Updated | 6 days, 3 hours ago |
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Portfolio | Faber Global13 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2024-07-19 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $539,905.12 |
CAGR % | 7.11% |
Max % Drawdown | (7.81%) |
Standard Deviation | 1.63% |
Annualized Sharpe | 0.72 |
Win Rate % | 49.0% |
Longest Drawdown | 26.6 months |
Avg Trades Per Year | 10.47 |
Updated | 6 days, 3 hours ago |
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Portfolio | Fabler Global13 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2024-07-19 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $619,124.03 |
CAGR % | 7.71% |
Max % Drawdown | (11.97%) |
Standard Deviation | 1.73% |
Annualized Sharpe | 0.78 |
Win Rate % | 60.6% |
Longest Drawdown | 28.3 months |
Avg Trades Per Year | 18.09 |
Updated | 6 days, 3 hours ago |
---|---|
Portfolio | Faber Global13 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2024-07-19 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $649,238.38 |
CAGR % | 7.92% |
Max % Drawdown | (11.48%) |
Standard Deviation | 2.04% |
Annualized Sharpe | 0.70 |
Win Rate % | 48.5% |
Longest Drawdown | 26.6 months |
Avg Trades Per Year | 10.59 |
Updated | 6 days, 3 hours ago |
---|---|
Portfolio | Fabler Global13 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2024-07-19 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $824,499.63 |
CAGR % | 8.98% |
Max % Drawdown | (12.53%) |
Standard Deviation | 2.14% |
Annualized Sharpe | 0.80 |
Win Rate % | 61.0% |
Longest Drawdown | 28.2 months |
Avg Trades Per Year | 17.64 |
Updated | 6 days, 3 hours ago |
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Portfolio | Faber Global13 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2024-07-19 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $15,733,124.82 |
CAGR % | 10.31% |
Max % Drawdown | (12.76%) |
Standard Deviation | 1.90% |
Annualized Sharpe | 1.08 |
Win Rate % | 52.4% |
Longest Drawdown | 26.7 months |
Avg Trades Per Year | 9.78 |
Updated | 6 days, 3 hours ago |
---|---|
Portfolio | Fabler Global13 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2024-07-19 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $26,000,208.87 |
CAGR % | 11.39% |
Max % Drawdown | (15.34%) |
Standard Deviation | 2.12% |
Annualized Sharpe | 1.11 |
Win Rate % | 67.1% |
Longest Drawdown | 28.3 months |
Avg Trades Per Year | 17.40 |
Updated | 6 days, 3 hours ago |
---|---|
Portfolio | Faber Global13 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2024-07-19 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $23,439,438.38 |
CAGR % | 11.17% |
Max % Drawdown | (15.88%) |
Standard Deviation | 2.23% |
Annualized Sharpe | 1.03 |
Win Rate % | 52.4% |
Longest Drawdown | 26.7 months |
Avg Trades Per Year | 9.78 |
Updated | 6 days, 3 hours ago |
---|---|
Portfolio | Fabler Global13 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2024-07-19 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $43,675,758.86 |
CAGR % | 12.52% |
Max % Drawdown | (16.92%) |
Standard Deviation | 2.40% |
Annualized Sharpe | 1.11 |
Win Rate % | 66.8% |
Longest Drawdown | 28.3 months |
Avg Trades Per Year | 17.25 |