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Faber Tactical Asset Allocation w/ Relative Strength



Updated 4 days, 8 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
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Updated 4 days, 8 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
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Updated 4 days, 8 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
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Updated 4 days, 8 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
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Updated 4 days, 8 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
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Updated 4 days, 8 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
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Updated 4 days, 8 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
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Updated 4 days, 8 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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