| 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 |
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