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Faber Tactical Asset Allocation w/ Relative Strength



Updated 2 days, 13 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $559,861.46
CAGR % 7.20%
Max % Drawdown (7.81%)
Standard Deviation 1.63%
Annualized Sharpe 0.74
Win Rate % 49.2%
Longest Drawdown 26.6 months
Avg Trades Per Year 10.41
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Updated 2 days, 12 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $642,384.16
CAGR % 7.80%
Max % Drawdown (11.97%)
Standard Deviation 1.74%
Annualized Sharpe 0.79
Win Rate % 60.7%
Longest Drawdown 29.3 months
Avg Trades Per Year 17.96
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Updated 2 days, 12 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $677,344.88
CAGR % 8.03%
Max % Drawdown (11.48%)
Standard Deviation 2.04%
Annualized Sharpe 0.71
Win Rate % 48.7%
Longest Drawdown 26.6 months
Avg Trades Per Year 10.53
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Updated 2 days, 12 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $859,255.47
CAGR % 9.07%
Max % Drawdown (12.51%)
Standard Deviation 2.14%
Annualized Sharpe 0.81
Win Rate % 61.1%
Longest Drawdown 28.2 months
Avg Trades Per Year 17.52
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Updated 2 days, 12 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $16,348,560.84
CAGR % 10.34%
Max % Drawdown (12.76%)
Standard Deviation 1.90%
Annualized Sharpe 1.08
Win Rate % 52.5%
Longest Drawdown 26.8 months
Avg Trades Per Year 9.75
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Updated 2 days, 12 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $26,999,770.92
CAGR % 11.42%
Max % Drawdown (15.34%)
Standard Deviation 2.12%
Annualized Sharpe 1.11
Win Rate % 67.1%
Longest Drawdown 29.4 months
Avg Trades Per Year 17.34
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Updated 2 days, 12 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $24,520,864.74
CAGR % 11.21%
Max % Drawdown (15.88%)
Standard Deviation 2.23%
Annualized Sharpe 1.04
Win Rate % 52.5%
Longest Drawdown 26.7 months
Avg Trades Per Year 9.75
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Updated 2 days, 12 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $45,641,136.11
CAGR % 12.55%
Max % Drawdown (16.92%)
Standard Deviation 2.40%
Annualized Sharpe 1.11
Win Rate % 66.9%
Longest Drawdown 29.4 months
Avg Trades Per Year 17.19
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