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Faber Tactical Asset Allocation w/ Relative Strength



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
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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
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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
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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
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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
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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
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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
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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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