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Faber Tactical Asset Allocation w/ Relative Strength



Updated 6 days, 15 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2021-09-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $498,646.92
CAGR % 7.68%
Max % Drawdown (7.80%)
Standard Deviation 1.61%
Annualized Sharpe 0.82
Win Rate % 53.0%
Longest Drawdown 20.2 months
Avg Trades Per Year 9.00
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Updated 6 days, 15 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2021-09-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $602,518.18
CAGR % 8.63%
Max % Drawdown (8.19%)
Standard Deviation 1.67%
Annualized Sharpe 0.95
Win Rate % 64.6%
Longest Drawdown 16.0 months
Avg Trades Per Year 17.18
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Updated 6 days, 15 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2021-09-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $601,910.05
CAGR % 8.62%
Max % Drawdown (11.48%)
Standard Deviation 2.04%
Annualized Sharpe 0.79
Win Rate % 53.0%
Longest Drawdown 23.5 months
Avg Trades Per Year 9.00
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Updated 6 days, 15 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2021-09-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $789,801.36
CAGR % 9.99%
Max % Drawdown (10.67%)
Standard Deviation 2.10%
Annualized Sharpe 0.94
Win Rate % 65.6%
Longest Drawdown 19.2 months
Avg Trades Per Year 16.86
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Updated 6 days, 15 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2021-09-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $14,941,090.51
CAGR % 10.83%
Max % Drawdown (12.77%)
Standard Deviation 1.90%
Annualized Sharpe 1.15
Win Rate % 54.9%
Longest Drawdown 20.1 months
Avg Trades Per Year 9.46
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Updated 6 days, 15 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2021-09-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $25,490,444.59
CAGR % 12.05%
Max % Drawdown (15.25%)
Standard Deviation 2.11%
Annualized Sharpe 1.19
Win Rate % 69.5%
Longest Drawdown 16.0 months
Avg Trades Per Year 17.04
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Updated 6 days, 15 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2021-09-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $21,787,323.43
CAGR % 11.69%
Max % Drawdown (15.88%)
Standard Deviation 2.23%
Annualized Sharpe 1.09
Win Rate % 54.9%
Longest Drawdown 23.1 months
Avg Trades Per Year 9.46
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Updated 6 days, 15 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2021-09-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $41,659,836.80
CAGR % 13.18%
Max % Drawdown (16.92%)
Standard Deviation 2.39%
Annualized Sharpe 1.19
Win Rate % 69.3%
Longest Drawdown 20.2 months
Avg Trades Per Year 16.88
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