| Updated | 2 days, 23 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-06-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $501,335.18 |
| CAGR % | 6.54% |
| Max % Drawdown | (14.90%) |
| Standard Deviation | 1.96% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 48.2% |
| Longest Drawdown | 30.5 months |
| Avg Trades Per Year | 4.32 |
| Updated | 2 days, 23 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-06-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $604,478.48 |
| CAGR % | 7.32% |
| Max % Drawdown | (14.64%) |
| Standard Deviation | 2.05% |
| Annualized Sharpe | 0.61 |
| Win Rate % | 63.9% |
| Longest Drawdown | 28.0 months |
| Avg Trades Per Year | 8.48 |
| Updated | 2 days, 23 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-06-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $501,335.18 |
| CAGR % | 6.54% |
| Max % Drawdown | (14.90%) |
| Standard Deviation | 1.96% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 48.2% |
| Longest Drawdown | 30.5 months |
| Avg Trades Per Year | 4.32 |
| Updated | 2 days, 23 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-06-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $10,811,477.13 |
| CAGR % | 9.34% |
| Max % Drawdown | (15.12%) |
| Standard Deviation | 2.15% |
| Annualized Sharpe | 0.84 |
| Win Rate % | 49.5% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 4.00 |
| Updated | 2 days, 23 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-06-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $21,189,499.80 |
| CAGR % | 10.75% |
| Max % Drawdown | (14.83%) |
| Standard Deviation | 2.35% |
| Annualized Sharpe | 0.94 |
| Win Rate % | 68.4% |
| Longest Drawdown | 28.2 months |
| Avg Trades Per Year | 8.20 |
| Updated | 2 days, 23 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-06-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $10,811,477.13 |
| CAGR % | 9.34% |
| Max % Drawdown | (15.12%) |
| Standard Deviation | 2.15% |
| Annualized Sharpe | 0.84 |
| Win Rate % | 49.5% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 4.00 |
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