Something went wrong.
Please reload...

Faber Tactical Asset Allocation w/ Relative Strength



Updated 11 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-10-24
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $538,271.37
CAGR % 6.74%
Max % Drawdown (14.90%)
Standard Deviation 1.95%
Annualized Sharpe 0.56
Win Rate % 48.2%
Longest Drawdown 30.5 months
Avg Trades Per Year 4.26
Loading...

Period 2000-01-01 — 2025-10-24
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $651,927.60
CAGR % 7.54%
Max % Drawdown (14.64%)
Standard Deviation 2.04%
Annualized Sharpe 0.65
Win Rate % 64.4%
Longest Drawdown 28.0 months
Avg Trades Per Year 8.48
Loading...

Updated 11 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-10-24
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $538,271.37
CAGR % 6.74%
Max % Drawdown (14.90%)
Standard Deviation 1.95%
Annualized Sharpe 0.56
Win Rate % 48.2%
Longest Drawdown 30.5 months
Avg Trades Per Year 4.26
Loading...

Updated 11 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-10-24
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $11,633,759.60
CAGR % 9.42%
Max % Drawdown (15.12%)
Standard Deviation 2.14%
Annualized Sharpe 0.86
Win Rate % 49.5%
Longest Drawdown 29.5 months
Avg Trades Per Year 3.98
Loading...

Period 1973-01-01 — 2025-10-24
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $22,858,735.74
CAGR % 10.83%
Max % Drawdown (14.83%)
Standard Deviation 2.34%
Annualized Sharpe 0.95
Win Rate % 68.6%
Longest Drawdown 28.2 months
Avg Trades Per Year 8.20
Loading...

Updated 11 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-10-24
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $11,633,759.60
CAGR % 9.42%
Max % Drawdown (15.12%)
Standard Deviation 2.14%
Annualized Sharpe 0.86
Win Rate % 49.5%
Longest Drawdown 29.5 months
Avg Trades Per Year 3.98
Loading...