| Updated | 1 day, 17 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2023-01-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $525,192.77 |
| CAGR % | 7.45% |
| Max % Drawdown | (7.81%) |
| Standard Deviation | 1.61% |
| Annualized Sharpe | 0.79 |
| Win Rate % | 51.9% |
| Longest Drawdown | 20.2 months |
| Avg Trades Per Year | 10.27 |
| Updated | 1 day, 17 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2023-01-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $593,977.12 |
| CAGR % | 8.03% |
| Max % Drawdown | (10.06%) |
| Standard Deviation | 1.70% |
| Annualized Sharpe | 0.84 |
| Win Rate % | 61.7% |
| Longest Drawdown | 16.0 months |
| Avg Trades Per Year | 17.55 |
| Updated | 1 day, 17 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2023-01-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $627,914.03 |
| CAGR % | 8.29% |
| Max % Drawdown | (11.48%) |
| Standard Deviation | 2.03% |
| Annualized Sharpe | 0.75 |
| Win Rate % | 51.7% |
| Longest Drawdown | 23.5 months |
| Avg Trades Per Year | 10.31 |
| Updated | 1 day, 17 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2023-01-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $779,113.42 |
| CAGR % | 9.30% |
| Max % Drawdown | (10.37%) |
| Standard Deviation | 2.10% |
| Annualized Sharpe | 0.86 |
| Win Rate % | 62.4% |
| Longest Drawdown | 19.2 months |
| Avg Trades Per Year | 17.16 |
| Updated | 1 day, 17 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2023-01-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $15,457,689.43 |
| CAGR % | 10.59% |
| Max % Drawdown | (12.76%) |
| Standard Deviation | 1.90% |
| Annualized Sharpe | 1.12 |
| Win Rate % | 54.1% |
| Longest Drawdown | 20.1 months |
| Avg Trades Per Year | 9.62 |
| Updated | 1 day, 17 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2023-01-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $25,111,801.31 |
| CAGR % | 11.67% |
| Max % Drawdown | (15.34%) |
| Standard Deviation | 2.12% |
| Annualized Sharpe | 1.14 |
| Win Rate % | 68.0% |
| Longest Drawdown | 16.0 months |
| Avg Trades Per Year | 17.11 |
| Updated | 1 day, 17 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2023-01-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $22,727,848.62 |
| CAGR % | 11.44% |
| Max % Drawdown | (15.88%) |
| Standard Deviation | 2.23% |
| Annualized Sharpe | 1.06 |
| Win Rate % | 54.1% |
| Longest Drawdown | 23.1 months |
| Avg Trades Per Year | 9.62 |
| Updated | 1 day, 17 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2023-01-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $41,744,662.14 |
| CAGR % | 12.80% |
| Max % Drawdown | (16.92%) |
| Standard Deviation | 2.40% |
| Annualized Sharpe | 1.14 |
| Win Rate % | 67.8% |
| Longest Drawdown | 20.2 months |
| Avg Trades Per Year | 16.97 |
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