| Updated | 2 days, 9 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $501,297.72 |
| CAGR % | 6.65% |
| Max % Drawdown | (14.90%) |
| Standard Deviation | 1.97% |
| Annualized Sharpe | 0.54 |
| Win Rate % | 47.7% |
| Longest Drawdown | 30.5 months |
| Avg Trades Per Year | 4.27 |
| Updated | 2 days, 8 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $602,716.35 |
| CAGR % | 7.44% |
| Max % Drawdown | (14.64%) |
| Standard Deviation | 2.07% |
| Annualized Sharpe | 0.63 |
| Win Rate % | 64.1% |
| Longest Drawdown | 28.0 months |
| Avg Trades Per Year | 8.35 |
| Updated | 2 days, 9 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $501,297.72 |
| CAGR % | 6.65% |
| Max % Drawdown | (14.90%) |
| Standard Deviation | 1.97% |
| Annualized Sharpe | 0.54 |
| Win Rate % | 47.7% |
| Longest Drawdown | 30.5 months |
| Avg Trades Per Year | 4.27 |
| Updated | 2 days, 8 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $10,809,315.65 |
| CAGR % | 9.42% |
| Max % Drawdown | (15.12%) |
| Standard Deviation | 2.15% |
| Annualized Sharpe | 0.85 |
| Win Rate % | 49.3% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 3.98 |
| Updated | 2 days, 8 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $21,105,235.18 |
| CAGR % | 10.83% |
| Max % Drawdown | (14.83%) |
| Standard Deviation | 2.36% |
| Annualized Sharpe | 0.94 |
| Win Rate % | 68.6% |
| Longest Drawdown | 28.2 months |
| Avg Trades Per Year | 8.13 |
| Updated | 2 days, 8 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $10,809,315.65 |
| CAGR % | 9.42% |
| Max % Drawdown | (15.12%) |
| Standard Deviation | 2.15% |
| Annualized Sharpe | 0.85 |
| Win Rate % | 49.3% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 3.98 |
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