| Updated | 10 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-06-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $405,290.32 |
| CAGR % | 7.46% |
| Max % Drawdown | (8.04%) |
| Standard Deviation | 1.64% |
| Annualized Sharpe | 0.78 |
| Win Rate % | 54.5% |
| Longest Drawdown | 20.2 months |
| Avg Trades Per Year | 10.18 |
| Updated | 10 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-06-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $470,357.67 |
| CAGR % | 8.29% |
| Max % Drawdown | (8.20%) |
| Standard Deviation | 1.69% |
| Annualized Sharpe | 0.88 |
| Win Rate % | 66.2% |
| Longest Drawdown | 16.0 months |
| Avg Trades Per Year | 17.17 |
| Updated | 10 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-06-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $459,916.96 |
| CAGR % | 8.16% |
| Max % Drawdown | (11.54%) |
| Standard Deviation | 2.05% |
| Annualized Sharpe | 0.72 |
| Win Rate % | 54.5% |
| Longest Drawdown | 21.6 months |
| Avg Trades Per Year | 10.18 |
| Updated | 10 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-06-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $570,311.05 |
| CAGR % | 9.37% |
| Max % Drawdown | (10.37%) |
| Standard Deviation | 2.08% |
| Annualized Sharpe | 0.87 |
| Win Rate % | 66.6% |
| Longest Drawdown | 19.0 months |
| Avg Trades Per Year | 16.76 |
| Updated | 10 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-06-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $11,788,380.41 |
| CAGR % | 10.81% |
| Max % Drawdown | (12.77%) |
| Standard Deviation | 1.92% |
| Annualized Sharpe | 1.14 |
| Win Rate % | 55.4% |
| Longest Drawdown | 20.1 months |
| Avg Trades Per Year | 9.52 |
| Updated | 10 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-06-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $19,883,004.51 |
| CAGR % | 12.07% |
| Max % Drawdown | (15.33%) |
| Standard Deviation | 2.14% |
| Annualized Sharpe | 1.18 |
| Win Rate % | 70.5% |
| Longest Drawdown | 16.0 months |
| Avg Trades Per Year | 16.92 |
| Updated | 10 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-06-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $16,507,827.55 |
| CAGR % | 11.62% |
| Max % Drawdown | (15.93%) |
| Standard Deviation | 2.25% |
| Annualized Sharpe | 1.08 |
| Win Rate % | 55.4% |
| Longest Drawdown | 20.8 months |
| Avg Trades Per Year | 9.52 |
| Updated | 10 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-06-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $30,810,373.44 |
| CAGR % | 13.13% |
| Max % Drawdown | (16.91%) |
| Standard Deviation | 2.41% |
| Annualized Sharpe | 1.17 |
| Win Rate % | 70.2% |
| Longest Drawdown | 20.2 months |
| Avg Trades Per Year | 16.81 |
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