Updated | 2 days, 14 hours ago |
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Portfolio | Faber Ivy5 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2024-10-11 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $499,636.92 |
CAGR % | 6.71% |
Max % Drawdown | (14.90%) |
Standard Deviation | 1.97% |
Annualized Sharpe | 0.55 |
Win Rate % | 46.7% |
Longest Drawdown | 30.5 months |
Avg Trades Per Year | 4.24 |
Updated | 2 days, 14 hours ago |
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Portfolio | Faber Ivy5 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2024-10-11 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $605,219.83 |
CAGR % | 7.54% |
Max % Drawdown | (14.64%) |
Standard Deviation | 2.06% |
Annualized Sharpe | 0.64 |
Win Rate % | 63.8% |
Longest Drawdown | 28.0 months |
Avg Trades Per Year | 8.35 |
Updated | 2 days, 14 hours ago |
---|---|
Portfolio | Faber Ivy5 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2024-10-11 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $499,636.92 |
CAGR % | 6.71% |
Max % Drawdown | (14.90%) |
Standard Deviation | 1.97% |
Annualized Sharpe | 0.55 |
Win Rate % | 46.7% |
Longest Drawdown | 30.5 months |
Avg Trades Per Year | 4.24 |
Updated | 2 days, 14 hours ago |
---|---|
Portfolio | Faber Ivy5 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2024-10-11 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $10,785,491.07 |
CAGR % | 9.46% |
Max % Drawdown | (15.12%) |
Standard Deviation | 2.15% |
Annualized Sharpe | 0.86 |
Win Rate % | 48.8% |
Longest Drawdown | 29.5 months |
Avg Trades Per Year | 3.96 |
Updated | 2 days, 14 hours ago |
---|---|
Portfolio | Faber Ivy5 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2024-10-11 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $21,197,661.98 |
CAGR % | 10.90% |
Max % Drawdown | (14.83%) |
Standard Deviation | 2.35% |
Annualized Sharpe | 0.95 |
Win Rate % | 68.4% |
Longest Drawdown | 28.2 months |
Avg Trades Per Year | 8.13 |
Updated | 2 days, 14 hours ago |
---|---|
Portfolio | Faber Ivy5 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2024-10-11 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $10,785,491.07 |
CAGR % | 9.46% |
Max % Drawdown | (15.12%) |
Standard Deviation | 2.15% |
Annualized Sharpe | 0.86 |
Win Rate % | 48.8% |
Longest Drawdown | 29.5 months |
Avg Trades Per Year | 3.96 |