| Updated | 3 days, 7 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2023-09-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $505,744.24 |
| CAGR % | 7.07% |
| Max % Drawdown | (7.81%) |
| Standard Deviation | 1.61% |
| Annualized Sharpe | 0.72 |
| Win Rate % | 50.0% |
| Longest Drawdown | 20.2 months |
| Avg Trades Per Year | 10.37 |
| Updated | 3 days, 8 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2023-09-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $567,800.46 |
| CAGR % | 7.60% |
| Max % Drawdown | (10.20%) |
| Standard Deviation | 1.71% |
| Annualized Sharpe | 0.77 |
| Win Rate % | 60.7% |
| Longest Drawdown | 18.4 months |
| Avg Trades Per Year | 17.79 |
| Updated | 3 days, 7 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2023-09-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $600,026.48 |
| CAGR % | 7.85% |
| Max % Drawdown | (11.48%) |
| Standard Deviation | 2.03% |
| Annualized Sharpe | 0.69 |
| Win Rate % | 49.6% |
| Longest Drawdown | 23.5 months |
| Avg Trades Per Year | 10.45 |
| Updated | 3 days, 7 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2023-09-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $747,271.63 |
| CAGR % | 8.85% |
| Max % Drawdown | (10.67%) |
| Standard Deviation | 2.13% |
| Annualized Sharpe | 0.79 |
| Win Rate % | 61.5% |
| Longest Drawdown | 19.2 months |
| Avg Trades Per Year | 17.41 |
| Updated | 3 days, 8 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2023-09-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $14,695,320.83 |
| CAGR % | 10.34% |
| Max % Drawdown | (12.76%) |
| Standard Deviation | 1.90% |
| Annualized Sharpe | 1.08 |
| Win Rate % | 53.0% |
| Longest Drawdown | 20.1 months |
| Avg Trades Per Year | 9.70 |
| Updated | 3 days, 7 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2023-09-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $23,880,134.18 |
| CAGR % | 11.40% |
| Max % Drawdown | (15.34%) |
| Standard Deviation | 2.12% |
| Annualized Sharpe | 1.11 |
| Win Rate % | 67.3% |
| Longest Drawdown | 18.4 months |
| Avg Trades Per Year | 17.25 |
| Updated | 3 days, 7 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2023-09-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $21,581,822.94 |
| CAGR % | 11.18% |
| Max % Drawdown | (15.88%) |
| Standard Deviation | 2.23% |
| Annualized Sharpe | 1.03 |
| Win Rate % | 53.0% |
| Longest Drawdown | 23.1 months |
| Avg Trades Per Year | 9.70 |
| Updated | 3 days, 8 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2023-09-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $39,502,688.89 |
| CAGR % | 12.51% |
| Max % Drawdown | (16.92%) |
| Standard Deviation | 2.40% |
| Annualized Sharpe | 1.11 |
| Win Rate % | 67.1% |
| Longest Drawdown | 20.2 months |
| Avg Trades Per Year | 17.13 |
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