| Updated | 6 days, 12 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-12-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $500,552.43 |
| CAGR % | 6.67% |
| Max % Drawdown | (14.90%) |
| Standard Deviation | 1.97% |
| Annualized Sharpe | 0.55 |
| Win Rate % | 47.2% |
| Longest Drawdown | 30.5 months |
| Avg Trades Per Year | 4.25 |
| Updated | 6 days, 11 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-12-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $603,116.46 |
| CAGR % | 7.47% |
| Max % Drawdown | (14.64%) |
| Standard Deviation | 2.06% |
| Annualized Sharpe | 0.63 |
| Win Rate % | 63.9% |
| Longest Drawdown | 28.0 months |
| Avg Trades Per Year | 8.34 |
| Updated | 6 days, 12 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-12-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $500,552.43 |
| CAGR % | 6.67% |
| Max % Drawdown | (14.90%) |
| Standard Deviation | 1.97% |
| Annualized Sharpe | 0.55 |
| Win Rate % | 47.2% |
| Longest Drawdown | 30.5 months |
| Avg Trades Per Year | 4.25 |
| Updated | 6 days, 11 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-12-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $10,795,173.78 |
| CAGR % | 9.43% |
| Max % Drawdown | (15.12%) |
| Standard Deviation | 2.15% |
| Annualized Sharpe | 0.85 |
| Win Rate % | 49.0% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 3.97 |
| Updated | 6 days, 11 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-12-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $21,136,637.03 |
| CAGR % | 10.86% |
| Max % Drawdown | (14.83%) |
| Standard Deviation | 2.35% |
| Annualized Sharpe | 0.95 |
| Win Rate % | 68.5% |
| Longest Drawdown | 28.2 months |
| Avg Trades Per Year | 8.12 |
| Updated | 6 days, 11 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-12-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $10,795,173.78 |
| CAGR % | 9.43% |
| Max % Drawdown | (15.12%) |
| Standard Deviation | 2.15% |
| Annualized Sharpe | 0.85 |
| Win Rate % | 49.0% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 3.97 |
© Copyright 2013 - 2024
Extrategic Investing, LLC.
All rights reserved.
