% |
Annualized Sharpe | 0.71 |
Win Rate % | 48.7% |
Longest Drawdown | 26.6 months |
Avg Trades Per Year | 10.53 |
Updated | 2 days, 12 hours ago |
---|---|
Portfolio | Fabler Global13 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2024-10-11 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $859,255.47 |
CAGR % | 9.07% |
Max % Drawdown | (12.51%) |
Standard Deviation | 2.14% |
Annualized Sharpe | 0.81 |
Win Rate % | 61.1% |
Longest Drawdown | 28.2 months |
Avg Trades Per Year | 17.52 |
Updated | 2 days, 12 hours ago |
---|---|
Portfolio | Faber Global13 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2024-10-11 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $16,348,560.84 |
CAGR % | 10.34% |
Max % Drawdown | (12.76%) |
Standard Deviation | 1.90% |
Annualized Sharpe | 1.08 |
Win Rate % | 52.5% |
Longest Drawdown | 26.8 months |
Avg Trades Per Year | 9.75 |
Updated | 2 days, 12 hours ago |
---|---|
Portfolio | Fabler Global13 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2024-10-11 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $26,999,770.92 |
CAGR % | 11.42% |
Max % Drawdown | (15.34%) |
Standard Deviation | 2.12% |
Annualized Sharpe | 1.11 |
Win Rate % | 67.1% |
Longest Drawdown | 29.4 months |
Avg Trades Per Year | 17.34 |
Updated | 2 days, 12 hours ago |
---|---|
Portfolio | Faber Global13 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2024-10-11 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $24,520,864.74 |
CAGR % | 11.21% |
Max % Drawdown | (15.88%) |
Standard Deviation | 2.23% |
Annualized Sharpe | 1.04 |
Win Rate % | 52.5% |
Longest Drawdown | 26.7 months |
Avg Trades Per Year | 9.75 |
Updated | 2 days, 12 hours ago |
---|---|
Portfolio | Fabler Global13 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2024-10-11 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $45,641,136.11 |
CAGR % | 12.55% |
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 | 17.19 |