| Updated | 2 days, 23 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $521,074.74 |
| CAGR % | 7.62% |
| Max % Drawdown | (7.80%) |
| Standard Deviation | 1.62% |
| Annualized Sharpe | 0.80 |
| Win Rate % | 52.1% |
| Longest Drawdown | 20.2 months |
| Avg Trades Per Year | 10.40 |
| Updated | 2 days, 23 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $602,383.77 |
| CAGR % | 8.31% |
| Max % Drawdown | (8.19%) |
| Standard Deviation | 1.70% |
| Annualized Sharpe | 0.88 |
| Win Rate % | 62.8% |
| Longest Drawdown | 16.0 months |
| Avg Trades Per Year | 17.47 |
| Updated | 2 days, 23 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $624,868.38 |
| CAGR % | 8.49% |
| Max % Drawdown | (11.48%) |
| Standard Deviation | 2.05% |
| Annualized Sharpe | 0.76 |
| Win Rate % | 52.1% |
| Longest Drawdown | 23.5 months |
| Avg Trades Per Year | 10.40 |
| Updated | 2 days, 23 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $786,327.16 |
| CAGR % | 9.60% |
| Max % Drawdown | (10.25%) |
| Standard Deviation | 2.09% |
| Annualized Sharpe | 0.90 |
| Win Rate % | 63.7% |
| Longest Drawdown | 19.2 months |
| Avg Trades Per Year | 17.25 |
| Updated | 2 days, 23 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $15,351,172.08 |
| CAGR % | 10.71% |
| Max % Drawdown | (12.77%) |
| Standard Deviation | 1.90% |
| Annualized Sharpe | 1.13 |
| Win Rate % | 54.4% |
| Longest Drawdown | 20.1 months |
| Avg Trades Per Year | 9.66 |
| Updated | 2 days, 23 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $25,591,692.12 |
| CAGR % | 11.85% |
| Max % Drawdown | (15.25%) |
| Standard Deviation | 2.11% |
| Annualized Sharpe | 1.17 |
| Win Rate % | 68.6% |
| Longest Drawdown | 16.0 months |
| Avg Trades Per Year | 17.13 |
| Updated | 2 days, 23 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $22,624,903.41 |
| CAGR % | 11.58% |
| Max % Drawdown | (15.88%) |
| Standard Deviation | 2.24% |
| Annualized Sharpe | 1.07 |
| Win Rate % | 54.4% |
| Longest Drawdown | 23.1 months |
| Avg Trades Per Year | 9.66 |
| Updated | 2 days, 23 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $42,667,305.99 |
| CAGR % | 13.02% |
| Max % Drawdown | (16.92%) |
| Standard Deviation | 2.40% |
| Annualized Sharpe | 1.16 |
| Win Rate % | 68.3% |
| Longest Drawdown | 20.2 months |
| Avg Trades Per Year | 17.01 |
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