| Updated | 4 days, 16 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-04-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $526,430.39 |
| CAGR % | 7.08% |
| Max % Drawdown | (7.81%) |
| Standard Deviation | 1.62% |
| Annualized Sharpe | 0.72 |
| Win Rate % | 49.2% |
| Longest Drawdown | 23.7 months |
| Avg Trades Per Year | 10.46 |
| Updated | 4 days, 16 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-04-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $601,885.47 |
| CAGR % | 7.67% |
| Max % Drawdown | (11.97%) |
| Standard Deviation | 1.73% |
| Annualized Sharpe | 0.77 |
| Win Rate % | 60.6% |
| Longest Drawdown | 25.1 months |
| Avg Trades Per Year | 18.08 |
| Updated | 4 days, 16 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-04-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $631,677.04 |
| CAGR % | 7.89% |
| Max % Drawdown | (11.48%) |
| Standard Deviation | 2.04% |
| Annualized Sharpe | 0.69 |
| Win Rate % | 48.6% |
| Longest Drawdown | 23.7 months |
| Avg Trades Per Year | 10.59 |
| Updated | 4 days, 16 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-04-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $802,440.59 |
| CAGR % | 8.96% |
| Max % Drawdown | (12.53%) |
| Standard Deviation | 2.14% |
| Annualized Sharpe | 0.80 |
| Win Rate % | 61.0% |
| Longest Drawdown | 25.1 months |
| Avg Trades Per Year | 17.63 |
| Updated | 4 days, 16 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-04-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $15,297,297.38 |
| CAGR % | 10.31% |
| Max % Drawdown | (12.76%) |
| Standard Deviation | 1.90% |
| Annualized Sharpe | 1.08 |
| Win Rate % | 52.5% |
| Longest Drawdown | 23.7 months |
| Avg Trades Per Year | 9.77 |
| Updated | 4 days, 16 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-04-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $25,221,218.46 |
| CAGR % | 11.39% |
| Max % Drawdown | (15.34%) |
| Standard Deviation | 2.12% |
| Annualized Sharpe | 1.11 |
| Win Rate % | 67.2% |
| Longest Drawdown | 25.1 months |
| Avg Trades Per Year | 17.40 |
| Updated | 4 days, 16 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-04-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $22,731,385.65 |
| CAGR % | 11.16% |
| Max % Drawdown | (15.88%) |
| Standard Deviation | 2.23% |
| Annualized Sharpe | 1.03 |
| Win Rate % | 52.5% |
| Longest Drawdown | 23.7 months |
| Avg Trades Per Year | 9.77 |
| Updated | 4 days, 16 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-04-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $42,275,097.91 |
| CAGR % | 12.52% |
| Max % Drawdown | (16.92%) |
| Standard Deviation | 2.40% |
| Annualized Sharpe | 1.11 |
| Win Rate % | 66.9% |
| Longest Drawdown | 25.1 months |
| Avg Trades Per Year | 17.24 |
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