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Faber Tactical Asset Allocation w/ Relative Strength



Updated 6 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2021-06-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $422,017.19
CAGR % 6.95%
Max % Drawdown (14.90%)
Standard Deviation 1.95%
Annualized Sharpe 0.59
Win Rate % 47.7%
Longest Drawdown 30.5 months
Avg Trades Per Year 4.01
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Period 2000-01-01 — 2021-06-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $524,976.76
CAGR % 8.04%
Max % Drawdown (14.64%)
Standard Deviation 2.02%
Annualized Sharpe 0.72
Win Rate % 66.1%
Longest Drawdown 27.8 months
Avg Trades Per Year 7.98
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Updated 6 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2021-06-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $422,017.19
CAGR % 6.95%
Max % Drawdown (14.90%)
Standard Deviation 1.95%
Annualized Sharpe 0.59
Win Rate % 47.7%
Longest Drawdown 30.5 months
Avg Trades Per Year 4.01
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Updated 7 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2021-06-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $9,125,263.94
CAGR % 9.77%
Max % Drawdown (15.12%)
Standard Deviation 2.15%
Annualized Sharpe 0.89
Win Rate % 49.5%
Longest Drawdown 29.5 months
Avg Trades Per Year 3.84
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Period 1973-01-01 — 2021-06-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $18,151,668.91
CAGR % 11.34%
Max % Drawdown (14.83%)
Standard Deviation 2.35%
Annualized Sharpe 1.00
Win Rate % 69.9%
Longest Drawdown 28.2 months
Avg Trades Per Year 7.95
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Updated 7 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2021-06-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $9,125,263.94
CAGR % 9.77%
Max % Drawdown (15.12%)
Standard Deviation 2.15%
Annualized Sharpe 0.89
Win Rate % 49.5%
Longest Drawdown 29.5 months
Avg Trades Per Year 3.84
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