Updated | 4 hours ago |
---|---|
Portfolio | Faber Global13 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2024-12-20 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $548,262.28 |
CAGR % | 7.05% |
Max % Drawdown | (7.81%) |
Standard Deviation | 1.64% |
Annualized Sharpe | 0.71 |
Win Rate % | 49.2% |
Longest Drawdown | 26.6 months |
Avg Trades Per Year | 10.41 |
Updated | 4 hours ago |
---|---|
Portfolio | Fabler Global13 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2024-12-20 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $628,729.34 |
CAGR % | 7.64% |
Max % Drawdown | (11.97%) |
Standard Deviation | 1.75% |
Annualized Sharpe | 0.76 |
Win Rate % | 60.7% |
Longest Drawdown | 29.4 months |
Avg Trades Per Year | 17.94 |
Updated | 4 hours ago |
---|---|
Portfolio | Faber Global13 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2024-12-20 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $664,420.29 |
CAGR % | 7.88% |
Max % Drawdown | (11.48%) |
Standard Deviation | 2.05% |
Annualized Sharpe | 0.69 |
Win Rate % | 48.7% |
Longest Drawdown | 26.6 months |
Avg Trades Per Year | 10.53 |
Updated | 4 hours ago |
---|---|
Portfolio | Fabler Global13 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2024-12-20 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $840,481.53 |
CAGR % | 8.90% |
Max % Drawdown | (12.51%) |
Standard Deviation | 2.15% |
Annualized Sharpe | 0.79 |
Win Rate % | 61.1% |
Longest Drawdown | 28.2 months |
Avg Trades Per Year | 17.50 |
Updated | 4 hours ago |
---|---|
Portfolio | Faber Global13 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2024-12-20 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $15,980,068.70 |
CAGR % | 10.26% |
Max % Drawdown | (12.76%) |
Standard Deviation | 1.91% |
Annualized Sharpe | 1.07 |
Win Rate % | 52.5% |
Longest Drawdown | 26.8 months |
Avg Trades Per Year | 9.76 |
Updated | 4 hours ago |
---|---|
Portfolio | Fabler Global13 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2024-12-20 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $26,400,260.00 |
CAGR % | 11.33% |
Max % Drawdown | (15.34%) |
Standard Deviation | 2.13% |
Annualized Sharpe | 1.10 |
Win Rate % | 67.1% |
Longest Drawdown | 29.4 months |
Avg Trades Per Year | 17.34 |
Updated | 4 hours ago |
---|---|
Portfolio | Faber Global13 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2024-12-20 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $24,025,765.60 |
CAGR % | 11.12% |
Max % Drawdown | (15.88%) |
Standard Deviation | 2.24% |
Annualized Sharpe | 1.02 |
Win Rate % | 52.5% |
Longest Drawdown | 26.7 months |
Avg Trades Per Year | 9.76 |
Updated | 4 hours ago |
---|---|
Portfolio | Fabler Global13 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2024-12-20 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $44,644,087.60 |
CAGR % | 12.46% |
Max % Drawdown | (16.92%) |
Standard Deviation | 2.41% |
Annualized Sharpe | 1.10 |
Win Rate % | 66.9% |
Longest Drawdown | 29.4 months |
Avg Trades Per Year | 17.18 |