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Faber Tactical Asset Allocation w/ Relative Strength



Period 2000-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $395,383.26
CAGR % 7.49%
Max % Drawdown (8.04%)
Standard Deviation 1.65%
Annualized Sharpe 0.78
Win Rate % 56.0%
Longest Drawdown 20.2 months
Avg Trades Per Year 10.14
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Period 2000-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $455,552.47
CAGR % 8.30%
Max % Drawdown (8.20%)
Standard Deviation 1.70%
Annualized Sharpe 0.88
Win Rate % 66.8%
Longest Drawdown 16.0 months
Avg Trades Per Year 17.08
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Period 2000-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $454,211.25
CAGR % 8.28%
Max % Drawdown (11.58%)
Standard Deviation 2.06%
Annualized Sharpe 0.74
Win Rate % 56.0%
Longest Drawdown 21.6 months
Avg Trades Per Year 10.14
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Period 2000-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $560,268.95
CAGR % 9.48%
Max % Drawdown (10.88%)
Standard Deviation 2.12%
Annualized Sharpe 0.87
Win Rate % 66.9%
Longest Drawdown 17.2 months
Avg Trades Per Year 16.50
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Period 1973-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $11,459,421.41
CAGR % 10.85%
Max % Drawdown (12.77%)
Standard Deviation 1.93%
Annualized Sharpe 1.14
Win Rate % 56.1%
Longest Drawdown 20.1 months
Avg Trades Per Year 9.49
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Period 1973-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $19,211,449.88
CAGR % 12.10%
Max % Drawdown (15.33%)
Standard Deviation 2.14%
Annualized Sharpe 1.18
Win Rate % 70.7%
Longest Drawdown 16.0 months
Avg Trades Per Year 16.88
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Period 1973-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $16,257,199.74
CAGR % 11.70%
Max % Drawdown (15.93%)
Standard Deviation 2.25%
Annualized Sharpe 1.08
Win Rate % 56.1%
Longest Drawdown 20.8 months
Avg Trades Per Year 9.49
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Period 1973-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $30,156,679.49
CAGR % 13.21%
Max % Drawdown (16.91%)
Standard Deviation 2.42%
Annualized Sharpe 1.18
Win Rate % 70.3%
Longest Drawdown 20.2 months
Avg Trades Per Year 16.69
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