Something went wrong.
Please reload...

Faber Tactical Asset Allocation w/ Relative Strength



Updated 14 hours ago
Portfolio ^EEM Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $512,223.64
CAGR % 6.91%
Max % Drawdown (40.14%)
Standard Deviation 3.88%
Annualized Sharpe 0.34
Win Rate % 40.0%
Longest Drawdown 80.6 months
Avg Trades Per Year 0.82
Loading...

Period 2000-01-01 — 2024-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $416,341.61
CAGR % 6.01%
Max % Drawdown (45.68%)
Standard Deviation 3.80%
Annualized Sharpe 0.28
Win Rate % 37.5%
Longest Drawdown 153.2 months
Avg Trades Per Year 0.98
Loading...

Period 2000-01-01 — 2024-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $208,863.00
CAGR % 3.06%
Max % Drawdown (12.57%)
Standard Deviation 1.56%
Annualized Sharpe 0.04
Win Rate % 43.5%
Longest Drawdown 46.3 months
Avg Trades Per Year 0.94
Loading...

Period 2000-01-01 — 2024-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $208,727.26
CAGR % 3.06%
Max % Drawdown (26.03%)
Standard Deviation 2.92%
Annualized Sharpe 0.05
Win Rate % 44.0%
Longest Drawdown 72.5 months
Avg Trades Per Year 1.02
Loading...

Period 2000-01-01 — 2024-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $187,665.24
CAGR % 2.61%
Max % Drawdown (6.83%)
Standard Deviation 0.93%
Annualized Sharpe (0.10)
Win Rate % 34.8%
Longest Drawdown 44.6 months
Avg Trades Per Year 0.94
Loading...

Period 2000-01-01 — 2024-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $832,520.10
CAGR % 9.06%
Max % Drawdown (26.36%)
Standard Deviation 3.69%
Annualized Sharpe 0.51
Win Rate % 47.4%
Longest Drawdown 41.3 months
Avg Trades Per Year 0.78
Loading...

Period 2000-01-01 — 2024-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $988,114.67
CAGR % 9.82%
Max % Drawdown (30.83%)
Standard Deviation 3.92%
Annualized Sharpe 0.54
Win Rate % 41.2%
Longest Drawdown 36.5 months
Avg Trades Per Year 0.70
Loading...

Period 2000-01-01 — 2024-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,738,256.94
CAGR % 12.39%
Max % Drawdown (29.99%)
Standard Deviation 4.77%
Annualized Sharpe 0.61
Win Rate % 57.9%
Longest Drawdown 33.5 months
Avg Trades Per Year 0.78
Loading...

Period 2000-01-01 — 2024-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,814,554.01
CAGR % 12.59%
Max % Drawdown (30.40%)
Standard Deviation 4.28%
Annualized Sharpe 0.67
Win Rate % 58.8%
Longest Drawdown 31.2 months
Avg Trades Per Year 0.70
Loading...

Period 2000-01-01 — 2024-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $226,697.13
CAGR % 3.40%
Max % Drawdown (7.81%)
Standard Deviation 1.00%
Annualized Sharpe 0.13
Win Rate % 75.0%
Longest Drawdown 45.1 months
Avg Trades Per Year 0.65
Loading...

Updated 14 hours ago
Portfolio ^EEM Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $17,315,308.49
CAGR % 10.54%
Max % Drawdown (40.19%)
Standard Deviation 4.50%
Annualized Sharpe 0.53
Win Rate % 51.2%
Longest Drawdown 80.6 months
Avg Trades Per Year 0.80
Loading...

Period 1973-01-01 — 2024-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $8,258,113.11
CAGR % 8.96%
Max % Drawdown (45.73%)
Standard Deviation 4.61%
Annualized Sharpe 0.43
Win Rate % 37.0%
Longest Drawdown 153.2 months
Avg Trades Per Year 0.89
Loading...

Period 1973-01-01 — 2024-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $2,500,986.44
CAGR % 6.46%
Max % Drawdown (13.99%)
Standard Deviation 1.98%
Annualized Sharpe 0.52
Win Rate % 43.9%
Longest Drawdown 50.4 months
Avg Trades Per Year 0.80
Loading...

Period 1973-01-01 — 2024-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $3,921,174.65
CAGR % 7.39%
Max % Drawdown (26.75%)
Standard Deviation 3.51%
Annualized Sharpe 0.40
Win Rate % 45.5%
Longest Drawdown 72.5 months
Avg Trades Per Year 0.86
Loading...

Period 1973-01-01 — 2024-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,513,002.30
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 0.78
Loading...

Period 1973-01-01 — 2024-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $46,677,661.16
CAGR % 12.69%
Max % Drawdown (38.91%)
Standard Deviation 4.32%
Annualized Sharpe 0.68
Win Rate % 57.5%
Longest Drawdown 41.3 months
Avg Trades Per Year 0.78
Loading...

Period 1973-01-01 — 2024-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $37,077,208.05
CAGR % 12.18%
Max % Drawdown (30.83%)
Standard Deviation 3.83%
Annualized Sharpe 0.71
Win Rate % 48.7%
Longest Drawdown 36.5 months
Avg Trades Per Year 0.76
Loading...

Period 1973-01-01 — 2024-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $394,315,383.95
CAGR % 17.46%
Max % Drawdown (37.53%)
Standard Deviation 5.08%
Annualized Sharpe 0.84
Win Rate % 64.7%
Longest Drawdown 50.9 months
Avg Trades Per Year 0.66
Loading...

Period 1973-01-01 — 2024-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $246,113,291.71
CAGR % 16.39%
Max % Drawdown (30.46%)
Standard Deviation 4.49%
Annualized Sharpe 0.87
Win Rate % 67.6%
Longest Drawdown 42.3 months
Avg Trades Per Year 0.66
Loading...

Period 1973-01-01 — 2024-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $3,371,537.00
CAGR % 7.08%
Max % Drawdown (7.81%)
Standard Deviation 1.43%
Annualized Sharpe 0.81
Win Rate % 78.6%
Longest Drawdown 45.1 months
Avg Trades Per Year 0.54
Loading...