| Updated | 1 day ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-04-21 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $492,493.58 |
| CAGR % | 6.51% |
| Max % Drawdown | (14.90%) |
| Standard Deviation | 1.97% |
| Annualized Sharpe | 0.52 |
| Win Rate % | 48.6% |
| Longest Drawdown | 30.5 months |
| Avg Trades Per Year | 4.31 |
| Updated | 1 day ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-04-21 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $594,456.23 |
| CAGR % | 7.30% |
| Max % Drawdown | (14.64%) |
| Standard Deviation | 2.06% |
| Annualized Sharpe | 0.61 |
| Win Rate % | 64.0% |
| Longest Drawdown | 28.0 months |
| Avg Trades Per Year | 8.46 |
| Updated | 1 day ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-04-21 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $492,493.58 |
| CAGR % | 6.51% |
| Max % Drawdown | (14.90%) |
| Standard Deviation | 1.97% |
| Annualized Sharpe | 0.52 |
| Win Rate % | 48.6% |
| Longest Drawdown | 30.5 months |
| Avg Trades Per Year | 4.31 |
| Updated | 1 day ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-04-21 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $10,618,446.26 |
| CAGR % | 9.33% |
| Max % Drawdown | (15.12%) |
| Standard Deviation | 2.15% |
| Annualized Sharpe | 0.84 |
| Win Rate % | 49.8% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 3.00 |
| Updated | 1 day ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-04-21 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $20,819,826.87 |
| CAGR % | 10.75% |
| Max % Drawdown | (14.83%) |
| Standard Deviation | 2.35% |
| Annualized Sharpe | 0.93 |
| Win Rate % | 68.5% |
| Longest Drawdown | 28.2 months |
| Avg Trades Per Year | 8.18 |
| Updated | 1 day ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-04-21 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $10,618,446.26 |
| CAGR % | 9.33% |
| Max % Drawdown | (15.12%) |
| Standard Deviation | 2.15% |
| Annualized Sharpe | 0.84 |
| Win Rate % | 49.8% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 3.00 |
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