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Faber Tactical Asset Allocation w/ Relative Strength



Period 2000-01-01 — 2025-04-21
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $521,909.27
CAGR % 6.75%
Max % Drawdown (40.14%)
Standard Deviation 3.86%
Annualized Sharpe 0.33
Win Rate % 40.0%
Longest Drawdown 80.6 months
Avg Trades Per Year 0.79
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Period 2000-01-01 — 2025-04-21
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $612,613.14
CAGR % 7.43%
Max % Drawdown (45.68%)
Standard Deviation 3.86%
Annualized Sharpe 0.38
Win Rate % 37.5%
Longest Drawdown 162.6 months
Avg Trades Per Year 0.95
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Period 2000-01-01 — 2025-04-21
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $207,719.11
CAGR % 2.93%
Max % Drawdown (12.57%)
Standard Deviation 1.56%
Annualized Sharpe 0.01
Win Rate % 45.8%
Longest Drawdown 56.5 months
Avg Trades Per Year 0.95
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Period 2000-01-01 — 2025-04-21
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $210,078.17
CAGR % 2.98%
Max % Drawdown (26.03%)
Standard Deviation 2.92%
Annualized Sharpe 0.05
Win Rate % 40.7%
Longest Drawdown 72.5 months
Avg Trades Per Year 1.07
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Period 2000-01-01 — 2025-04-21
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $196,294.93
CAGR % 2.70%
Max % Drawdown (6.83%)
Standard Deviation 0.94%
Annualized Sharpe (0.07)
Win Rate % 34.8%
Longest Drawdown 44.6 months
Avg Trades Per Year 0.91
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Period 2000-01-01 — 2025-04-21
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $839,654.00
CAGR % 8.78%
Max % Drawdown (26.36%)
Standard Deviation 3.78%
Annualized Sharpe 0.48
Win Rate % 50.0%
Longest Drawdown 41.3 months
Avg Trades Per Year 0.79
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Period 2000-01-01 — 2025-04-21
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,083,045.95
CAGR % 9.88%
Max % Drawdown (30.83%)
Standard Deviation 3.98%
Annualized Sharpe 0.54
Win Rate % 41.2%
Longest Drawdown 36.7 months
Avg Trades Per Year 0.67
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Period 2000-01-01 — 2025-04-21
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,868,743.87
CAGR % 12.27%
Max % Drawdown (29.99%)
Standard Deviation 4.79%
Annualized Sharpe 0.60
Win Rate % 60.0%
Longest Drawdown 41.4 months
Avg Trades Per Year 0.79
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Period 2000-01-01 — 2025-04-21
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,958,645.86
CAGR % 12.48%
Max % Drawdown (30.70%)
Standard Deviation 4.29%
Annualized Sharpe 0.67
Win Rate % 61.1%
Longest Drawdown 41.4 months
Avg Trades Per Year 0.71
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Period 2000-01-01 — 2025-04-21
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $222,893.00
CAGR % 3.22%
Max % Drawdown (7.81%)
Standard Deviation 1.06%
Annualized Sharpe 0.08
Win Rate % 70.6%
Longest Drawdown 45.1 months
Avg Trades Per Year 0.67
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Period 1973-01-01 — 2025-04-21
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $17,642,604.33
CAGR % 10.40%
Max % Drawdown (40.19%)
Standard Deviation 4.48%
Annualized Sharpe 0.53
Win Rate % 51.2%
Longest Drawdown 80.6 months
Avg Trades Per Year 0.78
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Period 1973-01-01 — 2025-04-21
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $12,163,785.65
CAGR % 9.61%
Max % Drawdown (45.73%)
Standard Deviation 4.61%
Annualized Sharpe 0.47
Win Rate % 37.0%
Longest Drawdown 162.6 months
Avg Trades Per Year 0.88
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Period 1973-01-01 — 2025-04-21
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $2,485,101.01
CAGR % 6.34%
Max % Drawdown (13.99%)
Standard Deviation 1.97%
Annualized Sharpe 0.50
Win Rate % 45.2%
Longest Drawdown 56.5 months
Avg Trades Per Year 0.80
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Period 1973-01-01 — 2025-04-21
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $3,940,840.93
CAGR % 7.28%
Max % Drawdown (26.75%)
Standard Deviation 3.50%
Annualized Sharpe 0.40
Win Rate % 43.5%
Longest Drawdown 72.5 months
Avg Trades Per Year 0.88
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Period 1973-01-01 — 2025-04-21
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,583,050.42
CAGR % 5.42%
Max % Drawdown (10.96%)
Standard Deviation 1.34%
Annualized Sharpe 0.52
Win Rate % 42.5%
Longest Drawdown 44.8 months
Avg Trades Per Year 0.76
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Period 1973-01-01 — 2025-04-21
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $47,079,373.37
CAGR % 12.49%
Max % Drawdown (38.91%)
Standard Deviation 4.35%
Annualized Sharpe 0.66
Win Rate % 58.5%
Longest Drawdown 41.3 months
Avg Trades Per Year 0.78
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Period 1973-01-01 — 2025-04-21
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $40,638,603.55
CAGR % 12.17%
Max % Drawdown (30.83%)
Standard Deviation 3.87%
Annualized Sharpe 0.71
Win Rate % 48.7%
Longest Drawdown 36.7 months
Avg Trades Per Year 0.75
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Period 1973-01-01 — 2025-04-21
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $424,210,068.46
CAGR % 17.32%
Max % Drawdown (37.53%)
Standard Deviation 5.08%
Annualized Sharpe 0.83
Win Rate % 65.7%
Longest Drawdown 50.9 months
Avg Trades Per Year 0.67
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Period 1973-01-01 — 2025-04-21
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $265,736,560.69
CAGR % 16.27%
Max % Drawdown (30.79%)
Standard Deviation 4.49%
Annualized Sharpe 0.86
Win Rate % 68.6%
Longest Drawdown 42.3 months
Avg Trades Per Year 0.67
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Period 1973-01-01 — 2025-04-21
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $3,314,973.36
CAGR % 6.92%
Max % Drawdown (7.81%)
Standard Deviation 1.45%
Annualized Sharpe 0.77
Win Rate % 75.9%
Longest Drawdown 45.1 months
Avg Trades Per Year 0.55
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