| Updated | 3 days, 14 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-09-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $527,668.83 |
| CAGR % | 6.69% |
| Max % Drawdown | (14.90%) |
| Standard Deviation | 1.96% |
| Annualized Sharpe | 0.55 |
| Win Rate % | 48.2% |
| Longest Drawdown | 30.5 months |
| Avg Trades Per Year | 4.28 |
| Updated | 3 days, 14 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-09-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $638,837.09 |
| CAGR % | 7.49% |
| Max % Drawdown | (14.64%) |
| Standard Deviation | 2.05% |
| Annualized Sharpe | 0.64 |
| Win Rate % | 64.4% |
| Longest Drawdown | 28.0 months |
| Avg Trades Per Year | 8.52 |
| Updated | 3 days, 14 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-09-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $527,668.83 |
| CAGR % | 6.69% |
| Max % Drawdown | (14.90%) |
| Standard Deviation | 1.96% |
| Annualized Sharpe | 0.55 |
| Win Rate % | 48.2% |
| Longest Drawdown | 30.5 months |
| Avg Trades Per Year | 4.28 |
| Updated | 3 days, 14 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-09-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $11,398,030.65 |
| CAGR % | 9.40% |
| Max % Drawdown | (15.12%) |
| Standard Deviation | 2.14% |
| Annualized Sharpe | 0.85 |
| Win Rate % | 49.5% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 3.99 |
| Updated | 3 days, 14 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-09-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $22,398,787.36 |
| CAGR % | 10.82% |
| Max % Drawdown | (14.83%) |
| Standard Deviation | 2.34% |
| Annualized Sharpe | 0.94 |
| Win Rate % | 68.6% |
| Longest Drawdown | 28.2 months |
| Avg Trades Per Year | 8.22 |
| Updated | 3 days, 14 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-09-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $11,398,030.65 |
| CAGR % | 9.40% |
| Max % Drawdown | (15.12%) |
| Standard Deviation | 2.14% |
| Annualized Sharpe | 0.85 |
| Win Rate % | 49.5% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 3.99 |
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