| Updated | 6 days, 2 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $484,043.58 |
| CAGR % | 6.64% |
| Max % Drawdown | (14.90%) |
| Standard Deviation | 1.97% |
| Annualized Sharpe | 0.54 |
| Win Rate % | 46.2% |
| Longest Drawdown | 30.5 months |
| Avg Trades Per Year | 4.24 |
| Updated | 6 days, 2 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $587,022.14 |
| CAGR % | 7.48% |
| Max % Drawdown | (14.64%) |
| Standard Deviation | 2.06% |
| Annualized Sharpe | 0.63 |
| Win Rate % | 63.6% |
| Longest Drawdown | 28.0 months |
| Avg Trades Per Year | 8.39 |
| Updated | 6 days, 2 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $484,043.58 |
| CAGR % | 6.64% |
| Max % Drawdown | (14.90%) |
| Standard Deviation | 1.97% |
| Annualized Sharpe | 0.54 |
| Win Rate % | 46.2% |
| Longest Drawdown | 30.5 months |
| Avg Trades Per Year | 4.24 |
| Updated | 6 days, 2 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $10,435,212.71 |
| CAGR % | 9.44% |
| Max % Drawdown | (15.12%) |
| Standard Deviation | 2.15% |
| Annualized Sharpe | 0.85 |
| Win Rate % | 48.5% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 3.96 |
| Updated | 6 days, 2 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $20,558,856.52 |
| CAGR % | 10.88% |
| Max % Drawdown | (14.83%) |
| Standard Deviation | 2.36% |
| Annualized Sharpe | 0.95 |
| Win Rate % | 68.3% |
| Longest Drawdown | 28.2 months |
| Avg Trades Per Year | 8.15 |
| Updated | 6 days, 2 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $10,435,212.71 |
| CAGR % | 9.44% |
| Max % Drawdown | (15.12%) |
| Standard Deviation | 2.15% |
| Annualized Sharpe | 0.85 |
| Win Rate % | 48.5% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 3.96 |
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