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Faber Tactical Asset Allocation w/ Relative Strength



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
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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
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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
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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
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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
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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
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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
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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
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