| Updated | 6 days, 21 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $412,499.14 |
| CAGR % | 7.49% |
| Max % Drawdown | (8.04%) |
| Standard Deviation | 1.63% |
| Annualized Sharpe | 0.78 |
| Win Rate % | 54.5% |
| Longest Drawdown | 20.2 months |
| Avg Trades Per Year | 10.09 |
| Updated | 6 days, 21 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $480,521.46 |
| CAGR % | 8.33% |
| Max % Drawdown | (8.20%) |
| Standard Deviation | 1.68% |
| Annualized Sharpe | 0.89 |
| Win Rate % | 66.5% |
| Longest Drawdown | 16.0 months |
| Avg Trades Per Year | 17.17 |
| Updated | 6 days, 21 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $461,417.77 |
| CAGR % | 8.11% |
| Max % Drawdown | (11.54%) |
| Standard Deviation | 2.04% |
| Annualized Sharpe | 0.72 |
| Win Rate % | 54.5% |
| Longest Drawdown | 21.6 months |
| Avg Trades Per Year | 10.09 |
| Updated | 6 days, 21 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $575,549.52 |
| CAGR % | 9.33% |
| Max % Drawdown | (10.37%) |
| Standard Deviation | 2.08% |
| Annualized Sharpe | 0.87 |
| Win Rate % | 66.9% |
| Longest Drawdown | 19.0 months |
| Avg Trades Per Year | 16.77 |
| Updated | 6 days, 21 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $12,026,003.57 |
| CAGR % | 10.82% |
| Max % Drawdown | (12.77%) |
| Standard Deviation | 1.92% |
| Annualized Sharpe | 1.14 |
| Win Rate % | 55.4% |
| Longest Drawdown | 20.1 months |
| Avg Trades Per Year | 9.48 |
| Updated | 6 days, 21 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $20,322,375.61 |
| CAGR % | 12.07% |
| Max % Drawdown | (15.33%) |
| Standard Deviation | 2.13% |
| Annualized Sharpe | 1.18 |
| Win Rate % | 70.6% |
| Longest Drawdown | 16.0 months |
| Avg Trades Per Year | 16.92 |
| Updated | 6 days, 21 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $16,605,652.67 |
| CAGR % | 11.59% |
| Max % Drawdown | (15.93%) |
| Standard Deviation | 2.24% |
| Annualized Sharpe | 1.07 |
| Win Rate % | 55.4% |
| Longest Drawdown | 20.8 months |
| Avg Trades Per Year | 9.48 |
| Updated | 6 days, 21 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $31,104,885.79 |
| CAGR % | 13.10% |
| Max % Drawdown | (16.91%) |
| Standard Deviation | 2.41% |
| Annualized Sharpe | 1.17 |
| Win Rate % | 70.3% |
| Longest Drawdown | 20.2 months |
| Avg Trades Per Year | 16.82 |
© Copyright 2013 - 2019
Extrategic Investing, LLC.
All rights reserved.
