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Faber Tactical Asset Allocation w/ Relative Strength



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
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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
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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
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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
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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
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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
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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
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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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