| 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 |
| Updated | 7 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| 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 |
| 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 |
| 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 |
| Updated | 7 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| 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 |
| 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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