| Updated | 4 days, 21 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $415,308.45 |
| CAGR % | 7.24% |
| Max % Drawdown | (7.78%) |
| Standard Deviation | 1.61% |
| Annualized Sharpe | 0.75 |
| Win Rate % | 52.1% |
| Longest Drawdown | 20.2 months |
| Avg Trades Per Year | 10.35 |
| Updated | 4 days, 21 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $492,844.33 |
| CAGR % | 8.14% |
| Max % Drawdown | (8.08%) |
| Standard Deviation | 1.68% |
| Annualized Sharpe | 0.87 |
| Win Rate % | 64.2% |
| Longest Drawdown | 16.0 months |
| Avg Trades Per Year | 17.56 |
| Updated | 4 days, 21 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $455,571.41 |
| CAGR % | 7.72% |
| Max % Drawdown | (11.55%) |
| Standard Deviation | 2.03% |
| Annualized Sharpe | 0.67 |
| Win Rate % | 52.1% |
| Longest Drawdown | 23.5 months |
| Avg Trades Per Year | 10.35 |
| Updated | 4 days, 21 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $579,429.35 |
| CAGR % | 9.00% |
| Max % Drawdown | (10.37%) |
| Standard Deviation | 2.05% |
| Annualized Sharpe | 0.83 |
| Win Rate % | 64.9% |
| Longest Drawdown | 21.1 months |
| Avg Trades Per Year | 17.17 |
| Updated | 4 days, 21 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $12,017,405.53 |
| CAGR % | 10.63% |
| Max % Drawdown | (12.76%) |
| Standard Deviation | 1.91% |
| Annualized Sharpe | 1.12 |
| Win Rate % | 54.4% |
| Longest Drawdown | 20.1 months |
| Avg Trades Per Year | 9.62 |
| Updated | 4 days, 21 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $20,486,145.89 |
| CAGR % | 11.89% |
| Max % Drawdown | (15.33%) |
| Standard Deviation | 2.12% |
| Annualized Sharpe | 1.17 |
| Win Rate % | 69.6% |
| Longest Drawdown | 16.0 months |
| Avg Trades Per Year | 17.14 |
| Updated | 4 days, 21 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $16,345,137.32 |
| CAGR % | 11.35% |
| Max % Drawdown | (15.92%) |
| Standard Deviation | 2.24% |
| Annualized Sharpe | 1.05 |
| Win Rate % | 54.4% |
| Longest Drawdown | 23.1 months |
| Avg Trades Per Year | 9.62 |
| Updated | 4 days, 21 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $31,096,846.96 |
| CAGR % | 12.88% |
| Max % Drawdown | (16.91%) |
| Standard Deviation | 2.40% |
| Annualized Sharpe | 1.15 |
| Win Rate % | 69.3% |
| Longest Drawdown | 20.2 months |
| Avg Trades Per Year | 16.90 |
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