| Updated | 3 days, 15 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-05-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $500,104.08 |
| CAGR % | 6.54% |
| Max % Drawdown | (14.90%) |
| Standard Deviation | 1.97% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 48.2% |
| Longest Drawdown | 30.5 months |
| Avg Trades Per Year | 4.33 |
| Updated | 3 days, 15 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-05-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $602,951.11 |
| CAGR % | 7.33% |
| Max % Drawdown | (14.64%) |
| Standard Deviation | 2.06% |
| Annualized Sharpe | 0.62 |
| Win Rate % | 63.7% |
| Longest Drawdown | 28.0 months |
| Avg Trades Per Year | 8.46 |
| Updated | 3 days, 15 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-05-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $500,104.08 |
| CAGR % | 6.54% |
| Max % Drawdown | (14.90%) |
| Standard Deviation | 1.97% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 48.2% |
| Longest Drawdown | 30.5 months |
| Avg Trades Per Year | 4.33 |
| Updated | 3 days, 15 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-05-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $10,783,394.75 |
| CAGR % | 9.34% |
| Max % Drawdown | (15.12%) |
| Standard Deviation | 2.15% |
| Annualized Sharpe | 0.84 |
| Win Rate % | 49.5% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 4.01 |
| Updated | 3 days, 15 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-05-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $21,135,465.48 |
| CAGR % | 10.76% |
| Max % Drawdown | (14.83%) |
| Standard Deviation | 2.35% |
| Annualized Sharpe | 0.94 |
| Win Rate % | 68.3% |
| Longest Drawdown | 28.2 months |
| Avg Trades Per Year | 8.19 |
| Updated | 3 days, 15 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-05-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $10,783,394.75 |
| CAGR % | 9.34% |
| Max % Drawdown | (15.12%) |
| Standard Deviation | 2.15% |
| Annualized Sharpe | 0.84 |
| Win Rate % | 49.5% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 4.01 |
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